KNN自定义距离函数

比如在KNN中引入DTW：

def cal_dtw_distance(ts_a, ts_b):
    """Returns the DTW similarity distance between two 2-D
    timeseries numpy arrays.

    Arguments
    ---------
    ts_a, ts_b : array of shape [n_samples, n_timepoints]
        Two arrays containing n_samples of timeseries data
        whose DTW distance between each sample of A and B
        will be compared

    d : DistanceMetric object (default = abs(x-y))
        the distance measure used for A_i - B_j in the
        DTW dynamic programming function

    Returns
    -------
    DTW distance between A and B
    """
    d=lambda x, y: abs(x - y)
    max_warping_window = 10000

    # Create cost matrix via broadcasting with large int
    ts_a, ts_b = np.array(ts_a), np.array(ts_b)
    M, N = len(ts_a), len(ts_b)
    cost = sys.maxsize * np.ones((M, N))

    # Initialize the first row and column
    cost[0, 0] = d(ts_a[0], ts_b[0])
    for i in range(1, M):
        cost[i, 0] = cost[i - 1, 0] + d(ts_a[i], ts_b[0])

    for j in range(1, N):
        cost[0, j] = cost[0, j - 1] + d(ts_a[0], ts_b[j])

    # Populate rest of cost matrix within window
    for i in range(1, M):
        for j in range(max(1, i - max_warping_window),
                       min(N, i + max_warping_window)):
            choices = cost[i - 1, j - 1], cost[i, j - 1], cost[i - 1, j]
            cost[i, j] = min(choices) + d(ts_a[i], ts_b[j])

    # Return DTW distance given window
    return cost[-1, -1]






from sklearn.neighbors import KNeighborsClassifier
knn=KNeighborsClassifier(n_neighbors=4,
                               algorithm='auto',
#                                metric=lambda a, b: cal_dtw_distance(a, b))
                          metric=cal_dtw_distance)
#                         )

knn.fit(X_train,y_train)
print ("KNN fit done!")
Y_test = knn.predict(X_test)
print(Y_test)

似乎自定义一下metric就行了，两种方式都行