异常检测
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from scipy.io import loadmat
data=loadmat('ex8data1.mat')
data
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[15.34193814, 16.03501453],
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[14.3544372 , 15.44774531],
[14.59927642, 14.84129512],
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[14.44913697, 14.45326718],
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[13.35172448, 14.99142391],
[13.10391157, 15.21232095],
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[14.52926811, 14.90199065],
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[12.183906 , 13.19170146],
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[14.71220536, 15.16641362],
[14.27820667, 15.55103063],
[13.22755893, 13.69724152],
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[15.22006247, 15.70013751],
[13.08066651, 14.4721085 ],
[13.68249708, 14.24206174],
[12.77175209, 14.871004 ],
[14.86570241, 15.49827743],
[15.14607309, 16.29564812],
[13.03209836, 14.3741401 ],
[16.30279756, 14.08390865],
[13.71637966, 16.42810744],
[13.774717 , 13.43185858],
[15.06428103, 15.40919076],
[12.31709854, 14.07138374],
[14.22752068, 15.52426551],
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[14.74583961, 16.98098743],
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[14.02613574, 14.18109333],
[12.71425699, 14.42331522],
[14.22494922, 16.28424729],
[14.29334503, 15.9913826 ],
[14.95248197, 14.36405347],
[14.73404568, 15.81833149],
[19.28954011, 10.67574063],
[ 8.7385712 , 16.79580754],
[ 0.30793846, 5.39141258],
[28.54178582, 21.59977621],
[19.03498788, 12.02894863],
[14.37577873, 23.35597256],
[ 8.77806588, 16.68952644]]),
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X=data['X']
X.shape
(307, 2)
plt.figure(figsize=(10,8))
plt.scatter(X[:,0],X[:,1])
plt.show()
def estimate_gaussian(X):
mu=X.mean(axis=0)
sigma=X.var(axis=0)
return mu,sigma
mu, sigma = estimate_gaussian(X)
mu, sigma
(array([14.11222578, 14.99771051]), array([1.83263141, 1.70974533]))
Xval = data['Xval']
yval = data['yval']
Xval.shape, yval.shape
((307, 2), (307, 1))
from scipy import stats
dist=stats.norm(mu[0],sigma[0])
dist.pdf(X[:,0])
array([1.83841999e-01, 2.02216942e-01, 2.17461362e-01, 1.97787629e-01,
2.08589556e-01, 2.16523592e-01, 1.69912906e-01, 1.51235416e-01,
1.16398899e-01, 1.59473402e-01, 2.17160574e-01, 2.17604722e-01,
2.01418569e-01, 2.01574972e-01, 2.17113848e-01, 2.17587750e-01,
2.16955755e-01, 2.13825801e-01, 2.10570692e-01, 1.17301796e-01,
2.07651082e-01, 2.17174521e-01, 1.95106630e-01, 2.17021517e-01,
1.74293986e-01, 1.54134548e-01, 2.10001092e-01, 2.02235856e-01,
2.10318981e-01, 2.13134257e-01, 1.61589459e-01, 2.17079399e-01,
1.78257665e-01, 1.74146327e-01, 1.26495097e-01, 1.97236623e-01,
1.45388090e-01, 2.17663606e-01, 2.11913857e-01, 2.17294425e-01,
