Search in sources :

Example 1 with ProbabilisticOutlierScore

use of de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore in project elki by elki-project.

the class KDEOS method run.

/**
 * Run the KDEOS outlier detection algorithm.
 *
 * @param database Database to query
 * @param rel Relation to process
 * @return Outlier detection result
 */
public OutlierResult run(Database database, Relation<O> rel) {
    final DBIDs ids = rel.getDBIDs();
    LOG.verbose("Running kNN preprocessor.");
    KNNQuery<O> knnq = DatabaseUtil.precomputedKNNQuery(database, rel, getDistanceFunction(), kmax + 1);
    // Initialize store for densities
    WritableDataStore<double[]> densities = DataStoreUtil.makeStorage(ids, DataStoreFactory.HINT_HOT | DataStoreFactory.HINT_TEMP, double[].class);
    estimateDensities(rel, knnq, ids, densities);
    // Compute scores:
    WritableDoubleDataStore kofs = DataStoreUtil.makeDoubleStorage(ids, DataStoreFactory.HINT_DB);
    DoubleMinMax minmax = new DoubleMinMax();
    computeOutlierScores(knnq, ids, densities, kofs, minmax);
    DoubleRelation scoreres = new MaterializedDoubleRelation("Kernel Density Estimation Outlier Scores", "kdeos-outlier", kofs, ids);
    OutlierScoreMeta meta = new ProbabilisticOutlierScore(minmax.getMin(), minmax.getMax());
    return new OutlierResult(meta, scoreres);
}
Also used : DoubleMinMax(de.lmu.ifi.dbs.elki.math.DoubleMinMax) WritableDoubleDataStore(de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore) DBIDs(de.lmu.ifi.dbs.elki.database.ids.DBIDs) OutlierResult(de.lmu.ifi.dbs.elki.result.outlier.OutlierResult) ProbabilisticOutlierScore(de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) OutlierScoreMeta(de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta)

Example 2 with ProbabilisticOutlierScore

use of de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore in project elki by elki-project.

the class AbstractDBOutlier method run.

/**
 * Runs the algorithm in the timed evaluation part.
 *
 * @param database Database to process
 * @param relation Relation to process
 * @return Outlier result
 */
public OutlierResult run(Database database, Relation<O> relation) {
    // Run the actual score process
    DoubleDataStore dbodscore = computeOutlierScores(database, relation, d);
    // Build result representation.
    DoubleRelation scoreResult = new MaterializedDoubleRelation("Density-Based Outlier Detection", "db-outlier", dbodscore, relation.getDBIDs());
    OutlierScoreMeta scoreMeta = new ProbabilisticOutlierScore();
    return new OutlierResult(scoreMeta, scoreResult);
}
Also used : OutlierResult(de.lmu.ifi.dbs.elki.result.outlier.OutlierResult) ProbabilisticOutlierScore(de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore) DoubleDataStore(de.lmu.ifi.dbs.elki.database.datastore.DoubleDataStore) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) OutlierScoreMeta(de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta)

Example 3 with ProbabilisticOutlierScore

use of de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore in project elki by elki-project.

the class KNNSOS method run.

