📄 dd_ex9.m
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% Show the crossvalidation procedure%% Generate some simple data, split it in training and testing data using% 10-fold cross-validation, and compare several one-class classifiers on% it.% Copyright: D.M.J. Tax, D.M.J.Tax@prtools.org% Faculty EWI, Delft University of Technology% P.O. Box 5031, 2600 GA Delft, The Netherlands% Standard parameter:frac = 0.1;% Define the classifiersw = {gauss_dd([],frac) mog_dd([],frac,5) incsvdd([],frac,'r',5)};nrcl = length(w);% Define the number of cross-validations:nrbags = 10;% Generating some OC dataset:a = oc_set(gendatb([100 60],1.6),'1');% Set up:auc = zeros(nrcl,nrbags);I = nrbags;% Run over the crossvalidation runs:for i=1:nrbags [x,z,I] = dd_crossval(a,I); % Train three classifiers: for j=1:nrcl wtr = x*w{j}; % evaluate the classifiers: auc(j,i) = dd_auc(z*wtr*dd_roc); endend% And the results:for i=1:nrcl fprintf('w%d : %5.3f (%5.3f)\n',i,mean(auc(i,:),2),std(auc(i,:),[],2));end
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