In this paper, we propose a novel primary user detection scheme for spectrum sensing in cognitive radio. Inspired by the conventional signal classification approach, the spectrum sensing is translated into a classification problem. On the basis of feature-based classification, the spectral correlation of a second-order cyclostationary analysis is applied as the feature extraction method, whereas a stacked denoising autoencoders network is applied as the classifier. Two training methods for signal detection, interception-based detection and simulation-based detection, are considered, for different prior information and implementation conditions. In an interception-based detection method, inspired by the two-step sensing, we obtain training data from the interception of actual signals after a sophisticated sensing procedure, to achieve detection without priori information. In addition, benefiting from practical training data, this interception-based detection is superior under actual transmission environment conditions. The alternative, a simulation-based detection method utilizes some undisguised parameters of the primary user in the spectrum of interest. Owing to the diversified predetermined training data, simulation-based detection exhibits transcendental robustness against harsh noise environments, although it demands a more complicated classifier network structure. Additionally, for the above-described training methods, we discuss the classifier complexity over implementation conditions and the trade-off between robustness and detection performance. The simulation results show the advantages of the proposed method over conventional spectrum-sensing schemes.