""" ========================================== One-class SVM with non-linear kernel (RBF) ========================================== An example using a one-class SVM for novelty detection. :ref:`One-class SVM ` is an unsupervised algorithm that learns a decision function for novelty detection: classifying new data as similar or different to the training set. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt import matplotlib.font_manager from sklearn import svm xx, yy = np.meshgrid(np.linspace(-5, 5, 500), np.linspace(-5, 5, 500)) # Generate train data X = 0.3 * np.random.randn(100, 2) X_train = np.r_[X + 2, X - 2] # Generate some regular novel observations X = 0.3 * np.random.randn(20, 2) X_test = np.r_[X + 2, X - 2] # Generate some abnormal novel observations X_outliers = np.random.uniform(low=-4, high=4, size=(20, 2)) # fit the model clf = svm.OneClassSVM(nu=0.1, kernel="rbf", gamma=0.1) clf.fit(X_train) y_pred_train = clf.predict(X_train) y_pred_test = clf.predict(X_test) y_pred_outliers = clf.predict(X_outliers) n_error_train = y_pred_train[y_pred_train == -1].size n_error_test = y_pred_test[y_pred_test == -1].size n_error_outliers = y_pred_outliers[y_pred_outliers == 1].size # plot the line, the points, and the nearest vectors to the plane Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()]) Z = Z.reshape(xx.shape) plt.title("Novelty Detection") plt.contourf(xx, yy, Z, levels=np.linspace(Z.min(), 0, 7), cmap=plt.cm.Blues_r) a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='red') plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors='orange') b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c='white') b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='green') c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c='red') plt.axis('tight') plt.xlim((-5, 5)) plt.ylim((-5, 5)) plt.legend([a.collections[0], b1, b2, c], ["learned frontier", "training observations", "new regular observations", "new abnormal observations"], loc="upper left", prop=matplotlib.font_manager.FontProperties(size=11)) plt.xlabel( "error train: %d/200 ; errors novel regular: %d/40 ; " "errors novel abnormal: %d/40" % (n_error_train, n_error_test, n_error_outliers)) plt.show()