/**
 * Run the algorithm.
 *
 * @param relation data relation
 * @return outlier detection result
 */
public OutlierResult run(Relation<O> relation) {
    // Query size
    final int k1 = k + 1;
    final double perplexity = k / 3.;
    KNNQuery<O> knnq = relation.getKNNQuery(getDistanceFunction(), k1);
    final double logPerp = FastMath.log(perplexity);
    double[] p = new double[k + 10];
    FiniteProgress prog = LOG.isVerbose() ? new FiniteProgress("KNNSOS scores", relation.size(), LOG) : null;
    WritableDoubleDataStore scores = DataStoreUtil.makeDoubleStorage(relation.getDBIDs(), DataStoreFactory.HINT_HOT | DataStoreFactory.HINT_DB, 1.);
    for (DBIDIter it = relation.iterDBIDs(); it.valid(); it.advance()) {
        KNNList knns = knnq.getKNNForDBID(it, k1);
        if (p.length < knns.size() + 1) {
            p = new double[knns.size() + 10];
        }
        final DoubleDBIDListIter ki = knns.iter();
        // Compute affinities
        SOS.computePi(it, ki, p, perplexity, logPerp);
        // Normalization factor:
        double s = SOS.sumOfProbabilities(it, ki, p);
        if (s > 0) {
            ISOS.nominateNeighbors(it, ki, p, 1. / s, scores);
        }
        LOG.incrementProcessed(prog);
    }
    LOG.ensureCompleted(prog);
    // Find minimum and maximum.
    DoubleMinMax minmax = ISOS.transformScores(scores, relation.getDBIDs(), logPerp, phi);
    DoubleRelation scoreres = new MaterializedDoubleRelation("kNN Stoachastic Outlier Selection", "knnsos-outlier", scores, relation.getDBIDs());
    OutlierScoreMeta meta = new ProbabilisticOutlierScore(minmax.getMin(), minmax.getMax(), 0.);
    return new OutlierResult(meta, scoreres);
}
Also used : DoubleDBIDListIter(de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDListIter) WritableDoubleDataStore(de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) OutlierResult(de.lmu.ifi.dbs.elki.result.outlier.OutlierResult) ProbabilisticOutlierScore(de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) OutlierScoreMeta(de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) DoubleMinMax(de.lmu.ifi.dbs.elki.math.DoubleMinMax) KNNList(de.lmu.ifi.dbs.elki.database.ids.KNNList) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation)

Example 4 with ProbabilisticOutlierScore

use of de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore in project elki by elki-project.

the class COP method run.

