class MixtureLocalizationOutliers(object):
def __init__(self, n_components='2'):
self.GMM = GaussianMixture(int(n_components))
self.LOF = LocalOutlierFactor(n_neighbors=2, novelty=True, contamination=1e-4)
self.decisions = None
def fit(self, X, y=None):
self.GMM.fit(X)
pdfs = self.GMM.score_samples(X)
self.LOF.fit(pdfs.reshape(-1,1))
lofs = self.LOF.decision_function(pdfs.reshape(-1,1))
self.lower_lof, self.upper_lof = np.percentile(lofs, [.25, .75])
def predict(self, X):
pdfs = self.GMM.score_samples(X)
lofs = self.LOF.decision_function(pdfs.reshape(-1,1))
preds = []
for pdf, lof in zip(pdfs, lofs):
if lof <= self.lower_lof or pdf >= self.upper_lof:
preds.append(-1)
else:
preds.append(1)
self.decisions = lofs
return preds
def decision_function(self, X):
if self.decisions is None:
self.predict(X)
return self.decisions
class LOFNovelty:
def __init__(self):
self.clf = LocalOutlierFactor(novelty=True, contamination=0.1)
self.scaler = StandardScaler()
def train(self, train):
#train = self.scaler.fit_transform(train)
self.clf.fit(train)
def predict(self, valid, anomaly):
#valid = self.scaler.fit_transform(valid)
#anomaly = self.scaler.fit_transform(anomaly)
y_pred_valid = self.clf.predict(valid)
y_pred_outliers = self.clf.predict(anomaly)
score_valid = self.clf.decision_function(valid)
score_anomaly = self.clf.decision_function(anomaly)
print("LOF Novelty result")
print(confusion_matrix([1] * len(y_pred_valid), y_pred_valid).ravel())
print(
confusion_matrix([-1] * len(y_pred_outliers),
y_pred_outliers).ravel())
print(" Validation data:",
list(y_pred_valid).count(1) / y_pred_valid.shape[0])
#print("Score", score_valid.mean(), score_valid.std())
print(" Outlier data:",
list(y_pred_outliers).count(-1) / y_pred_outliers.shape[0])
def perform_outlier_detection(self, X):
# LOF on all features
clf = LocalOutlierFactor(n_neighbors=20)
clf.fit(X)
lof_scores = clf._decision_function(X)
lof_scores = clf._decision_function(X)
# Isolation forest on all features
clf = IsolationForest()
clf.fit(X)
forest_scores = clf.decision_function(X)
'''
clf = DBOD()
clf.fit(X)
distance_scores = clf.decision_function_distance(X)
#abod_scores = ABOD(X, self.seed_user)
abod_scores = clf.decision_function_angle(X)
scores = self.combine([lof_scores, forest_scores, distance_scores, abod_scores])
'''
# scores = forest_scores
scores = self.combine([lof_scores, forest_scores])
'''
with open('clique_expansion/' + self.seed_user + '_unnormalized_scores.csv', 'w') as f:
for score in scores:
f.write(str(score) + '\n')
'''
new_scores = scores[self.len_priors:]
user_scores = sorted(zip(self.current_level_users, new_scores), key=lambda x: x[1], reverse=True)
threshold = np.percentile(new_scores, 8)
outliers = [u[0] for u in user_scores if u[1] <= threshold]
return outliers
def test_local_outlier_factor_cdist_p3(self):
lof = LocalOutlierFactor(n_neighbors=2, novelty=True, p=3)
data = np.array([[-1.1, -1.2], [0.3, 0.2], [0.5, 0.4], [100., 99.]],
dtype=np.float32)
model = lof.fit(data)
model_onnx = to_onnx(model,
data,
target_opset=TARGET_OPSET,
options={'optim': 'cdist'})
self.assertIn('CDist', str(model_onnx))
data = data.copy()
data[:, 0] += 0.1
try:
sess = InferenceSession(model_onnx.SerializeToString())
except InvalidGraph as e:
if "Unrecognized attribute: p for operator CDist" in str(e):
return
raise e
names = [o.name for o in sess.get_outputs()]
self.assertEqual(names, ['label', 'scores'])
got = sess.run(None, {'X': data})
self.assertEqual(len(got), 2)
expected_label = lof.predict(data)
expected_decif = lof.decision_function(data)
assert_almost_equal(expected_label, got[0].ravel())
assert_almost_equal(expected_decif, got[1].ravel())
def test_local_outlier_factor_metric_cdist(self):
for metric in ['euclidean', 'sqeuclidean']:
with self.subTest(metric=metric):
lof = LocalOutlierFactor(n_neighbors=2,
novelty=True,
metric=metric)
data = np.array(
[[-1.1, -1.2], [0.3, 0.2], [0.5, 0.4], [100., 99.]],
dtype=np.float32)
model = lof.fit(data)
model_onnx = to_onnx(model,
data,
target_opset=TARGET_OPSET,
options={'optim': 'cdist'})
data = data.copy()
data[:, 0] += 0.1
sess = InferenceSession(model_onnx.SerializeToString())
names = [o.name for o in sess.get_outputs()]
self.assertEqual(names, ['label', 'scores'])
got = sess.run(None, {'X': data})
self.assertEqual(len(got), 2)
expected_label = lof.predict(data)
expected_decif = lof.decision_function(data)
assert_almost_equal(expected_label, got[0].ravel())
assert_almost_equal(expected_decif, got[1].ravel(), decimal=4)
class LOFNoveltyFilter (StaticFilter, _InputsStatBasedInitializable):
def __init__(self, name = 'LOF-based novelty', sample_size = 3000, metric = 'cosine', lof_kwds = {}, **kwds):
assert (isinstance (sample_size, int) and 1 <= sample_size)
self.name = name
self.sample_size = sample_size
self.lof_threshold = 0.0
self.lof = LocalOutlierFactor (**lof_kwds, metric = metric, novelty = True)
super().__init__(**kwds)
def inputs_stat_initialize (self,
train_data: raw_datat = None,
test_data: raw_datat = None):
sample_size = min (self.sample_size, train_data.data.shape[0])
np1 ('Initializing LOF-based novelty estimator with {} training samples... '
.format (sample_size))
# TODO: random sampling (& shuffle)?.
self.lof.fit (train_data.data[:sample_size])
c1 ('done')
p1 ('{} offset is {}'.format (self.name, self.lof.offset_))
def close_enough (self, i: Input):
lof = self.lof.decision_function (i.reshape (1, -1))
# p1 ('{}: {}'.format (self.name, lof))
return lof > self.lof_threshold
class LocalOutlierFactor_Classifier:
"""docstring for LocalOutlierFactor_Classifier"""
def __init__(self, save_path):
# 默认路径
self.save_path = os.path.join(save_path,'LocalOutlierFactor')
if not os.path.exists(self.save_path):
os.makedirs(self.save_path)
self.n_neighbors=40
# 数据集中的异常比例。当拟合时, 用于定义决策函数的阈值
self.contamination = 0.1
self.classifier = LocalOutlierFactor(n_neighbors=self.n_neighbors,contamination=self.contamination)
def fit_model(self, train_data_matrix, test_data_matrix, test_true_label):
"""训练模型"""
self.classifier.fit(train_data_matrix)
y_pred_label = self.classifier.predict(test_data_matrix)
n_errors_test = (y_pred_label!=test_true_label).sum()
accuracy, classification_report, confusion_matrix = sklearn_evaluation(test_true_label, y_pred_label)
print('Accuracy: {} \nClassification Report:\n{}\n'.format(accuracy, classification_report))
sys.stdout.flush()
def test_model(test_data,test_label):
"""测试模型
such as test_label = [1,1,-1,....]
