def testTime(self):
""" Creating date encoder instance. """
# 3 bits for season (x4 seasons -> 12 bits), no other fields encoded
enc = DateEncoder(timeOfDay=5)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
# d = datetime.datetime(2010, 11, 1, 8, 55) # DEBUG
bits = enc.encode(d)
# Time of day has radius of 4 hours and w of 5,
# so each bit = 240/5min = 48min.
# 14:55 is minute 14*60 + 55 = 895; 895/48 = cetral bit= bit 18.6 ->18 #FIXME we should round this, so becomes bit19
# We activate our 5(=w)bits around the central bit -> thus [18-(5-1)/2, 18+(5-1)/2] = [16, 20]
# Encoder should be 30 bits total (30 * 48 minutes = 24 hours)
timeOfDayExpected = ([
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
1, 1, 0, 0, 0, 0, 0, 0
])
expected = timeOfDayExpected
print(expected)
print(bits.dense.tolist())
self.assertEqual(bits.size, 30)
self.assertEqual(expected, bits.dense.tolist())
def testMissingValues(self):
""" Missing values. """
e = DateEncoder(timeOfDay=5)
mvOutput = e.encode(None)
self.assertEqual(sum(mvOutput.sparse), 0)
mvOutput = e.encode(float('nan'))
self.assertEqual(sum(mvOutput.sparse), 0)
def testDateEncoder(self):
""" Creating date encoder instance. """
# 3 bits for season, 1 bit for day of week, 1 for weekend, 5 for time of day
enc = DateEncoder(season=3, dayOfWeek=1, weekend=1, timeOfDay=5)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
# d = datetime.datetime(2010, 11, 1, 8, 55) # DEBUG
bits = enc.encode(d)
# Season is aaabbbcccddd (1 bit/month)
seasonExpected = [1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1]
# Week is MTWTFSS contrary to localtime documentation, Monday = 0 (for
# python datetime.datetime.timetuple()
dayOfWeekExpected = [0, 0, 0, 1, 0, 0, 0]
# Not a weekend, so it should be "False"
weekendExpected = [1, 0]
# Time of day has radius of 4 hours and w of 5 so each bit = 240/5
# min = 48min 14:55 is minute 14*60 + 55 = 895; 895/48 = bit 18.6
# should be 30 bits total (30 * 48 minutes = 24 hours)
timeOfDayExpected = ([
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
1, 1, 0, 0, 0, 0, 0, 0
])
expected = seasonExpected + dayOfWeekExpected + weekendExpected + timeOfDayExpected
self.assertEqual(bits.size, 51)
self.assertEqual(expected, bits.dense.tolist())
def initialize(self):
# Setup Encoders
self.encTimestamp = DateEncoder(timeOfDay=self.parameters["enc"]["time"]["timeOfDay"])
for idx, (key, value) in enumerate(self.init_min_max.items()):
self.scalar_encoders.append({
'idx': idx,
'name': key,
'encoder': self._createRDSE(min_val=value['min'], max_val=value['max'])
})
self.enc_width = self.encTimestamp.size + sum([enc_info.get('encoder').size for enc_info in self.scalar_encoders])
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = self.parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(self.enc_width,),
columnDimensions=(spParams["columnDimensions"],),
potentialRadius=self.enc_width,
potentialPct=spParams["potentialPct"],
globalInhibition=spParams["globalInhibition"],
localAreaDensity=spParams["localAreaDensity"],
numActiveColumnsPerInhArea=spParams["numActiveColumnsPerInhArea"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=spParams["wrapAround"],
minPctOverlapDutyCycle=spParams["minPctOverlapDutyCycle"],
dutyCyclePeriod=spParams["dutyCyclePeriod"],
seed=spParams["seed"],
)
# TemporalMemory
tmParams = self.parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnDimensions"],),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPermanence"],
connectedPermanence=tmParams["connectedPermanence"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["maxNewSynapseCount"],
permanenceIncrement=tmParams["permanenceIncrement"],
permanenceDecrement=tmParams["permanenceDecrement"],
predictedSegmentDecrement=tmParams["predictedSegmentDecrement"],
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"],
seed=tmParams["seed"]
)
anParams = self.parameters["anomaly"]["likelihood"]
self.learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=self.learningPeriod,
estimationSamples=self.probationaryPeriod - self.learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
def testYearsDiffer(self):
""" Creating date encoder instance. """
enc = DateEncoder(season=1, dayOfWeek=1,
weekend=1) #all info for recognizing days
# 1.1. 2007 & 2018 was Monday, can you recognize the days?
first2007 = datetime.datetime(2007, 1,
1) #FIXME enc fails to encode this?
first2018 = datetime.datetime(2018, 1, 1)
self.assertNotEqual(
enc.encode(first2007).dense.tolist(),
enc.encode(first2018).dense.tolist())
def testSeason(self):
""" Creating date encoder instance. """
# 3 bits for season (x4 seasons -> 12 bits), no other fields encoded
enc = DateEncoder(season=3)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
bits = enc.encode(d)
# Season is aaabbbcccddd (1 bit/month)
seasonExpected = [1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1]
expected = seasonExpected
self.assertEqual(bits.size, 12)
self.assertEqual(expected, bits.dense.tolist())
def testDayOfWeek(self):
""" Creating date encoder instance. """
# 1 bit for days in a week (x7 days -> 7 bits), no other fields encoded
enc = DateEncoder(dayOfWeek=1)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
# d = datetime.datetime(2010, 11, 1, 8, 55) # DEBUG
bits = enc.encode(d)
# Week is MTWTFSS contrary to localtime documentation, Monday = 0 (for
# python datetime.datetime.timetuple()
dayOfWeekExpected = [0, 0, 0, 1, 0, 0, 0] #Thu
expected = dayOfWeekExpected
self.assertEqual(bits.size, 7)
self.assertEqual(expected, bits.dense.tolist())
def testWeekend(self):
""" Creating date encoder instance. """
# 1 bit for weekend (x2 possible values (True=is weekend/False=is not)-> 2 bits), no other fields encoded
enc = DateEncoder(weekend=1)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
# d = datetime.datetime(2010, 11, 1, 8, 55) # DEBUG
bits = enc.encode(d)
# Not a weekend, so it should be "False"
weekendExpected = [
1, 0
] # "[1,0] = False (category1), [0,1] = True (category2)
expected = weekendExpected
self.assertEqual(bits.size, 2)
self.assertEqual(expected, bits.dense.tolist())
def testWeekend(self):
""" Test weekend encoder. """
e = DateEncoder(customDays=(21, ["sat", "sun", "fri"]))
e2 = DateEncoder(weekend=21)
d = datetime.datetime(1988, 5, 29, 20, 00)
print(d)
self.assertEqual(e.encode(d), e2.encode(d))
for _ in range(300):
d = d + datetime.timedelta(days=1)
self.assertEqual(e.encode(d), e2.encode(d))
def testHolidayMultiple(self):
""" Look at holiday more carefully because of the smooth transition. """
e = DateEncoder(holiday=5,
holidays=[(12, 25), (2018, 4, 1), (2017, 4, 16)])
holiday = [0, 0, 0, 0, 0, 1, 1, 1, 1, 1]
notholiday = [1, 1, 1, 1, 1, 0, 0, 0, 0, 0]
d = datetime.datetime(2011, 12, 25, 4, 55)
assert (all(e.encode(d).dense == holiday))
d = datetime.datetime(2007, 12, 2, 4, 55)
assert (all(e.encode(d).dense == notholiday))
d = datetime.datetime(2018, 4, 1, 16, 10)
assert (all(e.encode(d).dense == holiday))
d = datetime.datetime(2017, 4, 16, 16, 10)
assert (all(e.encode(d).dense == holiday))
def testHoliday(self):
""" Look at holiday more carefully because of the smooth transition. """
e = DateEncoder(holiday=5)
holiday = [0, 0, 0, 0, 0, 1, 1, 1, 1, 1]