/**
 * Process a single relation.
 *
 * @param relation Relation to process
 * @return Outlier detection result
 */
public OutlierResult run(Relation<V> relation) {
    final DBIDs ids = relation.getDBIDs();
    KNNQuery<V> knnQuery = QueryUtil.getKNNQuery(relation, getDistanceFunction(), k + 1);
    final int dim = RelationUtil.dimensionality(relation);
    if (k <= dim + 1) {
        LOG.warning("PCA is underspecified with a too low k! k should be at much larger than " + dim);
    }
    WritableDoubleDataStore cop_score = DataStoreUtil.makeDoubleStorage(ids, DataStoreFactory.HINT_HOT | DataStoreFactory.HINT_STATIC);
    WritableDataStore<double[]> cop_err_v = null;
    WritableIntegerDataStore cop_dim = null;
    if (models) {
        cop_err_v = DataStoreUtil.makeStorage(ids, DataStoreFactory.HINT_HOT | DataStoreFactory.HINT_STATIC, double[].class);
        cop_dim = DataStoreUtil.makeIntegerStorage(ids, DataStoreFactory.HINT_HOT | DataStoreFactory.HINT_STATIC, -1);
    }
    // compute neighbors of each db object
    FiniteProgress prog = LOG.isVerbose() ? new FiniteProgress("Correlation Outlier Probabilities", relation.size(), LOG) : null;
    for (DBIDIter id = ids.iter(); id.valid(); id.advance()) {
        KNNList neighbors = knnQuery.getKNNForDBID(id, k + 1);
        ModifiableDBIDs nids = DBIDUtil.newHashSet(neighbors);
        // Do not use query object
        nids.remove(id);
        double[] centroid = Centroid.make(relation, nids).getArrayRef();
        double[] relative = minusEquals(relation.get(id).toArray(), centroid);
        PCAResult pcares = pca.processIds(nids, relation);
        double[][] evecs = pcares.getEigenvectors();
        double[] projected = transposeTimes(evecs, relative);
        double[] evs = pcares.getEigenvalues();
        double min = Double.POSITIVE_INFINITY;
        int vdim = dim;
        switch(dist) {
            case CHISQUARED:
                {
                    double sqdevs = 0;
                    for (int d = 0; d < dim; d++) {
                        // Scale with Stddev
                        double dev = projected[d];
                        // Accumulate
                        sqdevs += dev * dev / evs[d];
                        // Evaluate
                        double score = 1 - ChiSquaredDistribution.cdf(sqdevs, d + 1);
                        if (score < min) {
                            min = score;
                            vdim = d + 1;
                        }
                    }
                    break;
                }
            case GAMMA:
                {
                    double[][] dists = new double[dim][nids.size()];
                    int j = 0;
                    double[] srel = new double[dim];
                    for (DBIDIter s = nids.iter(); s.valid() && j < nids.size(); s.advance()) {
                        V vec = relation.get(s);
                        for (int d = 0; d < dim; d++) {
                            srel[d] = vec.doubleValue(d) - centroid[d];
                        }
                        double[] serr = transposeTimes(evecs, srel);
                        double sqdist = 0.0;
                        for (int d = 0; d < dim; d++) {
                            double serrd = serr[d];
                            sqdist += serrd * serrd / evs[d];
                            dists[d][j] = sqdist;
                        }
                        j++;
                    }
                    double sqdevs = 0;
                    for (int d = 0; d < dim; d++) {
                        // Scale with Stddev
                        final double dev = projected[d];
                        // Accumulate
                        sqdevs += dev * dev / evs[d];
                        // Sort, so we can trim the top 15% below.
                        Arrays.sort(dists[d]);
                        // Evaluate
                        double score = 1 - GammaChoiWetteEstimator.STATIC.estimate(dists[d], SHORTENED_ARRAY).cdf(sqdevs);
                        if (score < min) {
                            min = score;
                            vdim = d + 1;
                        }
                    }
                    break;
                }
        }
        // Normalize the value
        final double prob = expect * (1 - min) / (expect + min);
        // Construct the error vector:
        for (int d = vdim; d < dim; d++) {
            projected[d] = 0.;
        }
        double[] ev = timesEquals(times(evecs, projected), -1 * prob);
        cop_score.putDouble(id, prob);
        if (models) {
            cop_err_v.put(id, ev);
            cop_dim.putInt(id, dim + 1 - vdim);
        }
        LOG.incrementProcessed(prog);
    }
    LOG.ensureCompleted(prog);
    // combine results.
    DoubleRelation scoreResult = new MaterializedDoubleRelation("Correlation Outlier Probabilities", COP_SCORES, cop_score, ids);
    OutlierScoreMeta scoreMeta = new ProbabilisticOutlierScore();
    OutlierResult result = new OutlierResult(scoreMeta, scoreResult);
    if (models) {
        result.addChildResult(new MaterializedRelation<>("Local Dimensionality", COP_DIM, TypeUtil.INTEGER, cop_dim, ids));
        result.addChildResult(new MaterializedRelation<>("Error vectors", COP_ERRORVEC, TypeUtil.DOUBLE_ARRAY, cop_err_v, ids));
    }
    return result;
}
Also used : WritableIntegerDataStore(de.lmu.ifi.dbs.elki.database.datastore.WritableIntegerDataStore) WritableDoubleDataStore(de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore) DBIDs(de.lmu.ifi.dbs.elki.database.ids.DBIDs) ModifiableDBIDs(de.lmu.ifi.dbs.elki.database.ids.ModifiableDBIDs) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) OutlierResult(de.lmu.ifi.dbs.elki.result.outlier.OutlierResult) ProbabilisticOutlierScore(de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) GreaterConstraint(de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.GreaterConstraint) OutlierScoreMeta(de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) PCAResult(de.lmu.ifi.dbs.elki.math.linearalgebra.pca.PCAResult) KNNList(de.lmu.ifi.dbs.elki.database.ids.KNNList) ModifiableDBIDs(de.lmu.ifi.dbs.elki.database.ids.ModifiableDBIDs) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation)

Example 5 with ProbabilisticOutlierScore

use of de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore in project elki by elki-project.

the class EMOutlier method run.

