One Class SVM
算法介绍
One Class SVM也是属于支持向量机大家族的,但是它和传统的基于监督学习的分类回归支持向量机不同,它是无监督学习的方法,也就是说,它不需要我们标记训练集的输出标签。
One-Class-SVM,这个算法的思路非常简单,就是寻找一个超平面将样本中的正例圈出来,在超平面之外的就认为是离群点。预测就是用这个超平面做决策,在圈内的样本就认为是正样本。
代码实现
使用sklearn中的相关包来实现One class SVM算法,举一个很简单的小demo:
from sklearn.svm import OneClassSVM
X = [[0], [0.44], [0.45], [0.46], [1]]
clf = OneClassSVM(gamma='auto')
clf = clf.fit(X)
# score越小,代表越有可能是离群点
scores = clf.score_samples(X)
"""
输出的结果是:
[1.77987316 2.05479873 2.05560497 2.05615569 1.73328509]
"""
print(scores)
其他的内置函数以及介绍在:scikit-learn-oneclasssvm
可视化
sklearn上的可视化案例,链接为:scikit-learn
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.font_manager
from sklearn import svm
xx, yy = np.meshgrid(np.linspace(-5, 5, 500), np.linspace(-5, 5, 500))
# Generate train data
X = 0.3 * np.random.randn(100, 2)
X_train = np.r_[X + 2, X - 2]
# Generate some regular novel observations
X = 0.3 * np.random.randn(20, 2)
X_test = np.r_[X + 2, X - 2]
# Generate some abnormal novel observations
X_outliers = np.random.uniform(low=-4, high=4, size=(20, 2))
# fit the model
clf = svm.OneClassSVM(nu=0.1, kernel="rbf", gamma=0.1)
clf.fit(X_train)
y_pred_train = clf.predict(X_train)
y_pred_test = clf.predict(X_test)
y_pred_outliers = clf.predict(X_outliers)
n_error_train = y_pred_train[y_pred_train == -1].size
n_error_test = y_pred_test[y_pred_test == -1].size
n_error_outliers = y_pred_outliers[y_pred_outliers == 1].size
# plot the line, the points, and the nearest vectors to the plane
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.title("Novelty Detection")
plt.contourf(xx, yy, Z, levels=np.linspace(Z.min(), 0, 7), cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='darkred')
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors='palevioletred')
s = 40
b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c='white', s=s, edgecolors='k')
b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='blueviolet', s=s,
edgecolors='k')
c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c='gold', s=s,
edgecolors='k')
plt.axis('tight')
plt.xlim((-5, 5))
plt.ylim((-5, 5))
plt.legend([a.collections[0], b1, b2, c],
["learned frontier", "training observations",
"new regular observations", "new abnormal observations"],
loc="upper left",
prop=matplotlib.font_manager.FontProperties(size=11))
plt.xlabel(
"error train: %d/200 ; errors novel regular: %d/40 ; "
"errors novel abnormal: %d/40"
% (n_error_train, n_error_test, n_error_outliers))
plt.show()
显示的结果是: