pyod库 检测异常值的不同方法案例

目录

一、ABOD类使用案例

二、feature_bagging、LOF、KNN、IForest使用案例

三、HBOS使用案例

四、CBLOF使用案例

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一、ABOD类使用案例

参考使用：All Models — pyod 0.9.8 documentation

import numpy as np
from scipy import stats
import matplotlib.pyplot as plt
import matplotlib.font_manager
# 导入想要用来检测数据集中异常值的模型。使用ABOD和KNN：
from pyod.models.abod import ABOD
from pyod.models.knn import KNN
# 创建一个带有异常值的随机数据集并绘制它
from pyod.utils.data import generate_data, get_outliers_inliers

if __name__ == '__main__':

    # 生成数据
    X_train, Y_train = generate_data(n_train=200, train_only=True, n_features=2)
    # 在默认情况下，离群值在生成数据函数中是0.1
    outlier_fraction = 0.1
    # 将异常值和异常值存储在不同的numpy数组中
    x_outliers, x_inliers = get_outliers_inliers(X_train, Y_train)
    n_inliers = len(x_inliers)
    n_outliers = len(x_outliers)
    # 分离这两个特性并使用它来绘制数据
    F1 = X_train[:, [0]].reshape(-1, 1)
    F2 = X_train[:, [1]].reshape(-1, 1)
    # create a meshgrid
    xx, yy = np.meshgrid(np.linspace(-10, 10, 200), np.linspace(-10, 10, 200))
    # scatter plot
    plt.scatter(F1, F2)
    plt.xlabel('F1')
    plt.ylabel('F2')
    # plt.show()
    # 创建一个dictionary并添加要用于检测异常值的所有模型：
    classifiers = {
        'Angle-based Outlier Detector (ABOD)': ABOD(contamination=outlier_fraction),
        'K Nearest Neighbors (KNN)': KNN(contamination=outlier_fraction)
    }
    # 将数据拟合到我们在dictionary中添加的每个模型，然后，查看每个模型如何检测异常值：
    # set the figure size
    plt.figure(figsize=(10, 10))
    for i, (clf_name, clf) in enumerate(classifiers.items()):
        # fit the dataset to the model
        clf.fit(X_train)
        # predict raw anomaly score
        scores_pred = clf.decision_function(X_train) * -1
        # prediction of a datapoint category outlier or inlier
        y_pred = clf.predict(X_train)
        # no of errors in prediction
        n_errors = (y_pred != Y_train).sum()
        print('No of Errors : ', clf_name, n_errors)
        # rest of the code is to create the visualization
        # threshold value to consider a datapoint inlier or outlier
        threshold = stats.scoreatpercentile(scores_pred, 100 * outlier_fraction)
        # decision function calculates the raw anomaly score for every point
        Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()]) * -1
        Z = Z.reshape(xx.shape)
        subplot = plt.subplot(1, 2, i + 1)
        # fill blue colormap from minimum anomaly score to threshold value
        subplot.contourf(xx, yy, Z, levels=np.linspace(Z.min(), threshold, 10), cmap=plt.cm.Blues_r)
        # draw red contour line where anomaly score is equal to threshold
        a = subplot.contour(xx, yy, Z, levels=[threshold], linewidths=2, colors='red')
        # fill orange contour lines where range of anomaly score is from threshold to maximum anomaly score
        subplot.contourf(xx, yy, Z, levels=[threshold, Z.max()], colors='orange')
        # scatter plot of inliers with white dots
        b = subplot.scatter(X_train[:-n_outliers, 0], X_train[:-n_outliers, 1], c='white', s=20, edgecolor='k')
        # scatter plot of outliers with black dots
        c = subplot.scatter(X_train[-n_outliers:, 0], X_train[-n_outliers:, 1], c='black', s=20, edgecolor='k')
        subplot.axis('tight')
        subplot.legend(
            [a.collections[0], b, c],
            ['learned decision function', 'true inliers', 'true outliers'],
            prop=matplotlib.font_manager.FontProperties(size=10),
            loc='lower right')
        subplot.set_title(clf_name)
    subplot.set_xlim((-10, 10))
    subplot.set_ylim((-10, 10))

    plt.show()

运行效果：

No of Errors :  Angle-based Outlier Detector (ABOD) 2
No of Errors :  K Nearest Neighbors (KNN) 0

 

二、feature_bagging、LOF、KNN、IForest使用案例

异常检测-高维数据的处理_莫知我哀的博客-CSDN博客

三、HBOS使用案例

【21年01月DW打卡】Task02 - 异常检测，基于统计学的方法 （基于正态分布、基于多元异常点检测、使用直方图检测异常点、pyod演示HBOS算法） - 山枫叶纷飞 - 博客园

四、CBLOF使用案例

Python异常检测（Pyod）没有收敛 - 问答 - Python中文网

官方文档：API Reference — pyod 0.9.8 documentation