"""
scores_pred = self.classifier.decision_function(train_data)
y_pred_test = self.classifier.predict(test_data)
n_errors = (y_pred_test!=test_label)
def perform_outlier_detection(self, X, len_priors):
# LOF on all features
clf = LocalOutlierFactor(n_neighbors=20)
clf.fit(X)
check_is_fitted(clf, ["threshold_", "negative_outlier_factor_", "n_neighbors_", "_distances_fit_X_"])
if X is not None:
X = check_array(X, accept_sparse='csr')
y_pred = clf._decision_function(X)
else:
y_pred = clf.negative_outlier_factor_
#lof_scores = y_pred[len_priors:]
#lof_scores = zip(self.current_level_users, y_pred_new)
lof_scores = y_pred
# Isolation forest on all features
clf = IsolationForest()
clf.fit(X)
y_pred = clf.decision_function(X)
#forest_scores = y_pred[len_priors:]
#forest_scores = zip(self.current_level_users, y_pred_new)
forest_scores = y_pred
scores = self.combine(lof_scores, forest_scores)
new_scores = scores[len_priors:]
user_scores = sorted(zip(self.current_level_users, new_scores), key=lambda x: x[1], reverse=True)
threshold = np.percentile(new_scores, 95)
outliers = [u[0] for u in user_scores if u[1] >= threshold]
return outliers
def computeLocalOutlierFactor(dyResult):
nDarrayMeanVar, min_mean, max_mean, min_var, max_var = \
ut_data.numpyMeanVariance(dyResult["window"])
xx, yy = np.meshgrid(np.linspace(min_mean - 100, max_mean + 100, 500),
np.linspace(min_var - 1000, max_var + 1000, 500))
clf = LocalOutlierFactor(n_neighbors=15, novelty=True, contamination=0.1)
clf.fit(nDarrayMeanVar)
print("a")
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.title("Novelty Detection with LOF")
plt.contourf(xx,
yy,
Z,
levels=np.linspace(Z.min(), 0, 7),
cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors="darkred")
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors="palevioletred")
s = 40
b1 = plt.scatter(nDarrayMeanVar[:, 0],
nDarrayMeanVar[:, 1],
c="white",
s=s,
edgecolors="k")
# b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c="blueviolet", s=s, edgecolors="k")
# c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c="gold", s=s, edgecolors="k")
plt.axis("tight")
plt.xlim((min_mean, max_mean))
plt.ylim((min_var, max_var))
plt.legend(
[a.collections[0], b1],
[
"learned frontier", "training observations"
# ,
# "new regular observations",
# "new abnormal observations",
],
loc="upper left",
prop=matplotlib.font_manager.FontProperties(size=11),
)
# plt.xlabel(
# "errors novel regular: %d/40 ; errors novel abnormal: %d/40"
# % (n_error_test, n_error_outliers)
# )
plt.show()
def test_local_outlier_factor_double(self):
lof = LocalOutlierFactor(n_neighbors=2, novelty=True)
data = np.array([[-1.1, -1.2], [0.3, 0.2], [0.5, 0.4], [100., 99.]],
dtype=np.float64)
model = lof.fit(data)
model_onnx = to_onnx(model, data, target_opset=TARGET_OPSET)
sess = InferenceSession(model_onnx.SerializeToString())
names = [o.name for o in sess.get_outputs()]
self.assertEqual(names, ['label', 'scores'])
got = sess.run(None, {'X': data})
self.assertEqual(len(got), 2)
expected_label = lof.predict(data)
expected_decif = lof.decision_function(data)
assert_almost_equal(expected_label, got[0].ravel())
assert_almost_equal(expected_decif, got[1].ravel())
def density_contour(
ax,
data,
x,
y,
groupby=None,
c="lightgray",
single_contour_pad=1,
linewidth=1,
palette=None,
):
_data = data.copy()
if groupby is not None:
if isinstance(groupby, str):
_data["groupby"] = data[groupby]
else:
_data["groupby"] = groupby
else:
_data["groupby"] = "one group"
_contour_kws = dict(
linewidths=linewidth, levels=(-single_contour_pad,), linestyles="dashed"
)
_lof_kws = dict(n_neighbors=25, novelty=True, contamination="auto")
xmin, ymin = _data[[x, y]].min()
xmax, ymax = _data[[x, y]].max()
xmin, xmax = zoom_min_max(xmin, xmax, 1.2)
ymin, ymax = zoom_min_max(ymin, ymax, 1.2)
for group, sub_data in _data[[x, y, "groupby"]].groupby("groupby"):
xx, yy = np.meshgrid(np.linspace(xmin, xmax, 500), np.linspace(ymin, ymax, 500))
clf = LocalOutlierFactor(**_lof_kws)
clf.fit(sub_data.iloc[:, :2].values)
z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
z = z.reshape(xx.shape)
if palette is None:
_color = c
else:
_color = palette[group] if group in palette else c
# plot contour line(s)
ax.contour(xx, yy, z, colors=_color, **_contour_kws)
return
def test_local_outlier_factor_rnd(self):
lof = LocalOutlierFactor(n_neighbors=2, novelty=True)
rs = np.random.RandomState(0)
data = rs.randn(100, 4).astype(np.float32)
data[-1, 2:] = 99.
data[-2, :2] = -99.
