def detect_outliers_SVM(df):
''' Returns the outlier scores using SVM (beware: prone to overfitting)
Parameters:
-----------
df: pd.DataFrame,
'''
clf = OneClassSVM()
clf.fit_predict(df)
scores = clf.score_samples(df)
# dec_func = clf.decision_function(df_imputed)
return scores
def log_anomalyPRF_isof(cp, ground_truth, dataset, log_flag, SEED=1234):
# Init clustering hyperparameters
n_clusters = cp.getint('Hyperparameters', 'ClusterNum')
cluster_init = cp.getint('Hyperparameters', 'ClusterInit')
km = OCS(kernel='linear')
if isinstance(dataset, basestring):
pred = km.fit_predict(np.load(dataset))
pred[np.where(pred == -1)[0]] = 0
else:
pred = km.fit_predict(dataset)
pred[np.where(pred == -1)[0]] = 0
# pred = assign_labels(pred, ground_truth)
print CR(ground_truth, pred)
def log_accuracy_isof(cp, ground_truth, dataset, log_flag, SEED=1234):
# Init clustering hyperparameters
n_clusters = cp.getint('Hyperparameters', 'ClusterNum')
cluster_init = cp.getint('Hyperparameters', 'ClusterInit')
# KMeans model
km = OCS(kernel='linear')
if isinstance(dataset, basestring):
pred = km.fit_predict(np.load(dataset))
pred[np.where(pred == -1)[0]] = 0
else:
pred = km.fit_predict(dataset)
pred[np.where(pred == -1)[0]] = 0
log('--------------- {} {} ------------------------'.format(
log_flag,
cluster_acc(pred, ground_truth)[0]))
def outliers_OneClassSVM(df, iters):
dataset = df.copy()
OCSVM = OneClassSVM(kernel='rbf', gamma='auto', max_iter=iters)
df_with_svm = dataset.join(pd.DataFrame(OCSVM.fit_predict(dataset),
index=dataset.index, columns=['svm']), how='left')
return df_with_svm.loc[df_with_svm['svm'] != 1].index
def model_ocSVM(data):
from sklearn.svm import OneClassSVM
ocSVM = OneClassSVM(kernel="rbf")
y_pred = ocSVM.fit_predict(data["X_test"])
return y_pred
def svm_anomalies(train_data, train_oids, test_data, test_oids):
'''
Function to detect anomalies given training data
Keyword Args:
train_data - training data
train_oids - overflight ids for training data
test_data - testing data
test_oids - overflight ids for testing data
Returns:
two dictionaries of oid -> anomaly (-1 or 1)
'''
OC_SVM = OneClassSVM(kernel="rbf", degree=20)
train_anomalies = OC_SVM.fit_predict(train_data)
test_anomalies = OC_SVM.predict(test_data)
train_dict = {}
test_dict = {}
for i in range(len(train_oids)):
train_dict[train_oids[i]] = train_anomalies[i]
for i in range(len(test_oids)):
test_dict[test_oids[i]] = test_anomalies[i]
return train_dict, test_dict
class OCSVM(object):
def __init__(self, file_name, config):
self.dataset = config.dataset
self.file_name = file_name
self.x_dim = config.x_dim
self.kernel = config.kernel
self.degree = config.degree
self.gamma = config.gamma
self.coef0 = config.coef0
self.tol = config.tol
self.nu = config.nu
self.pid = config.pid
self.model = OneClassSVM(kernel=self.kernel, degree=self.degree, gamma=self.gamma, coef0=self.coef0,
tol=self.tol, nu=self.nu)
def fit(self, train_input, train_label, test_input, test_label):
