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