def fast_abod_pyod_auc(X_nor, X_test, y_test, n_neighbors, contamination=0.05):
fastABOD = ABOD(n_neighbors=n_neighbors,
contamination=contamination,
method='fast')
X_train = X_nor.astype(float).values.copy()
fastABOD.fit(X_train)
## now threshold is determined
#y_pred = fastABOD.predict(X_test)
scoreTable = fastABOD.decision_function(X_test)
#print(scoreTable)
scoreTable = np.nan_to_num(scoreTable, copy=True)
## confusion matrix
#tn, fp, fn, tp = confusion_matrix(y_test, y_pred).ravel()
#tpr = tp/(tp+fn)
#fpr = fp/(tn+fp)
#tprW[trail] = tpr
#fprW[trail] = fpr
#tprW = tpr
#fprW = fpr
# Auc score
auc = roc_auc_score(y_test, scoreTable)
#print(tpr, fpr)
#print(auc)
return auc
def test_abod(self):
clf = ABOD(contamination=0.05)
clf.fit(self.X_train)
assert_equal(len(clf.decision_scores), self.X_train.shape[0])
# invert the scores
pred_scores = clf.decision_function(self.X_test) * -1
assert_equal(pred_scores.shape[0], self.X_test.shape[0])
assert_equal(clf.predict(self.X_test).shape[0],
self.X_test.shape[0])
assert_greater(roc_auc_score(self.y_test, pred_scores), 0.5)
class TestFastABOD(unittest.TestCase):
def setUp(self):
self.n_train = 100
self.n_test = 50
self.contamination = 0.1
self.roc_floor = 0.6
self.X_train, self.y_train, self.X_test, self.y_test = generate_data(
n_train=self.n_train,
n_test=self.n_test,
contamination=self.contamination,
random_state=42)
self.clf = ABOD(contamination=self.contamination)
self.clf.fit(self.X_train)
def test_sklearn_estimator(self):
check_estimator(self.clf)
def test_parameters(self):
assert_true(
hasattr(self.clf, 'decision_scores_')
and self.clf.decision_scores_ is not None)
assert_true(
hasattr(self.clf, 'labels_') and self.clf.labels_ is not None)
assert_true(
hasattr(self.clf, 'threshold_')
and self.clf.threshold_ is not None)
assert_true(hasattr(self.clf, '_mu') and self.clf._mu is not None)
assert_true(
hasattr(self.clf, '_sigma') and self.clf._sigma is not None)
assert_true(hasattr(self.clf, 'tree_') and self.clf.tree_ is not None)
def test_train_scores(self):
assert_equal(len(self.clf.decision_scores_), self.X_train.shape[0])
def test_prediction_scores(self):
pred_scores = self.clf.decision_function(self.X_test)
# check score shapes
assert_equal(pred_scores.shape[0], self.X_test.shape[0])
# check performance
assert_greater(roc_auc_score(self.y_test, pred_scores), self.roc_floor)
def test_prediction_labels(self):
pred_labels = self.clf.predict(self.X_test)
assert_equal(pred_labels.shape, self.y_test.shape)
def test_prediction_proba(self):
pred_proba = self.clf.predict_proba(self.X_test)
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_linear(self):
pred_proba = self.clf.predict_proba(self.X_test, method='linear')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_unify(self):
pred_proba = self.clf.predict_proba(self.X_test, method='unify')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_parameter(self):
with assert_raises(ValueError):
self.clf.predict_proba(self.X_test, method='something')
def test_fit_predict(self):
pred_labels = self.clf.fit_predict(self.X_train)
assert_equal(pred_labels.shape, self.y_train.shape)
def test_fit_predict_score(self):
self.clf.fit_predict_score(self.X_test, self.y_test)
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='roc_auc_score')
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='prc_n_score')
with assert_raises(NotImplementedError):
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='something')
def tearDown(self):
pass
class TestABOD(unittest.TestCase):
def setUp(self):
self.n_train = 50
self.n_test = 50
self.contamination = 0.2
self.roc_floor = 0.6