# Perform fit on X and returns labels for X.
# Returns -1 for outliers and 1 for inliers.
y_pred = self.model.fit_predict(train_input)
decision_function = self.model.decision_function(train_input)
ocsvm_output = OCSVMOutput(y_hat=y_pred, decision_function=decision_function)
return ocsvm_output
class OutlineCheck():
'''
check outline rows by sk outliner model
'''
def __init__(self, clf=None, **kwargs):
'''
default use OneClassSVM,or you can use sk outliner model(IsolationForest/LocalOutlierFactor)
'''
if clf is None:
self.clf = OneClassSVM(**kwargs)
else:
self.clf = clf(**kwargs)
def get_detail(self, X: pd.DataFrame):
pre_result = self.clf.fit_predict(X)
inliers = X[pre_result == 1]
return self.clf, inliers
@staticmethod
def get_predict_detail(clf, X):
'''
Params:
clf:the model by get_detail return
X:the input data for check
'''
pre = clf.predict(X)
if X.shape[0] > 1:
return X[pre == 1]
else:
return pre[0]
def dixon():
try:
data = np.array(request.json["Data"])
params = request.json['Params']
kernel = "rbf"
degree = 3
gamma = 'scale'
coef = 0
if "kernel" in params:
kernel = params["kernel"]
if "degree" in params:
degree = params["degree"]
if "gamma" in params:
gamma = params["gamma"]
if "coef" in params:
coef = params["coef"]
clf = OneClassSVM(kernel=kernel,
degree=degree,
gamma=gamma,
coef0=coef)
indices = clf.fit_predict(data)
indices = [0 if x == 1 else 1 for x in indices.tolist()]
except Exception as e:
return jsonify({"message": str(e)}), 400
return jsonify({"message": "OK", "data": indices})
class OCSVMDetector(IAnomaly):
def __init__(self, slidingWindowSize = None):
self.slidingWindowSize = slidingWindowSize
self.receivedSamplesNumber = 0
self.currentSamples = []
self.clf = OneClassSVM(nu=0.1, kernel="rbf", gamma='auto')
self.dictHeaders = ['detectionCode', 'anomalyLikelihood', 'anomalyScore']
def appendNewData(self, sample):
self.currentSamples.append(float(sample["Resistance"]))
self.receivedSamplesNumber = self.receivedSamplesNumber +1
def detect(self, new_data):
if self.receivedSamplesNumber < self.slidingWindowSize - 1:
#Append all of the stabilization samples
self.appendNewData(new_data)
return dict(zip(self.dictHeaders, [-1, -1, -1]))
else:
#Remove one from current samples and add new data
self.currentSamples.pop(0)
self.appendNewData(new_data)
result = self.clf.fit_predict(np.array(self.currentSamples).reshape(-1,1))[-1]
likelihood = self.clf.score_samples(np.array(self.currentSamples).reshape(-1,1))[-1]
return dict(zip(self.dictHeaders, [result, likelihood, -1]))
def detectFromList(self, data):
results = []
print "Detecting anomalies for {} samples of data".format(data.__len__())
for data_point in tqdm(data):
detection = self.detect(data_point)
result = copy.copy(data_point)
result.update(detection)
results.append(result)
return results
def find_anomaly_svm(matrix, per_out):
detector = OneClassSVM(kernel='precomputed', nu=per_out)
inlines = detector.fit_predict(matrix)
result = []
for i, res in enumerate(inlines):
if res == -1:
result.append(i)
return result
def OneClassSVMFunction(X,Y):
clf = OneClassSVM()
pred = clf.fit_predict(X)
deleted = []
for i in range(len(pred)):
if pred[i] < 0:
deleted.append(i)
X_new = np.delete(X,deleted,0)
Y_new = np.delete(Y,deleted)
return X_new,Y_new, clf
def SVM(data): svm = OneClassSVM() labels = svm.fit_predict(data) for label in labels: if label < 0: label = 0 if label>0: label = 1 return labels
class OutlierDetectionTransform:
def __init__(self):
self.__is_algorithm_set = False
self.__algorithm = None
self.__random_state = 1
self.__jobs = -1
self.__outliers_mask = []
def set_random_state(self, state):
self.__random_state = state
def set_jobs(self, jobs):
self.__jobs = jobs
def set_isolation_forest(self, contamination_val):
self.__is_algorithm_set = True
