54 lines
1.4 KiB
Matlab
Executable File
54 lines
1.4 KiB
Matlab
Executable File
function [bestEpsilon bestF1] = selectThreshold(yval, pval)
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%SELECTTHRESHOLD Find the best threshold (epsilon) to use for selecting
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%outliers
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% [bestEpsilon bestF1] = SELECTTHRESHOLD(yval, pval) finds the best
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% threshold to use for selecting outliers based on the results from a
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% validation set (pval) and the ground truth (yval).
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%
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bestEpsilon = 0;
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bestF1 = 0;
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F1 = 0;
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stepsize = (max(pval) - min(pval)) / 1000;
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for epsilon = min(pval):stepsize:max(pval)
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% ====================== YOUR CODE HERE ======================
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% Instructions: Compute the F1 score of choosing epsilon as the
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% threshold and place the value in F1. The code at the
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% end of the loop will compare the F1 score for this
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% choice of epsilon and set it to be the best epsilon if
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% it is better than the current choice of epsilon.
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%
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% Note: You can use predictions = (pval < epsilon) to get a binary vector
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% of 0's and 1's of the outlier predictions
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anom = yval( pval < epsilon );
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tp = sum( anom == 1 );
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fp = sum( anom == 0 );
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fn = sum( yval( pval > epsilon ) == 1 );
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prec = tp / (tp + fp);
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rec = tp / (tp + fn );
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F1 = 2 * prec * rec / (prec + rec);
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% =============================================================
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if F1 > bestF1
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bestF1 = F1;
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bestEpsilon = epsilon;
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end
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end
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end
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