Source code for pyod.models.kde

# -*- coding: utf-8 -*-
"""Kernel Density Estimation (KDE) for Unsupervised Outlier Detection.
"""
# Author: Akira Tamamori <tamamori5917@gmail.com>
# License: BSD 2 clause

from __future__ import division, print_function

from warnings import warn

from sklearn.neighbors import KernelDensity
from sklearn.utils import check_array
from sklearn.utils.validation import check_is_fitted

from ..utils.utility import invert_order
from .base import BaseDetector


[docs]class KDE(BaseDetector): """KDE class for outlier detection. For an observation, its negative log probability density could be viewed as the outlying score. See :cite:`latecki2007outlier` for details. 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. bandwidth : float, optional (default=1.0) The bandwidth of the kernel. algorithm : {'auto', 'ball_tree', 'kd_tree'}, optional Algorithm used to compute the kernel density estimator: - 'ball_tree' will use BallTree - 'kd_tree' will use KDTree - 'auto' will attempt to decide the most appropriate algorithm based on the values passed to :meth:`fit` method. leaf_size : int, optional (default = 30) Leaf size passed to BallTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. metric : string or callable, default 'minkowski' metric to use for distance computation. Any metric from scikit-learn or scipy.spatial.distance can be used. If metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays as input and return one value indicating the distance between them. This works for Scipy's metrics, but is less efficient than passing the metric name as a string. Distance matrices are not supported. Valid values for metric are: - from scikit-learn: ['cityblock', 'cosine', 'euclidean', 'l1', 'l2', 'manhattan'] - from scipy.spatial.distance: ['braycurtis', 'canberra', 'chebyshev', 'correlation', 'dice', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule'] See the documentation for scipy.spatial.distance for details on these metrics. metric_params : dict, optional (default = None) Additional keyword arguments for the metric function. 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 threshold is based on ``contamination``. It is the ``n_samples * contamination`` most abnormal samples in ``decision_scores_``. The threshold is calculated for generating binary outlier labels. 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, contamination=0.1, bandwidth=1.0, algorithm="auto", leaf_size=30, metric="minkowski", metric_params=None, ): super().__init__(contamination=contamination) self.bandwidth = bandwidth self.algorithm = algorithm self.leaf_size = leaf_size self.metric = metric self.metric_params = metric_params if self.algorithm != "auto" and self.algorithm != "ball_tree": warn( "algorithm parameter is deprecated and will be removed " "in version 0.7.6. By default, ball_tree will be used.", FutureWarning, ) self.kde_ = KernelDensity( bandwidth=self.bandwidth, algorithm=self.algorithm, leaf_size=self.leaf_size, metric=self.metric, metric_params=self.metric_params, ) self.decision_scores_ = None
[docs] def fit(self, X, y=None): """Fit detector. y is ignored in unsupervised methods. Parameters ---------- X : numpy array of shape (n_samples, n_features) The input samples. y : Ignored Not used, present for API consistency by convention. Returns ------- self : object Fitted estimator. """ # validate inputs X and y (optional) X = check_array(X) self._set_n_classes(y) self.kde_.fit(X) # invert decision_scores_. Outliers comes with higher outlier scores. self.decision_scores_ = invert_order(self.kde_.score_samples(X)) 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 training input samples. 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_"]) X = check_array(X) # invert outlier scores. Outliers comes with higher outlier scores. return invert_order(self.kde_.score_samples(X))