model = lof.fit(data)
model_onnx = to_onnx(model, data, target_opset=TARGET_OPSET)
sess = InferenceSession(model_onnx.SerializeToString())
names = [o.name for o in sess.get_outputs()]
self.assertEqual(names, ['label', 'scores'])
got = sess.run(None, {'X': data})
self.assertEqual(len(got), 2)
expected_label = lof.predict(data)
expected_decif = lof.decision_function(data)
assert_almost_equal(expected_label, got[0].ravel())
assert_almost_equal(expected_decif, got[1].ravel(), decimal=5)
def compute_values(df, classes, **kwargs):
if "alfa" in kwargs:
alfa = float(kwargs["alfa"])
del kwargs["alfa"]
else:
alfa = 0.75
if "beta" in kwargs:
beta = float(kwargs["beta"])
del kwargs["beta"]
else:
beta = 0.25
_, cls_num = np.unique(classes, return_inverse=True)
clss = cls_num.astype(int)
cls_indices = {}
noncls_indices = {}
for cls in np.unique(clss):
cls_indices[cls] = [i for i in range(len(df)) if clss[i] == cls]
noncls_indices[cls] = [i for i in range(len(df)) if clss[i] != cls]
lof = LocalOutlierFactor(**kwargs)
lof.fit(df.values)
lofn = LocalOutlierFactor(**kwargs, novelty=True)
same_lof = np.empty(len(df))
other_lof = np.empty(len(df))
all_lof = lof.negative_outlier_factor_
for cls in np.unique(clss):
ind = cls_indices[cls]
nind = noncls_indices[cls]
lof.fit(df.iloc[ind])
same_lof[ind] = lof.negative_outlier_factor_
lofn.fit(df.iloc[nind])
for i in ind:
v = lofn.decision_function([df.iloc[i]])
other_lof[i] = 1 / v if v != 0 else 10
values = -1 * (same_lof + alfa * other_lof + beta * all_lof)
return values
def perform_local_outlier_factor_novelty_detection(data):
''' With the five patterns' counts, this method performs Local Outlier Factor that computes
the local density deviation of a given data point with respect to its neighbors.
The experimentation is performed with different time chunks and number of sequences. '''
# Importing necessary libraries
from sklearn.neighbors import LocalOutlierFactor
from sklearn.model_selection import train_test_split
X = data.iloc[:, 0:4].values
pca = PCA(n_components=2)
X = pca.fit(StandardScaler().fit_transform(X)).transform(
StandardScaler().fit_transform(X))
# Spliting the observations into 75% training and 25% testing
X_train, X_test = train_test_split(X, test_size=0.25, random_state=42)
# Local Outlier Factor classifier intialization and generate results
classifier = LocalOutlierFactor(n_neighbors=20,
novelty=True,
contamination=0.1)
classifier.fit(X_train)
Y_pred_train = classifier.predict(X_train)
Y_pred_test = classifier.predict(X_test)
n_error_train = Y_pred_train[Y_pred_train == -1].size
n_error_test = Y_pred_test[Y_pred_test == -1].size
error_train = n_error_train / Y_pred_train.shape[0] * 100
error_novel = n_error_test / Y_pred_test.shape[0] * 100
# Visualization
plt.clf()
myFig = plt.figure(figsize=[10, 8])
xx, yy = np.meshgrid(np.linspace(-3, 8, 500), np.linspace(-2.5, 4, 500))
Z = classifier.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.contourf(xx,
yy,
Z,
levels=np.linspace(Z.min(), 0, 7),
cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='darkred')
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors='palevioletred')
s = 60
b1 = plt.scatter(X_train[:, 0],
X_train[:, 1],
c='white',
s=s,
edgecolors='k')
b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='gold', s=s, edgecolors='k')
plt.axis('tight')
plt.legend([a.collections[0], b1, b2], [
"Learned Frontier", "Training Observations", "New Regular Observations"
],
loc="best",
prop=matplotlib.font_manager.FontProperties(size=14))
plt.xlabel("Error Train: %.2f%% and Error Novel Regular: %.2f%%" %
(error_train, error_novel),
fontsize=13,
weight="bold")
plt.yticks(fontsize=14)
plt.xticks(fontsize=14)
plt.title(
'Novelty Detection using Local Outlier Factor of Ransomware Families\'\nSequence #1, #2, #3, and #4 Counts from 15 minutes of IRP Logs',
fontsize=14,
weight='bold')
plt.show()
# Save figure
myFig.savefig(
'sequence_mining_analysis/Results/novelty_detection/Local_Outlier_Factor/15_mins_sequences_1_2_3_4.png',
format='png',
dpi=150)
myFig.savefig(
'sequence_mining_analysis/Results/novelty_detection/Local_Outlier_Factor/15_mins_sequences_1_2_3_4.eps',
format='eps',
dpi=1200)
# Generate some abnormal novel observations
X_outliers = np.random.uniform(low=-4, high=4, size=(20, 2))
# fit the model for novelty detection (novelty=True)
clf = LocalOutlierFactor(n_neighbors=20, novelty=True, contamination=0.1)
clf.fit(X_train)
# DO NOT use predict, decision_function and score_samples on X_train as this
# would give wrong results but only on new unseen data (not used in X_train),
# e.g. X_test, X_outliers or the meshgrid
y_pred_test = clf.predict(X_test)
y_pred_outliers = clf.predict(X_outliers)
n_error_test = y_pred_test[y_pred_test == -1].size
n_error_outliers = y_pred_outliers[y_pred_outliers == 1].size
# plot the learned frontier, the points, and the nearest vectors to the plane
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.title("Novelty Detection with LOF")
plt.contourf(xx, yy, Z, levels=np.linspace(Z.min(), 0, 7), cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='darkred')
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors='palevioletred')
s = 40
b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c='white', s=s, edgecolors='k')
b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='blueviolet', s=s,
edgecolors='k')
c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c='gold', s=s,
edgecolors='k')
plt.axis('tight')
plt.xlim((-5, 5))
# Generate some abnormal novel observations
X_outliers = np.random.uniform(low=-4, high=4, size=(20, 2))
# fit the model for novelty detection (novelty=True)
clf = LocalOutlierFactor(n_neighbors=20, novelty=True, contamination=0.1)
clf.fit(X_train)
# DO NOT use predict, decision_function and score_samples on X_train as this
# would give wrong results but only on new unseen data (not used in X_train),
# e.g. X_test, X_outliers or the meshgrid
y_pred_test = clf.predict(X_test)
y_pred_outliers = clf.predict(X_outliers)
n_error_test = y_pred_test[y_pred_test == -1].size
n_error_outliers = y_pred_outliers[y_pred_outliers == 1].size
# plot the learned frontier, the points, and the nearest vectors to the plane
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.title("Novelty Detection with LOF")
plt.contourf(xx, yy, Z, levels=np.linspace(Z.min(), 0, 7), cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors="darkred")
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors="palevioletred")
s = 40
b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c="white", s=s, edgecolors="k")
b2 = plt.scatter(X_test[:, 0],
X_test[:, 1],
c="blueviolet",
s=s,
edgecolors="k")
c = plt.scatter(X_outliers[:, 0],
offset_:偏移量用于从原始分数中获取二进制标签。negative_outlier_factor小于的观察值offset_ 被检测为异常。默认的偏移设置为-1.5（inliers score around -1），除非提供的污染参数不同于“自动”。在那种情况下，以这样的方式定义偏移量，即我们可以在训练中获得预期的异常值数量。
'''
clf = LocalOutlierFactor(novelty=True)
#训练模型
clf.fit(X_train[0:40])
#训练数据集的异常得分
print(clf.negative_outlier_factor_)
#预测数据是否是异常值，正常值返回1，异常值返回-1
print(clf.predict(mix_data))
#预测数据的异常度：LOF的值越接近1，越可能是正常样本，LOF的值越大于1，则越可能是异常样本
y_score = -clf.decision_function(mix_data)
print(y_score)
# 生成画布
fig = plt.figure()
#生成子图
ax1 = fig.add_subplot(121)
ax1.set_title("标签-异常值显示图", fontproperties=font_set)
ax1.scatter(mix_lable, -clf.decision_function(mix_data), c=mix_lable)
ax1.set_xlabel('标签', fontproperties=font_set)
ax1.set_ylabel('异常度', fontproperties=font_set)
ax2 = fig.add_subplot(122)
fpr, tpr, threshold = metrics.roc_curve(mix_lable, y_score)
auc = metrics.auc(fpr, tpr)
lim_inf = X.min(axis=0)
lim_sup = X.max(axis=0)
volume_support = (lim_sup - lim_inf).prod()
t = np.arange(0, 100 / volume_support, 0.01 / volume_support)
axis_alpha = np.arange(alpha_min, alpha_max, 0.0001)
unif = np.random.uniform(lim_inf, lim_sup,
size=(n_generated, n_features))
# fit:
print('IsolationForest processing...')