self.__algorithm = IsolationForest(behaviour='new', n_jobs=self.__jobs, random_state=self.__random_state, contamination=contamination_val)
def set_elliptic_envelope(self, contamination_val, support_fraction_val = None):
self.__is_algorithm_set = True
self.__algorithm = EllipticEnvelope(support_fraction=support_fraction_val, contamination=contamination_val, random_state=self.__random_state)
def set_OCSVM(self, nu_val=0.5, gamma_val='scale', kernel_val='rbf', coef0_val=0.0):
self.__is_algorithm_set = True
self.__algorithm = OneClassSVM(nu=nu_val, kernel=kernel_val, coef0=coef0_val,
gamma=gamma_val, shrinking=True)
def filter_data(self, original_target, original_data):#, compare_data):
if not self.__is_algorithm_set:
return None, None
self.__outliers_mask = self.__algorithm.fit_predict(original_data)
data_filtered = original_data[self.__outliers_mask > 0]
target_filtered = original_target[self.__outliers_mask > 0]
# compare_filtered = compare_data[outliers_mask > 0]
return target_filtered.copy(), data_filtered.copy()#, compare_filtered
def mask_data(self, original_target, original_data):#, compare_data):
if len(self.__outliers_mask) == 0:
return None, None
data_filtered = original_data[self.__outliers_mask > 0]
target_filtered = original_target[self.__outliers_mask > 0]
# compare_filtered = compare_data[outliers_mask > 0]
return target_filtered.copy(), data_filtered.copy()#, compare_filtered
def cluster(folderName, vectorsize, clusterType):
corpus = loadXES.get_doc_XES_tagged(folderName + '.xes')
print('Data Loading finished, ', str(len(corpus)), ' traces found.')
model = gensim.models.Doc2Vec.load('output/' + folderName + 'T2VVS' +
str(vectorsize) + '.model')
vectors = []
NUM_CLUSTERS = 5
print("inferring vectors")
for doc_id in range(len(corpus)):
inferred_vector = model.infer_vector(corpus[doc_id].words)
vectors.append(inferred_vector)
print("done")
if (clusterType == "KMeans"):
kclusterer = KMeansClusterer(
NUM_CLUSTERS,
distance=nltk.cluster.util.cosine_distance,
repeats=25)
assigned_clusters = kclusterer.cluster(vectors, assign_clusters=True)
elif (clusterType == "HierWard"):
ward = AgglomerativeClustering(n_clusters=NUM_CLUSTERS,
linkage='ward').fit(vectors)
assigned_clusters = ward.labels_
elif clusterType == "OCSVM":
ocsvm = OneClassSVM()
assigned_clusters = ocsvm.fit_predict(vectors)
else:
print(
clusterType,
" is not a predefined cluster type. Please use 'KMeans' or 'HierWard', or create a definition for ",
clusterType)
return
trace_list = loadXES.get_trace_names(folderName + ".xes")
clusterResult = {}
for doc_id in range(len(corpus)):
clusterResult[trace_list[doc_id]] = assigned_clusters[doc_id]
resultFile = open(
'output/' + folderName + 'T2VVS' + str(vectorsize) + clusterType +
'.csv', 'w')
for doc_id in range(len(corpus)):
resultFile.write(trace_list[doc_id] + ',' +
str(assigned_clusters[doc_id]) + "\n")
resultFile.close()
print("done with ", clusterType, " on event log ", folderName)
def process_outliers(X_train, y_train):
# only select numeric columns
numerics = [
'uint8', 'int16', 'int32', 'int64', 'float16', 'float32', 'float64'
]
X_train = X_train.select_dtypes(include=numerics)
# identify outliers in the training dataset
outlier_predictor = OneClassSVM(nu=0.02)
y_hat = outlier_predictor.fit_predict(X_train)
unique, counts = np.unique(y_hat, return_counts=True)
# select all rows that are not outliers
outlier_mask = y_hat != -1
return X_train[outlier_mask], y_train[outlier_mask]
def one_class_svm(training_vectors, test_vectors_clean, test_vectors_anomalous):
"""Predicting Outlier using a one Class SVM
"""
print("Starting One Class SVM...")
# Fitting model for novel predictions
svm = OneClassSVM(gamma = 'auto', kernel = 'rbf', nu = 0.05)
print("Fitting with Parameters: ", svm.get_params())
result_training = svm.fit_predict(training_vectors)
print("Fitting successful!")
print("Starting Prediction...")