2.12389120e-01, 1.87994166e-01, 2.12597975e-01, 2.17527672e-01,
2.06169677e-01, 2.15203664e-01, 1.28008095e-01, 2.17681126e-01,
2.15399669e-01, 1.69131728e-01, 1.95017125e-01, 2.11397177e-01,
2.14041219e-01, 2.17682233e-01, 2.11640804e-01, 2.17635454e-01,
2.17681639e-01, 2.16950336e-01, 2.03978403e-01, 2.17380530e-01,
1.95410861e-01, 2.17049349e-01, 1.76248535e-01, 2.15511847e-01,
2.17020426e-01, 1.94983805e-01, 2.12366706e-01, 2.12651885e-01,
1.50243878e-01, 1.78401003e-01, 2.09128215e-01, 1.86649020e-01,
2.16912765e-01, 1.52284587e-01, 2.16018794e-01, 2.16818839e-01,
2.00278539e-01, 2.17686109e-01, 1.28906500e-01, 2.04908254e-01,
2.14063263e-01, 1.70276512e-01, 2.11487727e-01, 1.70906997e-01,
1.60486831e-01, 2.15522331e-01, 2.10136933e-01, 1.92774632e-01,
2.15237543e-01, 2.17262140e-01, 1.94247712e-01, 2.01198830e-01,
2.15815205e-01, 1.40299133e-01, 2.16268573e-01, 1.40323687e-01,
1.42321954e-01, 2.06864813e-01, 2.06557323e-01, 2.09077804e-01,
1.33493537e-01, 2.01813285e-01, 1.86514328e-01, 1.70986826e-01,
1.66448749e-01, 2.13466122e-01, 1.49628062e-01, 2.02643362e-01,
1.84156799e-01, 6.42457351e-02, 2.16061149e-01, 1.74824400e-01,
1.79573595e-01, 2.17641561e-01, 2.17530389e-01, 1.29160797e-01,
2.01806620e-01, 1.86757895e-01, 2.15596988e-01, 1.61727113e-01,
1.75509680e-01, 2.17471074e-01, 2.14578037e-01, 2.10465546e-01,
2.11977924e-01, 2.09627458e-01, 1.85805902e-01, 1.96611442e-01,
1.26111299e-01, 2.16303659e-01, 2.00232002e-01, 2.17377799e-01,
2.02180252e-01, 1.85734085e-01, 1.60962613e-01, 2.17480384e-01,
2.00036731e-01, 2.01574895e-01, 2.08915775e-01, 1.87014716e-01,
2.11790147e-01, 2.17019094e-01, 1.14648176e-01, 2.10368952e-01,
2.08397662e-01, 1.56204780e-01, 1.83107967e-01, 4.50531934e-02,
1.77096720e-01, 2.17222372e-01, 1.52950350e-01, 1.50791382e-01,
1.92976998e-01, 2.17202635e-01, 2.04576925e-01, 1.88655195e-01,
2.15795929e-01, 2.07795591e-01, 1.80247217e-01, 2.15501356e-01,
2.08984282e-01, 1.30624554e-01, 2.11330598e-01, 2.15931113e-01,
2.09907528e-01, 2.17632500e-01, 2.17558692e-01, 2.17626483e-01,
1.36064779e-01, 2.17087767e-01, 4.60561467e-02, 2.16356509e-01,
1.38381751e-01, 1.84422213e-01, 1.74075330e-01, 2.07701418e-01,
2.08672097e-01, 2.17119444e-01, 1.74508619e-01, 1.34030713e-01,
2.15541441e-01, 2.17668198e-01, 1.57382475e-01, 2.15662436e-01,
2.12852802e-01, 2.17032232e-01, 1.86502864e-01, 1.85267529e-01,
1.97805045e-01, 2.17008883e-01, 2.12662600e-01, 1.49500979e-01,
2.01399003e-01, 2.17661606e-01, 2.00969444e-01, 1.62098925e-01,
1.95916864e-01, 2.16765503e-01, 1.85068744e-01, 2.09438128e-01,
1.60959747e-01, 2.15990778e-01, 2.17391348e-01, 1.72281278e-01,
2.08621059e-01, 2.01505355e-01, 2.12082771e-01, 1.73552132e-01,
2.12228367e-01, 2.17388917e-01, 2.10415802e-01, 1.93184790e-01,
2.17598175e-01, 2.13778203e-01, 2.08689219e-01, 2.15550976e-01,