iforest = IsolationForest()
iforest.fit(X_train)
s_X_iforest = iforest.decision_function(X_train)
print('LocalOutlierFactor processing...')
lof.fit(X_train)
s_X_lof = lof.decision_function(X_train)
print('OneClassSVM processing...')
ocsvm.fit(X_train)
s_X_ocsvm = ocsvm.decision_function(X_train).reshape(1, -1)[0]
s_unif_iforest = iforest.decision_function(unif)
s_unif_lof = lof.decision_function(unif)
s_unif_ocsvm = ocsvm.decision_function(unif).reshape(1, -1)[0]
plt.subplot(121)
print("t ist: " ,t)
print("t_max ist : " , t_max)
print("volume_support ist: " , volume_support)
print("unif ist: ", unif)
auc_iforest, em_iforest, amax_iforest = em(t, t_max,
outlier_ratio = 0.05
nomal = inlier_num
data, __ = STL10_read()
anormal = list(range(10))
anormal.remove(nomal)
aa = data[nomal]
o_num = (aa.shape[0] / (1 - outlier_ratio) - aa.shape[0]) / 9
#cut = np.shape(aa)[0]
label = nomal * np.ones((np.shape(aa)[0], 1))
for i in anormal:
_ = data[i]
index = np.random.choice(np.shape(_)[0], np.int(o_num))
aa = np.vstack((aa, _[index]))
label = np.vstack((label, i * np.ones((np.int(o_num), 1))))
data = aa
data = np.reshape(data, (-1, 96 * 96 * 3))
clf = LocalOutlierFactor(n_neighbors=200,
novelty=True,
contamination=outlier_ratio)
clf.fit(data)
label_pred = clf.predict(data)
TPR, TNR, F1 = performance(label, label_pred, nomal)
score = -clf.decision_function(data)
fpr, tpr, thresholds = roc_curve(np.reshape(label, [np.shape(data)[0], 1]),
score,
pos_label=inlier_num)
print('auc=')
print(1 - auc(fpr, tpr))
X_test = X[n_samples_train:, :]
y_train = y[:n_samples_train]
y_test = y[n_samples_train:]
# # training only on normal data:
# X_train = X_train[y_train == 0]
# y_train = y_train[y_train == 0]
print('LocalOutlierFactor processing...')
model = LocalOutlierFactor(n_neighbors=20)
tstart = time()
model.fit(X_train)
fit_time += time() - tstart
tstart = time()
scoring = -model.decision_function(X_test) # the lower,the more normal
predict_time += time() - tstart
fpr_, tpr_, thresholds_ = roc_curve(y_test, scoring)
if fit_time + predict_time > max_time:
raise TimeoutError
f = interp1d(fpr_, tpr_)
tpr += f(x_axis)
tpr[0] = 0.
precision_, recall_ = precision_recall_curve(y_test, scoring)[:2]
# cluster: old version of scipy -> interpol1d needs sorted x_input
arg_sorted = recall_.argsort()
recall_ = recall_[arg_sorted]
def get_clustermodel(df_train,df_test,outliers_fraction):
#Remove once pfunction in implemented
#df_train = s_train
#df_test = s_test
ocsvm_max_train = 10000
n_samples_train = df_train.shape[0]
# define models:
iforest = IsolationForest(max_samples=100, random_state=42, behaviour="new", contamination=outliers_fraction)
lof = LocalOutlierFactor(n_neighbors=20, algorithm='auto', leaf_size=30,metric='minkowski',contamination=outliers_fraction,novelty=True)
ocsvm = OneClassSVM(kernel='linear',gamma='auto', coef0=0.0, tol=0.001, nu=outliers_fraction, \
shrinking=True, cache_size=500, verbose=False, max_iter=-1)
print('end of iForest,lof and OCSVM model creation')
iforest_model = iforest.fit(df_train)
print('end of iForest model training')
#Local Outlier Factor only looks at the local neighbourhood of a data point and hence cannot make predictions on out of sample data points.
#Hence we work directly with X_test here.
lof_model = lof.fit(df_train)
print('Local Outlier Factor test model completed')
ocsvm_model = ocsvm.fit(df_train[:min(ocsvm_max_train, n_samples_train - 1)])
print('end of ocsvm model training!')
#Anomaly Score
iforest_anomalyscore = iforest.decision_function(df_test)#Predicts the anomaly score
lof_anomalyscore = lof.decision_function(df_test)
ocsvm_anomalyscore = ocsvm.decision_function(df_test)
print('end of models - Anomaly score!')