# Predict returns 1 for inlier and -1 for outlier
result_clean = svm.predict(test_vectors_clean)
result_anomalous = svm.predict(test_vectors_anomalous)
print("Predicting successful!")
print("**************************")
return result_clean, result_anomalous, result_training
param_grid = {
'nu': [0.001, 0.0015, 0.002, 0.003, 0.005, 0.01],
'gamma': ['scale', 0.0005, 0.001, 0.0025, 0.005, 0.01]
}
# param_grid = {'nu': np.arange(0.0001, 0.01, 0.0005),
# 'gamma': np.arange(0.0005, 0.01, 0.001)}
# param_grid = {'nu': [0.0015, 0.03], 'gamma': [0.2, 0.3]}
grid = ParameterGrid(param_grid)
pred_list = []
for params in tqdm(grid):
contamination = params['nu']
gamma = params['gamma']
ocsvm_model = OneClassSVM(**params)
ocsvm_pred = ocsvm_model.fit_predict(X)
pred_list.append((ocsvm_pred, params))
for pred, params in tqdm(pred_list):
plt.plot(df.index,
df.value,
label='Original data',
linestyle='--',
alpha=0.5)
tdf = df.loc[X.index, :]
plt.plot(tdf.index, tdf.value, label='Used data', color='C0')
anomalies = tdf.value[pred == -1]
plt.plot(anomalies, 'x', label="Predicted anomalies", markersize=10)
plt.plot(labels,
tdf.loc[labels],
Xs[nb_samples:, 1],
marker='^',
s=80,
label='Test samples')
ax.scatter(Xs[:nb_samples, 0], Xs[:nb_samples, 1], label='Inliers')
ax.set_xlabel('Age', fontsize=14)
ax.set_ylabel('Height', fontsize=14)
ax.legend(fontsize=14)
plt.show()
# Train the One-Class SVM
ocsvm = OneClassSVM(kernel='rbf', gamma='scale', nu=0.2)
Ys = ocsvm.fit_predict(Xs)
# Show the results
fig, ax = plt.subplots(1, 2, figsize=(22, 10), sharey=True)
ax[0].scatter(Xs[Ys == -1, 0],
Xs[Ys == -1, 1],
marker='x',
s=100,
label='Ouliers')
ax[0].scatter(Xs[Ys == 1, 0], Xs[Ys == 1, 1], marker='o', label='Inliers')
ax[1].scatter(Xs[Ys == -1, 0], Xs[Ys == -1, 1], marker='x', s=100)
ax[0].set_xlabel('Age', fontsize=16)
ax[0].set_ylabel('Height', fontsize=16)
# add the data to the main
df['anomaly26'] = pd.Series(model.predict(data))
df['anomaly26'] = df['anomaly26'].map({1: 0, -1: 1})
print(df['anomaly26'].value_counts())
# test
journeys[(journeys.Journey_ID == 21)].plot(x='timestamp', y='acceleration')
# probably a crash since it is a long period of immobility followed by slow movement
outliers_fraction = 0.0001
min_max_scaler = preprocessing.StandardScaler()
df = journeys
data = journeys.loc[:, ('x', 'y', 'z')]
np_scaled = min_max_scaler.fit_transform(data)
# train one class SVM
model = LocalOutlierFactor(
n_neighbors=5,
contamination=outliers_fraction) #nu=0.95 * outliers_fraction + 0.05
data = pd.DataFrame(np_scaled)
model.fit(data)
# add the data to the main
df['anomaly26'] = pd.Series(model.fit_predict(data))
df['anomaly26'] = df['anomaly26'].map({1: 0, -1: 1})
print(df['anomaly26'].value_counts())
a = df.loc[df['anomaly26'] == 1,
['timestamp', 'acceleration', 'speed', 'Journey_ID']] #anomaly
a
def indices_inliers_by_svm(data, nu):
ocs = OneClassSVM(nu=nu)
indices_outliers = ocs.fit_predict(data)
mask = indices_outliers != -1 # select all rows that are not outliers
return mask
x2_l2 = np.concatenate((y1h_l2, y1_l2), axis=1, out=None)
from sklearn.svm import OneClassSVM
from sklearn.ensemble import IsolationForest
acc_1svm = []
acc_h_1svm = []
acc_l_1svm = []
TPR_1svm = []
FPR_1svm = []
for run in range(100):
print(run)
clf = OneClassSVM(nu=0.001, kernel='rbf', gamma=5.3)
# clf = IsolationForest(n_estimators=300, max_samples=100000, contamination=0.001, max_features=1.0, n_jobs=10, behaviour='new')
y_pred_train = clf.fit_predict(x2_h1)
y_pred = clf.predict(np.concatenate((x2_h2, x2_l1, x2_l2), axis=0))