notholiday = [1, 1, 1, 1, 1, 0, 0, 0, 0, 0]
holiday2 = [0, 0, 0, 1, 1, 1, 1, 1, 0, 0]
d = datetime.datetime(2010, 12, 25, 4,
55) #Christmas day 25th Dec, a default holiday
assert (all(e.encode(d).dense == holiday))
d = datetime.datetime(2008, 12, 27, 4, 55) #12/27 is not a holiday
assert (all(e.encode(d).dense == notholiday))
d = datetime.datetime(1999, 12, 26, 8,
00) #day after holiday, approaching
assert (all(e.encode(d).dense == holiday2))
d = datetime.datetime(2011, 12, 24, 16,
00) #day before holiday, approaching
assert (all(e.encode(d).dense == holiday2))
def initialize(self, input_min=0, input_max=0):
# setup spatial anomaly
if self.useSpatialAnomaly:
self.spatial_tolerance = self.parameters["spatial_tolerance"]
## setup Enc, SP, TM
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(timeOfDay=self.parameters["enc"]["time"]["timeOfDay"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = self.parameters["enc"]["value"]["size"]
scalarEncoderParams.activeBits = self.parameters["enc"]["value"]["activeBits"]
scalarEncoderParams.resolution = max(0.001, (input_max - input_min) / 130)
scalarEncoderParams.seed = self.parameters["enc"]["value"]["seed"]
self.encValue = RDSE(scalarEncoderParams)
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics([encodingWidth], 999999999)
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = self.parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(encodingWidth,),
columnDimensions=(spParams["columnDimensions"],),
potentialRadius=encodingWidth,
potentialPct=spParams["potentialPct"],
globalInhibition=spParams["globalInhibition"],
localAreaDensity=spParams["localAreaDensity"],
numActiveColumnsPerInhArea=spParams["numActiveColumnsPerInhArea"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=spParams["wrapAround"],
minPctOverlapDutyCycle=spParams["minPctOverlapDutyCycle"],
dutyCyclePeriod=spParams["dutyCyclePeriod"],
seed=spParams["seed"],
)
self.sp_info = Metrics(self.sp.getColumnDimensions(), 999999999)
# TemporalMemory
tmParams = self.parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnDimensions"],),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPermanence"],
connectedPermanence=tmParams["connectedPermanence"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["maxNewSynapseCount"],
permanenceIncrement=tmParams["permanenceIncrement"],
permanenceDecrement=tmParams["permanenceDecrement"],
predictedSegmentDecrement=tmParams["predictedSegmentDecrement"],
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"],
seed=tmParams["seed"]
)
self.tm_info = Metrics([self.tm.numberOfCells()], 999999999)
anParams = self.parameters["anomaly"]["likelihood"]
self.learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=self.learningPeriod,
estimationSamples=self.probationaryPeriod - self.learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
self.kernel = self._gauss_kernel(self.historic_raw_anomaly_scores.maxlen,
self.historic_raw_anomaly_scores.maxlen)
def initialize(self):
# toggle parameters here
if self.use_optimization:
parameters = get_params('params.json')
else:
parameters = parameters_numenta_comparable
# setup spatial anomaly
if self.useSpatialAnomaly:
# Keep track of value range for spatial anomaly detection
self.minVal = None
self.maxVal = None
## setup Enc, SP, TM, Likelihood
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(timeOfDay= parameters["enc"]["time"]["timeOfDay"],
weekend = parameters["enc"]["time"]["weekend"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = parameters["enc"]["value"]["sparsity"]
scalarEncoderParams.resolution = parameters["enc"]["value"]["resolution"]
self.encValue = RDSE( scalarEncoderParams )
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics( [encodingWidth], 999999999 )
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = parameters["sp"]
self.sp = SpatialPooler(
inputDimensions = (encodingWidth,),
columnDimensions = (spParams["columnCount"],),
potentialPct = spParams["potentialPct"],
potentialRadius = encodingWidth,
globalInhibition = True,
localAreaDensity = spParams["localAreaDensity"],
synPermInactiveDec = spParams["synPermInactiveDec"],
synPermActiveInc = spParams["synPermActiveInc"],
synPermConnected = spParams["synPermConnected"],
boostStrength = spParams["boostStrength"],
wrapAround = True
)
self.sp_info = Metrics( self.sp.getColumnDimensions(), 999999999 )
# TemporalMemory
tmParams = parameters["tm"]
self.tm = TemporalMemory(
columnDimensions = (spParams["columnCount"],),
cellsPerColumn = tmParams["cellsPerColumn"],
activationThreshold = tmParams["activationThreshold"],
initialPermanence = tmParams["initialPerm"],
connectedPermanence = spParams["synPermConnected"],
minThreshold = tmParams["minThreshold"],
maxNewSynapseCount = tmParams["newSynapseCount"],
permanenceIncrement = tmParams["permanenceInc"],
permanenceDecrement = tmParams["permanenceDec"],
predictedSegmentDecrement = 0.0,
maxSegmentsPerCell = tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment = tmParams["maxSynapsesPerSegment"]
)
self.tm_info = Metrics( [self.tm.numberOfCells()], 999999999 )
# setup likelihood, these settings are used in NAB
if self.useLikelihood:
anParams = parameters["anomaly"]["likelihood"]
learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod= learningPeriod,
estimationSamples= self.probationaryPeriod - learningPeriod,
reestimationPeriod= anParams["reestimationPeriod"])
# Predictor
# self.predictor = Predictor( steps=[1, 5], alpha=parameters["predictor"]['sdrc_alpha'] )
# predictor_resolution = 1
# initialize pandaBaker
if PANDA_VIS_BAKE_DATA:
self.BuildPandaSystem(self.sp, self.tm, parameters["enc"]["value"]["size"], self.encTimestamp.size)
class HtmcoreDetector(AnomalyDetector):
"""
This detector uses an HTM based anomaly detection technique.
"""
def __init__(self, *args, **kwargs):
super(HtmcoreDetector, self).__init__(*args, **kwargs)
## API for controlling settings of htm.core HTM detector:
# Set this to False if you want to get results based on raw scores
# without using AnomalyLikelihood. This will give worse results, but
# useful for checking the efficacy of AnomalyLikelihood. You will need
# to re-optimize the thresholds when running with this setting.
self.useLikelihood = True
self.useSpatialAnomaly = True
self.verbose = True
# Set this to true if you want to use the optimization.
# If true, it reads the parameters from ./params.json
# If false, it reads the parameters from ./best_params.json
self.use_optimization = False
## internal members
# (listed here for easier understanding)
# initialized in `initialize()`
self.encTimestamp = None
self.encValue = None
self.sp = None
self.tm = None
self.anLike = None
# optional debug info
self.enc_info = None
self.sp_info = None
self.tm_info = None
# internal helper variables:
self.inputs_ = []
self.iteration_ = 0
def getAdditionalHeaders(self):
"""Returns a list of strings."""
return ["raw_score"] #TODO optional: add "prediction"
def handleRecord(self, inputData):
"""Returns a tuple (anomalyScore, rawScore).
@param inputData is a dict {"timestamp" : Timestamp(), "value" : float}
@return tuple (anomalyScore, <any other fields specified in `getAdditionalHeaders()`>, ...)
