目录
二、feature_bagging、LOF、KNN、IForest使用案例
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
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