#Outliers / Anomaly data Points
#LOF - Use the Negative Factor (Value is output in Negative so get the distcint)
# lof_outlier = lof_model.predict(df_test)
#iforest_outlier = iforest_model.predict(df_test)
#ocsvm_outlier = ocsvm_model.predict(df_test)
#lof_y_pred=np.array(lof_outlier) #Convert to an array
#lof_y_pred[lof_y_pred == 1] = 0
#lof_y_pred[lof_y_pred == -1] = 1 #Anomalous score based LOF prediction
#iforest_y_pred=np.array(iforest_outlier) #Convert to an array
#iforest_y_pred[iforest_y_pred == 1] = 0
# iforest_y_pred[iforest_y_pred == -1] = 1 #Anomalous score based iForest prediction
#ocsvm_y_pred=np.array(ocsvm_outlier) #Convert to an array
#ocsvm_y_pred[ocsvm_y_pred * (-1) == -1] = 1 #Anomalous score based OCSVM prediction
#ocsvm_y_pred[ocsvm_y_pred * (-1) == 1] = 0
# iforest_y_pred=np.array(iforest_anomalyscore) #Convert to an array
# iforest_y_pred[iforest_anomalyscore>=np.percentile(iforest_anomalyscore,99)]=1 #Anomalous score based on the 99% percentile
# iforest_y_pred[iforest_anomalyscore<np.percentile(iforest_anomalyscore,99)]=0
# ocsvm_y_pred=np.array(ocsvm_anomalyscore) #Convert to an array
#ocsvm_y_pred[ocsvm_anomalyscore>=np.percentile(ocsvm_anomalyscore,99)]=1 #Anomalous score based on the 99% percentile
#ocsvm_y_pred[ocsvm_anomalyscore<np.percentile(ocsvm_anomalyscore,99)]=0
return iforest_model,lof_model,ocsvm_model ,iforest_anomalyscore,lof_anomalyscore,ocsvm_anomalyscore
X_test = X[n_samples_train:, :]
y_train = y[:n_samples_train]
y_test = y[n_samples_train:]
# # training only on normal data:
# X_train = X_train[y_train == 0]
# y_train = y_train[y_train == 0]
print('LocalOutlierFactor processing...')
model = LocalOutlierFactor(n_neighbors=20)
tstart = time()
model.fit(X_train)
fit_time += time() - tstart
tstart = time()
scoring = -model.decision_function(
X_test) # the lower,the more normal
predict_time += time() - tstart
fpr_, tpr_, thresholds_ = roc_curve(y_test, scoring)
if fit_time + predict_time > max_time:
raise TimeoutError
f = interp1d(fpr_, tpr_)
tpr += f(x_axis)
tpr[0] = 0.
precision_, recall_ = precision_recall_curve(y_test, scoring)[:2]
# cluster: old version of scipy -> interpol1d needs sorted x_input
arg_sorted = recall_.argsort()
recall_ = recall_[arg_sorted]
lim_sup = X.max(axis=0)
volume_support = (lim_sup - lim_inf).prod()
t = np.arange(0, 100 / volume_support, 0.01 / volume_support)
axis_alpha = np.arange(alpha_min, alpha_max, 0.0001)
unif = np.random.uniform(lim_inf, lim_sup,
size=(n_generated, n_features))
# fit:
print('IsolationForest processing...')
iforest = IsolationForest()
iforest.fit(X_train)
s_X_iforest = iforest.decision_function(X_test)
print('LocalOutlierFactor processing...')
lof = LocalOutlierFactor(n_neighbors=20)
lof.fit(X_train)
s_X_lof = lof.decision_function(X_test)
print('OneClassSVM processing...')
ocsvm = OneClassSVM()
ocsvm.fit(X_train[:min(ocsvm_max_train, n_samples_train - 1)])
s_X_ocsvm = ocsvm.decision_function(X_test).reshape(1, -1)[0]
s_unif_iforest = iforest.decision_function(unif)
s_unif_lof = lof.decision_function(unif)
s_unif_ocsvm = ocsvm.decision_function(unif).reshape(1, -1)[0]
plt.subplot(121)
auc_iforest, em_iforest, amax_iforest = em(t, t_max,
volume_support,
s_unif_iforest,
s_X_iforest, n_generated)
auc_lof, em_lof, amax_lof = em(t, t_max, volume_support,
s_unif_lof, s_X_lof, n_generated)
# 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 LocalOutlierFactor
clf_name = 'LOF'
clf = LocalOutlierFactor(n_neighbors=3, novelty=False)
clf.fit(X_train)
# get the prediction labels and outlier scores of the training data
y_train_pred = clf.predict(X_train) # binary labels (0: inliers, 1: outliers)
y_train_scores = clf.decision_function(X_train) # raw outlier scores
# get the prediction on the test data, cannot predict train data(normal)
clf = LocalOutlierFactor(n_neighbors=3, novelty=True)
clf.fit(X_train)
y_test_pred = clf.predict(X_test) # outlier labels (0 or 1)
y_test_scores = clf.decision_function(X_test) # outlier scores
# Step 2: Determine the cut point
import matplotlib.pyplot as plt
plt.hist(y_test_scores, bins='auto')
plt.title("Histogram with LOF Anomaly Scores")
plt.show()
test_scores = pd.DataFrame({'Scores': y_test_scores, 'Labels': y_test_pred})
pd.DataFrame({
knn_dist_all_grids, knn_ind_grids = model_knn.kneighbors(autoscaled_x_grids)
knn_dist_grids = knn_dist_all_grids.mean(axis=1)
knn_dist_grids = knn_dist_grids.reshape(xx.shape)
# plot
plt.title('k-NN')
plt.contour(xx,
yy,
knn_dist_grids,
levels=[knn_dist_threshold],
linewidths=2,
colors='darkred')
plt.plot(x[:, 0], x[:, 1], 'x')
plt.xlabel('x1')
plt.ylabel('x2')
plt.show()
# LOF
model_lof = LocalOutlierFactor(n_neighbors=k,
novelty=True,
contamination=rate_of_outliers)
model_lof.fit(autoscaled_x)
lof_grids = model_lof.decision_function(autoscaled_x_grids)
lof_grids = lof_grids.reshape(xx.shape)
# plot
plt.title('LOF')
plt.contour(xx, yy, lof_grids, levels=[0], linewidths=2, colors='darkred')
plt.plot(x[:, 0], x[:, 1], 'x')
plt.xlabel('x1')
plt.ylabel('x2')
plt.show()
data_scaled_means.to_csv("../../data/data_scaled_means.csv", index=False)
##############
### Machine learning models
## Isolation Forest
ilf = IsolationForest().fit(data_scaled_means)
answerIF_proba = abs(ilf.score_samples(data_scaled_means))
answerIF_proba = pd.DataFrame({'target': answerIF_proba})
pickle.dump(ilf, open("../../data/model/IsolationForest", "wb"))
## Local Outlier Factor
lof = LocalOutlierFactor(n_neighbors=2, novelty=True)
lof.fit(data_scaled_means)
answerLOF_proba = lof.decision_function(data_scaled_means)
answerLOF_proba = 1 - ((answerLOF_proba - answerLOF_proba.min()) /
(answerLOF_proba.max() - answerLOF_proba.min()))
answerLOF_proba = pd.DataFrame({'target': answerLOF_proba})
pickle.dump(lof, open("../../data/model/LocalOutlierFactor", "wb"))