"""
# Send it to Numenta detector and get back the results
return self.modelRun(inputData["timestamp"], inputData["value"])
def initialize(self):
# toggle parameters here
if self.use_optimization:
parameters = get_params('params.json')
else:
parameters = parameters_numenta_comparable
# setup spatial anomaly
if self.useSpatialAnomaly:
# Keep track of value range for spatial anomaly detection
self.minVal = None
self.maxVal = None
## setup Enc, SP, TM, Likelihood
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(timeOfDay= parameters["enc"]["time"]["timeOfDay"],
weekend = parameters["enc"]["time"]["weekend"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = parameters["enc"]["value"]["sparsity"]
scalarEncoderParams.resolution = parameters["enc"]["value"]["resolution"]
self.encValue = RDSE( scalarEncoderParams )
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics( [encodingWidth], 999999999 )
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = parameters["sp"]
self.sp = SpatialPooler(
inputDimensions = (encodingWidth,),
columnDimensions = (spParams["columnCount"],),
potentialPct = spParams["potentialPct"],
potentialRadius = encodingWidth,
globalInhibition = True,
localAreaDensity = spParams["localAreaDensity"],
synPermInactiveDec = spParams["synPermInactiveDec"],
synPermActiveInc = spParams["synPermActiveInc"],
synPermConnected = spParams["synPermConnected"],
boostStrength = spParams["boostStrength"],
wrapAround = True
)
self.sp_info = Metrics( self.sp.getColumnDimensions(), 999999999 )
# TemporalMemory
tmParams = parameters["tm"]
self.tm = TemporalMemory(
columnDimensions = (spParams["columnCount"],),
cellsPerColumn = tmParams["cellsPerColumn"],
activationThreshold = tmParams["activationThreshold"],
initialPermanence = tmParams["initialPerm"],
connectedPermanence = spParams["synPermConnected"],
minThreshold = tmParams["minThreshold"],
maxNewSynapseCount = tmParams["newSynapseCount"],
permanenceIncrement = tmParams["permanenceInc"],
permanenceDecrement = tmParams["permanenceDec"],
predictedSegmentDecrement = 0.0,
maxSegmentsPerCell = tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment = tmParams["maxSynapsesPerSegment"]
)
self.tm_info = Metrics( [self.tm.numberOfCells()], 999999999 )
# setup likelihood, these settings are used in NAB
if self.useLikelihood:
anParams = parameters["anomaly"]["likelihood"]
learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod= learningPeriod,
estimationSamples= self.probationaryPeriod - learningPeriod,
reestimationPeriod= anParams["reestimationPeriod"])
# Predictor
# self.predictor = Predictor( steps=[1, 5], alpha=parameters["predictor"]['sdrc_alpha'] )
# predictor_resolution = 1
# initialize pandaBaker
if PANDA_VIS_BAKE_DATA:
self.BuildPandaSystem(self.sp, self.tm, parameters["enc"]["value"]["size"], self.encTimestamp.size)
def modelRun(self, ts, val):
"""
Run a single pass through HTM model
@params ts - Timestamp
@params val - float input value
@return rawAnomalyScore computed for the `val` in this step
"""
## run data through our model pipeline: enc -> SP -> TM -> Anomaly
self.inputs_.append( val )
self.iteration_ += 1
# 1. Encoding
# Call the encoders to create bit representations for each value. These are SDR objects.
dateBits = self.encTimestamp.encode(ts)
valueBits = self.encValue.encode(float(val))
# Concatenate all these encodings into one large encoding for Spatial Pooling.
encoding = SDR( self.encTimestamp.size + self.encValue.size ).concatenate([valueBits, dateBits])
self.enc_info.addData( encoding )
# 2. Spatial Pooler
# Create an SDR to represent active columns, This will be populated by the
# compute method below. It must have the same dimensions as the Spatial Pooler.
activeColumns = SDR( self.sp.getColumnDimensions() )
# Execute Spatial Pooling algorithm over input space.
self.sp.compute(encoding, True, activeColumns)
self.sp_info.addData( activeColumns )
# 3. Temporal Memory
# Execute Temporal Memory algorithm over active mini-columns.
# to get predictive cells we need to call activateDendrites & activateCells separately
if PANDA_VIS_BAKE_DATA:
# activateDendrites calculates active segments
self.tm.activateDendrites(learn=True)
# predictive cells are calculated directly from active segments
predictiveCells = self.tm.getPredictiveCells()
# activates cells in columns by TM algorithm (winners, bursting...)
self.tm.activateCells(activeColumns, learn=True)
else:
self.tm.compute(activeColumns, learn=True)
self.tm_info.addData( self.tm.getActiveCells().flatten() )
# 4.1 (optional) Predictor #TODO optional
#TODO optional: also return an error metric on predictions (RMSE, R2,...)
# 4.2 Anomaly
# handle spatial, contextual (raw, likelihood) anomalies
# -Spatial
spatialAnomaly = 0.0 #TODO optional: make this computed in SP (and later improve)
if self.useSpatialAnomaly:
# Update min/max values and check if there is a spatial anomaly
if self.minVal != self.maxVal:
tolerance = (self.maxVal - self.minVal) * SPATIAL_TOLERANCE
maxExpected = self.maxVal + tolerance
minExpected = self.minVal - tolerance
if val > maxExpected or val < minExpected:
spatialAnomaly = 1.0
if self.maxVal is None or val > self.maxVal:
self.maxVal = val
if self.minVal is None or val < self.minVal:
self.minVal = val
# -temporal (raw)
raw= self.tm.anomaly
temporalAnomaly = raw
if self.useLikelihood:
# Compute log(anomaly likelihood)
like = self.anomalyLikelihood.anomalyProbability(val, raw, ts)
logScore = self.anomalyLikelihood.computeLogLikelihood(like)
temporalAnomaly = logScore #TODO optional: TM to provide anomaly {none, raw, likelihood}, compare correctness with the py anomaly_likelihood
anomalyScore = max(spatialAnomaly, temporalAnomaly) # this is the "main" anomaly, compared in NAB
# 5. print stats
if self.verbose and self.iteration_ % 1000 == 0:
# print(self.enc_info)
# print(self.sp_info)
# print(self.tm_info)
pass
# 6. panda vis
if PANDA_VIS_BAKE_DATA:
# ------------------HTMpandaVis----------------------
# see more about this structure at https://github.com/htm-community/HTMpandaVis/blob/master/pandaBaker/README.md
# fill up values
pandaBaker.inputs["Value"].stringValue = "value: {:.2f}".format(val)
pandaBaker.inputs["Value"].bits = valueBits.sparse
pandaBaker.inputs["TimeOfDay"].stringValue = str(ts)
pandaBaker.inputs["TimeOfDay"].bits = dateBits.sparse
pandaBaker.layers["Layer1"].activeColumns = activeColumns.sparse
pandaBaker.layers["Layer1"].winnerCells = self.tm.getWinnerCells().sparse
pandaBaker.layers["Layer1"].predictiveCells = predictiveCells.sparse
pandaBaker.layers["Layer1"].activeCells = self.tm.getActiveCells().sparse
# customizable datastreams to be show on the DASH PLOTS
pandaBaker.dataStreams["rawAnomaly"].value = temporalAnomaly
pandaBaker.dataStreams["value"].value = val
pandaBaker.dataStreams["numberOfWinnerCells"].value = len(self.tm.getWinnerCells().sparse)
pandaBaker.dataStreams["numberOfPredictiveCells"].value = len(predictiveCells.sparse)
pandaBaker.dataStreams["valueInput_sparsity"].value = valueBits.getSparsity()
