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Example 16 with MultiDimDataWithKey

use of com.amazon.randomcutforest.testutils.MultiDimDataWithKey in project random-cut-forest-by-aws by aws.

the class ThresholdedRandomCutForestMapperTest method testRoundTripAugmentedInitial.

@ParameterizedTest
@EnumSource(value = TransformMethod.class)
public void testRoundTripAugmentedInitial(TransformMethod method) {
    int sampleSize = 256;
    int baseDimensions = 2;
    int shingleSize = 8;
    int dimensions = baseDimensions * shingleSize;
    long seed = new Random().nextLong();
    // 0.25 * new Random().nextDouble();
    double value = 1.0;
    ThresholdedRandomCutForest first = new ThresholdedRandomCutForest.Builder<>().compact(true).dimensions(dimensions).precision(Precision.FLOAT_32).randomSeed(seed).forestMode(ForestMode.TIME_AUGMENTED).internalShinglingEnabled(true).shingleSize(shingleSize).transformMethod(method).anomalyRate(0.01).adjustThreshold(true).weights(new double[] { 1.0, 2.0 }).build();
    ThresholdedRandomCutForest second = new ThresholdedRandomCutForest.Builder<>().compact(true).dimensions(dimensions).precision(Precision.FLOAT_32).randomSeed(seed).forestMode(ForestMode.TIME_AUGMENTED).internalShinglingEnabled(true).shingleSize(shingleSize).transformMethod(method).anomalyRate(0.01).adjustThreshold(true).weights(new double[] { 1.0, 2.0 }).build();
    first.setLowerThreshold(value);
    second.setLowerThreshold(value);
    int count = 0;
    MultiDimDataWithKey dataWithKeys = ShingledMultiDimDataWithKeys.getMultiDimData(sampleSize, 50, 100, 5, seed, baseDimensions);
    for (double[] point : dataWithKeys.data) {
        AnomalyDescriptor firstResult = first.process(point, 0L);
        AnomalyDescriptor secondResult = second.process(point, 0L);
        assertEquals(firstResult.getRCFScore(), secondResult.getRCFScore(), 1e-10);
        assertEquals(secondResult.getAnomalyGrade(), firstResult.getAnomalyGrade(), 1e-10);
        // serialize + deserialize
        ThresholdedRandomCutForestMapper mapper = new ThresholdedRandomCutForestMapper();
        second = mapper.toModel(mapper.toState(second));
    }
}
Also used : Random(java.util.Random) AnomalyDescriptor(com.amazon.randomcutforest.parkservices.AnomalyDescriptor) MultiDimDataWithKey(com.amazon.randomcutforest.testutils.MultiDimDataWithKey) ThresholdedRandomCutForest(com.amazon.randomcutforest.parkservices.ThresholdedRandomCutForest) EnumSource(org.junit.jupiter.params.provider.EnumSource) ParameterizedTest(org.junit.jupiter.params.ParameterizedTest)

Example 17 with MultiDimDataWithKey

use of com.amazon.randomcutforest.testutils.MultiDimDataWithKey in project random-cut-forest-by-aws by aws.

the class ThresholdedRandomCutForestMapperTest method testRoundTripStandardInitial.

@ParameterizedTest
@EnumSource(value = TransformMethod.class)
public void testRoundTripStandardInitial(TransformMethod method) {
    int sampleSize = 256;
    int baseDimensions = 2;
    int shingleSize = 8;
    int dimensions = baseDimensions * shingleSize;
    long seed = new Random().nextLong();
    ThresholdedRandomCutForest first = new ThresholdedRandomCutForest.Builder<>().compact(true).dimensions(dimensions).precision(Precision.FLOAT_32).randomSeed(seed).internalShinglingEnabled(true).shingleSize(shingleSize).anomalyRate(0.01).adjustThreshold(true).build();
    ThresholdedRandomCutForest second = new ThresholdedRandomCutForest.Builder<>().compact(true).dimensions(dimensions).precision(Precision.FLOAT_32).randomSeed(seed).internalShinglingEnabled(true).shingleSize(shingleSize).anomalyRate(0.01).adjustThreshold(true).build();
    MultiDimDataWithKey dataWithKeys = ShingledMultiDimDataWithKeys.getMultiDimData(sampleSize, 50, 100, 5, seed, baseDimensions);
    for (double[] point : dataWithKeys.data) {
        AnomalyDescriptor firstResult = first.process(point, 0L);
        AnomalyDescriptor secondResult = second.process(point, 0L);
        assertEquals(firstResult.getRCFScore(), secondResult.getRCFScore(), 1e-10);
        assertEquals(secondResult.getAnomalyGrade(), firstResult.getAnomalyGrade(), 1e-10);
        // serialize + deserialize
        ThresholdedRandomCutForestMapper mapper = new ThresholdedRandomCutForestMapper();
        second = mapper.toModel(mapper.toState(second));
    }
}
Also used : Random(java.util.Random) AnomalyDescriptor(com.amazon.randomcutforest.parkservices.AnomalyDescriptor) MultiDimDataWithKey(com.amazon.randomcutforest.testutils.MultiDimDataWithKey) ThresholdedRandomCutForest(com.amazon.randomcutforest.parkservices.ThresholdedRandomCutForest) EnumSource(org.junit.jupiter.params.provider.EnumSource) ParameterizedTest(org.junit.jupiter.params.ParameterizedTest)

