异常检测-LocalOutlierFactor的理解与应用

先看一个应用案例：

import numpy as np
from sklearn.neighbors import LocalOutlierFactor
X = [[-1.1], [0.2], [101.1], [0.3]]
clf = LocalOutlierFactor(n_neighbors=2)
print(clf.fit_predict(X))
print(clf.negative_outlier_factor_)

# 1为inliers，-1为outliers

该算法的一个重点应用：

Novelty detection with Local Outlier Factor

The Local Outlier Factor (LOF) algorithm is an unsupervised anomaly detection method which computes the local density deviation of a given data point with respect to its neighbors. It considers as outliers the samples that have a substantially lower density than their neighbors. This example shows how to use LOF for novelty detection. Note that when LOF is used for novelty detection you MUST not use predict, decision_function and score_samples on the training set as this would lead to wrong results. You must only use these methods on new unseen data (which are not in the training set). See User Guide: for details on the difference between outlier detection and novelty detection and how to use LOF for outlier detection

%matplotlib
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
from sklearn.neighbors import LocalOutlierFactor
import sklearn
print(sklearn.__version__)
print(__doc__)

np.random.seed(42)

xx, yy = np.meshgrid(np.linspace(-5, 5, 500), np.linspace(-5, 5, 500))
# Generate normal (not abnormal) training observations
X = 0.3 * np.random.randn(100, 2)
X_train = np.r_[X + 2, X - 2]
# Generate new normal (not abnormal) observations
X = 0.3 * np.random.randn(20, 2)
X_test = np.r_[X + 2, X - 2]
# Generate some abnormal novel observations
X_outliers = np.random.uniform(low=-4, high=4, size=(20, 2))

# fit the model for novelty detection (novelty=True)
clf = LocalOutlierFactor(n_neighbors=20, novelty=True, contamination=0.1)
clf.fit(X_train)
# DO NOT use predict, decision_function and score_samples on X_train as this
# would give wrong results but only on new unseen data (not used in X_train),
# e.g. X_test, X_outliers or the meshgrid
y_pred_test = clf.predict(X_test)
y_pred_outliers = clf.predict(X_outliers)
n_error_test = y_pred_test[y_pred_test == -1].size
n_error_outliers = y_pred_outliers[y_pred_outliers == 1].size

# plot the learned frontier, the points, and the nearest vectors to the plane
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)

plt.title("Novelty Detection with LOF")
plt.contourf(xx, yy, Z, levels=np.linspace(Z.min(), 0, 7), cmap=plt.cm.PuBu)
a = plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='darkred')
plt.contourf(xx, yy, Z, levels=[0, Z.max()], colors='palevioletred')

s = 40
b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c='white', s=s, edgecolors='k')
b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='blueviolet', s=s,
                 edgecolors='k')
c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c='gold', s=s,
                edgecolors='k')
plt.axis('tight')
plt.xlim((-5, 5))
plt.ylim((-5, 5))
plt.legend([a.collections[0], b1, b2, c],
           ["learned frontier", "training observations",
            "new regular observations", "new abnormal observations"],
           loc="upper left",
           prop=matplotlib.font_manager.FontProperties(size=11))
plt.xlabel(
    "errors novel regular: %d/40 ; errors novel abnormal: %d/40"
    % (n_error_test, n_error_outliers))
plt.show()

结论：

1、Novelty=True，预测时，就不能用train data，只能用unseen data

2、Novelty为True时，就说明默认训练数据全为正常数据，所以如果用训练数据预测，其结果自然都为1

与其他异常检测算法效果对比