示例#1
0
 def score(self, X, y):
     scores = outlier.SWLOF(**self.params).fit_predict(X[:,:-1])
     if np.any(np.isnan(scores)):
         print ('Warning: marking NaN as non-outlier')
         scores[np.isnan(scores)] = 0
     return compute_training_score(y, transform_scores(scores))
示例#2
0
        wrapper = wLODA()
        best_param = parameter_tuning(param, np.hstack((data[0:training_len,:],timestamps[0:training_len,:])), labels[0:training_len], wrapper)
    else:
        print("ERROR: Invalid algorithm! \n")
        quit()
    print("--------------")

    for idx in range(nrep):
        if alg=='sdo':
            detector = pysdo.SDO(k=best_param['k'], x=best_param['x'], qv=best_param['qv'], random_state=idx, chunksize=blocksize+1, return_scores = True)
        elif alg=='sdostream':
            detector = outlier.SDOstream(k=best_param['k'], T=timepam, x=best_param['x'], qv=best_param['qv'], seed=idx)
        elif alg=='swknn':
            detector = outlier.SWKNN(k=best_param['k'], window=timepam)
        elif alg=='swlof':
            detector = outlier.SWLOF(k=best_param['k'], window=timepam)
        elif alg=='rrct':
            detector = outlier.SWRRCT(n_estimators=best_param['n_estimators'], window=timepam, seed=idx, n_jobs=1)
        elif alg=='xstream':
            detector = xStream(k=best_param['k'], c=best_param['c'], d=best_param['d'], init_sample=timepam, seed=idx)
        elif alg=='rshash':
            detector = outlier.RSHash(n_estimators=best_param['n_estimators'], cms_w=best_param['cms_w'], cms_d=best_param['cms_d'], window=timepam, seed=idx, n_jobs=1)
        elif alg=='loda':
            detector = outlier.LODA(n_projections=best_param['n_projections'], n_bins=best_param['n_bins'], window=timepam)
        print("Run ",idx , " of ", nrep)

        scores = np.zeros(data.shape[0])
        ### TRAINING
        start_tr = time.time()
        scores[:training_len] = detector.fit_predict(data[:training_len,:])
        end_tr = time.time()