coursera机器学习课程笔记第九周异常检测推荐算法

最新推荐文章于 2020-06-12 10:45:02 发布

3D_DLW

最新推荐文章于 2020-06-12 10:45:02 发布

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文章标签：机器学习学习笔记

本文链接：https://blog.csdn.net/DLW__/article/details/97641987

版权

ex8

github:https://github.com/DLW3D/coursera-machine-learning-ex
练习文件下载地址:https://s3.amazonaws.com/spark-public/ml/exercises/on-demand/machine-learning-ex8.zip

Anomaly Detection 异常检测

Multivariate Gaussian 多元高斯分布

estimateGaussian.m
multivariateGaussian.m

function p = multivariateGaussian(X)
	[m, n] = size(X);
	%均值
	mu = mean(X)';
	%方差
	sigma2 = var(X,1)';
	
	k = length(mu);
	
	if (size(Sigma2, 2) == 1) || (size(Sigma2, 1) == 1)
	    Sigma2 = diag(Sigma2);
	end
	
	%减去均值
	X = bsxfun(@minus, X, mu(:)');
	%计算p
	p = (2 * pi) ^ (- k / 2) * det(Sigma2) ^ (-0.5) * ...
	    exp(-0.5 * sum(bsxfun(@times, X * pinv(Sigma2), X), 2));
end

Select Threshold 选择阈值

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selectThreshold.m

function [bestEpsilon bestF1] = selectThreshold(yval, pval)
	bestEpsilon = 0;
	bestF1 = 0;
	F1 = 0;
	
	stepsize = (max(pval) - min(pval)) / 1000;
	for epsilon = min(pval):stepsize:max(pval)
	    predictions = (pval < epsilon);
	    TP = sum(yval & predictions);
	    precision = TP/sum(predictions);
	    recall = TP/sum(yval);
	    F1 = 2*precision*recall/(precision+recall);
	    if F1 > bestF1
	       bestF1 = F1;
	       bestEpsilon = epsilon;
	    end
	end
end

效果可视化

%  The following command loads the dataset. You should now have the
%  variables X, Xval, yval in your environment
load('ex8data1.mat');

fprintf('Visualizing Gaussian fit.\n\n');

%  Estimate my and sigma2
[mu, sigma2] = estimateGaussian(X);

%  Returns the density of the multivariate normal at each data point (row) 
%  of X
p = multivariateGaussian(X, mu, sigma2);

%  Visualize the fit
visualizeFit(X,  mu, sigma2);
xlabel('Latency (ms)');
ylabel('Throughput (mb/s)');

pval = multivariateGaussian(Xval, mu, sigma2);
[epsilon F1] = selectThreshold(yval, pval);
%  Find the outliers in the training set and plot the
outliers = find(p < epsilon);

%  Draw a red circle around those outliers
hold on
plot(X(outliers, 1), X(outliers, 2), 'ro', 'LineWidth', 2, 'MarkerSize', 10);
hold off

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Collaborative Filtering 协同过滤

Cost Function And Gradient 代价函数和梯度

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cofiCostFunc.m

function [J, grad] = cofiCostFunc(params, Y, R, num_users, num_movies, ...
                                  num_features, lambda)
%COFICOSTFUNC Collaborative filtering cost function
%   [J, grad] = COFICOSTFUNC(params, Y, R, num_users, num_movies, ...
%   num_features, lambda) returns the cost and gradient for the
%   collaborative filtering problem.
%

% Unfold the U and W matrices from params
X = reshape(params(1:num_movies*num_features), num_movies, num_features);
Theta = reshape(params(num_movies*num_features+1:end), ...
                num_users, num_features);

%电影m 用户u 特征f
J = (X * Theta' - Y) .* R;%计算差m*u
J = sum(J.^2)/2;%计算平方和1*u
J = sum(J);%1*1
J = J + lambda/2*(sum(sum(Theta .^2)) + sum(sum(X .^2)));%正规化1*1

X_grad = ((X * Theta' - Y) .* R) * Theta;%x梯度m*f
X_grad = X_grad + lambda * X;%正则化m*f

Theta_grad = ((X * Theta' - Y) .* R)' * X;%θ梯度u*f
Theta_grad = Theta_grad + lambda * Theta;%正则化u*f

grad = [X_grad(:); Theta_grad(:)];
end