PcaCatalog.RandomizedPca メソッド

定義

オーバーロード

RandomizedPca(AnomalyDetectionCatalog+AnomalyDetectionTrainers, RandomizedPcaTrainer+Options)

ランダム化された特異値分解 (SVD) アルゴリズムを使用して、近似主成分分析 (PCA) モデルをトレーニングする高度なオプションを使用して作成 RandomizedPcaTrainer します。

RandomizedPca(AnomalyDetectionCatalog+AnomalyDetectionTrainers, String, String, Int32, Int32, Boolean, Nullable<Int32>)

ランダム化された特異値分解 (SVD) アルゴリズムを使用して、概数主成分分析 (PCA) モデルをトレーニングする Create RandomizedPcaTrainer

RandomizedPca(AnomalyDetectionCatalog+AnomalyDetectionTrainers, RandomizedPcaTrainer+Options)

ランダム化された特異値分解 (SVD) アルゴリズムを使用して、近似主成分分析 (PCA) モデルをトレーニングする高度なオプションを使用して作成 RandomizedPcaTrainer します。

public static Microsoft.ML.Trainers.RandomizedPcaTrainer RandomizedPca (this Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers catalog, Microsoft.ML.Trainers.RandomizedPcaTrainer.Options options);
static member RandomizedPca : Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers * Microsoft.ML.Trainers.RandomizedPcaTrainer.Options -> Microsoft.ML.Trainers.RandomizedPcaTrainer
<Extension()>
Public Function RandomizedPca (catalog As AnomalyDetectionCatalog.AnomalyDetectionTrainers, options As RandomizedPcaTrainer.Options) As RandomizedPcaTrainer

パラメーター

catalog
AnomalyDetectionCatalog.AnomalyDetectionTrainers

異常検出カタログ トレーナー オブジェクト。

options
RandomizedPcaTrainer.Options

アルゴリズムの高度なオプション。

戻り値

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;

namespace Samples.Dynamic.Trainers.AnomalyDetection
{
    public static class RandomizedPcaSampleWithOptions
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness. Setting the seed to a fixed number
            // in this example to make outputs deterministic.
            var mlContext = new MLContext(seed: 0);

            // Training data.
            var samples = new List<DataPoint>()
            {
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {0, 2, 3} },
                new DataPoint(){ Features = new float[3] {0, 2, 4} },
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {0, 2, 2} },
                new DataPoint(){ Features = new float[3] {0, 2, 3} },
                new DataPoint(){ Features = new float[3] {0, 2, 4} },
                new DataPoint(){ Features = new float[3] {1, 0, 0} }
            };

            // Convert the List<DataPoint> to IDataView, a consumable format to
            // ML.NET functions.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            var options = new Microsoft.ML.Trainers.RandomizedPcaTrainer.Options()
            {
                FeatureColumnName = nameof(DataPoint.Features),
                Rank = 1,
                Seed = 10,
            };

            // Create an anomaly detector. Its underlying algorithm is randomized
            // PCA.
            var pipeline = mlContext.AnomalyDetection.Trainers.RandomizedPca(
                options);

            // Train the anomaly detector.
            var model = pipeline.Fit(data);

            // Apply the trained model on the training data.
            var transformed = model.Transform(data);

            // Read ML.NET predictions into IEnumerable<Result>.
            var results = mlContext.Data.CreateEnumerable<Result>(transformed,
                reuseRowObject: false).ToList();

            // Let's go through all predictions.
            for (int i = 0; i < samples.Count; ++i)
            {
                // The i-th example's prediction result.
                var result = results[i];

                // The i-th example's feature vector in text format.
                var featuresInText = string.Join(',', samples[i].Features);

                if (result.PredictedLabel)
                    // The i-th sample is predicted as an outlier.
                    Console.WriteLine("The {0}-th example with features [{1}] is" +
                        "an outlier with a score of being outlier {2}", i,
                        featuresInText, result.Score);
                else
                    // The i-th sample is predicted as an inlier.
                    Console.WriteLine("The {0}-th example with features [{1}] is" +
                        "an inlier with a score of being outlier {2}",
                        i, featuresInText, result.Score);
            }
            // Lines printed out should be
            // The 0 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.2264826
            // The 1 - th example with features[0, 2, 3] is an inlier with a score of being outlier 0.1739471
            // The 2 - th example with features[0, 2, 4] is an inlier with a score of being outlier 0.05711612
            // The 3 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.2264826
            // The 4 - th example with features[0, 2, 2] is an inlier with a score of being outlier 0.3868995
            // The 5 - th example with features[0, 2, 3] is an inlier with a score of being outlier 0.1739471
            // The 6 - th example with features[0, 2, 4] is an inlier with a score of being outlier 0.05711612
            // The 7 - th example with features[1, 0, 0] is an outlier with a score of being outlier 0.6260795
        }

        // Example with 3 feature values. A training data set is a collection of
        // such examples.
        private class DataPoint
        {
            [VectorType(3)]
            public float[] Features { get; set; }
        }

        // Class used to capture prediction of DataPoint.
        private class Result
        {
            // Outlier gets true while inlier has false.
            public bool PredictedLabel { get; set; }
            // Inlier gets smaller score. Score is between 0 and 1.
            public float Score { get; set; }
        }
    }
}

