anomaly6n.py

def selectThreshHold(yval, pval):
    
    F1 = 0
    bestF1 = 0
    bestEpsilon = 0
    
    stepsize = (np.max(pval) - np.min(pval))/1000
        
    epsVec = np.arange(np.min(pval), np.max(pval), stepsize)
    noe = len(epsVec)
    
    for eps in range(noe):
        epsilon = epsVec[eps]
        pred = (pval < epsilon)
        prec, rec = 0,0
        tp,fp,fn = 0,0,0
        
        try:
            for i in range(np.size(pval,0)):
                if pred[i] == 1 and yval[i] == 1:
                    tp+=1
                elif pred[i] == 1 and yval[i] == 0:
                    fp+=1
                elif pred[i] == 0 and yval[i] == 1:
                    fn+=1
            prec = tp/(tp + fp)
            rec = tp/(tp + fn)
            F1 = 2*prec*rec/(prec + rec)
            if F1 > bestF1:
                bestF1 = F1
                bestEpsilon = epsilon
        except ZeroDivisionError:
            print('Warning dividing by zero!!')          
       
    return bestF1, bestEpsilon