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CollectiveCommonTest.py 6.2 kB

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  1. # -*- coding: utf-8 -*-
  2. from __future__ import division
  3. from __future__ import print_function
  4. import os
  5. import sys
  6. import numpy as np
  7. import unittest
  8. # noinspection PyProtectedMember
  9. from sklearn.utils.testing import assert_allclose
  10. from sklearn.utils.testing import assert_array_less
  11. from sklearn.utils.testing import assert_equal
  12. from sklearn.utils.testing import assert_greater
  13. from sklearn.utils.testing import assert_greater_equal
  14. from sklearn.utils.testing import assert_less_equal
  15. from sklearn.utils.testing import assert_raises
  16. from sklearn.utils.estimator_checks import check_estimator
  17. from sklearn.metrics import roc_auc_score
  18. from scipy.stats import rankdata
  19. # temporary solution for relative imports in case pyod is not installed
  20. # if pyod is installed, no need to use the following line
  21. sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
  22. from pyod.utils.data import generate_data
  23. class CollectiveCommonTest:
  24. def __init__(self,
  25. model,
  26. X_train,
  27. y_train,
  28. X_test,
  29. y_test,
  30. roc_floor,
  31. ):
  32. self.clf = model
  33. self.X_train = X_train
  34. self.y_train = y_train
  35. self.X_test = X_test
  36. self.y_test = y_test
  37. self.roc_floor = roc_floor
  38. self.clf.fit(self.X_train)
  39. pass
  40. def test_detector(self):
  41. self.test_parameters()
  42. self.test_train_scores()
  43. self.test_train_inds()
  44. self.test_prediction_scores()
  45. self.test_prediction_proba()
  46. self.test_prediction_proba_linear()
  47. self.test_prediction_proba_unify()
  48. self.test_prediction_proba_parameter()
  49. # self.test_fit_predict()
  50. # self.test_fit_predict_score()
  51. self.test_prediction_labels()
  52. self.test_prediction_inds()
  53. # self.test_predict_rank()
  54. # self.test_predict_rank_normalized()
  55. self.tearDown()
  56. def test_parameters(self):
  57. assert (hasattr(self.clf, 'decision_scores_') and
  58. self.clf.decision_scores_ is not None)
  59. assert (hasattr(self.clf, 'labels_') and
  60. self.clf.labels_ is not None)
  61. assert (hasattr(self.clf, 'threshold_') and
  62. self.clf.threshold_ is not None)
  63. assert (hasattr(self.clf, 'left_inds_') and
  64. self.clf.left_inds_ is not None)
  65. assert (hasattr(self.clf, 'right_inds_') and
  66. self.clf.right_inds_ is not None)
  67. assert (hasattr(self.clf, '_mu') and
  68. self.clf._mu is not None)
  69. assert (hasattr(self.clf, '_sigma') and
  70. self.clf._sigma is not None)
  71. def test_train_scores(self):
  72. assert_equal(len(self.clf.decision_scores_), self.y_train.shape[0])
  73. def test_train_inds(self):
  74. inds_valid = self.clf.left_inds_ < self.clf.right_inds_
  75. assert_equal(self.clf.left_inds_.shape, self.clf.decision_scores_.shape)
  76. assert_equal(self.clf.right_inds_.shape, self.clf.decision_scores_.shape)
  77. assert_equal(all(inds_valid), True)
  78. def test_prediction_scores(self):
  79. pred_scores, _, _ = self.clf.decision_function(self.X_test)
  80. # check score shapes
  81. assert_equal(pred_scores.shape[0], self.y_test.shape[0])
  82. # check performance
  83. assert_greater(roc_auc_score(self.y_test, pred_scores), self.roc_floor)
  84. def test_prediction_labels(self):
  85. pred_labels, _, _ = self.clf.predict(self.X_test)
  86. assert_equal(pred_labels.shape, self.y_test.shape)
  87. def test_prediction_inds(self):
  88. _, left_inds, right_inds = self.clf.predict(self.X_test)
  89. inds_valid = left_inds < right_inds
  90. assert_equal(left_inds.shape, self.y_test.shape)
  91. assert_equal(right_inds.shape, self.y_test.shape)
  92. assert_equal(all(inds_valid), True)
  93. def test_prediction_proba(self):
  94. pred_proba, _, _ = self.clf.predict_proba(self.X_test)
  95. assert_greater_equal(pred_proba.min(), 0)
  96. assert_less_equal(pred_proba.max(), 1)
  97. def test_prediction_proba_linear(self):
  98. pred_proba, _, _ = self.clf.predict_proba(self.X_test, method='linear')
  99. assert_greater_equal(pred_proba.min(), 0)
  100. assert_less_equal(pred_proba.max(), 1)
  101. def test_prediction_proba_unify(self):
  102. pred_proba, _, _ = self.clf.predict_proba(self.X_test, method='unify')
  103. assert_greater_equal(pred_proba.min(), 0)
  104. assert_less_equal(pred_proba.max(), 1)
  105. def test_prediction_proba_parameter(self):
  106. with assert_raises(ValueError):
  107. self.clf.predict_proba(self.X_test, method='something')
  108. def test_fit_predict(self):
  109. pred_labels, _, _ = self.clf.fit_predict(X=self.X_train)
  110. assert_equal(pred_labels.shape, self.y_train.shape)
  111. def test_fit_predict_score(self):
  112. self.clf.fit_predict_score(self.X_test, self.y_test)
  113. self.clf.fit_predict_score(self.X_test, self.y_test,
  114. scoring='roc_auc_score')
  115. self.clf.fit_predict_score(self.X_test, self.y_test,
  116. scoring='prc_n_score')
  117. with assert_raises(NotImplementedError):
  118. self.clf.fit_predict_score(self.X_test, self.y_test,
  119. scoring='something')
  120. def test_predict_rank(self):
  121. pred_socres, _, _ = self.clf.decision_function(self.X_test)
  122. pred_ranks = self.clf._predict_rank(self.X_test)
  123. # assert the order is reserved
  124. assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=2)
  125. assert_array_less(pred_ranks, self.X_train.shape[0] + 1)
  126. assert_array_less(-0.1, pred_ranks)
  127. def test_predict_rank_normalized(self):
  128. pred_socres, _, _ = self.clf.decision_function(self.X_test)
  129. pred_ranks = self.clf._predict_rank(self.X_test, normalized=True)
  130. # assert the order is reserved
  131. assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=2)
  132. assert_array_less(pred_ranks, 1.01)
  133. assert_array_less(-0.1, pred_ranks)
  134. def tearDown(self):
  135. pass

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