在实际应用中,可以利用Python库scikit-learn中的`mahalanobis`函数来计算马氏距离。具体实现时需注意,数据集的样本数量必须大于维度,否则无法计算协方差矩阵。
# 需要导入模块: from sklearn.covariance import EmpiricalCovariance [as 别名]# 或者: from sklearn.covariance.EmpiricalCovariance importmahalanobis[as 别名]classMahalanobis(BaseEstimator):"""Mahalanobis distance estimator. Uses Covariance estimate to computemahalanobisdistance of the observations from the model...