注釈

既定では、予測されたスコアに基づいてデータ ポイントのラベルを決定するために使用されるしきい値は 0.5 です。 スコアの範囲は 0 から 1 です。 予測スコアが 0.5 より高いデータ ポイントは、外れ値と見なされます。 このしきい値を変更するために使用 ChangeModelThreshold<TModel>(AnomalyPredictionTransformer<TModel>, Single) します。

適用対象

RandomizedPca(AnomalyDetectionCatalog+AnomalyDetectionTrainers, String, String, Int32, Int32, Boolean, Nullable<Int32>)

ランダム化された特異値分解 (SVD) アルゴリズムを使用して、概数主成分分析 (PCA) モデルをトレーニングする Create RandomizedPcaTrainer

public static Microsoft.ML.Trainers.RandomizedPcaTrainer RandomizedPca (this Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers catalog, string featureColumnName = "Features", string exampleWeightColumnName = default, int rank = 20, int oversampling = 20, bool ensureZeroMean = true, int? seed = default);
static member RandomizedPca : Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers * string * string * int * int * bool * Nullable<int> -> Microsoft.ML.Trainers.RandomizedPcaTrainer
<Extension()>
Public Function RandomizedPca (catalog As AnomalyDetectionCatalog.AnomalyDetectionTrainers, Optional featureColumnName As String = "Features", Optional exampleWeightColumnName As String = Nothing, Optional rank As Integer = 20, Optional oversampling As Integer = 20, Optional ensureZeroMean As Boolean = true, Optional seed As Nullable(Of Integer) = Nothing) As RandomizedPcaTrainer

パラメーター

catalog
AnomalyDetectionCatalog.AnomalyDetectionTrainers

異常検出カタログ トレーナー オブジェクト。

featureColumnName
String

フィーチャー列の名前。 列データは既知のサイズの Singleベクトルである必要があります。

exampleWeightColumnName
String

例の重み付け列の名前 (省略可能)。 重み付け列を使用するには、列データが型 Singleである必要があります。

rank
Int32

PCA 内のコンポーネントの数。

oversampling
Int32

ランダム化された PCA トレーニングのオーバーサンプリング パラメーター。

ensureZeroMean
Boolean

有効な場合、データは 0 の平均に中央揃えされます。

seed
Nullable<Int32>

乱数生成のシード。

戻り値

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;

namespace Samples.Dynamic.Trainers.AnomalyDetection
{
    public static class RandomizedPcaSample
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for except
            // ion tracking and logging, as a catalog of available operations and as
            // the source of randomness. Setting the seed to a fixed number in this
            // example to make outputs deterministic.
            var mlContext = new MLContext(seed: 0);

            // Training data.
            var samples = new List<DataPoint>()
            {
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {0, 1, 2} },
                new DataPoint(){ Features = new float[3] {0, 2, 1} },
                new DataPoint(){ Features = new float[3] {2, 0, 0} }
            };

            // Convert the List<DataPoint> to IDataView, a consumable format to
            // ML.NET functions.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Create an anomaly detector. Its underlying algorithm is randomized
            // PCA.
            var pipeline = mlContext.AnomalyDetection.Trainers.RandomizedPca(
                featureColumnName: nameof(DataPoint.Features), rank: 1,
                    ensureZeroMean: false);

            // Train the anomaly detector.
            var model = pipeline.Fit(data);

            // Apply the trained model on the training data.
            var transformed = model.Transform(data);

            // Read ML.NET predictions into IEnumerable<Result>.
            var results = mlContext.Data.CreateEnumerable<Result>(transformed,
                reuseRowObject: false).ToList();

            // Let's go through all predictions.
            for (int i = 0; i < samples.Count; ++i)
            {
                // The i-th example's prediction result.
                var result = results[i];

                // The i-th example's feature vector in text format.
                var featuresInText = string.Join(',', samples[i].Features);

                if (result.PredictedLabel)
                    // The i-th sample is predicted as an outlier.
                    Console.WriteLine("The {0}-th example with features [{1}] is " +
                        "an outlier with a score of being inlier {2}", i,
                            featuresInText, result.Score);
                else
                    // The i-th sample is predicted as an inlier.
                    Console.WriteLine("The {0}-th example with features [{1}] is " +
                        "an inlier with a score of being inlier {2}", i,
                        featuresInText, result.Score);
            }
            // Lines printed out should be
            // The 0 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.1101028
            // The 1 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.1101028
            // The 2 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.1101028
            // The 3 - th example with features[0, 1, 2] is an outlier with a score of being outlier 0.5082728
            // The 4 - th example with features[0, 2, 1] is an inlier with a score of being outlier 0.1101028
            // The 5 - th example with features[2, 0, 0] is an outlier with a score of being outlier 1
        }

        // Example with 3 feature values. A training data set is a collection of
        // such examples.
        private class DataPoint
        {
            [VectorType(3)]
            public float[] Features { get; set; }
        }

        // Class used to capture prediction of DataPoint.
        private class Result
        {
            // Outlier gets true while inlier has false.
            public bool PredictedLabel { get; set; }
            // Inlier gets smaller score. Score is between 0 and 1.
            public float Score { get; set; }
        }
    }
}

注釈

既定では、予測されたスコアに基づいてデータ ポイントのラベルを決定するために使用されるしきい値は 0.5 です。 スコアの範囲は 0 から 1 です。 予測スコアが 0.5 より高いデータ ポイントは、外れ値と見なされます。 このしきい値を変更するために使用 ChangeModelThreshold<TModel>(AnomalyPredictionTransformer<TModel>, Single) します。

適用対象