from typing import Any, Callable, List, Dict, Union, Optional, Sequence, Tuple from numpy import ndarray from collections import OrderedDict from scipy import sparse import os import sklearn # import numpy import typing # Custom import commands if any import warnings import numpy as np from sklearn.utils import check_array from sklearn.exceptions import NotFittedError from sklearn.utils.validation import check_is_fitted from sklearn.linear_model import LinearRegression # from numba import njit from pyod.utils.utility import argmaxn from d3m.container.numpy import ndarray as d3m_ndarray from d3m.container import DataFrame as d3m_dataframe from d3m.metadata import hyperparams, params, base as metadata_base from d3m import utils from d3m.base import utils as base_utils from d3m.exceptions import PrimitiveNotFittedError from d3m.primitive_interfaces.base import CallResult, DockerContainer # from d3m.primitive_interfaces.supervised_learning import SupervisedLearnerPrimitiveBase from d3m.primitive_interfaces.unsupervised_learning import UnsupervisedLearnerPrimitiveBase from d3m.primitive_interfaces.transformer import TransformerPrimitiveBase from d3m.primitive_interfaces.base import ProbabilisticCompositionalityMixin, ContinueFitMixin from d3m import exceptions import pandas from d3m import container, utils as d3m_utils from detection_algorithm.UODBasePrimitive import Params_ODBase, Hyperparams_ODBase, UnsupervisedOutlierDetectorBase from detection_algorithm.core.MultiAutoRegOD import MultiAutoRegOD from detection_algorithm.core.AutoRegOD import AutoRegOD from sklearn.utils import check_array, column_or_1d from sklearn.utils.validation import check_is_fitted from combo.models.score_comb import average, maximization, median, aom, moa from combo.utils.utility import standardizer import uuid Inputs = d3m_dataframe Outputs = d3m_dataframe class Params(Params_ODBase): ######## Add more Attributes ####### pass class Hyperparams(Hyperparams_ODBase): ######## Add more Hyperparamters ####### method = hyperparams.Enumeration[str]( values=['average', 'maximization', 'median'], default='average', description='Combination method: {average, maximization, median}. Pass in weights of detector for weighted version.', semantic_types=['https://metadata.datadrivendiscovery.org/types/TuningParameter'] ) weights = hyperparams.Union( configuration=OrderedDict({ 'ndarray': hyperparams.Hyperparameter[ndarray]( default=np.array([]), semantic_types=['https://metadata.datadrivendiscovery.org/types/TuningParameter'], ), 'none': hyperparams.Constant( default=None, semantic_types=['https://metadata.datadrivendiscovery.org/types/TuningParameter'], ) }), default='none', description='Score weight by dimensions. If None, [1,1,...,1] will be used.', semantic_types=['https://metadata.datadrivendiscovery.org/types/ControlParameter'] ) pass class AutoRegODetector(UnsupervisedOutlierDetectorBase[Inputs, Outputs, Params, Hyperparams]): """ Autoregressive models use linear regression to calculate a sample's deviance from the predicted value, which is then used as its outlier scores. This model is for multivariate time series. This model handles multivariate time series by various combination approaches. See AutoRegOD for univarite data. See :cite:`aggarwal2015outlier,zhao2020using` for details. Parameters ---------- window_size : int The moving window size. step_size : int, optional (default=1) The displacement for moving window. contamination : float in (0., 0.5), optional (default=0.1) The amount of contamination of the data set, i.e. the proportion of outliers in the data set. When fitting this is used to define the threshold on the decision function. method : str, optional (default='average') Combination method: {'average', 'maximization', 'median'}. Pass in weights of detector for weighted version. weights : numpy array of shape (1, n_dimensions) Score weight by dimensions. (default=[1,1,...,1]) Attributes ---------- decision_scores_ : numpy array of shape (n_samples,) The outlier scores of the training data. The higher, the more abnormal. Outliers tend to have higher scores. This value is available once the detector is fitted. labels_ : int, either 0 or 1 The binary labels of the training data. 0 stands for inliers and 1 for outliers/anomalies. It is generated by applying ``threshold_`` on ``decision_scores_``. """ metadata = metadata_base.PrimitiveMetadata({ "name": "AutoRegODetector", "python_path": "d3m.primitives.tods.detection_algorithm.AutoRegODetector", "source": {'name': "DATALAB @Taxes A&M University", 'contact': 'mailto:khlai037@tamu.edu', 'uris': ['https://gitlab.com/lhenry15/tods.git']}, "algorithm_types": [metadata_base.PrimitiveAlgorithmType.ISOLATION_FOREST, ], "primitive_family": metadata_base.PrimitiveFamily.ANOMALY_DETECTION, "version": "0.0.1", "hyperparams_to_tune": ['window_size', 'contamination', 'step_size', 'method', 'weights'], "id": str(uuid.uuid3(uuid.NAMESPACE_DNS, 'AutoRegODetector')) }) def __init__(self, *, hyperparams: Hyperparams, # random_seed: int = 0, docker_containers: Dict[str, DockerContainer] = None) -> None: super().__init__(hyperparams=hyperparams, random_seed=random_seed, docker_containers=docker_containers) self._clf = MultiAutoRegOD(window_size=hyperparams['window_size'], contamination=hyperparams['contamination'], step_size=hyperparams['step_size'], method=hyperparams['method'], weights=hyperparams['weights'], ) return def set_training_data(self, *, inputs: Inputs) -> None: """ Set training data for outlier detection. Args: inputs: Container DataFrame Returns: None """ super().set_training_data(inputs=inputs) def fit(self, *, timeout: float = None, iterations: int = None) -> CallResult[None]: """ Fit model with training data. Args: *: Container DataFrame. Time series data up to fit. Returns: None """ return super().fit() def produce(self, *, inputs: Inputs, timeout: float = None, iterations: int = None) -> CallResult[Outputs]: """ Process the testing data. Args: inputs: Container DataFrame. Time series data up to outlier detection. Returns: Container DataFrame 1 marks Outliers, 0 marks normal. """ return super().produce(inputs=inputs, timeout=timeout, iterations=iterations) def produce_score(self, *, inputs: Inputs, timeout: float = None, iterations: int = None) -> CallResult[Outputs]: """ Process the testing data. Args: inputs: Container DataFrame. Time series data up to outlier detection. Returns: Container DataFrame Outlier score of input DataFrame. """ return super().produce_score(inputs=inputs, timeout=timeout, iterations=iterations) def get_params(self) -> Params: """ Return parameters. Args: None Returns: class Params """ return super().get_params() def set_params(self, *, params: Params) -> None: """ Set parameters for outlier detection. Args: params: class Params Returns: None """ super().set_params(params=params)