self.X_train, self.y_train, self.X_test, self.y_test = generate_data(
n_train=self.n_train,
n_test=self.n_test,
contamination=self.contamination,
random_state=42)
self.clf = ABOD(contamination=self.contamination, method='default')
self.clf.fit(self.X_train)
def test_sklearn_estimator(self):
check_estimator(self.clf)
def test_parameters(self):
if not hasattr(
self.clf,
'decision_scores_') or self.clf.decision_scores_ is None:
self.assertRaises(AttributeError, 'decision_scores_ is not set')
if not hasattr(self.clf, 'labels_') or self.clf.labels_ is None:
self.assertRaises(AttributeError, 'labels_ is not set')
if not hasattr(self.clf, 'threshold_') or self.clf.threshold_ is None:
self.assertRaises(AttributeError, 'threshold_ is not set')
def test_train_scores(self):
assert_equal(len(self.clf.decision_scores_), self.X_train.shape[0])
def test_prediction_scores(self):
pred_scores = self.clf.decision_function(self.X_test)
# check score shapes
assert_equal(pred_scores.shape[0], self.X_test.shape[0])
# check performance
assert_greater(roc_auc_score(self.y_test, pred_scores), self.roc_floor)
def test_prediction_labels(self):
pred_labels = self.clf.predict(self.X_test)
assert_equal(pred_labels.shape, self.y_test.shape)
def test_prediction_proba(self):
pred_proba = self.clf.predict_proba(self.X_test)
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_linear(self):
pred_proba = self.clf.predict_proba(self.X_test, method='linear')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_unify(self):
pred_proba = self.clf.predict_proba(self.X_test, method='unify')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_parameter(self):
with assert_raises(ValueError):
self.clf.predict_proba(self.X_test, method='something')
def test_fit_predict(self):
pred_labels = self.clf.fit_predict(self.X_train)
assert_equal(pred_labels.shape, self.y_train.shape)
def test_fit_predict_score(self):
self.clf.fit_predict_score(self.X_test, self.y_test)
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='roc_auc_score')
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='prc_n_score')
with assert_raises(NotImplementedError):
self.clf.fit_predict_score(self.X_test,
self.y_test,
scoring='something')
# def test_score(self):
# self.clf.score(self.X_test, self.y_test)
# self.clf.score(self.X_test, self.y_test, scoring='roc_auc_score')
# self.clf.score(self.X_test, self.y_test, scoring='prc_n_score')
# with assert_raises(NotImplementedError):
# self.clf.score(self.X_test, self.y_test, scoring='something')
def test_predict_rank(self):
pred_socres = self.clf.decision_function(self.X_test)
pred_ranks = self.clf._predict_rank(self.X_test)
# assert the order is reserved
assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=3.5)
assert_array_less(pred_ranks, self.X_train.shape[0] + 1)
assert_array_less(-0.1, pred_ranks)
def test_predict_rank_normalized(self):
pred_socres = self.clf.decision_function(self.X_test)
pred_ranks = self.clf._predict_rank(self.X_test, normalized=True)
# assert the order is reserved
assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=3.5)
assert_array_less(pred_ranks, 1.01)
assert_array_less(-0.1, pred_ranks)
def tearDown(self):
pass
X_train, y_train, X_test, y_test = generate_data(
n_train=n_train, n_test=n_test, contamination=contamination)
# train ABOD detector
clf_name = 'ABOD'
clf = ABOD()
clf.fit(X_train)
# get the prediction labels and outlier scores of the training data
y_train_pred = clf.labels_ # binary labels (0: inliers, 1: outliers)
y_train_scores = clf.decision_scores_ # raw outlier scores
# get the prediction on the test data
y_test_pred = clf.predict(X_test) # outlier labels (0 or 1)
