Ejemplo n.º 1
0
    # train SOD detector
    # Note that SOD is meant to work in high dimensions d > 2.
    # But here we are using 2D for visualization purpose
    # thus, higher precision is expected in higher dimensions
    clf_name = 'SOD'
    clf = SOD()
    clf.fit(X_train)

    # get the prediction labels and outlier scores of the training data
    y_train_pred = clf.labels_  # binary labels (0: inliers, 1: outliers)
    y_train_scores = clf.decision_scores_  # raw outlier scores

    # get the prediction on the test data
    y_test_pred = clf.predict(X_test)  # outlier labels (0 or 1)
    y_test_scores = clf.decision_function(X_test)  # outlier scores

    # evaluate and print the results
    print("\nOn Training Data:")
    evaluate_print(clf_name, y_train, y_train_scores)
    print("\nOn Test Data:")
    evaluate_print(clf_name, y_test, y_test_scores)

    # visualize the results
    visualize(clf_name,
              X_train,
              y_train,
              X_test,
              y_test,
              y_train_pred,
              y_test_pred,
Ejemplo n.º 2
0
class TestSOD(unittest.TestCase):
    def setUp(self):
        self.n_train = 100
        self.n_test = 50
        self.contamination = 0.1
        self.roc_floor = 0.8
        self.X_train, self.y_train, self.X_test, self.y_test = generate_data(
            n_train=self.n_train,
            n_test=self.n_test,
            contamination=self.contamination,
            random_state=42)

        self.clf = SOD(contamination=self.contamination)
        self.clf.fit(self.X_train)

    def test_check_parameters(self):
        with assert_raises(ValueError):
            SOD(n_neighbors=None, ref_set=10, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=None, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=10, alpha=None)
        with assert_raises(ValueError):
            SOD(n_neighbors=-1, ref_set=10, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=-1, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=10, alpha=-1)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=25, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors='not int', ref_set=25, alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set='not int', alpha=0.8)
        with assert_raises(ValueError):
            SOD(n_neighbors=20, ref_set=25, alpha='not float')

    def test_parameters(self):
        assert (hasattr(self.clf, 'decision_scores_')
                and self.clf.decision_scores_ is not None)
        assert (hasattr(self.clf, 'labels_') and self.clf.labels_ is not None)
        assert (hasattr(self.clf, 'threshold_')
                and self.clf.threshold_ is not None)
        assert (hasattr(self.clf, 'alpha_') and self.clf.alpha_ is not None)
        assert (hasattr(self.clf, 'ref_set_')
                and self.clf.ref_set_ is not None)
        assert (hasattr(self.clf, 'n_neighbors_')
                and self.clf.n_neighbors_ is not None)

    def test_train_scores(self):
        assert_equal(len(self.clf.decision_scores_), self.X_train.shape[0])

    def test_prediction_scores(self):
        pred_scores = self.clf.decision_function(self.X_test)

        # check score shapes
        assert_equal(pred_scores.shape[0], self.X_test.shape[0])

        # check performance
        assert (roc_auc_score(self.y_test, pred_scores) >= self.roc_floor)

    def test_prediction_labels(self):
        pred_labels = self.clf.predict(self.X_test)
        assert_equal(pred_labels.shape, self.y_test.shape)

    def test_prediction_proba(self):
        pred_proba = self.clf.predict_proba(self.X_test)
        assert (pred_proba.min() >= 0)
        assert (pred_proba.max() <= 1)

    def test_prediction_proba_linear(self):
        pred_proba = self.clf.predict_proba(self.X_test, method='linear')
        assert (pred_proba.min() >= 0)
        assert (pred_proba.max() <= 1)

    def test_prediction_proba_unify(self):
        pred_proba = self.clf.predict_proba(self.X_test, method='unify')
        assert (pred_proba.min() >= 0)
        assert (pred_proba.max() <= 1)

    def test_prediction_proba_parameter(self):
        with assert_raises(ValueError):
            self.clf.predict_proba(self.X_test, method='something')

    def test_fit_predict(self):
        pred_labels = self.clf.fit_predict(self.X_train)
        assert_equal(pred_labels.shape, self.y_train.shape)

    def test_fit_predict_score(self):
        self.clf.fit_predict_score(self.X_test, self.y_test)
        self.clf.fit_predict_score(self.X_test,
                                   self.y_test,
                                   scoring='roc_auc_score')
        self.clf.fit_predict_score(self.X_test,
                                   self.y_test,
                                   scoring='prc_n_score')
        with assert_raises(NotImplementedError):
            self.clf.fit_predict_score(self.X_test,
                                       self.y_test,
                                       scoring='something')

    def test_predict_rank(self):
        pred_scores = self.clf.decision_function(self.X_test)
        pred_ranks = self.clf._predict_rank(self.X_test)
        # assert the order is reserved
        assert_allclose(rankdata(pred_ranks), rankdata(pred_scores), atol=2)
        assert_array_less(pred_ranks, self.X_train.shape[0] + 1)
        assert_array_less(-0.1, pred_ranks)

    def test_predict_rank_normalized(self):
        pred_socres = self.clf.decision_function(self.X_test)
        pred_ranks = self.clf._predict_rank(self.X_test, normalized=True)

        # assert the order is reserved
        assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=2)
        assert_array_less(pred_ranks, 1.01)
        assert_array_less(-0.1, pred_ranks)

    # todo: fix clone issue
    def test_model_clone(self):
        pass
        # clone_clf = clone(self.clf)

    def tearDown(self):
        pass