def test_sr(sr_params):
window_amp, window_local, n_est_points, return_instance_score = sr_params
threshold = 2.5
od = SpectralResidual(threshold=threshold,
window_amp=window_amp,
window_local=window_local,
n_est_points=n_est_points)
assert od.threshold == threshold
assert od.meta == {
'name': 'SpectralResidual',
'detector_type': 'online',
'data_type': 'time-series',
'version': __version__
}
preds_in = od.predict(X, t, return_instance_score=return_instance_score)
assert preds_in['data']['is_outlier'].sum() <= 2.
if return_instance_score:
assert preds_in['data']['is_outlier'].sum() == (
preds_in['data']['instance_score'] >
od.threshold).astype(int).sum()
else:
assert preds_in['data']['instance_score'] is None
preds_out = od.predict(X_pert,
t,
return_instance_score=return_instance_score)
assert preds_out['data']['is_outlier'].sum() > 0
if return_instance_score:
assert preds_out['data']['is_outlier'].sum() == (
preds_out['data']['instance_score'] >
od.threshold).astype(int).sum()
else:
assert preds_out['data']['instance_score'] is None
assert preds_out['meta'] == od.meta
def spectral_residual(df):
od = SpectralResidual(
threshold=None, # threshold for outlier score
window_amp=20, # window for the average log amplitude
window_local=20, # window for the average saliency map
n_est_points=
20 # nb of estimated points padded to the end of the sequence
)
X_outlier = np.array(df['value'])
time_samples = np.arange(0, len(df))
od.infer_threshold(X_outlier, time_samples, threshold_perc=99)
od_preds = od.predict(X_outlier, time_samples, return_instance_score=True)
pred = (od_preds['data']['is_outlier'] == 1)
a = df.loc[pred]
return a
def __init__(self, X_tr_red, X_te_red, shift_detector, level):
"""
Adopt the parameter settings from
https://docs.seldon.io/projects/alibi-detect/en/latest/examples/od_sr_synth.html
"""
from alibi_detect.od import SpectralResidual as SR
logger.info("Run Spectral Residual")
X_tr_odim = (-np.amax(X_tr_red, axis=1)).tolist()
X_te_odim = (-np.amax(X_te_red, axis=1)).tolist()
od = SR(
threshold=0, # threshold for outlier score
window_amp=20, # window for the average log amplitude 3
window_local=20, # window for the average saliency map 21
n_est_points=
20 # nb of estimated points padded to the end of the sequence 5
)
score = od.score(np.vstack([
X_te_red,
]))[-len(X_te_red):]
assert len(score) == len(X_te_odim), (len(score), len(X_te_odim))
super().__init__(X_tr_odim, X_te_odim, score, shift_detector, level)
def test_padding(method, side):
np.random.seed(0)
for _ in range(100):
X_size = np.random.randint(low=10, high=1000)
W_size = np.random.randint(low=2, high=X_size - 1)
X = np.random.randint(low=0, high=10, size=X_size)
W = np.random.randint(low=0, high=10, size=W_size)
X_pad = SpectralResidual.pad_same(X=X, W=W, method=method, side=side)
X_conv = np.convolve(X_pad, W, 'valid')
assert X_conv.shape[0] == X_size
# length of the padding for laterals
pad_right = (W_size - 1) // 2
pad_left = W_size - 1 - pad_right
if method == 'constant':
if side == 'left':
assert np.all(X_pad[:W_size - 1] == 0)
elif side == 'right':
assert np.all(X_pad[-W_size + 1:] == 0)
else:
if pad_left > 0:
assert np.all(X_pad[:pad_left] == 0)
if pad_right > 0:
assert np.all(X_pad[-pad_right:] == 0)
elif method == 'replicate':
