# Source code for pyod.models.cd

```
# -*- coding: utf-8 -*-
"""Cook's distance outlier detection (CD)
"""
# Author: D Kulik
# License: BSD 2 clause
from __future__ import division
from __future__ import print_function
import numpy as np
from sklearn.linear_model import LinearRegression
from sklearn.decomposition import PCA
from sklearn.utils import check_array
from sklearn.utils.validation import check_is_fitted
from .base import BaseDetector
from ..utils.utility import check_parameter
[docs]def Cooks_dist(X, y, model):
# Leverage is computed as the diagonal of the projection matrix of X
leverage = (X * np.linalg.pinv(X).T).sum(1)
# Compute the rank and the degrees of freedom of the model
rank = np.linalg.matrix_rank(X)
df = X.shape[0] - rank
# Compute the MSE from the residuals
residuals = y - model.predict(X)
mse = np.dot(residuals, residuals) / df
# Compute Cook's distance
residuals_studentized = residuals / np.sqrt(mse) / np.sqrt(1 - leverage)
distance_ = residuals_studentized ** 2 / X.shape[1]
distance_ *= leverage / (1 - leverage)
return distance_
[docs]class CD(BaseDetector):
"""Cook's distance can be used to identify points that negatively
affect a regression model. A combination of each observation’s
leverage and residual values are used in the measurement. Higher
leverage and residuals relate to higher Cook’s distances.
Read more in the :cite:`cook1977detection`.
Parameters
----------
contamination : float in (0., 0.5), optional (default=0.1)
The amount of contamination of the data set, i.e.
the proportion of outliers in the data set. Used when fitting to
define the threshold on the decision function.
whiten : bool, optional (default=True)
transform X to have a covariance matrix that is the identity matrix
of 1 in the diagonal and 0 for the other cells using PCA
rule_of_thumb : bool, optional (default=False)
to apply the rule of thumb prediction (4 / n) as the influence
threshold; where n is the number of samples. This has been know to
be a good estimate for values over this point as being outliers.
** Note the contamination level is reset when rule_of_thumb is
set to True
Attributes
----------
decision_scores_ : numpy array of shape (n_samples,)
The outlier scores of the training data.
The higher, the more abnormal. Outliers tend to have higher
scores. This value is available once the detector is
fitted.
threshold_ : float
The modified z-score to use as a threshold. Observations with
a modified z-score (based on the median absolute deviation) greater
than this value will be classified as outliers.
labels_ : int, either 0 or 1
The binary labels of the training data. 0 stands for inliers
and 1 for outliers/anomalies. It is generated by applying
``threshold_`` on ``decision_scores_``.
"""
def __init__(self, whitening=True, contamination=0.1, rule_of_thumb=False):
super(CD, self).__init__(contamination=contamination)
self.whitening = whitening
self.rule_of_thumb = rule_of_thumb
[docs] def fit(self, X, y):
"""Fit detector. y is necessary for supervised method.
Parameters
----------
X : numpy array of shape (n_samples, n_features)
The input samples.
y : numpy array of shape (n_samples,), optional (default=None)
The ground truth of the input samples (labels).
"""
# Define OLS model
self.model = LinearRegression()
# Validate inputs X and y
try:
X = check_array(X)
except ValueError:
X = X.reshape(-1,1)
y = np.squeeze(check_array(y, ensure_2d=False))
self._set_n_classes(y)
# Apply whitening
if self.whitening:
self.pca = PCA(whiten=True)
self.pca.fit(X)
X = whiten_data(X, self.pca)
# Fit a linear model to X and y
self.model.fit(X, y)
# Get Cook's Distance
distance_ = Cooks_dist(X, y, self.model)
# Compute the influence threshold
if self.rule_of_thumb:
influence_threshold_ = 4 / X.shape[0]
self.contamination = sum(distance_ > influence_threshold_) / X.shape[0]
self.decision_scores_ = distance_
self._process_decision_scores()
return self
[docs] def decision_function(self, X):
"""Predict raw anomaly score of X using the fitted detector.
The anomaly score of an input sample is computed based on different
detector algorithms. For consistency, outliers are assigned with
larger anomaly scores.
Parameters
----------
X : numpy array of shape (n_samples, n_features)
The independent and dependent/target samples with the target
samples being the last column of the numpy array such that
eg: X = np.append(x, y.reshape(-1,1), axis=1). Sparse matrices are
accepted only if they are supported by the base estimator.
Returns
-------
anomaly_scores : numpy array of shape (n_samples,)
The anomaly score of the input samples.
"""
check_is_fitted(self, ['decision_scores_', 'threshold_', 'labels_'])
try:
X = check_array(X)
except ValueError:
X = X.reshape(-1,1)
y = X[:,-1]
X = X[:,:-1]
# Apply whitening
if self.whitening:
X = whiten_data(X, self.pca)
# Get Cook's Distance
distance_ = Cooks_dist(X, y, self.model)
return distance_
```