From 87457bb7b4fdf2778d9dc9f83cb7e0eb2ae708f7 Mon Sep 17 00:00:00 2001 From: neingeist Date: Wed, 26 Nov 2014 22:46:38 +0100 Subject: [PATCH] Select threshold --- ex8/selectThreshold.m | 90 +++++++++++++++++++++---------------------- 1 file changed, 44 insertions(+), 46 deletions(-) diff --git a/ex8/selectThreshold.m b/ex8/selectThreshold.m index df0fabd..a91a355 100644 --- a/ex8/selectThreshold.m +++ b/ex8/selectThreshold.m @@ -1,46 +1,44 @@ -function [bestEpsilon bestF1] = selectThreshold(yval, pval) -%SELECTTHRESHOLD Find the best threshold (epsilon) to use for selecting -%outliers -% [bestEpsilon bestF1] = SELECTTHRESHOLD(yval, pval) finds the best -% threshold to use for selecting outliers based on the results from a -% validation set (pval) and the ground truth (yval). -% - -bestEpsilon = 0; -bestF1 = 0; -F1 = 0; - -stepsize = (max(pval) - min(pval)) / 1000; -for epsilon = min(pval):stepsize:max(pval) - - % ====================== YOUR CODE HERE ====================== - % Instructions: Compute the F1 score of choosing epsilon as the - % threshold and place the value in F1. The code at the - % end of the loop will compare the F1 score for this - % choice of epsilon and set it to be the best epsilon if - % it is better than the current choice of epsilon. - % - % Note: You can use predictions = (pval < epsilon) to get a binary vector - % of 0's and 1's of the outlier predictions - - - - - - - - - - - - - - % ============================================================= - - if F1 > bestF1 - bestF1 = F1; - bestEpsilon = epsilon; - end -end - -end +function [bestEpsilon bestF1] = selectThreshold(yval, pval) +%SELECTTHRESHOLD Find the best threshold (epsilon) to use for selecting +%outliers +% [bestEpsilon bestF1] = SELECTTHRESHOLD(yval, pval) finds the best +% threshold to use for selecting outliers based on the results from a +% validation set (pval) and the ground truth (yval). +% + +bestEpsilon = 0; +bestF1 = 0; +F1 = 0; + +stepsize = (max(pval) - min(pval)) / 1000; +for epsilon = min(pval):stepsize:max(pval) + + % ====================== YOUR CODE HERE ====================== + % Instructions: Compute the F1 score of choosing epsilon as the + % threshold and place the value in F1. The code at the + % end of the loop will compare the F1 score for this + % choice of epsilon and set it to be the best epsilon if + % it is better than the current choice of epsilon. + % + % Note: You can use predictions = (pval < epsilon) to get a binary vector + % of 0's and 1's of the outlier predictions + + predictions = (pval < epsilon); + + tp = sum((predictions == 1) & (yval == 1)); + fp = sum((predictions == 1) & (yval == 0)); + fn = sum((predictions == 0) & (yval == 1)); + prec = tp/(tp+fp); + rec = tp/(tp+fn); + + F1 = (2*prec*rec)/(prec+rec); + + % ============================================================= + + if F1 > bestF1 + bestF1 = F1; + bestEpsilon = epsilon; + end +end + +end