## Elliptic Envelope
ee = EllipticEnvelope()
ee.fit(data_scaled_means)
answerEE_proba = ee.decision_function(data_scaled_means)
answerEE_proba = 1 - (answerEE_proba - 3 * answerEE_proba.min()) * 10**12
answerEE_proba = pd.DataFrame({'target': answerEE_proba})
pickle.dump(ee, open("../../data/model/EllipticEnvelope", "wb"))
##############
AE.fit(X_train)
ae_pred_proba = AE.predict_proba(X_test)[:, 1]
aucs_ae_ws[r] = evaluate.AUC(ae_pred_proba, y_test)
auc_ae_ws = np.mean(aucs_ae_ws)
# --- one-class-SVM --- #
clf = svm.OneClassSVM(kernel="rbf")
clf.fit(X_train)
sklearn_score_anomalies = clf.decision_function(X_test)
original_paper_score = [-1 * s + 0.5 for s in sklearn_score_anomalies]
auc_svm_ws = evaluate.AUC(original_paper_score, y_test)
# --- LOF --- #
lof = LocalOutlierFactor(novelty=True)
lof.fit(X_train)
sklearn_score_anomalies = lof.decision_function(X_test)
original_paper_score = [-1 * s + 0.5 for s in sklearn_score_anomalies]
auc_lof_ws = evaluate.AUC(original_paper_score, y_test)
# --- LODA --- #
aucs_loda_ws = np.zeros(num_of_experiments)
for r in tqdm(range(num_of_experiments)):
loda = LODA()
loda.fit(X_train)
y_pred_proba_loda = np.zeros(X_test.shape[0])
for i in tqdm(range(X_test.shape[0])):
loda.fit(X_test[i, :].reshape(1, -1))
y_pred_proba_loda[i] = loda.decision_function(X_test[i, :].reshape(
1, -1))
aucs_loda_ws[r] = evaluate.AUC(1 - y_pred_proba_loda, y_test)
auc_loda_ws = np.mean(aucs_loda_ws)
class ApplicabilityDomain():
def __init__(self,
method_name='ocsvm',
rate_of_outliers=0.01,
gamma='auto',
nu=0.5,
n_neighbors=10,
metric='minkowski',
p=2):
"""
Applicability Domain (AD)
Parameters
----------
method_name: str, default 'ocsvm'
The name of method to set AD. 'knn', 'lof', or 'ocsvm'
rate_of_outliers: float, default 0.01
Rate of outlier samples. This is used to set threshold
gamma : (only for 'ocsvm') float, default ’auto’
Kernel coefficient for ‘rbf’. Current default is ‘auto’ which optimize gamma to maximize variance in Gram matrix
nu : (only for 'ocsvm') float, default 0.5
An upper bound on the fraction of training errors and a lower bound of the fraction of support vectors. Should be in the interval (0, 1]. By default 0.5 will be taken.
https://scikit-learn.org/stable/modules/generated/sklearn.svm.OneClassSVM.html#sklearn.svm.OneClassSVM
n_neighbors: (only for 'knn' and 'lof') int, default 10
Number of neighbors to use for each query
https://scikit-learn.org/stable/modules/generated/sklearn.neighbors.NearestNeighbors.html
metric : string or callable, default ‘minkowski’
Metric to use for distance computation. Any metric from scikit-learn or scipy.spatial.distance can be used.
https://scikit-learn.org/stable/modules/generated/sklearn.neighbors.NearestNeighbors.html
p : integer, default 2
Parameter for the Minkowski metric from sklearn.metrics.pairwise.pairwise_distances. When p = 1, this is equivalent to using manhattan_distance (l1), and euclidean_distance (l2) for p = 2. For arbitrary p, minkowski_distance (l_p) is used.
https://scikit-learn.org/stable/modules/generated/sklearn.neighbors.NearestNeighbors.html
"""
if method_name != 'knn' and method_name != 'lof' and method_name != 'ocsvm':
sys.exit(
'There is no ad method named \'{0}\'. Please check the variable of method_name.'
.format(method_name))
self.method_name = method_name
self.rate_of_outliers = rate_of_outliers
self.gamma = gamma
self.nu = nu
self.n_neighbors = n_neighbors
self.metric = metric
self.p = p
def fit(self, x):
"""
Applicability Domain (AD)
Set AD
Parameters
----------
x : numpy.array or pandas.DataFrame
m x n matrix of X-variables of training data,
m is the number of training sammples and
n is the number of X-variables
"""
x = np.array(x)
if self.method_name == 'ocsvm':
if self.gamma == 'auto':
ocsvm_gammas = 2**np.arange(-20, 11, dtype=float)
variance_of_gram_matrix = []
for index, ocsvm_gamma in enumerate(ocsvm_gammas):
gram_matrix = np.exp(-ocsvm_gamma *
cdist(x, x, metric='seuclidean'))
variance_of_gram_matrix.append(gram_matrix.var(ddof=1))
self.optimal_gamma = ocsvm_gammas[
variance_of_gram_matrix.index(
max(variance_of_gram_matrix))]
else:
self.optimal_gamma = self.gamma
self.ad = OneClassSVM(kernel='rbf',
gamma=self.optimal_gamma,
nu=self.nu)
self.ad.fit(x)
ad_values = np.ndarray.flatten(self.ad.decision_function(x))
elif self.method_name == 'knn':
self.ad = NearestNeighbors(n_neighbors=self.n_neighbors)
self.ad.fit(x)
knn_dist_all, knn_ind_all = self.ad.kneighbors(None)
ad_values = 1 / (knn_dist_all.mean(axis=1) + 1)
elif self.method_name == 'lof':
self.ad = LocalOutlierFactor(novelty=True,
contamination=self.rate_of_outliers)
self.ad.fit(x)
ad_values = self.ad.negative_outlier_factor_ - self.ad.offset_
self.offset = np.percentile(ad_values, 100 * self.rate_of_outliers)
def predict(self, x):
"""
Applicability Domain (AD)
Predict AD-values
Parameters
----------
x : numpy.array or pandas.DataFrame
k x n matrix of X-variables of test data, which is autoscaled with training data,
and k is the number of test samples
Returns
-------
ad_values : numpy.array, shape (n_samples,)
values lower than 0 means outside of AD
"""
x = np.array(x)
if self.method_name == 'ocsvm':
ad_values = np.ndarray.flatten(self.ad.decision_function(x))
elif self.method_name == 'knn':
knn_dist_all, knn_ind_all = self.ad.kneighbors(x)
ad_values = 1 / (knn_dist_all.mean(axis=1) + 1)
elif self.method_name == 'lof':
ad_values = np.ndarray.flatten(self.ad.decision_function(x))
return ad_values - self.offset
lim_inf = X.min(axis=0)
lim_sup = X.max(axis=0)
volume_support = (lim_sup - lim_inf).prod()
t = np.arange(0, 100 / volume_support, 0.01 / volume_support)
axis_alpha = np.arange(alpha_min, alpha_max, 0.0001)
unif = np.random.uniform(lim_inf, lim_sup, size=(n_generated, n_features))
# fit:
print('IsolationForest processing...')