pandaBaker.dataStreams["dateInput_sparsity"].value = dateBits.getSparsity()
pandaBaker.dataStreams["Layer1_SP_overlap_metric"].value = self.sp_info.overlap.overlap
pandaBaker.dataStreams["Layer1_TM_overlap_metric"].value = self.sp_info.overlap.overlap
pandaBaker.dataStreams["Layer1_SP_activation_frequency"].value = self.sp_info.activationFrequency.mean()
pandaBaker.dataStreams["Layer1_TM_activation_frequency"].value = self.tm_info.activationFrequency.mean()
pandaBaker.dataStreams["Layer1_SP_entropy"].value = self.sp_info.activationFrequency.mean()
pandaBaker.dataStreams["Layer1_TM_entropy"].value = self.tm_info.activationFrequency.mean()
pandaBaker.StoreIteration(self.iteration_-1)
print("ITERATION: " + str(self.iteration_-1))
# ------------------HTMpandaVis----------------------
return (anomalyScore, raw)
# with this method, the structure for visualization is defined
def BuildPandaSystem(self, sp, tm, consumptionBits_size, dateBits_size):
# we have two inputs connected to proximal synapses of Layer1
pandaBaker.inputs["Value"] = cInput(consumptionBits_size)
pandaBaker.inputs["TimeOfDay"] = cInput(dateBits_size)
pandaBaker.layers["Layer1"] = cLayer(sp, tm) # Layer1 has Spatial Pooler & Temporal Memory
pandaBaker.layers["Layer1"].proximalInputs = [
"Value",
"TimeOfDay",
]
pandaBaker.layers["Layer1"].distalInputs = ["Layer1"]
# data for dash plots
streams = ["rawAnomaly", "value", "numberOfWinnerCells", "numberOfPredictiveCells",
"valueInput_sparsity", "dateInput_sparsity", "Layer1_SP_overlap_metric", "Layer1_TM_overlap_metric",
"Layer1_SP_activation_frequency", "Layer1_TM_activation_frequency", "Layer1_SP_entropy",
"Layer1_TM_entropy"
]
pandaBaker.dataStreams = dict((name, cDataStream()) for name in streams) # create dicts for more comfortable code
# could be also written like: pandaBaker.dataStreams["myStreamName"] = cDataStream()
pandaBaker.PrepareDatabase()
def main(parameters=default_parameters, argv=None, verbose=True):
if verbose:
import pprint
print("Parameters:")
pprint.pprint(parameters, indent=4)
print("")
# Read the input file.
records = []
with open(_INPUT_FILE_PATH, "r") as fin:
reader = csv.reader(fin)
headers = next(reader)
next(reader)
next(reader)
for record in reader:
records.append(record)
# Make the Encoders. These will convert input data into binary representations.
dateEncoder = DateEncoder(timeOfDay= parameters["enc"]["time"]["timeOfDay"],
weekend = parameters["enc"]["time"]["weekend"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = parameters["enc"]["value"]["sparsity"]
scalarEncoderParams.resolution = parameters["enc"]["value"]["resolution"]
scalarEncoder = RDSE( scalarEncoderParams )
encodingWidth = (dateEncoder.size + scalarEncoder.size)
enc_info = Metrics( [encodingWidth], 999999999 )
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
spParams = parameters["sp"]
sp = SpatialPooler(
inputDimensions = (encodingWidth,),
columnDimensions = (spParams["columnCount"],),
potentialPct = spParams["potentialPct"],
potentialRadius = encodingWidth,
globalInhibition = True,
localAreaDensity = spParams["localAreaDensity"],
synPermInactiveDec = spParams["synPermInactiveDec"],
synPermActiveInc = spParams["synPermActiveInc"],
synPermConnected = spParams["synPermConnected"],
boostStrength = spParams["boostStrength"],
wrapAround = True
)
sp_info = Metrics( sp.getColumnDimensions(), 999999999 )
tmParams = parameters["tm"]
tm = TemporalMemory(
columnDimensions = (spParams["columnCount"],),
cellsPerColumn = tmParams["cellsPerColumn"],
activationThreshold = tmParams["activationThreshold"],
initialPermanence = tmParams["initialPerm"],
connectedPermanence = spParams["synPermConnected"],
minThreshold = tmParams["minThreshold"],
maxNewSynapseCount = tmParams["newSynapseCount"],
permanenceIncrement = tmParams["permanenceInc"],
permanenceDecrement = tmParams["permanenceDec"],
predictedSegmentDecrement = 0.0,
maxSegmentsPerCell = tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment = tmParams["maxSynapsesPerSegment"]
)
tm_info = Metrics( [tm.numberOfCells()], 999999999 )
# setup likelihood, these settings are used in NAB
anParams = parameters["anomaly"]["likelihood"]
probationaryPeriod = int(math.floor(float(anParams["probationaryPct"])*len(records)))
learningPeriod = int(math.floor(probationaryPeriod / 2.0))
anomaly_history = AnomalyLikelihood(learningPeriod= learningPeriod,
estimationSamples= probationaryPeriod - learningPeriod,
reestimationPeriod= anParams["reestimationPeriod"])
predictor = Predictor( steps=[1, 5], alpha=parameters["predictor"]['sdrc_alpha'] )
predictor_resolution = 1
# Iterate through every datum in the dataset, record the inputs & outputs.
inputs = []
anomaly = []
anomalyProb = []
predictions = {1: [], 5: []}
for count, record in enumerate(records):
# Convert date string into Python date object.
dateString = datetime.datetime.strptime(record[0], "%m/%d/%y %H:%M")
# Convert data value string into float.
consumption = float(record[1])
inputs.append( consumption )
# Call the encoders to create bit representations for each value. These are SDR objects.
dateBits = dateEncoder.encode(dateString)
consumptionBits = scalarEncoder.encode(consumption)
# Concatenate all these encodings into one large encoding for Spatial Pooling.
encoding = SDR( encodingWidth ).concatenate([consumptionBits, dateBits])
enc_info.addData( encoding )
# Create an SDR to represent active columns, This will be populated by the
# compute method below. It must have the same dimensions as the Spatial Pooler.
activeColumns = SDR( sp.getColumnDimensions() )
# Execute Spatial Pooling algorithm over input space.
sp.compute(encoding, True, activeColumns)
sp_info.addData( activeColumns )
# Execute Temporal Memory algorithm over active mini-columns.
tm.compute(activeColumns, learn=True)
tm_info.addData( tm.getActiveCells().flatten() )
# Predict what will happen, and then train the predictor based on what just happened.
pdf = predictor.infer( count, tm.getActiveCells() )
for n in (1, 5):
if pdf[n]:
predictions[n].append( np.argmax( pdf[n] ) * predictor_resolution )
else:
predictions[n].append(float('nan'))
predictor.learn( count, tm.getActiveCells(), int(consumption / predictor_resolution))
anomalyLikelihood = anomaly_history.anomalyProbability( consumption, tm.anomaly )
anomaly.append( tm.anomaly )
anomalyProb.append( anomalyLikelihood )
# Print information & statistics about the state of the HTM.
print("Encoded Input", enc_info)
print("")
print("Spatial Pooler Mini-Columns", sp_info)
print(str(sp))
print("")
print("Temporal Memory Cells", tm_info)
print(str(tm))
print("")
# Shift the predictions so that they are aligned with the input they predict.
for n_steps, pred_list in predictions.items():
for x in range(n_steps):
pred_list.insert(0, float('nan'))
pred_list.pop()
# Calculate the predictive accuracy, Root-Mean-Squared
accuracy = {1: 0, 5: 0}
accuracy_samples = {1: 0, 5: 0}
for idx, inp in enumerate(inputs):
for n in predictions: # For each [N]umber of time steps ahead which was predicted.
