def test_value_error_threshold(dataset):
with pytest.raises(ValueError):
GMMOutlierDetector(threshold=10).fit(dataset)
with pytest.raises(ValueError):
GMMOutlierDetector(threshold=-10).fit(dataset)
with pytest.raises(ValueError):
GMMOutlierDetector(megatondinosaurhead=1).fit(dataset)
with pytest.raises(ValueError):
GMMOutlierDetector(method="dinosaurhead").fit(dataset)
with pytest.raises(ValueError):
GMMOutlierDetector(threshold=-10, method="stddev").fit(dataset)
def test_estimator_checks(test_fn):
clf_quantile = GMMOutlierDetector(threshold=0.999, method="quantile")
test_fn(GMMOutlierDetector.__name__ + "_quantile", clf_quantile)
clf_stddev = GMMOutlierDetector(threshold=2, method="stddev")
test_fn(GMMOutlierDetector.__name__ + "_stddev", clf_stddev)
bayes_clf_quantile = BayesianGMMOutlierDetector(threshold=0.999, method="quantile")
test_fn(BayesianGMMOutlierDetector.__name__ + "_quantile", bayes_clf_quantile)
bayes_clf_stddev = BayesianGMMOutlierDetector(threshold=2, method="stddev")
test_fn(BayesianGMMOutlierDetector.__name__ + "_stddev", bayes_clf_stddev)
def test_estimator_checks(test_fn):
gmm_remover = OutlierRemover(outlier_detector=GMMOutlierDetector(),
refit=True)
test_fn(OutlierRemover.__name__, gmm_remover)
isolation_forest_remover = OutlierRemover(
outlier_detector=IsolationForest(), refit=True)
test_fn(OutlierRemover.__name__, isolation_forest_remover)
def create_outlier_detector(data,
component_count=1,
covariance_type='full',
init_params='kmeans',
max_iteration_count=DEFAULT_MAX_ITERATION_COUNT,
method='quantile',
threshold=DEFAULT_CONFIDENCE_LEVEL):
"""Creates a detector based on a Gaussian mixture with the specified number of components and
fits the specified data with the expectation-maximization (EM) algorithm. Note that the
variational inference model is using all the components."""
model = GMMOutlierDetector(n_components=component_count,
covariance_type=covariance_type,
init_params=init_params,
max_iter=max_iteration_count,
method=method,
threshold=threshold)
return model.fit(data)
def test_obvious_usecase_quantile(dataset):
mod_quantile = GMMOutlierDetector(threshold=0.999, method="quantile")
clf_quantile = OutlierClassifier(mod_quantile)
X = dataset
y = (dataset.max(axis=1) > 3).astype(np.int)
clf_quantile.fit(X, y)
assert clf_quantile.predict([[10, 10]]) == np.array([1])
assert clf_quantile.predict([[0, 0]]) == np.array([0])
assert isinstance(clf_quantile.score(X, y), float)
def test_pipeline_integration():
np.random.seed(42)
dataset = np.concatenate([np.random.normal(0, 1, (2000, 2))])
isolation_forest_remover = OutlierRemover(outlier_detector=IsolationForest())
gmm_remover = OutlierRemover(outlier_detector=GMMOutlierDetector())
pipeline = Pipeline([
("isolation_forest_remover", isolation_forest_remover),
('gmm_remover', gmm_remover),
('kmeans', KMeans())])
pipeline.fit(dataset)
pipeline.transform(dataset)
@pytest.mark.parametrize("estimator", [
RandomRegressor(strategy="uniform"),
RandomRegressor(strategy="normal"),
DeadZoneRegressor(effect="linear", n_iter=100),
DeadZoneRegressor(effect="quadratic", n_iter=100),
],
ids=id_func)
def test_shape_regression(estimator, random_xy_dataset_regr):
X, y = random_xy_dataset_regr