y2_tst = np.concatenate(
(np.ones(x2_h2.shape[0]), -1 * np.ones(x2_l1.shape[0]),
-1 * np.ones(x2_l2.shape[0])))
confm = confusion_matrix(-1 * y2_tst, -1 * y_pred)
print('Confusion Matrix : \n', confm)
tn, fp, fn, tp = confm.ravel()
total1 = np.sum(np.sum(confm))
acc_1svm = np.append(acc_1svm, (confm[0, 0] + confm[1, 1]) / total1)
acc_h_1svm = np.append(acc_h_1svm,
confm[0, 0] / (confm[0, 0] + confm[0, 1]))
acc_l_1svm = np.append(acc_l_1svm,
confm[1, 1] / (confm[1, 1] + confm[1, 0]))
TPR_1svm = np.append(TPR_1svm, tp / (tp + fn))
def svm_anomaly_score(df_data):
"""To figure out anomaly scores."""
# must calibrate it for all measurements
outliers = []
for label, content in df_data.items():
df_data[f'{label}'] = df_data[f'{label}'].fillna(0)
svm = OneClassSVM(kernel='rbf', gamma=0.00001, nu=0.03)
pred = svm.fit_predict(df_data[f'{label}'].values.reshape(-1, 1))
scores = svm.score_samples(df_data[f'{label}'].values.reshape(-1, 1))
thresh = quantile(scores, 0.008)
feature_score = []
anom = []
inliers_feature_score = []
inliers = []
kazim = []
ali = []
for i, j in enumerate(scores):
if j <= thresh:
outliers.append(i)
anom.append(j)
feature_score.append(df_data[f'{label}'][i])
ali.append(i)
else:
inliers.append(j)
inliers_feature_score.append(df_data[f'{label}'][i])
kazim.append(i)
inliers_pd = pd.DataFrame({
'inliers': inliers,
'inliers_feature_score': inliers_feature_score,
'inliers_index': kazim
})
pd_anom = pd.DataFrame({
'AnomScore': anom,
'FeatureScore': feature_score,
'outlier_index': ali
})
fig = go.Figure()
fig.update_layout(
title={
'text': f"SVM Detection of {label}",
'y': 0.97,
'x': 0.5
},
paper_bgcolor='white',
plot_bgcolor="rgb(211, 216, 230)",
# xaxis_title=" ",
yaxis_title="Anomaly Score",
font=dict(family="Courier New, monospace",
size=50,
color="rgb(10, 16, 87)"),
title_font_color='rgb(145, 0, 0)',
shapes=[
dict(type="line",
xref="x",
yref="y",
x0=df_data[f'{label}'].min(),
y0=thresh,
x1=df_data[f'{label}'].max(),
y1=thresh,
opacity=1,
line=dict(color='blue', dash='dot'))
])
fig.add_trace(
go.Scatter(x=inliers_pd['inliers_feature_score'],
y=inliers_pd['inliers'],
mode='markers',
marker=dict(size=6, color='rgb(0, 0, 0)'),
name='Normal',
marker_symbol='circle'))
fig.add_trace(
go.Scatter(x=pd_anom['FeatureScore'],
y=pd_anom['AnomScore'],
mode='markers',
marker=dict(size=14, color='rgb(255, 0, 0)'),
name='Abnormal',
marker_symbol=206))
fig.show()
plotly.io.write_image(fig,
f'SVM_images/{label}.png',
width=2560,
height=1440)
return outliers
# load the dataset
url = 'https://raw.githubusercontent.com/jbrownlee/Datasets/master/housing.csv'
df = read_csv(url, header=None)
# retrieve the array
data = df.values
# split into input and output elements
X, y = data[:, :-1], data[:, -1]
# split into train and test sets
X_train, X_test, y_train, y_test = train_test_split(X,
y,
test_size=0.33,
random_state=1)
# summarize the shape of the training dataset
print(X_train.shape, y_train.shape)
# identify outliers in the training dataset
ee = OneClassSVM(nu=0.01)
yhat = ee.fit_predict(X_train)
# select all rows that are not outliers
mask = yhat != -1
X_train, y_train = X_train[mask, :], y_train[mask]
# summarize the shape of the updated training dataset
print(X_train.shape, y_train.shape)
# fit the model
model = LinearRegression()
model.fit(X_train, y_train)
# evaluate the model
yhat = model.predict(X_test)
# evaluate predictions
mae = mean_absolute_error(y_test, yhat)
print('MAE: %.3f' % mae)
ii.fit(dataset[features]) #Error occurs here.
