一 SPXY算法原理
SPXY算法原理(sample set partitioning based on joint x-y distance):它是在KS算法基础上发展而来的,SPXY在样品间距离计算时将x变量和y变量同时考虑在内,其距离公式如下:
二 python代码实现
def spxy(x, y, test_size=0.2):
"""
:param x: shape (n_samples, n_features)
:param y: shape (n_sample, )
:param test_size: the ratio of test_size
:return: spec_train :(n_samples, n_features)
spec_test: (n_samples, n_features)
target_train: (n_sample, )
target_test: (n_sample, )
"""
x_backup