assert estimator.fit(X, y).predict(X).shape[0] == y.shape[0]
pipe = Pipeline(steps=[('scaler', StandardScaler()), ('clf', estimator)])
assert pipe.fit(X, y).predict(X).shape[0] == y.shape[0]
@pytest.mark.parametrize("estimator", [
GMMClassifier(),
BayesianGMMClassifier(),
GMMOutlierDetector(threshold=0.999, method="quantile"),
GMMOutlierDetector(threshold=2, method="stddev"),
BayesianGMMOutlierDetector(threshold=0.999, method="quantile"),
BayesianGMMOutlierDetector(threshold=2, method="stddev")
],
ids=id_func)
def test_shape_classification(estimator, random_xy_dataset_clf):
X, y = random_xy_dataset_clf
assert estimator.fit(X, y).predict(X).shape[0] == y.shape[0]
pipe = Pipeline(steps=[('scaler', StandardScaler()), ('clf', estimator)])
assert pipe.fit(X, y).predict(X).shape[0] == y.shape[0]
def test_estimator_checks(test_fn):
mod_quantile = GMMOutlierDetector(threshold=0.999, method="quantile")
clf_quantile = OutlierClassifier(mod_quantile)
test_fn('OutlierClassifier', clf_quantile)
]))
def test_estimator_checks(test_fn):
mod_quantile = GMMOutlierDetector(threshold=0.999, method="quantile")
clf_quantile = OutlierClassifier(mod_quantile)
test_fn('OutlierClassifier', clf_quantile)
@pytest.fixture
def dataset():
np.random.seed(42)
return np.random.normal(0, 1, (2000, 2))
@pytest.mark.parametrize(
'outlier_model',
[GMMOutlierDetector(),
OneClassSVM(nu=0.05),
IsolationForest()])
def test_obvious_usecase(dataset, outlier_model):
outlier_clf = OutlierClassifier(outlier_model)
X = dataset
y = (dataset.max(axis=1) > 3).astype(np.int)
outlier_clf.fit(X, y)
assert outlier_clf.predict([[10, 10]]) == np.array([1])
assert outlier_clf.predict([[0, 0]]) == np.array([0])
np.testing.assert_array_almost_equal(outlier_clf.predict_proba([[0, 0]]),
np.array([[1, 0]]),
decimal=3)
np.testing.assert_allclose(outlier_clf.predict_proba([[10, 10]]),
np.array([[0, 1]]),
atol=0.2)
def test_thresh_effect_quantile(dataset):
mod1 = GMMOutlierDetector(threshold=0.90, method="quantile").fit(dataset)
mod2 = GMMOutlierDetector(threshold=0.95, method="quantile").fit(dataset)
mod3 = GMMOutlierDetector(threshold=0.99, method="quantile").fit(dataset)
assert mod1.predict(dataset).sum() > mod2.predict(dataset).sum()
assert mod2.predict(dataset).sum() > mod3.predict(dataset).sum()
def test_thresh_effect_stddev(dataset):
mod1 = GMMOutlierDetector(threshold=1, method="stddev").fit(dataset)
mod2 = GMMOutlierDetector(threshold=2, method="stddev").fit(dataset)
mod3 = GMMOutlierDetector(threshold=3, method="stddev").fit(dataset)
assert mod1.predict(dataset).sum() > mod2.predict(dataset).sum()
assert mod2.predict(dataset).sum() > mod3.predict(dataset).sum()
def test_obvious_usecase_stddev(dataset):
mod = GMMOutlierDetector(n_components=2, threshold=2, method="stddev").fit(dataset)
assert mod.predict([[10, 10], [-10, -10]]).all()
assert (mod.predict([[0, 0]]) == np.array([-1])).all()
def test_estimator_checks(test_fn):
clf_quantile = GMMOutlierDetector(threshold=0.999, method="quantile")
test_fn(GMMOutlierDetector.__name__ + '_quantile', clf_quantile)
clf_stddev = GMMOutlierDetector(threshold=2, method="stddev")
test_fn(GMMOutlierDetector.__name__ + '_stddev', clf_stddev)
