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PyodABOD.py 7.5 kB

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  1. from typing import Any, Callable, List, Dict, Union, Optional, Sequence, Tuple
  2. from numpy import ndarray
  3. from collections import OrderedDict
  4. from scipy import sparse
  5. import os
  6. import sklearn
  7. import numpy
  8. import typing
  9. # Custom import commands if any
  10. import warnings
  11. import numpy as np
  12. from sklearn.utils import check_array
  13. from sklearn.exceptions import NotFittedError
  14. # from numba import njit
  15. from pyod.utils.utility import argmaxn
  16. from d3m.container.numpy import ndarray as d3m_ndarray
  17. from d3m.container import DataFrame as d3m_dataframe
  18. from d3m.metadata import hyperparams, params, base as metadata_base
  19. from d3m import utils
  20. from d3m.base import utils as base_utils
  21. from d3m.exceptions import PrimitiveNotFittedError
  22. from d3m.primitive_interfaces.base import CallResult, DockerContainer
  23. # from d3m.primitive_interfaces.supervised_learning import SupervisedLearnerPrimitiveBase
  24. from d3m.primitive_interfaces.unsupervised_learning import UnsupervisedLearnerPrimitiveBase
  25. from d3m.primitive_interfaces.transformer import TransformerPrimitiveBase
  26. from d3m.primitive_interfaces.base import ProbabilisticCompositionalityMixin, ContinueFitMixin
  27. from d3m import exceptions
  28. import pandas
  29. from d3m import container, utils as d3m_utils
  30. from detection_algorithm.UODBasePrimitive import Params_ODBase, Hyperparams_ODBase, UnsupervisedOutlierDetectorBase
  31. from pyod.models.abod import ABOD
  32. # from typing import Union
  33. Inputs = d3m_dataframe
  34. Outputs = d3m_dataframe
  35. class Params(Params_ODBase):
  36. ######## Add more Attributes #######
  37. pass
  38. class Hyperparams(Hyperparams_ODBase):
  39. ######## Add more Hyperparamters #######
  40. n_neighbors = hyperparams.Hyperparameter[int](
  41. default=10,
  42. semantic_types=['https://metadata.datadrivendiscovery.org/types/TuningParameter'],
  43. description="Number of neighbors to use by default for k neighbors queries.",
  44. )
  45. method = hyperparams.Enumeration(
  46. values=['fast', 'default'],
  47. default='fast',
  48. semantic_types=['https://metadata.datadrivendiscovery.org/types/ControlParameter'],
  49. description="'fast': fast ABOD. Only consider n_neighbors of training points 'default': original ABOD with all training points, which could be slow",
  50. )
  51. class ABODPrimitive(UnsupervisedOutlierDetectorBase[Inputs, Outputs, Params, Hyperparams]):
  52. """
  53. ABOD class for Angle-base Outlier Detection.
  54. For an observation, the variance of its weighted cosine scores to all
  55. neighbors could be viewed as the outlying score.
  56. See :cite:`kriegel2008angle` for details.
  57. Two versions of ABOD are supported:
  58. - Fast ABOD: use k nearest neighbors to approximate.
  59. - Original ABOD: consider all training points with high time complexity at
  60. O(n^3).
  61. Parameters
  62. ----------
  63. contamination : float in (0., 0.5), optional (default=0.1)
  64. The amount of contamination of the data set, i.e.
  65. the proportion of outliers in the data set. Used when fitting to
  66. define the threshold on the decision function.
  67. n_neighbors : int, optional (default=10)
  68. Number of neighbors to use by default for k neighbors queries.
  69. method: str, optional (default='fast')
  70. Valid values for metric are:
  71. - 'fast': fast ABOD. Only consider n_neighbors of training points
  72. - 'default': original ABOD with all training points, which could be
  73. slow
  74. Attributes
  75. ----------
  76. decision_scores_ : numpy array of shape (n_samples,)
  77. The outlier scores of the training data.
  78. The higher, the more abnormal. Outliers tend to have higher
  79. scores. This value is available once the detector is
  80. fitted.
  81. threshold_ : float
  82. The threshold is based on ``contamination``. It is the
  83. ``n_samples * contamination`` most abnormal samples in
  84. ``decision_scores_``. The threshold is calculated for generating
  85. binary outlier labels.
