在Python中使用决策树进行异常值检测

2023-04-14 00:00:00 异常 检测 决策树

在Python中,可以使用scikit-learn库中的DecisionTreeRegressor来实现决策树异常值检测。具体步骤如下:

1.导入需要的库和数据集

from sklearn.tree import DecisionTreeRegressor
from sklearn.datasets import load_boston

data = load_boston()
X = data['data']
y = data['target']

2.构造决策树模型,并训练

clf = DecisionTreeRegressor(random_state=0)
clf.fit(X, y)

3.计算每个样本在模型中的残差值

residuals = y - clf.predict(X)

4.根据residuals的分布情况选择异常值的阈值

可以绘制residuals的分布直方图或者箱线图,选择合适的阈值来标记异常值。例如,当residuals的绝对值大于2.5时,可以将对应的样本标记为异常值。

import matplotlib.pyplot as plt

plt.figure(figsize=(6, 4))
plt.hist(residuals, bins=50)
plt.xlabel('Residuals')
plt.ylabel('Frequency')
plt.title('Residuals distribution')
plt.show()

plt.figure(figsize=(6, 4))
plt.boxplot(residuals)
plt.xlabel('Residuals')
plt.title('Residuals boxplot')
plt.show()

5.标记异常值

threshold = 2.5
outliers = X[abs(residuals) >= threshold]

完整代码演示:

from sklearn.tree import DecisionTreeRegressor
from sklearn.datasets import load_boston
import matplotlib.pyplot as plt

# Load data
data = load_boston()
X = data['data']
y = data['target']

# Fit decision tree
clf = DecisionTreeRegressor(random_state=0)
clf.fit(X, y)

# Calculate residuals
residuals = y - clf.predict(X)

# Plot residuals distribution
plt.figure(figsize=(6, 4))
plt.hist(residuals, bins=50)
plt.xlabel('Residuals')
plt.ylabel('Frequency')
plt.title('Residuals distribution')
plt.show()

# Plot residuals boxplot
plt.figure(figsize=(6, 4))
plt.boxplot(residuals)
plt.xlabel('Residuals')
plt.title('Residuals boxplot')
plt.show()

# Set threshold for outliers and mark them
threshold = 2.5
outliers = X[abs(residuals) >= threshold]
print('Outliers:', outliers)

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