Example 18 with MultiDimDataWithKey

use of com.amazon.randomcutforest.testutils.MultiDimDataWithKey in project random-cut-forest-by-aws by aws.

the class Thresholded1DGaussianMix method run.

@Override
public void run() throws Exception {
    // Create and populate a random cut forest
    int shingleSize = 4;
    int numberOfTrees = 50;
    int sampleSize = 256;
    Precision precision = Precision.FLOAT_32;
    int dataSize = 4 * sampleSize;
    // change this to try different number of attributes,
    // this parameter is not expected to be larger than 5 for this example
    int baseDimensions = 1;
    int count = 0;
    int dimensions = baseDimensions * shingleSize;
    ThresholdedRandomCutForest forest = new ThresholdedRandomCutForest.Builder<>().compact(true).dimensions(dimensions).randomSeed(0).numberOfTrees(numberOfTrees).shingleSize(shingleSize).sampleSize(sampleSize).precision(precision).anomalyRate(0.01).forestMode(ForestMode.TIME_AUGMENTED).build();
    long seed = new Random().nextLong();
    System.out.println("Anomalies would correspond to a run, based on a change of state.");
    System.out.println("Each change is normal <-> anomaly;  so after the second change the data is normal");
    System.out.println("seed = " + seed);
    NormalMixtureTestData normalMixtureTestData = new NormalMixtureTestData(10, 1.0, 50, 2.0, 0.01, 0.1);
    MultiDimDataWithKey dataWithKeys = normalMixtureTestData.generateTestDataWithKey(dataSize, 1, 0);
    int keyCounter = 0;
    for (double[] point : dataWithKeys.data) {
        AnomalyDescriptor result = forest.process(point, count);
        if (keyCounter < dataWithKeys.changeIndices.length && result.getInternalTimeStamp() == dataWithKeys.changeIndices[keyCounter]) {
            System.out.println("timestamp " + (result.getInputTimestamp()) + " CHANGE");
            ++keyCounter;
        }
        if (keyCounter < dataWithKeys.changeIndices.length && count == dataWithKeys.changeIndices[keyCounter]) {
            System.out.println("timestamp " + (count) + " CHANGE ");
            ++keyCounter;
        }
        if (result.getAnomalyGrade() != 0) {
            System.out.print("timestamp " + (count) + " RESULT value ");
            for (int i = 0; i < baseDimensions; i++) {
                System.out.print(result.getCurrentInput()[i] + ", ");
            }
            System.out.print("score " + result.getRCFScore() + ", grade " + result.getAnomalyGrade() + ", ");
            if (result.isExpectedValuesPresent()) {
                if (result.getRelativeIndex() != 0 && result.isStartOfAnomaly()) {
                    System.out.print(-result.getRelativeIndex() + " steps ago, instead of ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getPastValues()[i] + ", ");
                    }
                    System.out.print("expected ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getExpectedValuesList()[0][i] + ", ");
                        if (result.getPastValues()[i] != result.getExpectedValuesList()[0][i]) {
                            System.out.print("( " + (result.getPastValues()[i] - result.getExpectedValuesList()[0][i]) + " ) ");
                        }
                    }
                } else {
                    System.out.print("expected ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getExpectedValuesList()[0][i] + ", ");
                        if (result.getCurrentInput()[i] != result.getExpectedValuesList()[0][i]) {
                            System.out.print("( " + (result.getCurrentInput()[i] - result.getExpectedValuesList()[0][i]) + " ) ");
                        }
                    }
                }
            }
            System.out.println();
        }
        ++count;
    }
}
Also used : Random(java.util.Random) Precision(com.amazon.randomcutforest.config.Precision) AnomalyDescriptor(com.amazon.randomcutforest.parkservices.AnomalyDescriptor) NormalMixtureTestData(com.amazon.randomcutforest.testutils.NormalMixtureTestData) MultiDimDataWithKey(com.amazon.randomcutforest.testutils.MultiDimDataWithKey) ThresholdedRandomCutForest(com.amazon.randomcutforest.parkservices.ThresholdedRandomCutForest)

Example 19 with MultiDimDataWithKey

use of com.amazon.randomcutforest.testutils.MultiDimDataWithKey in project random-cut-forest-by-aws by aws.

the class ThresholdedMultiDimensionalExample method run.