iforest = IsolationForest()
iforest.fit(X_train)
s_X_iforest = iforest.decision_function(X_test)
print('LocalOutlierFactor processing...')
lof = LocalOutlierFactor(n_neighbors=20)
lof.fit(X_train)
s_X_lof = lof.decision_function(X_test)
print('OneClassSVM processing...')
ocsvm = OneClassSVM()
ocsvm.fit(X_train[:min(ocsvm_max_train, n_samples_train - 1)])
s_X_ocsvm = ocsvm.decision_function(X_test).reshape(1, -1)[0]
s_unif_iforest = iforest.decision_function(unif)
s_unif_lof = lof.decision_function(unif)
s_unif_ocsvm = ocsvm.decision_function(unif).reshape(1, -1)[0]
plt.subplot(121)
auc_iforest, em_iforest, amax_iforest = em(t, t_max, volume_support,
s_unif_iforest, s_X_iforest,
n_generated)
auc_lof, em_lof, amax_lof = em(t, t_max, volume_support, s_unif_lof,
s_X_lof, n_generated)
def eval_model(self, x, criterion='distance'):
self.r_net.eval()
x_random = copy.deepcopy(x)
np.random.shuffle(x_random)
if criterion == 'distance':
print('[INFO] Using criterion distance...')
x = torch.FloatTensor(x)
x_random = torch.FloatTensor(x_random)
if self.USE_GPU:
x = x.cuda()
x_random = x_random.cuda()
r_target = self.r_target_net(x)
r_pred = self.r_net(x)
gap_loss = torch.mean(F.mse_loss(r_pred,
r_target,
reduction='none'),
dim=1)
r_target_random = self.r_target_net(x_random).detach()
r_pred_random = self.r_net(x_random)
xy = F.normalize(r_target, p=1, dim=1) * F.normalize(
r_target_random, p=1, dim=1)
x_y_ = F.normalize(r_pred, p=1, dim=1) * F.normalize(
r_pred_random, p=1, dim=1)
pair_wise_loss = torch.mean(F.mse_loss(xy, x_y_, reduction='none'),
dim=1)
scores = gap_loss + pair_wise_loss
return scores.data.cpu().numpy()
elif criterion == 'lof':
print('[INFO] Using criterion LOF...')
x = torch.FloatTensor(x)
if self.USE_GPU:
x = x.cuda()
with torch.no_grad():
r_pred = self.r_net(x)
representations = r_pred.cpu().numpy()
clf = LocalOutlierFactor(novelty=True)
clf.fit(representations)
scores = 1 - clf.decision_function(representations)
return scores
elif criterion == 'iforest':
print('[INFO] Using criterion iForest...')
x = torch.FloatTensor(x)
if self.USE_GPU:
x = x.cuda()
with torch.no_grad():
r_pred = self.r_net(x)
representations = r_pred.cpu().numpy()
clf = IsolationForest()
clf.fit(representations)
scores = 1 - clf.decision_function(representations)
return scores
else:
raise ValueError('Invalid criterion!')
class Profile:
def __init__(self, ip, train_size=100, tx_interval=-1, score_window=10):
self.ip_addr = ip
self.tx_interval = tx_interval
self.train_size = train_size
self.samples = []
self.detector = LocalOutlierFactor(novelty=True)
self.scaler = StandardScaler()
self.KS_population = []
self._updated = False
self._last_vjits = ringwindow(15)
self.score_window = score_window # the averaging window used over the anomaly scores. Larger windows increase robustness bu increase detection delay too.
self._last_scores = ringwindow(self.score_window, 1)
self._last_labels = ringwindow(self.score_window, 1)
self.n_packets_lost_lastprobe = 0
def set_ip(self, ip):
self.ip_addr = ip
self._updated = True
def set_tx_interval(self, value):
self.tx_interval = value
self._updated = True
def set_train_size(self, value):
self.train_size = value
self.samples = self.samples[np.max((
len(self.samples) - self.train_size,
0)):] # take top most recent samples
if not self.inTraining(): #refit model to current samples
self.scaler.fit(np.vstack(self.samples))
self.detector = self.detector.fit(
self.scaler.transform(np.vstack(self.samples)))
self._updated = True
def trainProgress(self):
return np.double(len(self.samples)) / np.double(self.train_size)
def inTraining(self):
return len(self.samples) < self.train_size
def process(self, raw_probe, printProgress=False):
#check probe integrity
n_lost_packets = np.sum(np.array(
raw_probe[1]) == 0) #number of those with no response
if n_lost_packets == len(raw_probe[1]): #all packets were lost
return -3, self._last_labels.get_mean()
if n_lost_packets > 0: #some packets were lost (we can't accuralty compute the probe)
self.n_packets_lost_lastprobe = n_lost_packets
if n_lost_packets <= 200: #we will still try and execute if only a few were lost
# perform partial feature extraction
x = self.extract_features_partial(raw_probe)
# execute partial profile
return self._process(x, printProgress, wasPartial=True)
else:
return -2, self._last_labels.get_mean()
else: #no packets lost:
self.n_packets_lost_lastprobe = 0
#perform feature extraction
x = self.extract_features(raw_probe)
#train/execute profile
return self._process(x, printProgress)
def _process(
self,
x,
printProgress=False,
wasPartial=False
): #learns and then scores sample. If still in training, 0 is returned.
