one-class-svm加网格化搜索和十倍交叉验证代码
时间: 2023-06-16 13:03:32 浏览: 282
下面是使用One-Class SVM进行异常检测的代码,包括网格化搜索和十倍交叉验证:
```python
from sklearn.model_selection import GridSearchCV, KFold
from sklearn.svm import OneClassSVM
# 定义参数范围
param_grid = {'kernel': ['linear', 'rbf'], 'nu': [0.001, 0.01, 0.1, 0.5, 0.9]}
# 初始化 One-Class SVM 模型
ocsvm = OneClassSVM()
# 初始化网格化搜索器
grid_search = GridSearchCV(ocsvm, param_grid=param_grid, cv=10)
# 加载数据
X = load_data()
# 训练模型
grid_search.fit(X)
# 输出最优参数
print("Best parameters: ", grid_search.best_params_)
# 十倍交叉验证
kf = KFold(n_splits=10, shuffle=True)
scores = []
for train_index, test_index in kf.split(X):
X_train, X_test = X[train_index], X[test_index]
ocsvm = OneClassSVM(kernel=grid_search.best_params_['kernel'], nu=grid_search.best_params_['nu'])
ocsvm.fit(X_train)
y_pred = ocsvm.predict(X_test)
scores.append(sum(y_pred == -1) / len(y_pred))
# 输出平均异常检测得分
print("Average anomaly detection score: ", sum(scores) / len(scores))
```
在这个例子中,我们使用了`GridSearchCV`来搜索最优参数,使用`K-Fold`交叉验证来评估模型的性能。在训练模型后,我们输出了最优参数,并计算了平均异常检测得分。
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