@Override
public void run() throws Exception {
    // Create and populate a random cut forest
    int shingleSize = 4;
    int numberOfTrees = 50;
    int sampleSize = 256;
    Precision precision = Precision.FLOAT_32;
    int dataSize = 4 * sampleSize;
    // change this to try different number of attributes,
    // this parameter is not expected to be larger than 5 for this example
    int baseDimensions = 2;
    int dimensions = baseDimensions * shingleSize;
    ThresholdedRandomCutForest forest = ThresholdedRandomCutForest.builder().compact(true).dimensions(dimensions).randomSeed(0).numberOfTrees(numberOfTrees).shingleSize(shingleSize).sampleSize(sampleSize).precision(precision).anomalyRate(0.01).forestMode(ForestMode.STANDARD).build();
    long seed = new Random().nextLong();
    System.out.println("seed = " + seed);
    // change the last argument seed for a different run
    MultiDimDataWithKey dataWithKeys = ShingledMultiDimDataWithKeys.generateShingledDataWithKey(dataSize, 50, shingleSize, baseDimensions, seed);
    int keyCounter = 0;
    int count = 0;
    for (double[] point : dataWithKeys.data) {
        AnomalyDescriptor result = forest.process(point, 0L);
        if (keyCounter < dataWithKeys.changeIndices.length && count + shingleSize - 1 == dataWithKeys.changeIndices[keyCounter]) {
            System.out.println("timestamp " + (count + shingleSize - 1) + " CHANGE " + Arrays.toString(dataWithKeys.changes[keyCounter]));
            ++keyCounter;
        }
        if (result.getAnomalyGrade() != 0) {
            System.out.print("timestamp " + (count + shingleSize - 1) + " RESULT value ");
            for (int i = (shingleSize - 1) * baseDimensions; i < shingleSize * baseDimensions; i++) {
                System.out.print(result.getCurrentInput()[i] + ", ");
            }
            System.out.print("score " + result.getRCFScore() + ", grade " + result.getAnomalyGrade() + ", ");
            if (result.isExpectedValuesPresent()) {
                if (result.getRelativeIndex() != 0 && result.isStartOfAnomaly()) {
                    System.out.print(-result.getRelativeIndex() + " steps ago, instead of ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getPastValues()[i] + ", ");
                    }
                    System.out.print("expected ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getExpectedValuesList()[0][i] + ", ");
                        if (result.getPastValues()[i] != result.getExpectedValuesList()[0][i]) {
                            System.out.print("( " + (result.getPastValues()[i] - result.getExpectedValuesList()[0][i]) + " ) ");
                        }
                    }
                } else {
                    System.out.print("expected ");
                    for (int i = 0; i < baseDimensions; i++) {
                        System.out.print(result.getExpectedValuesList()[0][i] + ", ");
                        if (result.getCurrentInput()[(shingleSize - 1) * baseDimensions + i] != result.getExpectedValuesList()[0][i]) {
                            System.out.print("( " + (result.getCurrentInput()[(shingleSize - 1) * baseDimensions + i] - result.getExpectedValuesList()[0][i]) + " ) ");
                        }
                    }
                }
            }
            System.out.println();
        }
        ++count;
    }
}
Also used : Random(java.util.Random) Precision(com.amazon.randomcutforest.config.Precision) AnomalyDescriptor(com.amazon.randomcutforest.parkservices.AnomalyDescriptor) MultiDimDataWithKey(com.amazon.randomcutforest.testutils.MultiDimDataWithKey) ThresholdedRandomCutForest(com.amazon.randomcutforest.parkservices.ThresholdedRandomCutForest)

Aggregations

MultiDimDataWithKey (com.amazon.randomcutforest.testutils.MultiDimDataWithKey)19 Random (java.util.Random)19 ParameterizedTest (org.junit.jupiter.params.ParameterizedTest)15 AnomalyDescriptor (com.amazon.randomcutforest.parkservices.AnomalyDescriptor)13 ThresholdedRandomCutForest (com.amazon.randomcutforest.parkservices.ThresholdedRandomCutForest)13 EnumSource (org.junit.jupiter.params.provider.EnumSource)7 Precision (com.amazon.randomcutforest.config.Precision)6 Test (org.junit.jupiter.api.Test)5 RandomCutForest (com.amazon.randomcutforest.RandomCutForest)4 ThresholdedRandomCutForestMapper (com.amazon.randomcutforest.parkservices.state.ThresholdedRandomCutForestMapper)3 NormalMixtureTestData (com.amazon.randomcutforest.testutils.NormalMixtureTestData)2 MethodSource (org.junit.jupiter.params.provider.MethodSource)2 TransformMethod (com.amazon.randomcutforest.config.TransformMethod)1 PointStore (com.amazon.randomcutforest.store.PointStore)1 ShingleBuilder (com.amazon.randomcutforest.util.ShingleBuilder)1 ValueSource (org.junit.jupiter.params.provider.ValueSource)1