if side == 'left':
assert np.all(X_pad[:W_size - 1] == X[0])
elif side == 'right':
assert np.all(X_pad[-W_size + 1:] == X[-1])
else:
if pad_left > 0:
assert np.all(X_pad[:pad_left] == X[0])
if pad_right > 0:
assert np.all(X_pad[-pad_right:] == X[-1])
else:
if side == 'left':
assert np.all(X_pad[:W_size - 1] == X[1:W_size][::-1])
elif side == 'right':
assert np.all(X_pad[-W_size + 1:] == X[-2:-W_size - 1:-1])
else:
if pad_left > 0:
assert np.all(X_pad[:pad_left] == X[1:pad_left + 1][::-1])
if pad_right > 0:
assert np.all(X_pad[-pad_right:] == X[-pad_right -
1:-1][::-1])
def test_detector(signal, window_amp, window_local, n_est_points,
return_instance_score):
t, X, X_pert = signal["t"], signal['X'], signal['X_pert']
threshold = 6
od = SpectralResidual(threshold=threshold,
window_amp=window_amp,
window_local=window_local,
n_est_points=n_est_points)
assert od.threshold == threshold
assert od.meta == {
'name': 'SpectralResidual',
'detector_type': 'online',
'data_type': 'time-series',
'version': __version__
}
preds_in = od.predict(X, t, return_instance_score=return_instance_score)
assert preds_in['data']['is_outlier'].sum() <= 2.
if return_instance_score:
assert preds_in['data']['is_outlier'].sum() == (
preds_in['data']['instance_score'] >
od.threshold).astype(int).sum()
else:
assert preds_in['data']['instance_score'] is None
preds_out = od.predict(X_pert,
t,
return_instance_score=return_instance_score)
assert preds_out['data']['is_outlier'].sum(
) >= 10 # check if we detect at least the number of perturbed points
if return_instance_score:
assert preds_out['data']['is_outlier'].sum() == (
preds_out['data']['instance_score'] >
od.threshold).astype(int).sum()
else:
assert preds_out['data']['instance_score'] is None
assert preds_out['meta'] == od.meta
def init_od_sr(state_dict: Dict) -> SpectralResidual:
"""
Initialize spectral residual detector.
Parameters
----------
state_dict
Dictionary containing the parameter values.
Returns
-------
Initialized SpectralResidual instance.
"""
od = SpectralResidual(threshold=state_dict['threshold'],
window_amp=state_dict['window_amp'],
window_local=state_dict['window_local'],
n_est_points=state_dict['n_est_points'],
n_grad_points=state_dict['n_grad_points'])
return od
gmm_density_net=gmm_density_net,
n_gmm=n_gmm,
**kwargs),
OutlierVAE(threshold=threshold,
latent_dim=latent_dim,
samples=samples,
**kwargs),
OutlierAE(threshold=threshold, **kwargs),
OutlierVAEGMM(threshold=threshold,
gmm_density_net=gmm_density_net,
n_gmm=n_gmm,
latent_dim=latent_dim,
samples=samples,
**kwargs),
OutlierProphet(threshold=.7, growth='logistic'),
SpectralResidual(threshold=threshold, window_amp=10, window_local=10),
OutlierSeq2Seq(input_dim,
seq_len,
threshold=threshold,
threshold_net=threshold_net,
latent_dim=latent_dim)
]
n_tests = len(detector)
@pytest.fixture
def select_detector(request):
return detector[request.param]
@pytest.mark.parametrize('select_detector',
def run_gen(perc):
data_path = '/Users/baconbaker/Documents/Studium/ANM/anm-project/data/train_data/host'
dfs = {}
for path in os.listdir(data_path):
dfs[path[:-4]] = pd.read_csv(data_path + '/' + path)
df_info = pd.read_csv('kpi_summary_info.data')
window_size = 10
od = SpectralResidual(window_amp=window_size,
