Examples



kNN Example

Full example: knn_example.py

  1. Import models

    from pyod.models.knn import KNN   # kNN detector
    
  2. Generate sample data with pyod.utils.data.generate_data():

    contamination = 0.1  # percentage of outliers
    n_train = 200  # number of training points
    n_test = 100  # number of testing points
    
    X_train, y_train, X_test, y_test = generate_data(
        n_train=n_train, n_test=n_test, contamination=contamination)
    
  3. Initialize a pyod.models.knn.KNN detector, fit the model, and make the prediction.

    # train kNN detector
    clf_name = 'KNN'
    clf = KNN()
    clf.fit(X_train)
    
    # get the prediction labels and outlier scores of the training data
    y_train_pred = clf.labels_  # binary labels (0: inliers, 1: outliers)
    y_train_scores = clf.decision_scores_  # raw outlier scores
    
    # get the prediction on the test data
    y_test_pred = clf.predict(X_test)  # outlier labels (0 or 1)
    y_test_scores = clf.decision_function(X_test)  # outlier scores
    
  4. Evaluate the prediction using ROC and Precision @ Rank n pyod.utils.data.evaluate_print().

    # evaluate and print the results
    print("\nOn Training Data:")
    evaluate_print(clf_name, y_train, y_train_scores)
    print("\nOn Test Data:")
    evaluate_print(clf_name, y_test, y_test_scores)
    
  5. See sample outputs on both training and test data.

    On Training Data:
    KNN ROC:1.0, precision @ rank n:1.0
    
    On Test Data:
    KNN ROC:0.9989, precision @ rank n:0.9
    
  6. Generate the visualizations by visualize function included in all examples.

    visualize(clf_name, X_train, y_train, X_test, y_test, y_train_pred,
              y_test_pred, show_figure=True, save_figure=False)
    
kNN demo

Model Combination Example

Outlier detection often suffers from model instability due to its unsupervised nature. Thus, it is recommended to combine various detector outputs, e.g., by averaging, to improve its robustness. Detector combination is a subfield of outlier ensembles; refer [BKalayciE18] for more information.

Four score combination mechanisms are shown in this demo:

  1. Average: average scores of all detectors.

  2. maximization: maximum score across all detectors.

  3. Average of Maximum (AOM): divide base detectors into subgroups and take the maximum score for each subgroup. The final score is the average of all subgroup scores.

  4. Maximum of Average (MOA): divide base detectors into subgroups and take the average score for each subgroup. The final score is the maximum of all subgroup scores.

“examples/comb_example.py” illustrates the API for combining the output of multiple base detectors (comb_example.py, Jupyter Notebooks). For Jupyter Notebooks, please navigate to “/notebooks/Model Combination.ipynb”

  1. Import models and generate sample data.

    from pyod.models.knn import KNN  # kNN detector
    from pyod.models.combination import aom, moa, average, maximization
    from pyod.utils.data import generate_data
    
    X, y= generate_data(train_only=True)  # load data
    
  2. Initialize 20 kNN outlier detectors with different k (10 to 200), and get the outlier scores.

    # initialize 20 base detectors for combination
    k_list = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 110, 120, 130, 140,
                150, 160, 170, 180, 190, 200]
    
    train_scores = np.zeros([X_train.shape[0], n_clf])
    test_scores = np.zeros([X_test.shape[0], n_clf])
    
    for i in range(n_clf):
        k = k_list[i]
    
        clf = KNN(n_neighbors=k, method='largest')
        clf.fit(X_train_norm)
    
        train_scores[:, i] = clf.decision_scores_
        test_scores[:, i] = clf.decision_function(X_test_norm)
    
  3. Then the output scores are standardized into zero average and unit std before combination. This step is crucial to adjust the detector outputs to the same scale.

    from pyod.utils.utility import standardizer
    
    # scores have to be normalized before combination
    train_scores_norm, test_scores_norm = standardizer(train_scores, test_scores)
    
  4. Four different combination algorithms are applied as described above:

    comb_by_average = average(test_scores_norm)
    comb_by_maximization = maximization(test_scores_norm)
    comb_by_aom = aom(test_scores_norm, 5) # 5 groups
    comb_by_moa = moa(test_scores_norm, 5)) # 5 groups
    
  5. Finally, all four combination methods are evaluated by ROC and Precision @ Rank n:

    Combining 20 kNN detectors
    Combination by Average ROC:0.9194, precision @ rank n:0.4531
    Combination by Maximization ROC:0.9198, precision @ rank n:0.4688
    Combination by AOM ROC:0.9257, precision @ rank n:0.4844
    Combination by MOA ROC:0.9263, precision @ rank n:0.4688
    

References

BKalayciE18

İlker Kalaycı and Tuncay Ercan. Anomaly detection in wireless sensor networks data by using histogram based outlier score method. In 2018 2nd International Symposium on Multidisciplinary Studies and Innovative Technologies (ISMSIT), 1–6. IEEE, 2018.