dataset['outlier'] = ii.predict(dataset[features])
del ii
print(dataset[dataset['outlier'] == -1])
#IsolationForest
from sklearn.ensemble import IsolationForest
ii = IsolationForest(max_samples=62,
contamination=0.25,
random_state=np.random.RandomState(42))
print("Fit data")
ii.fit(dataset[features]) #Error occurs here.
dataset['outlier'] = ii.predict(dataset[features])
del ii
print(dataset[dataset['outlier'] == -1])
#LocalOutlierFactor
from sklearn.neighbors import LocalOutlierFactor
ii = LocalOutlierFactor(n_neighbors=35, contamination=0.25)
dataset['outlier'] = ii.fit_predict(dataset[features])
del ii
print(dataset[dataset['outlier'] == -1])
def get_svm(db: pd.DataFrame) -> list:
ee = OneClassSVM(nu=0.01)
yhat_svm = ee.fit_predict(db)
return yhat_svm == -1
# train the model
outliers_fraction = 0.01
model = OneClassSVM(nu=0.95 * outliers_fraction)
model.fit(data)
# add the data to the main
#df['anomaly'] = Series(model.predict(data))
#df['anomaly'] = df['anomaly'].map({1: 0, -1: 1})
#print(df['anomaly'].value_counts())
data_test = df_test[['cpu']]
# standardize test data
min_max_scaler = preprocessing.StandardScaler()
np_scaled = min_max_scaler.fit_transform(data_test)
data_test = DataFrame(np_scaled)
# test model
df_test['anomaly'] = Series(model.fit_predict(data_test))
#df_test['anomaly'] = Series(model.predict(data_test))
df_test['anomaly'] = df_test['anomaly'].map({1: 0, -1: 1})
print(df_test['anomaly'].value_counts())
# visualisation of anomaly throughout time
fig, ax = plt.subplots()
#a = df.loc[df['anomaly'] == 1, ['time', 'cpu']]
#ax.plot(df['time'], df['cpu'], color='blue')
#ax.scatter(a['time'], a['cpu'], color='red')
#plt.show()
b = df_test.loc[df_test['anomaly'] == 1, ['time', 'cpu']]
ax.plot(df_test['time'], df_test['cpu'], color='blue')
ax.scatter(b['time'], b['cpu'], color='red')
plt.show()
def objective(space):
params = {'nu': space['nu'], 'gamma': space['gamma']}
estimator = OneClassSVM(cache_size=2048, kernel='rbf', **params)
prediction = estimator.fit_predict(self.features)
score = -metrics.calinski_harabasz_score(self.features, prediction)
return {'loss': score, 'status': STATUS_OK}
def main():
'''main'''
total_start_time = time.time()
config = load_yaml(CONFIG_PATH)
metric_path = config['metric_path']
model_path = config['model_path']
processed_path = config['processed_path']
trained_path = config['trained_path']
feature_df = pd.read_csv(processed_path)
feature_df['StartTime'] = pd.to_datetime(feature_df['StartTime'])
feature_df.loc[feature_df.Label == 0, 'Label'] = -1
feature_df.Proto_Int = feature_df.Proto_Int.astype('category')
feature_df.Sport_Int = feature_df.Sport_Int.astype('category')
feature_df.Dir_Int = feature_df.Dir_Int.astype('category')
feature_df.Dport_Int = feature_df.Dport_Int.astype('category')
feature_df.State_Int = feature_df.State_Int.astype('category')
malicious_df = feature_df.loc[feature_df.Label == 1]
mal_forward_df = malicious_df.loc[malicious_df.is_fwd == 1]
mal_back_df = malicious_df.loc[malicious_df.is_fwd == 0]
benign_df = feature_df.loc[feature_df.Label == -1]
del feature_df, malicious_df
X_fwd_train, X_fwd_test, y_fwd_train, y_fwd_test = train_test_split(