2.16762488e-01, 1.96912713e-01, 2.13910429e-01, 2.03689408e-01,
2.17478663e-01, 2.14928266e-01, 9.27202857e-02, 1.26608042e-01,
1.99310544e-01, 1.84846982e-01, 9.73742246e-02, 1.73892702e-01,
2.09983388e-01, 2.12091677e-01, 1.58077230e-01, 1.60184113e-01,
2.15006646e-01, 1.81901135e-01, 1.90346058e-01, 2.00204616e-01,
1.69769257e-01, 2.14437149e-01, 2.09044722e-01, 1.44766335e-01,
2.17262811e-01, 1.76952395e-01, 2.12339746e-01, 1.88229456e-01,
2.14880133e-01, 1.82554912e-01, 2.11991893e-01, 1.94973456e-01,
1.94204654e-01, 1.21259735e-01, 2.15361557e-01, 1.29330334e-01,
2.13502099e-01, 1.99980231e-01, 1.86075678e-01, 2.09719707e-01,
1.83843109e-01, 2.17630136e-01, 1.93631879e-01, 2.16745827e-01,
1.70671862e-01, 1.91079870e-01, 2.01288527e-01, 1.84928959e-01,
2.11398771e-01, 2.09269775e-01, 1.96663670e-01, 2.14853093e-01,
2.16411631e-01, 2.07188141e-01, 2.02842571e-01, 2.13985128e-01,
2.13818011e-01, 2.17576481e-01, 1.75882594e-01, 1.89942405e-01,
1.61725587e-01, 2.15578486e-01, 1.95539482e-01, 1.05923256e-01,
2.00547368e-01, 1.28458362e-01, 2.17621370e-01, 1.95111253e-01,
2.04870448e-01, 1.98747685e-01, 1.84028805e-01, 2.14064343e-01,
1.84038361e-01, 2.17362493e-01, 2.14954927e-01, 2.17684063e-01,
2.11633245e-01, 2.17682931e-01, 2.10790133e-01, 2.12279660e-01,
2.16543115e-01, 2.11331546e-01, 2.17276871e-01, 1.14888355e-01,
1.85717704e-01, 3.87864299e-05, 1.46174146e-01, 2.52956030e-03,
6.79950990e-07, 1.67828542e-02, 4.71931871e-07])
p=np.zeros(X.shape)
p[:,0]=stats.norm(mu[0],sigma[0]).pdf(X[:,0])
p[:,1] = stats.norm(mu[1], sigma[1]).pdf(X[:,1])
p.shape
(307, 2)
pval=np.zeros(Xval.shape)
pval[:,0]=stats.norm(mu[0],sigma[0]).pdf(Xval[:,0])
pval[:,1] = stats.norm(mu[1], sigma[1]).pdf(Xval[:,1])
pval.shape
(307, 2)
def select_threshold(pval, yval):
best_epsilon=0
best_f1=0
f1=0
step=(pval.max()-pval.min())/1000
for epsilon in np.arange(pval.min(),pval.max(),step):
preds=pval<epsilon
tp=np.sum(np.logical_and(preds == 1, yval == 1)).astype(float)
fp = np.sum(np.logical_and(preds == 1, yval == 0)).astype(float)
fn = np.sum(np.logical_and(preds == 0, yval == 1)).astype(float)
precision = tp / (tp + fp)
recall = tp / (tp + fn)
f1 = (2 * precision * recall) / (precision + recall)
if f1 > best_f1:
best_f1 = f1
best_epsilon = epsilon
return best_epsilon, best_f1
epsilon, f1 = select_threshold(pval, yval)
epsilon, f1
C:\Users\lenovo\AppData\Local\Temp\ipykernel_3140\1954958761.py:16: RuntimeWarning: invalid value encountered in double_scalars
precision = tp / (tp + fp)
(0.009566706005956842, 0.7142857142857143)
outliers = np.where(p < epsilon)
outliers
(array([300, 301, 301, 303, 303, 304, 306, 306], dtype=int64),
array([1, 0, 1, 0, 1, 0, 0, 1], dtype=int64))
plt.figure(figsize=(12,8))
plt.scatter(X[:,0],X[:,1])
plt.scatter(X[outliers[0],0],X[outliers[0],1],c='r',marker='o')
plt.show()
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