y_test_scores = clf.decision_function(X_test) # outlier s`cores
# evaluate and print the results
print("\nOn Training Data:")
evaluate_print(clf_name, y_train, y_train_scores)
print("\nOn Test Data:")
evaluate_print(clf_name, y_test, y_test_scores)
# visualize the results
visualize(clf_name,
X_train,
y_train,
X_test,
y_test,
y_train_pred,
y_test_pred,
# Generate sample data
X_train, y_train, X_test, y_test = \
generate_data(n_train=n_train,
n_test=n_test,
n_features=2,
contamination=contamination,
random_state=42)
# train ABOD detector
clf_name = 'ABOD'
clf = ABOD()
clf.fit(X_train)
# get the prediction labels and outlier scores of the training data
y_train_pred = clf.labels_ # binary labels (0: inliers, 1: outliers)
y_train_scores = clf.decision_scores_ # raw outlier scores
# get the prediction on the test data
y_test_pred = clf.predict(X_test) # outlier labels (0 or 1)
y_test_scores = clf.decision_function(X_test) # outlier s`cores
# evaluate and print the results
print("\nOn Training Data:")
evaluate_print(clf_name, y_train, y_train_scores)
print("\nOn Test Data:")
evaluate_print(clf_name, y_test, y_test_scores)
# visualize the results
visualize(clf_name, X_train, y_train, X_test, y_test, y_train_pred,
y_test_pred, show_figure=True, save_figure=False)
class AngularBasedOutlier(OutlierStream):
def __init__(self, inliers, outliers):
data_total = np.concatenate((inliers, outliers), axis=0)
self.data_total = data_total
self.outliers = outliers
self.inliers = inliers
OutlierStream.__init__(self, inliers, outliers)
#self.model = KNN(contamination=0.045)
self.model = ABOD(n_neighbors=20, contamination=0.2)
def train_model(self, data):
self.model.fit(data)
scores_pred = self.model.decision_function(data) * -1
self.threshold = stats.scoreatpercentile(scores_pred, 100 * 0.10)
def update_model(self, data):
return None
def predict_model(self, data):
return self.model.predict(data)
def summary(self, ground_truth, predictions, is_plot=False):
predictions = list(map(lambda x: 1 if x > 0 else 0, predictions))
print(confusion_matrix(predictions, ground_truth))
print("Acuracia: {}".format(accuracy_score(predictions, ground_truth)))
print("Precision: {}".format(precision_score(predictions,
ground_truth)))
print("Recall: {}".format(recall_score(predictions, ground_truth)))
print("F1: {}".format(f1_score(predictions, ground_truth)))
if is_plot:
self._plot()
def _plot(self):
xx, yy = np.meshgrid(np.linspace(-70, 70, 100),
np.linspace(-70, 70, 100))
Z = self.model.decision_function(np.c_[xx.ravel(), yy.ravel()]) * -1
Z = Z.reshape(xx.shape)
subplot = plt.subplot(1, 1, 1)
subplot.contourf(xx,
yy,
Z,
levels=np.linspace(Z.min(), self.threshold, 7),
cmap=plt.cm.Blues_r)
subplot.contourf(xx,
yy,
Z,
levels=[self.threshold, Z.max()],
colors='orange')
a = subplot.contour(xx,
yy,
Z,
levels=[self.threshold],
linewidths=2,
colors='red')
subplot.contourf(xx,
yy,
Z,
levels=[self.threshold, Z.max()],
colors='orange')
b = subplot.scatter(self.outliers[:, 0],
self.outliers[:, 1],
c='red',
s=12,
edgecolor='k')
c = subplot.scatter(self.inliers[:, 0],
self.inliers[:, 1],
c='white',
s=12,
edgecolor='k')
subplot.axis('tight')
subplot.legend([a.collections[0], b, c],
['Borda da funcao', 'Inliers', 'Outliers'],
loc='lower right')
subplot.set_xlim((-70, 70))
subplot.set_ylim((-70, 70))
plt.suptitle("Angular based outlier detection")
plt.show()
X_train, X_test, y_train, y_test = \
generate_data(n_train=200,
n_test=100,
n_features=5,
contamination=0.1,
random_state=3,
behaviour = 'new')
X_train = X_train * np.random.uniform(0, 1, size=X_train.shape)
X_test = X_test * np.random.uniform(0, 1, size=X_test.shape)
# %%
from pyod.models.abod import ABOD
