【机器学习】异常点检测_sklearn

异常值检测方法可以用于寻找/判断outlier和样本极度不平衡二分类
sklearn提供了几种异常值检测方法
说明：2.7. Novelty and Outlier Detection
例子：Outlier detection with several methods

注意Novelty和Outlier的区别

novelty detection:
  The training data is not polluted by outliers, and we are interested in detecting anomalies in new observations.
outlier detection:
  The training data contains outliers, and we need to fit the central mode of the training data, ignoring the deviant observations.

即Novelty Detection要求所有训练数据都是正常的，不包含异常点，模型用于探测新加入的点是否异常；OneClassSVM属于此类
而Outlier Detection允许训练数据中有异常点，模型会尽可能适应训练数据而忽视异常点；EllipticEnvelope、IsolationForest、LocalOutlierFactor属于此类

OneClassSVM

一分类SVM，等同于SVDD，sklearn中为svm.OneClassSVM，参考

无监督︱异常、离群点检测 一分类——OneClassSVM
SVDD(Support Vector Domain Description) 支持向量数据域描述（2）
sklearn官方文档-OneClassSVM

class sklearn.svm.OneClassSVM(kernel=’rbf’, degree=3, gamma=’auto’, coef0=0.0, tol=0.001, nu=0.5, shrinking=True, cache_size=200, verbose=False, max_iter=-1, random_state=None)
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基本思想：确定一个超球体，使得球尽可能小，而又包含了尽可能多的点，球内视为正，球外视为异常。则目标函数

F(R,a⃗