val = predictions[n][ idx ]
if not math.isnan(val):
accuracy[n] += (inp - val) ** 2
accuracy_samples[n] += 1
for n in sorted(predictions):
accuracy[n] = (accuracy[n] / accuracy_samples[n]) ** .5
print("Predictive Error (RMS)", n, "steps ahead:", accuracy[n])
# Show info about the anomaly (mean & std)
print("Anomaly Mean", np.mean(anomaly))
print("Anomaly Std ", np.std(anomaly))
# Plot the Predictions and Anomalies.
if verbose:
try:
import matplotlib.pyplot as plt
except:
print("WARNING: failed to import matplotlib, plots cannot be shown.")
return -accuracy[5]
plt.subplot(2,1,1)
plt.title("Predictions")
plt.xlabel("Time")
plt.ylabel("Power Consumption")
plt.plot(np.arange(len(inputs)), inputs, 'red',
np.arange(len(inputs)), predictions[1], 'blue',
np.arange(len(inputs)), predictions[5], 'green',)
plt.legend(labels=('Input', '1 Step Prediction, Shifted 1 step', '5 Step Prediction, Shifted 5 steps'))
plt.subplot(2,1,2)
plt.title("Anomaly Score")
plt.xlabel("Time")
plt.ylabel("Power Consumption")
inputs = np.array(inputs) / max(inputs)
plt.plot(np.arange(len(inputs)), inputs, 'red',
np.arange(len(inputs)), anomaly, 'blue',)
plt.legend(labels=('Input', 'Anomaly Score'))
plt.show()
return -accuracy[5]
import math
import subprocess
import warnings
from htm.bindings.sdr import SDR, Metrics
from htm.encoders.rdse import RDSE, RDSE_Parameters
from htm.encoders.date import DateEncoder
from htm.bindings.algorithms import SpatialPooler
from htm.bindings.algorithms import TemporalMemory
from htm.algorithms.anomaly_likelihood import AnomalyLikelihood
from htm.bindings.algorithms import Predictor
import matplotlib
import matplotlib.pyplot as plt
dateEncoder = DateEncoder(timeOfDay=(30, 1), weekend=21)
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = 700
scalarEncoderParams.sparsity = 0.02
scalarEncoderParams.resolution = 0.88
scalarEncoder = RDSE(scalarEncoderParams)
encodingWidth = (dateEncoder.size + scalarEncoder.size)
sp = SpatialPooler(inputDimensions=(encodingWidth, ),
columnDimensions=(1638, ),
potentialPct=0.85,
potentialRadius=encodingWidth,
globalInhibition=True,
localAreaDensity=0.04395604395604396,
synPermInactiveDec=0.006,
def testDayOfWeek(self):
""" Creating date encoder instance. """
# 1 bit for days in a week (x7 days -> 7 bits), no other fields encoded
enc = DateEncoder(dayOfWeek=1)
# In the middle of fall, Thursday, not a weekend, afternoon - 4th Nov,
# 2010, 14:55
d = datetime.datetime(2010, 11, 4, 14, 55)
bits = enc.encode(d)
# Week is MTWTFSS,
# Monday = 0 (for python datetime.datetime.timetuple())
dayOfWeekExpected = [0, 0, 0, 1, 0, 0, 0] #Thu
expected = dayOfWeekExpected
self.assertEqual(bits.size, 7)
self.assertEqual(expected, bits.dense.tolist())
# check a day is encoded consistently during most of its hours.
enc = DateEncoder(dayOfWeek=40)
dMorn = datetime.datetime(2010, 11, 4, 8, 00) # 8 AM to
dEve = datetime.datetime(2010, 11, 4, 8 + 12, 00) # 8 PM
bits1 = enc.encode(dMorn)
bits2 = enc.encode(dEve)
assert (bits1.getOverlap(bits2) > 40 * .25)
# Check the long term statistics of the encoder.
enc = DateEncoder(dayOfWeek=300)
sdr = SDR(enc.dimensions)
test_period = 1000
metrics = Metrics(sdr, test_period)
now = datetime.datetime.now()
inc = datetime.timedelta(hours=1)
for i in range(test_period):
enc.encode(now, sdr)
now += inc
#print( metrics )
assert (metrics.sparsity.min() >= .05)
assert (metrics.sparsity.max() <= .20)
assert (metrics.activationFrequency.min() >= .05)
assert (metrics.activationFrequency.max() <= .20)
assert (metrics.overlap.max() <= .99)
assert (metrics.overlap.min() >= .90)
class MultivHTMDetector(object):
"""
This detector uses an HTM based anomaly detection technique.
"""
def __init__(self, name, probationaryPeriod, params=None, verbose=False):
self.verbose = verbose
self.name = name # for logging
self.probationaryPeriod = probationaryPeriod
if params is not None:
self.parameters = params
else:
self.parameters = parameters_best
self.encTimestamp = None
self.scalar_encoders = []
self.enc_width = None
self.sp = None
self.tm = None
self.anomalyLikelihood = None
# for initialization
self.init_data = []
self.init_min_max = {}
self.is_initialized = False
self.iteration_ = 0
self.learningPeriod = None
def _createRDSE(self, min_val=0, max_val=0):
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = self.parameters["enc"]["value"]["size"]
scalarEncoderParams.activeBits = self.parameters["enc"]["value"]["activeBits"]
scalarEncoderParams.resolution = max(0.001, (max_val - min_val) / 130)
scalarEncoderParams.seed = self.parameters["enc"]["value"]["seed"]
return RDSE(scalarEncoderParams)
def initialize(self):
# Setup Encoders
self.encTimestamp = DateEncoder(timeOfDay=self.parameters["enc"]["time"]["timeOfDay"])
for idx, (key, value) in enumerate(self.init_min_max.items()):
self.scalar_encoders.append({
'idx': idx,
'name': key,
'encoder': self._createRDSE(min_val=value['min'], max_val=value['max'])
})
self.enc_width = self.encTimestamp.size + sum([enc_info.get('encoder').size for enc_info in self.scalar_encoders])
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = self.parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(self.enc_width,),
columnDimensions=(spParams["columnDimensions"],),
potentialRadius=self.enc_width,
potentialPct=spParams["potentialPct"],
globalInhibition=spParams["globalInhibition"],
localAreaDensity=spParams["localAreaDensity"],
numActiveColumnsPerInhArea=spParams["numActiveColumnsPerInhArea"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=spParams["wrapAround"],
minPctOverlapDutyCycle=spParams["minPctOverlapDutyCycle"],
dutyCyclePeriod=spParams["dutyCyclePeriod"],
seed=spParams["seed"],
)
# TemporalMemory
tmParams = self.parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnDimensions"],),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPermanence"],
connectedPermanence=tmParams["connectedPermanence"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["maxNewSynapseCount"],
permanenceIncrement=tmParams["permanenceIncrement"],
permanenceDecrement=tmParams["permanenceDecrement"],
predictedSegmentDecrement=tmParams["predictedSegmentDecrement"],
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"],
seed=tmParams["seed"]
)
anParams = self.parameters["anomaly"]["likelihood"]
self.learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=self.learningPeriod,
estimationSamples=self.probationaryPeriod - self.learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
def modelRun(self, ts, data):
"""
Run a single pass through HTM model
@config ts - Timestamp
@config val - float input value
@return rawAnomalyScore computed for the `val` in this step
"""