/**
 * Runs the algorithm in the timed evaluation part.
 *
 * @param database Database to process
 * @param relation Relation to process
 * @return Outlier result
 */
public OutlierResult run(Database database, Relation<V> relation) {
    emClustering.setSoft(true);
    Clustering<?> emresult = emClustering.run(database, relation);
    Relation<double[]> soft = null;
    for (It<Relation<double[]>> iter = emresult.getHierarchy().iterChildren(emresult).filter(Relation.class); iter.valid(); iter.advance()) {
        if (iter.get().getDataTypeInformation() == EM.SOFT_TYPE) {
            soft = iter.get();
        }
    }
    double globmax = 0.0;
    WritableDoubleDataStore emo_score = DataStoreUtil.makeDoubleStorage(relation.getDBIDs(), DataStoreFactory.HINT_TEMP | DataStoreFactory.HINT_HOT);
    for (DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
        double maxProb = Double.POSITIVE_INFINITY;
        double[] probs = soft.get(iditer);
        for (double prob : probs) {
            maxProb = Math.min(1. - prob, maxProb);
        }
        emo_score.putDouble(iditer, maxProb);
        globmax = Math.max(maxProb, globmax);
    }
    DoubleRelation scoreres = new MaterializedDoubleRelation("EM outlier scores", "em-outlier", emo_score, relation.getDBIDs());
    OutlierScoreMeta meta = new ProbabilisticOutlierScore(0.0, globmax);
    // combine results.
    OutlierResult result = new OutlierResult(meta, scoreres);
    // TODO: add a keep-EM flag?
    result.addChildResult(emresult);
    return result;
}
Also used : WritableDoubleDataStore(de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore) OutlierResult(de.lmu.ifi.dbs.elki.result.outlier.OutlierResult) ProbabilisticOutlierScore(de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) OutlierScoreMeta(de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) DoubleRelation(de.lmu.ifi.dbs.elki.database.relation.DoubleRelation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation) Relation(de.lmu.ifi.dbs.elki.database.relation.Relation) MaterializedDoubleRelation(de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation)

Aggregations

DoubleRelation (de.lmu.ifi.dbs.elki.database.relation.DoubleRelation)13 MaterializedDoubleRelation (de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation)13 OutlierResult (de.lmu.ifi.dbs.elki.result.outlier.OutlierResult)13 OutlierScoreMeta (de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta)13 ProbabilisticOutlierScore (de.lmu.ifi.dbs.elki.result.outlier.ProbabilisticOutlierScore)13 WritableDoubleDataStore (de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore)12 DBIDIter (de.lmu.ifi.dbs.elki.database.ids.DBIDIter)9 FiniteProgress (de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress)6 DoubleMinMax (de.lmu.ifi.dbs.elki.math.DoubleMinMax)5 DBIDs (de.lmu.ifi.dbs.elki.database.ids.DBIDs)3 KNNList (de.lmu.ifi.dbs.elki.database.ids.KNNList)3 WritableIntegerDataStore (de.lmu.ifi.dbs.elki.database.datastore.WritableIntegerDataStore)2 ModifiableDBIDs (de.lmu.ifi.dbs.elki.database.ids.ModifiableDBIDs)2 AbortException (de.lmu.ifi.dbs.elki.utilities.exceptions.AbortException)2 CorrelationAnalysisSolution (de.lmu.ifi.dbs.elki.data.model.CorrelationAnalysisSolution)1 Model (de.lmu.ifi.dbs.elki.data.model.Model)1 GeneratorSingleCluster (de.lmu.ifi.dbs.elki.data.synthetic.bymodel.GeneratorSingleCluster)1 SimpleTypeInformation (de.lmu.ifi.dbs.elki.data.type.SimpleTypeInformation)1 DoubleDataStore (de.lmu.ifi.dbs.elki.database.datastore.DoubleDataStore)1 DoubleDBIDListIter (de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDListIter)1