window_local=window_size,
n_est_points=5,
n_grad_points=5)
per1_kpis = df_info[(df_info.interval == '1min')
& (df_info.is_flat == False)]['kpi'].unique()
per5_kpis = df_info[(df_info.interval == '5min')
& ((df_info.is_flat == False))]['kpi'].unique()
df_thresh = pd.DataFrame(columns=['name', 'host', 'thresh'])
for df_name in dfs:
print('*' * 50)
print('Running generation for', df_name)
interval = 0
start_key = time.time()
df = dfs[df_name]
kpis = dict(tuple(df.groupby(['cmdb_id', 'name'])))
res = {}
for key in kpis:
kpis[key]['timestamp'] = kpis[key]['timestamp'].apply(
lambda x: datetime.fromtimestamp(x / 1000.0))
kpis[key] = kpis[key].set_index('timestamp').sort_index()
print('Calculating rolling window')
for key in kpis:
if kpis[key]['value'].std() == 0:
continue
elif key[1] in per1_kpis:
d = kpis[key]['value'].resample('T').mean().interpolate()
elif key[1] in per5_kpis:
d = kpis[key]['value'].resample('5T').mean().interpolate()
else:
continue
d = (d - d.mean()) / d.std()
res[key] = d.rolling(10).mean()
for key in res:
print('Determining threshold for', key)
d = res[key].dropna()
if len(res[key]) == 0:
print("ITS EMPTY", key)
continue
od.infer_threshold(d, threshold_perc=perc)
thresh = od.threshold
df_thresh = df_thresh.append(
{
'name': key[1],
'host': key[0],
'thresh': thresh
},
ignore_index=True)
df_thresh.to_csv('thresh_' + str(perc).replace('.', '_') + '.data',
index=False)
def find_anoms(hosts, df):
start = time.time()
kpis = dict(tuple(df.groupby(['cmdb_id', 'name'])))
res = {}
anoms = []
df_info = pd.read_csv('kpi_summary_info.data')
df_thresh = pd.read_csv('thresh_99_999.data')
for key in kpis:
kpis[key]['timestamp'] = kpis[key]['timestamp'].apply(
lambda x: datetime.fromtimestamp(x / 1000.0))
kpis[key] = kpis[key].set_index('timestamp').sort_index()
per1_kpis = df_info[(df_info.interval == '1min')
& (df_info.is_flat == False)]['kpi'].unique()
per5_kpis = df_info[(df_info.interval == '5min')
& ((df_info.is_flat == False))]['kpi'].unique()
print('Calculating rolling window')
for key in kpis:
if key[0] in hosts:
if kpis[key]['value'].std() == 0:
continue
elif key[1] in per1_kpis:
d = kpis[key]['value'].resample('T').mean().interpolate()
elif key[1] in per5_kpis:
d = kpis[key]['value'].resample('5T').mean().interpolate()
else:
continue
d = (d - d.mean()) / d.std()
res[key] = d.rolling(10).mean()
for key in res:
print('Determining threshold for', key)
if len(df_thresh[(df_thresh.host == key[0])
& (df_thresh.name == key[1])]) == 0:
print('Anomaly, std in train was 0, now its not')
anoms.append((key[1], key[0]))
continue
thresh = df_thresh[(df_thresh.host == key[0])
& (df_thresh.name == key[1])]['thresh'].values[0]
if np.isnan(thresh):
print(
"SR didn't generate threshhold because of low std for window > 10, skipping"
)
continue
d = res[key].dropna()
od = SpectralResidual(threshold=thresh,
window_amp=10,
window_local=10,
n_est_points=5,
n_grad_points=5)
if len(d) < 10:
print('Rolling window data empty! Skipping')
continue
outliers = od.predict(d.values)['data']
if np.sum(np.sum(outliers['is_outlier'][-5:-2])) > 0:
print(outliers['is_outlier'])
print("ST Threshold Anomaly!")
anoms.append((key[1], key[0]))
print("It took",
time.time() - start, "seconds to find", len(anoms), "anomalies")
return anoms