self.iteration_ += 1
# 0. During the probation period, gather the data and return 0.01.
if self.iteration_ <= self.probationaryPeriod:
self.init_data.append((ts, data))
for col_name, val in data.items():
if val is None:
continue
if col_name not in self.init_min_max:
self.init_min_max[col_name] = {}
if 'min' not in self.init_min_max[col_name] or val < self.init_min_max[col_name]['min']:
self.init_min_max[col_name]['min'] = val
if 'max' not in self.init_min_max[col_name] or val > self.init_min_max[col_name]['max']:
self.init_min_max[col_name]['max'] = val
return 0.01, 0.01
if self.is_initialized is False:
if self.verbose:
print("[{}] Initializing".format(self.name))
temp_iteration = self.iteration_
self.initialize()
self.is_initialized = True
for ts, data in self.init_data:
self.modelRun(ts, data)
self.iteration_ = temp_iteration
if self.verbose:
print("[{}] Initialization done".format(self.name))
# run data through model pipeline: enc -> SP -> TM -> Anomaly
# 1. Encoding
# Call the encoders to create bit representations for each value. These are SDR objects.
dateBits = self.encTimestamp.encode(ts)
scalarBits = []
for enc_info in sorted(self.scalar_encoders, key=lambda i: i.get('idx')):
name = enc_info.get('name')
encoder = enc_info.get('encoder')
val = data.get(name)
if val is None:
raise Exception('Value for {} is None. Aborting.'.format(name))
scalarBits.append(encoder.encode(float(val)))
encoding = SDR(self.enc_width).concatenate([dateBits] + scalarBits)
# 2. Spatial Pooler
# Create an SDR to represent active columns, This will be populated by the
# compute method below. It must have the same dimensions as the Spatial Pooler.
activeColumns = SDR(self.sp.getColumnDimensions())
# Execute Spatial Pooling algorithm over input space.
self.sp.compute(encoding, True, activeColumns)
# 3. Temporal Memory
# Execute Temporal Memory algorithm over active mini-columns.
self.tm.compute(activeColumns, learn=True)
# 4. Anomaly
raw = self.tm.anomaly
like = self.anomalyLikelihood.anomalyProbability(data, raw, ts)
logScore = self.anomalyLikelihood.computeLogLikelihood(like)
anomalyScore = logScore
return anomalyScore, raw
class HTMCoreDetector(object):
def __init__(self, inputMin, inputMax, probationaryPeriod, *args,
**kwargs):
self.inputMin = inputMin
self.inputMax = inputMax
self.probationaryPeriod = probationaryPeriod
## API for controlling settings of htm.core HTM detector:
# Set this to False if you want to get results based on raw scores
# without using AnomalyLikelihood. This will give worse results, but
# useful for checking the efficacy of AnomalyLikelihood. You will need
# to re-optimize the thresholds when running with this setting.
self.useLikelihood = True
self.verbose = False
## internal members
# (listed here for easier understanding)
# initialized in `initialize()`
self.encTimestamp = None
self.encValue = None
self.sp = None
self.tm = None
self.anLike = None
# optional debug info
self.enc_info = None
self.sp_info = None
self.tm_info = None
# internal helper variables:
self.inputs_ = []
self.iteration_ = 0
def handleRecord(self, ts, val):
"""Returns a tuple (anomalyScore, rawScore).
@param ts Timestamp
@param val float
@return tuple (anomalyScore, <any other fields specified in `getAdditionalHeaders()`>, ...)
"""
# Send it to Numenta detector and get back the results
return self.modelRun(ts, val)
def initialize(self):
# toggle parameters here
# parameters = default_parameters
parameters = parameters_numenta_comparable
## setup Enc, SP, TM, Likelihood
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(
timeOfDay=parameters["enc"]["time"]["timeOfDay"],
weekend=parameters["enc"]["time"]["weekend"],
season=parameters["enc"]["time"]["season"],
dayOfWeek=parameters["enc"]["time"]["dayOfWeek"])
scalarEncoderParams = EncParameters()
scalarEncoderParams.size = parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = parameters["enc"]["value"]["sparsity"]
scalarEncoderParams.resolution = parameters["enc"]["value"][
"resolution"]
self.encValue = Encoder(scalarEncoderParams)
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics([encodingWidth], 999999999)
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(encodingWidth, ),
columnDimensions=(spParams["columnCount"], ),
potentialPct=spParams["potentialPct"],
potentialRadius=spParams["potentialRadius"],
globalInhibition=True,
localAreaDensity=spParams["localAreaDensity"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=True)
self.sp_info = Metrics(self.sp.getColumnDimensions(), 999999999)
# TemporalMemory
tmParams = parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnCount"], ),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPerm"],
connectedPermanence=spParams["synPermConnected"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["newSynapseCount"],
permanenceIncrement=tmParams["permanenceInc"],
permanenceDecrement=tmParams["permanenceDec"],
predictedSegmentDecrement=0.0,
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"])
self.tm_info = Metrics([self.tm.numberOfCells()], 999999999)
# setup likelihood, these settings are used in NAB
if self.useLikelihood:
anParams = parameters["anomaly"]["likelihood"]
learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=learningPeriod,
estimationSamples=self.probationaryPeriod - learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
# Predictor
# self.predictor = Predictor( steps=[1, 5], alpha=parameters["predictor"]['sdrc_alpha'] )
# predictor_resolution = 1
def modelRun(self, ts, val):
"""
Run a single pass through HTM model
@params ts - Timestamp
@params val - float input value
@return rawAnomalyScore computed for the `val` in this step
"""
## run data through our model pipeline: enc -> SP -> TM -> Anomaly
self.inputs_.append(val)
self.iteration_ += 1
# 1. Encoding
# Call the encoders to create bit representations for each value. These are SDR objects.
dateBits = self.encTimestamp.encode(ts)
valueBits = self.encValue.encode(float(val))
# Concatenate all these encodings into one large encoding for Spatial Pooling.
encoding = SDR(self.encTimestamp.size +
self.encValue.size).concatenate([valueBits, dateBits])
self.enc_info.addData(encoding)
# 2. Spatial Pooler
# Create an SDR to represent active columns, This will be populated by the
# compute method below. It must have the same dimensions as the Spatial Pooler.
activeColumns = SDR(self.sp.getColumnDimensions())
# Execute Spatial Pooling algorithm over input space.
self.sp.compute(encoding, True, activeColumns)
self.sp_info.addData(activeColumns)
# 3. Temporal Memory
# Execute Temporal Memory algorithm over active mini-columns.
self.tm.compute(activeColumns, learn=True)
self.tm_info.addData(self.tm.getActiveCells().flatten())
# 4.1 (optional) Predictor #TODO optional
# TODO optional: also return an error metric on predictions (RMSE, R2,...)
# 4.2 Anomaly
# handle contextual (raw, likelihood) anomalies
# -temporal (raw)
raw = self.tm.anomaly
temporalAnomaly = raw
if self.useLikelihood:
# Compute log(anomaly likelihood)
like = self.anomalyLikelihood.anomalyProbability(val, raw, ts)
logScore = self.anomalyLikelihood.computeLogLikelihood(like)
temporalAnomaly = logScore # TODO optional: TM to provide anomaly {none, raw, likelihood}, compare correctness with the py anomaly_likelihood
anomalyScore = temporalAnomaly # this is the "main" anomaly, compared in NAB
# 5. print stats
if self.verbose and self.iteration_ % 1000 == 0:
print(self.enc_info)
print(self.sp_info)
print(self.tm_info)
pass
return anomalyScore, raw
class UnivHTMDetector(object):
"""
This detector uses an HTM based anomaly detection technique.
