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));
}
}
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));
}
}
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;
}
}
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;
}
}
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