从全局合理性的角度对SMOTE算法进行改进,给出详细的python代码
时间: 2023-12-21 15:06:58 浏览: 20
为了从全局合理性的角度对SMOTE算法进行改进,我们可以考虑以下两个方面:
1. 保留原始数据分布的特征,避免过度合成数据导致的模型过拟合问题
2. 在合成新样本时,考虑样本之间的相对重要性,避免重要样本被过度合成
基于以上两点,我们可以进行如下改进:
1. 在进行SMOTE合成时,引入随机采样的机制,确保合成数据的分布与原始数据相似。
2. 在选择合成目标样本时,引入重要性权重机制,确保合成数据对于模型的影响不会过于突出。
下面是一个简单的python实现,其中包含了以上两点改进的内容:
```python
from collections import Counter
from sklearn.neighbors import NearestNeighbors
import numpy as np
def SMOTE(X, y, k=5, ratio=1.0):
# k: number of nearest neighbors to consider
# ratio: target ratio of synthetic samples to real samples
# Determine the minority class samples
minority_class = Counter(y).most_common()[-1][0]
X_minority = X[y==minority_class]
# Determine the number of synthetic samples to generate
n_synthetic = int(ratio * len(X_minority) - len(X_minority))
# Create synthetic samples
if n_synthetic > 0:
# Determine the k nearest neighbors for each minority class sample
knn = NearestNeighbors(n_neighbors=k).fit(X_minority)
neighbors = knn.kneighbors(X_minority, return_distance=False)
# Generate synthetic samples
synthetic_samples = []
for i in range(n_synthetic):
# Select a random minority class sample
idx = np.random.randint(len(X_minority))
sample = X_minority[idx]
# Compute the importance weights for the k nearest neighbors
weights = []
for neighbor in neighbors[idx]:
if y[neighbor] == minority_class:
weights.append(1.0)
else:
# Compute the distance between the sample and the neighbor
distance = np.linalg.norm(sample - X[neighbor])
# Compute the inverse distance as the weight
weights.append(1.0 / distance)
weights = np.array(weights)
# Normalize the weights so they sum to 1
weights /= weights.sum()
# Generate a synthetic sample as a weighted sum of the k nearest neighbors
synthetic_sample = np.zeros_like(sample)
for j in range(k):
neighbor = neighbors[idx][j]
weight = weights[j]
synthetic_sample += weight * (X[neighbor] - sample)
synthetic_samples.append(sample + synthetic_sample)
# Combine the original and synthetic samples
X_resampled = np.vstack((X, np.array(synthetic_samples)))
y_resampled = np.hstack((y, np.array([minority_class] * n_synthetic)))
else:
X_resampled = X
y_resampled = y
return X_resampled, y_resampled
```
注意,这只是一个简单的实现,可能需要根据具体问题进行调整。此外,还需要注意,在合成数据时,需要避免合成的数据过于贴近边界,这可能导致模型过度拟合边界而忽略了真正的数据分布。