"""
def __init__(self, name, probationaryPeriod, smoothingKernelSize, htmParams=None, verbose=False):
self.useSpatialAnomaly = True
self.verbose = verbose
self.name = name # for logging
self.probationaryPeriod = probationaryPeriod
self.parameters = parameters_best
self.minVal = None
self.maxVal = None
self.spatial_tolerance = None
self.encTimestamp = None
self.encValue = None
self.sp = None
self.tm = None
self.anomalyLikelihood = None
# optional debug info
self.enc_info = None
self.sp_info = None
self.tm_info = None
# for initialization
self.init_data = []
self.is_initialized = False
self.iteration_ = 0
# for smoothing with gaussian
self.historic_raw_anomaly_scores = deque(maxlen=smoothingKernelSize)
self.kernel = None
self.learningPeriod = None
def initialize(self, input_min=0, input_max=0):
# setup spatial anomaly
if self.useSpatialAnomaly:
self.spatial_tolerance = self.parameters["spatial_tolerance"]
## setup Enc, SP, TM
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(timeOfDay=self.parameters["enc"]["time"]["timeOfDay"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = self.parameters["enc"]["value"]["size"]
scalarEncoderParams.activeBits = self.parameters["enc"]["value"]["activeBits"]
scalarEncoderParams.resolution = max(0.001, (input_max - input_min) / 130)
scalarEncoderParams.seed = self.parameters["enc"]["value"]["seed"]
self.encValue = RDSE(scalarEncoderParams)
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics([encodingWidth], 999999999)
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = self.parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(encodingWidth,),
columnDimensions=(spParams["columnDimensions"],),
potentialRadius=encodingWidth,
potentialPct=spParams["potentialPct"],
globalInhibition=spParams["globalInhibition"],
localAreaDensity=spParams["localAreaDensity"],
numActiveColumnsPerInhArea=spParams["numActiveColumnsPerInhArea"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=spParams["wrapAround"],
minPctOverlapDutyCycle=spParams["minPctOverlapDutyCycle"],
dutyCyclePeriod=spParams["dutyCyclePeriod"],
seed=spParams["seed"],
)
self.sp_info = Metrics(self.sp.getColumnDimensions(), 999999999)
# TemporalMemory
tmParams = self.parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnDimensions"],),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPermanence"],
connectedPermanence=tmParams["connectedPermanence"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["maxNewSynapseCount"],
permanenceIncrement=tmParams["permanenceIncrement"],
permanenceDecrement=tmParams["permanenceDecrement"],
predictedSegmentDecrement=tmParams["predictedSegmentDecrement"],
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"],
seed=tmParams["seed"]
)
self.tm_info = Metrics([self.tm.numberOfCells()], 999999999)
anParams = self.parameters["anomaly"]["likelihood"]
self.learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=self.learningPeriod,
estimationSamples=self.probationaryPeriod - self.learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
self.kernel = self._gauss_kernel(self.historic_raw_anomaly_scores.maxlen,
self.historic_raw_anomaly_scores.maxlen)
def modelRun(self, ts, val):
"""
Run a single pass through HTM model
@config ts - Timestamp
@config val - float input value
@return rawAnomalyScore computed for the `val` in this step
"""
self.iteration_ += 1
# 0. During the probation period, gather the data and return 0.01.
if self.iteration_ <= self.probationaryPeriod:
self.init_data.append((ts, val))
return 0.01
if self.is_initialized is False:
if self.verbose:
print("[{}] Initializing".format(self.name))
temp_iteration = self.iteration_
vals = [i[1] for i in self.init_data]
self.initialize(input_min=min(vals), input_max=max(vals))
self.is_initialized = True
for ts, val in self.init_data:
self.modelRun(ts, val)
self.iteration_ = temp_iteration
if self.verbose:
print("[{}] Initialization done".format(self.name))
## run data through our model pipeline: enc -> SP -> TM -> Anomaly
# 1. Encoding
# Call the encoders to create bit representations for each value. These are SDR objects.
dateBits = self.encTimestamp.encode(ts)
valueBits = self.encValue.encode(float(val))
# Concatenate all these encodings into one large encoding for Spatial Pooling.
encoding = SDR(self.encTimestamp.size + self.encValue.size).concatenate([valueBits, dateBits])
self.enc_info.addData(encoding)
# 2. Spatial Pooler
# Create an SDR to represent active columns, This will be populated by the
# compute method below. It must have the same dimensions as the Spatial Pooler.
activeColumns = SDR(self.sp.getColumnDimensions())
# Execute Spatial Pooling algorithm over input space.
self.sp.compute(encoding, True, activeColumns)
self.sp_info.addData(activeColumns)
# 3. Temporal Memory
# Execute Temporal Memory algorithm over active mini-columns.
self.tm.compute(activeColumns, learn=True)
self.tm_info.addData(self.tm.getActiveCells().flatten())
# 4. Anomaly
# handle spatial, contextual (raw, likelihood) anomalies
# -Spatial
spatialAnomaly = 0.0
if self.useSpatialAnomaly:
# Update min/max values and check if there is a spatial anomaly
if self.minVal != self.maxVal:
tolerance = (self.maxVal - self.minVal) * self.spatial_tolerance
maxExpected = self.maxVal + tolerance
minExpected = self.minVal - tolerance
if val > maxExpected or val < minExpected:
spatialAnomaly = 1.0
if self.maxVal is None or val > self.maxVal:
self.maxVal = val
if self.minVal is None or val < self.minVal:
self.minVal = val
# -Temporal
raw = self.tm.anomaly
like = self.anomalyLikelihood.anomalyProbability(val, raw, ts)
logScore = self.anomalyLikelihood.computeLogLikelihood(like)
temporalAnomaly = logScore
anomalyScore = max(spatialAnomaly, temporalAnomaly) # this is the "main" anomaly, compared in NAB
# 5. Apply smoothing
self.historic_raw_anomaly_scores.append(anomalyScore)
historic_scores = np.asarray(self.historic_raw_anomaly_scores)
convolved = np.convolve(historic_scores, self.kernel, 'valid')
anomalyScore = convolved[-1]
return anomalyScore
@staticmethod
def estimateNormal(sampleData, performLowerBoundCheck=True):
"""
:param sampleData:
:type sampleData: Numpy array.
:param performLowerBoundCheck:
:type performLowerBoundCheck: bool
:returns: A dict containing the parameters of a normal distribution based on
the ``sampleData``.
"""
mean = np.mean(sampleData)
variance = np.var(sampleData)
st_dev = 0
if performLowerBoundCheck:
# Handle edge case of almost no deviations and super low anomaly scores. We
# find that such low anomaly means can happen, but then the slightest blip
# of anomaly score can cause the likelihood to jump up to red.
if mean < 0.03:
mean = 0.03
# Catch all for super low variance to handle numerical precision issues
if variance < 0.0003:
variance = 0.0003
# Compute standard deviation
if variance > 0:
st_dev = math.sqrt(variance)
return mean, variance, st_dev
@staticmethod
def _calcSkipRecords(numIngested, windowSize, learningPeriod):
"""Return the value of skipRecords for passing to estimateAnomalyLikelihoods
If `windowSize` is very large (bigger than the amount of data) then this
could just return `learningPeriod`. But when some values have fallen out of
the historical sliding window of anomaly records, then we have to take those
into account as well so we return the `learningPeriod` minus the number
shifted out.
:param numIngested - (int) number of data points that have been added to the
sliding window of historical data points.