if self.inTraining() and wasPartial:
return -2, 1
if self.inTraining():
self.samples.append(x)
self.samples = self.samples[np.max((
len(self.samples) - self.train_size,
0)):] #take top most recent samples
if not self.inTraining():
self.scaler.fit(np.vstack(self.samples))
self.detector = self.detector.fit(
self.scaler.transform(np.vstack(self.samples)))
if printProgress:
progressbar(self.train_size,
len(self.samples),
pretext="Training")
self._updated = True
return 1, 1.0
else:
if wasPartial:
label = self.classify_sample(x) #update scores
label = -2
else:
label = self.classify_sample(x)
score = self._last_labels.get_mean()
return label, score
def score_sample(self, x):
if self.inTraining():
return #1.0
else: #model is trained
return self._last_scores.insert_get_mean(
self.detector.decision_function(self.scaler.transform(x))
[0]) # * -1 # larger is more anomalous
def classify_sample(self, x):
if self.inTraining():
return 1
else: #model is trained
m_label = self._last_labels.insert_get_mean(
self.detector.predict(
self.scaler.transform(x))[0]) #1:normal, -1:anomaly
return -1 if m_label < 0 else 1
def extract_features(self, raw_probe):
tx_times = np.array(raw_probe[0])
rx_times = np.array(raw_probe[1])
mls_seq = np.array(raw_probe[2])
# Feature 1: v_ie
rtt = rx_times - tx_times
rtt_f = np.fft.fft(rtt)
mls_seq_f = np.fft.fft(mls_seq)
v_ie = np.sum(np.abs(
(rtt_f / mls_seq_f))**2) / len(rtt_f) # total energy of impulse
# Feature 2: v_dc
if (mls_seq == 0).all(): # should not happen (means MLS was all zeros)
v_dc = np.mean(rtt)
else:
v_dc = np.mean(rtt[
mls_seq == 1]) # the average rtt of the largest payload pings
# Feature 3: v_jit
jitter = np.diff(rx_times, n=1)
if len(self.KS_population) == 0:
m_pv = 1
else:
pvs = np.zeros(len(self.KS_population))
for i in range(len(self.KS_population)):
pvs[i] = ks_2samp(self.KS_population[i], jitter)[0]
m_pv = np.max(pvs)
v_jit = 0.0 if m_pv < 0.1 else 1.0
# update KS model
set_size = 30
if self.inTraining():
if (len(self.KS_population) < set_size) or (np.random.rand() >
0.7):
self.KS_population.append(jitter)
self.KS_population = self.KS_population[np.max((
len(self.KS_population) - set_size, 0)):]
self._updated = True
return np.array([[v_ie, v_dc, v_jit]])
def extract_features_partial(self, raw_probe):
tx_times = np.array(raw_probe[0])
rx_times = np.array(raw_probe[1])
mls_seq = np.array(raw_probe[2])
good = rx_times != 0
rtt = rx_times[good] - tx_times[good]
average_sample = np.mean(np.vstack(self.samples), axis=0)
# Feature 1: v_ie AVERAGE (not tested)
v_ie = average_sample[0]
# Feature 2: v_dc
if (mls_seq == 0).all(): # should not happen (means MLS was all zeros)
v_dc = np.mean(rtt)
else:
v_dc = np.mean(
rtt[mls_seq[good] ==
1]) # the average rtt of the largest payload pings
# Feature 3: v_jit AVERAGE (not tested)
v_jit = average_sample[2]
return np.array([[v_ie, v_dc, v_jit]])
def identify_outliers(df,algorithm=0, detailed=False):
"""Identifies outliers in multi dimension.
Dataset has to be parsed as numeric beforehand.
"""
# df_exclude_target = df[df.columns.difference([target])] # exclude target from data
df_exclude_target = df.iloc[:,:-1]
df_numeric = df_exclude_target.select_dtypes(include=[np.number]) # keep only numeric type features
total_length = len(df_numeric) # total length of the dataframe, used for computing contamination later
# print(total_length)
outliers_count = np.zeros(len(df_numeric.columns)) # number of outliers of each feature
dict_outliers = {}
flag = False
df_union = pd.DataFrame()
for i, col in enumerate(df_numeric.columns):
# if(df_numeric[col].dtype in [np.number]): # bug! to be figured out
# first detect outliers in each column
# keep only the ones that are out of +3 to -3 standard deviations in the column 'Data'.
dict_outliers[col] = df_numeric[~(np.abs(df_numeric[col]-df_numeric[col].mean())<(3*df_numeric[col].std()))] # ~ means the other way around
# combine all the rows containing outliers in one feature
df_union = df_union.combine_first(dict_outliers[col])
# print(dict_outliers[col])
if len(dict_outliers[col]) != 0:
outliers_count[i] = len(dict_outliers[col])
flag = True
if detailed:
print("There are {} outliers in variable {}".format(len(dict_outliers[col]), col))
print(dict_outliers[col][col])
print("")
else:
if detailed:
print("No outliers are detected in variable {}".format(col))
print("")
# boxplot: show outliers in each feature
# feature scaling
ss = StandardScaler()
df_scaled = ss.fit_transform(df_numeric)
df_scaled = pd.DataFrame(df_scaled, columns=df_numeric.columns)
df_scaled.head()
# draw box plot for numeric variables
fig = plt.figure(figsize=(6, 4))
fig.subplots_adjust(top=0.93, wspace=0)
ax = sns.boxplot(data=df_scaled, palette="Set1")
ax.set_xticklabels(ax.get_xticklabels(), rotation=40, ha="right")
plt.show()
# Two options to estimate the propotion of outliers
# One is to take the number of outliers in the feature containing most outliers
# The other is to take the length of the union of rows containing outliers in any feature
# print(outliers_count)
# print(df_union)
# max_outliers = max(outliers_count)
max_outliers = len(df_union)
# print("max outliers number is {}".format(max_outliers))
# if flag:
# print("Outliers detected")
# print("")
# else:
# print("No outliers detected")
# print("")
# plt.show()
contamination = max_outliers / total_length
X = np.asarray(df_numeric)
if algorithm == 2:
clf = svm.OneClassSVM(nu=0.95 * contamination + 0.05)
clf.fit(X)
y_pred = clf.predict(X)
elif algorithm == 1:
clf = LocalOutlierFactor(n_neighbors=20, contamination=contamination)
y_pred = clf.fit_predict(X)
else:
clf = IsolationForest(contamination = contamination)
clf.fit(X)
y_pred = clf.predict(X)
# print(y_pred)
outlier_index, = np.where(y_pred == -1)
df_outliers = df_numeric.iloc[outlier_index.tolist()]
# print(outlier_index)
if algorithm == 1:
anomaly_score = y_pred # decision function only available for novelty detection for in lof
else:
anomaly_score = clf.decision_function(X) # p_pred: The anomaly score of the input samples. The lower, The more abnormal.
anomaly_score = pd.DataFrame(anomaly_score, columns=['anomaly_score'])
df_with_anomaly_score = pd.concat([df, anomaly_score], axis=1)
df_with_anomaly_score
df_sorted = df_with_anomaly_score.sort_values(by='anomaly_score')
cm = sns.diverging_palette(10, 220, sep=80, n=7, as_cmap=True)
df_styled = df_sorted.style.background_gradient(cmap=cm, subset=['anomaly_score']).apply(highlight_outlier, subset=df_sorted.columns[:-1])
# print("*********************************************")
# print("Outliers detected in multi dimensional space:")
# print("*********************************************")
# print(df_numeric.iloc[outlier_index.tolist()])
df_pred = pd.DataFrame(y_pred, columns=['pred'])
display(df_styled)
return df_scaled, df_styled, df_outliers, df_pred, outliers_count