mal_forward_df, mal_forward_df['Label'], test_size=0.2, random_state=0)
X_bwd_train, X_bwd_test, y_bwd_train, y_bwd_test = train_test_split(
mal_back_df, mal_back_df['Label'], test_size=0.2, random_state=0)
del mal_forward_df, mal_back_df
X_train = pd.concat([X_fwd_train, X_bwd_train])
X_test = pd.concat([X_fwd_test, X_bwd_test])
X_test = pd.concat([X_test, benign_df])
y_train = X_train.Label
y_test = X_test.Label
del X_fwd_train, X_fwd_test, y_fwd_train, y_fwd_test
del X_bwd_train, X_bwd_test, y_bwd_train, y_bwd_test
del benign_df
# Hyper Tuning One Class
# sample_size = 100000
# if len(X_train) < sample_size:
# sample_size = len(X_train)
# X_train_sample = X_train.sample(sample_size, random_state=0)
# y_train_sample = X_train_sample.Label
# start_time = time.time()
# print(f'Hyper Tune with Size {sample_size}')
# oc_params = tune_oneclass(df_train_subset(X_train_sample), y_train_sample, 'f1')
# print(f'Time (param search) {sample_size} size. 3 Folds. 18 tot Fits: {time.time()-start_time}')
oc_kernel = 'rbf'
oc_nu = 1e-2
oc_gamma = 1e-6
oc_clf = OneClassSVM(kernel=oc_kernel,
nu=oc_nu,
gamma=oc_gamma,
cache_size=7000,
verbose=True)
oc_model_name = 'oneclass'
oc_scaler = preprocessing.StandardScaler()
oc_scaler.fit(df_train_subset(X_train))
save_model(oc_scaler, model_path, 'oc_scaler')
#Fit One Class
start_time = time.time()
oc_predict_train = oc_clf.fit_predict(oc_scaler.transform(
df_train_subset(X_train)),
y=y_train)
print(
f'Time One Class Train Size {len(X_train)} :{time.time() - start_time}'
)
save_model(oc_clf, model_path, oc_model_name)
#Confusion Matrix
save_confuse_matrix(y_train, oc_predict_train, metric_path, oc_model_name,
'train')
oc_predict_test = oc_clf.predict(
oc_scaler.transform(df_train_subset(X_test)))
save_confuse_matrix(y_test, oc_predict_test, metric_path, oc_model_name,
'test')
#Performance
save_performance(y_train, oc_predict_train, metric_path, oc_model_name,
'train')
save_performance(y_test, oc_predict_test, metric_path, oc_model_name,
'test')
#Get confidence scores
start_time = time.time()
data_f = pd.concat([X_train, X_test])
data_f.sort_values('StartTime', inplace=True)
oc_conf_score = oc_clf.decision_function(
oc_scaler.transform(df_train_subset(data_f)))
print(f'Time Confidence Scores: {time.time() - start_time}')
del data_f, oc_kernel, oc_nu, oc_gamma, oc_clf, oc_scaler
#Saving to CSV
start_time = time.time()
x_test_label = X_test['Label']
X_test.drop(columns=['Label'], inplace=True, axis=1)
X_test['Label'] = x_test_label
X_test['Predicted_Label'] = oc_predict_test
mal_train_label = X_train['Label']
X_train.drop(columns=['Label'], inplace=True, axis=1)
X_train['Label'] = mal_train_label
X_train['Predicted_Label'] = oc_predict_train
final_df = pd.concat([X_train, X_test])
del X_train, X_test, y_train, y_test
final_df.sort_values('StartTime', inplace=True)
final_df['Confidence_Score'] = oc_conf_score
makedirs(dirname(f'{trained_path}'), exist_ok=True)
final_df.to_csv(f'{trained_path}{oc_model_name}.csv', index=False)
print(f'Saving one_class_features csv: {time.time() - start_time}')
# Train Logistic Regression
#Hypter tune with 10 perent of data.