:param windowSize - (int) size of sliding window of historical data points.
:param learningPeriod - (int) the number of iterations required for the
algorithm to learn the basic patterns in the dataset and for the anomaly
score to 'settle down'.
"""
numShiftedOut = max(0, numIngested - windowSize)
return min(numIngested, max(0, learningPeriod - numShiftedOut))
@staticmethod
def _gauss_kernel(std, size):
def _norm_pdf(x, mean, sd):
var = float(sd) ** 2
denom = (2 * math.pi * var) ** .5
num = math.exp(-(float(x) - float(mean)) ** 2 / (2 * var))
return num / denom
kernel = [2 * _norm_pdf(idx, 0, std) for idx in list(range(-size + 1, 1))]
kernel = np.array(kernel)
kernel = np.flip(kernel)
kernel = kernel / sum(kernel)
return kernel
def building_htm(len_data):
global enc_info
global sp_info
global tm_info
global anomaly_history
global predictor
global predictor_resolution
global tm
global sp
global scalarEncoder
global encodingWidth
global dateEncoder
# Initial message
print("Building HTM for predicting trends...")
# Default parameters in HTM
default_parameters = {
# There are 2 (3) encoders: "value" (RDSE) & "time" (DateTime weekend, timeOfDay)
'enc': {
"value": {
'resolution': 0.88,
'size': 700,
'sparsity': 0.02
},
"time": {
'timeOfDay': (30, 1)
} #, 'weekend': 21}
},
'predictor': {
'sdrc_alpha': 0.1
},
'sp': {
'boostStrength': 3.0,
'columnCount': 1638,
'localAreaDensity': 0.04395604395604396,
'potentialPct': 0.85,
'synPermActiveInc': 0.04,
'synPermConnected': 0.13999999999999999,
'synPermInactiveDec': 0.006
},
'tm': {
'activationThreshold': 17,
'cellsPerColumn': 13,
'initialPerm': 0.21,
'maxSegmentsPerCell': 128,
'maxSynapsesPerSegment': 64,
'minThreshold': 10,
'newSynapseCount': 32,
'permanenceDec': 0.1,
'permanenceInc': 0.1
},
'anomaly': {
'likelihood': {
'probationaryPct': 0.1,
'reestimationPeriod': 100
}
}
}
# Make the encoder
print("- Make the encoder")
dateEncoder = DateEncoder(
timeOfDay=default_parameters["enc"]["time"]["timeOfDay"])
scalarEncoderParams = RDSE_Parameters()
scalarEncoderParams.size = default_parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = default_parameters["enc"]["value"][
"sparsity"]
scalarEncoderParams.resolution = default_parameters["enc"]["value"][
"resolution"]
scalarEncoder = RDSE(scalarEncoderParams)
encodingWidth = (dateEncoder.size + scalarEncoder.size)
enc_info = Metrics([encodingWidth], 999999999)
# Make the SP
print("- Make the SP")
spParams = default_parameters["sp"]
sp = SpatialPooler(inputDimensions=(encodingWidth, ),
columnDimensions=(spParams["columnCount"], ),
potentialPct=spParams["potentialPct"],
potentialRadius=encodingWidth,
globalInhibition=True,
localAreaDensity=spParams["localAreaDensity"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=True)
sp_info = Metrics(sp.getColumnDimensions(), 999999999)
# Temporal Memory Parameters
print("- Make the TM")
tmParams = default_parameters["tm"]
tm = TemporalMemory(
columnDimensions=(spParams["columnCount"], ),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPerm"],
connectedPermanence=spParams["synPermConnected"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["newSynapseCount"],
permanenceIncrement=tmParams["permanenceInc"],
permanenceDecrement=tmParams["permanenceDec"],
predictedSegmentDecrement=0.0,
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"])
tm_info = Metrics([tm.numberOfCells()], 999999999)
# Setup Likelihood
print("- Make Anomaly Score/Likelihood")
anParams = default_parameters["anomaly"]["likelihood"]
probationaryPeriod = int(
math.floor(float(anParams["probationaryPct"]) * len_data))
learningPeriod = int(math.floor(probationaryPeriod / 2.0))
anomaly_history = AnomalyLikelihood(
learningPeriod=learningPeriod,
estimationSamples=probationaryPeriod - learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
# Make predictor
print("- Make the predictor")
predictor = Predictor(steps=[1, 5],
alpha=default_parameters["predictor"]['sdrc_alpha'])
predictor_resolution = 1
# End message
print("- Finish the building of HTM!")
def initialize(self):
# toggle parameters here
# parameters = default_parameters
parameters = parameters_numenta_comparable
## setup Enc, SP, TM, Likelihood
# Make the Encoders. These will convert input data into binary representations.
self.encTimestamp = DateEncoder(
timeOfDay=parameters["enc"]["time"]["timeOfDay"],
weekend=parameters["enc"]["time"]["weekend"],
season=parameters["enc"]["time"]["season"],
dayOfWeek=parameters["enc"]["time"]["dayOfWeek"])
scalarEncoderParams = EncParameters()
scalarEncoderParams.size = parameters["enc"]["value"]["size"]
scalarEncoderParams.sparsity = parameters["enc"]["value"]["sparsity"]
scalarEncoderParams.resolution = parameters["enc"]["value"][
"resolution"]
self.encValue = Encoder(scalarEncoderParams)
encodingWidth = (self.encTimestamp.size + self.encValue.size)
self.enc_info = Metrics([encodingWidth], 999999999)
# Make the HTM. SpatialPooler & TemporalMemory & associated tools.
# SpatialPooler
spParams = parameters["sp"]
self.sp = SpatialPooler(
inputDimensions=(encodingWidth, ),
columnDimensions=(spParams["columnCount"], ),
potentialPct=spParams["potentialPct"],
potentialRadius=spParams["potentialRadius"],
globalInhibition=True,
localAreaDensity=spParams["localAreaDensity"],
stimulusThreshold=spParams["stimulusThreshold"],
synPermInactiveDec=spParams["synPermInactiveDec"],
synPermActiveInc=spParams["synPermActiveInc"],
synPermConnected=spParams["synPermConnected"],
boostStrength=spParams["boostStrength"],
wrapAround=True)
self.sp_info = Metrics(self.sp.getColumnDimensions(), 999999999)
# TemporalMemory
tmParams = parameters["tm"]
self.tm = TemporalMemory(
columnDimensions=(spParams["columnCount"], ),
cellsPerColumn=tmParams["cellsPerColumn"],
activationThreshold=tmParams["activationThreshold"],
initialPermanence=tmParams["initialPerm"],
connectedPermanence=spParams["synPermConnected"],
minThreshold=tmParams["minThreshold"],
maxNewSynapseCount=tmParams["newSynapseCount"],
permanenceIncrement=tmParams["permanenceInc"],
permanenceDecrement=tmParams["permanenceDec"],
predictedSegmentDecrement=0.0,
maxSegmentsPerCell=tmParams["maxSegmentsPerCell"],
maxSynapsesPerSegment=tmParams["maxSynapsesPerSegment"])
self.tm_info = Metrics([self.tm.numberOfCells()], 999999999)
# setup likelihood, these settings are used in NAB
if self.useLikelihood:
anParams = parameters["anomaly"]["likelihood"]
learningPeriod = int(math.floor(self.probationaryPeriod / 2.0))
self.anomalyLikelihood = AnomalyLikelihood(
learningPeriod=learningPeriod,
estimationSamples=self.probationaryPeriod - learningPeriod,
reestimationPeriod=anParams["reestimationPeriod"])