  86. labels_ : int, either 0 or 1
  87. The binary labels of the training data. 0 stands for inliers
  88. and 1 for outliers/anomalies. It is generated by applying
  89. ``threshold_`` on ``decision_scores_``.
  90. """
  91. __author__: "DATA Lab at Texas A&M University"
  92. metadata = metadata_base.PrimitiveMetadata({
  93. "name": "Angle-base Outlier Detection Primitive",
  94. "python_path": "d3m.primitives.tods.detection_algorithm.pyod_abod",
  95. "source": {'name': 'DATA Lab at Texas A&M University', 'contact': 'mailto:khlai037@tamu.edu',
  96. 'uris': ['https://gitlab.com/lhenry15/tods.git', 'https://gitlab.com/lhenry15/tods/-/blob/Junjie/anomaly-primitives/anomaly_primitives/PyodABOD.py']},
  97. "algorithm_types": [metadata_base.PrimitiveAlgorithmType.ANGLE_BASE_OUTLIER_DETECTION],
  98. "primitive_family": metadata_base.PrimitiveFamily.ANOMALY_DETECTION,
  99. "id": "134f6c5f-717b-4683-bfbc-251bab07f6fa",
  100. "hyperparams_to_tune": ['contamination', 'n_neighbors', 'method'],
  101. "version": "0.0.1",
  102. })
  103. def __init__(self, *,
  104. hyperparams: Hyperparams, #
  105. random_seed: int = 0,
  106. docker_containers: Dict[str, DockerContainer] = None) -> None:
  107. super().__init__(hyperparams=hyperparams, random_seed=random_seed, docker_containers=docker_containers)
  108. self._clf = ABOD(contamination=hyperparams['contamination'],
  109. n_neighbors=hyperparams['n_neighbors'],
  110. method=hyperparams['method'],
  111. )
  112. def set_training_data(self, *, inputs: Inputs) -> None:
  113. """
  114. Set training data for outlier detection.
  115. Args:
  116. inputs: Container DataFrame
  117. Returns:
  118. None
  119. """
  120. super().set_training_data(inputs=inputs)
  121. def fit(self, *, timeout: float = None, iterations: int = None) -> CallResult[None]:
  122. """
  123. Fit model with training data.
  124. Args:
  125. *: Container DataFrame. Time series data up to fit.
  126. Returns:
  127. None
  128. """
  129. return super().fit()
  130. def produce(self, *, inputs: Inputs, timeout: float = None, iterations: int = None) -> CallResult[Outputs]:
  131. """
  132. Process the testing data.
  133. Args:
  134. inputs: Container DataFrame. Time series data up to outlier detection.
  135. Returns:
  136. Container DataFrame
  137. 1 marks Outliers, 0 marks normal.
  138. """
  139. return super().produce(inputs=inputs, timeout=timeout, iterations=iterations)
  140. def produce_score(self, *, inputs: Inputs, timeout: float = None, iterations: int = None) -> CallResult[Outputs]:
  141. """
  142. Process the testing data.
  143. Args:
  144. inputs: Container DataFrame. Time series data up to outlier detection.
  145. Returns:
  146. Container DataFrame
  147. Outlier score of input DataFrame.
  148. """
  149. return super().produce_score(inputs=inputs, timeout=timeout, iterations=iterations)
  150. def get_params(self) -> Params:
  151. """
  152. Return parameters.
  153. Args:
  154. None
  155. Returns:
  156. class Params
  157. """
  158. return super().get_params()
  159. def set_params(self, *, params: Params) -> None:
  160. """
  161. Set parameters for outlier detection.
  162. Args:
  163. params: class Params
  164. Returns:
  165. None
  166. """
  167. super().set_params(params=params)

全栈的自动化机器学习系统,主要针对多变量时间序列数据的异常检测。TODS提供了详尽的用于构建基于机器学习的异常检测系统的模块,它们包括:数据处理(data processing),时间序列处理( time series processing),特征分析(feature analysis),检测算法(detection algorithms),和强化模块( reinforcement module)。这些模块所提供的功能包括常见的数据预处理、时间序列数据的平滑或变换,从时域或频域中抽取特征、多种多样的检测算