April 2020
Intermediate to advanced
816 pages
18h 32m
Chinese
Content preview from 精通機器學習
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高斯混合
|
259
"spherical"
所有群聚都必須是球形的
，
但它們的直徑可為任意值
（
也就是有不同的變異度
）。
"diag"
群聚可以是任何大小的任何橢圓形
，
但是橢圓的軸必須與座標軸平行
（
也就是共變異
數矩陣必須是對角的
）。
"tied"
所有群聚必須是同一種橢圓形
，
有相同的大小與方向
（
也就是所有群聚的共變異數矩
陣都是一樣的
）。
covariance_type
的預設值是
"full"
，
代表各個群聚都可以是任何形狀
、
大小與方向
（
它
有它自己的無限制共變異數矩陣
）。
圖
9-18
是
EM
演算法在
covariance_type
設為
"tied"
或
"spherical」
時找到的解
。
圖
9-18 tied
群聚
（
左
）
與
spherical
群聚
（
右
）
的高斯混合
訓練
GaussianMixture
模型的計算複雜度與實例數量
m、
維數
n、
群聚數
量
k
以及共變異數矩陣的限制有關
。
如果
covariance_type
是
"spherical"
或
"diag"
，
它是
O(kmn)，
假設資料有群聚結構
。
如果
covariance_type
是
"tied"
或
"full"
，
它是
O
(
kmn
2
+
kn
3
)，
所以難以處理大量的特徵
。
高斯混合模型也可以進行異常檢測
。
我們來看一下怎麼做
。
260
|
第九章：無監督學習技術
使用高斯混合進行異常檢測
異常檢測
（
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.