clf_name = 'ABOD'
clf = ABOD()
clf.fit(X_train)
test_scores = clf.decision_function(X_test)
# %%
from pyod.utils.utility import precision_n_scores
from sklearn.metrics import roc_auc_score
roc = round(roc_auc_score(y_test, test_scores), ndigits=4)
prn = round(precision_n_scores(y_test, test_scores), ndigits=4)
print(f'{clf_name} ROC:{roc}, precision @ rank n:{prn}')
# %%
from sklearn.metrics import roc_curve
fpr, tpr, _ = roc_curve(y_test, test_scores)
plt.plot(fpr, tpr)
# %%
X = range(len(y_test))
class TestABOD(unittest.TestCase):
def setUp(self):
self.n_train = 50
self.n_test = 50
self.contamination = 0.2
self.roc_floor = 0.6
self.X_train, self.y_train, self.X_test, self.y_test = generate_data(
n_train=self.n_train,
n_test=self.n_test,
contamination=self.contamination)
self.clf = ABOD(contamination=self.contamination, method='default')
self.clf.fit(self.X_train)
def test_sklearn_estimator(self):
check_estimator(self.clf)
def test_parameters(self):
if not hasattr(
self.clf,
'decision_scores_') or self.clf.decision_scores_ is None:
self.assertRaises(AttributeError, 'decision_scores_ is not set')
if not hasattr(self.clf, 'labels_') or self.clf.labels_ is None:
self.assertRaises(AttributeError, 'labels_ is not set')
if not hasattr(self.clf, 'threshold_') or self.clf.threshold_ is None:
self.assertRaises(AttributeError, 'threshold_ is not set')
def test_train_scores(self):
assert_equal(len(self.clf.decision_scores_), self.X_train.shape[0])
def test_prediction_scores(self):
pred_scores = self.clf.decision_function(self.X_test)
# check score shapes
assert_equal(pred_scores.shape[0], self.X_test.shape[0])
# check performance
assert_greater(roc_auc_score(self.y_test, pred_scores), self.roc_floor)
def test_prediction_labels(self):
pred_labels = self.clf.predict(self.X_test)
assert_equal(pred_labels.shape, self.y_test.shape)
def test_prediction_proba(self):
pred_proba = self.clf.predict_proba(self.X_test)
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_linear(self):
pred_proba = self.clf.predict_proba(self.X_test, method='linear')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_unify(self):
pred_proba = self.clf.predict_proba(self.X_test, method='unify')
assert_greater_equal(pred_proba.min(), 0)
assert_less_equal(pred_proba.max(), 1)
def test_prediction_proba_parameter(self):
with assert_raises(ValueError):
self.clf.predict_proba(self.X_test, method='something')
def test_fit_predict(self):
pred_labels = self.clf.fit_predict(self.X_train)
assert_equal(pred_labels.shape, self.y_train.shape)
def test_evaluate(self):
self.clf.fit_predict_evaluate(self.X_test, self.y_test)
def tearDown(self):
pass
n_test = 100
X_train, y_train, c_train, X_test, y_test, c_test = generate_data(
n_train=n_train, n_test=n_test, contamination=contamination)
# train a ABOD detector (default version)
clf = ABOD(contamination=contamination, fast_method=False)
clf.fit(X_train)
# get the prediction on the training data
y_train_pred = clf.y_pred
y_train_score = clf.decision_scores * -1
# get the prediction on the test data
y_test_pred = clf.predict(X_test)
y_test_score = clf.decision_function(X_test) * -1
print('Train ROC:{roc}, precision@n:{prn}'.format(
roc=roc_auc_score(y_train, y_train_score),
prn=precision_n_scores(y_train, y_train_score)))
print('Test ROC:{roc}, precision@n:{prn}'.format(
roc=roc_auc_score(y_test, y_test_score),
prn=precision_n_scores(y_test, y_test_score)))
#######################################################################
# Visualizations
# initialize the log directory if it does not exist
pathlib.Path('example_figs').mkdir(parents=True, exist_ok=True)
# plot the results