# start_time = time.time()
# lr_train_size = 0.1
# if len(final_df) < 100000:
# lr_train_size = 0.95
# final_df, X_test_sample, y_train_s, y_test_s = train_test_split(final_df,
# final_df.Label,
# train_size=lr_train_size,
# stratify=final_df.Label)
# del X_test_sample, y_train_s, y_test_s
# lr_params = tune_log_reg(df_train_subset(final_df), final_df.Label, 'average_precision')
# print(f'Time Hyper Tuning LR: {time.time() - start_time}')
lr_params = {'C': 69.54618247583652, 'tol': 0.0009555227427965779}
lr_clf = LogisticRegression(solver='saga',
penalty='l2',
dual=False,
tol=lr_params['tol'],
C=lr_params['C'],
max_iter=80000)
lr_model_name = 'lr'
lr_scaler = preprocessing.StandardScaler()
lr_scaler.fit(df_train_subset(final_df))
#Save LR Scaler
save_model(lr_scaler, model_path, 'lr_scaler')
#Fit Logistic Regression
start_time = time.time()
lr_train_transformed = lr_scaler.transform(df_train_subset(final_df))
lr_clf.fit(lr_train_transformed, y=final_df.Label)
save_model(lr_clf, model_path, lr_model_name)
print(f'Time Train LR Size {len(final_df)}: {time.time() - start_time}')
#Performance (Write afterwards)
lr_predicted = lr_clf.predict(lr_train_transformed)
save_performance(final_df.Label, lr_predicted, metric_path, lr_model_name,
'train')
#Confusion Matrix
save_confuse_matrix(final_df.Label, lr_predicted, metric_path,
lr_model_name, 'train')
#Normalize Confidence Score
start_time = time.time()
ncs = normalize_confidence_score(lr_clf, lr_scaler,
df_train_subset(final_df))
final_df['LR_Predicted'] = lr_predicted
lr_classes = lr_clf.classes_
final_df[f'CS_LR_{lr_classes[0]}'] = [prob[0] for prob in ncs]
final_df[f'CS_LR_{lr_classes[1]}'] = [prob[1] for prob in ncs]
print(f'Time Normalize Conf Score: {time.time() - start_time}')
#Save to CSV
start_time = time.time()
final_df.to_csv(f'{trained_path}{lr_model_name}.csv', index=False)
print(f'Time Saving Normalized DF to CSV: {time.time() - start_time}')
print(
f'Training Complete - Time Elapsed: {time.time() - total_start_time}')
# identify outliers in training dataset with Isolation Forest Algorithm #iso = IsolationForest(contamination=0.1) #yhat = iso.fit_predict(X_train) # Find outliers # identify outliers with Minimum Covarience Determinant #ee = EllipticEnvelope(contamination=0.01) #yhat = ee.fit_predict(X_train) # identify outliers with Local Outlier Factor #lof = LocalOutlierFactor() #yhat = lof.fit_predict(X_train) # identify outliers with One Class SVM (Support Vector Machine) ocs = OneClassSVM(nu=0.03) yhat = ocs.fit_predict(X_train) # select all raws that are not outliers mask = yhat != -1 X_train, y_train = X_train[mask, :], y_train[mask] # summarize the shape of the updated training dataset print(X_train.shape, y_train.shape) # fit the model model = LinearRegression() model.fit(X_train, y_train) # evaluate the model yhat = model.predict(X_test)
