anomaly 0.0.1

data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/.rspec

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+--color

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in anomaly.gemspec
+gemspec

data/LICENSE

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+Copyright (c) 2011 Andrew Kane
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# Anomaly
+
+Anomaly detection using a normal distribution.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem "anomaly"
+```
+
+And then execute:
+
+```sh
+bundle install
+```
+
+## How to Use
+
+Train the detector with **only non-anomalies**. Each row is a sample.
+
+```ruby
+train_data = [
+  [0.1, 100, 1.4],
+  [0.2, 101, 2.1],
+  [0.5, 102, 1.6]
+]
+ad = Anomaly::Detector.new(train_data)
+```
+
+That's it! Let's test for anomalies.
+
+```ruby
+test_sample = [1.0, 100, 1.4]
+ad.probability(test_sample)
+# => 0.0007328491480297603
+```
+
+**Super-important:** You must select a threshold for anomalies (which we denote with ε - "epsilon")
+
+Probabilities less than ε are considered anomalies. If ε is higher, more things are considered anomalies.
+
+``` ruby
+ad.anomaly?(test_sample, 1e-10)
+# => false
+ad.anomaly?(test_sample, 0.5)
+# => true
+```
+
+Here's sample to code to help you find the best ε for your application.
+
+```ruby
+# TODO
+```
+
+You can easily persist the detector in a file or database.
+
+```ruby
+# TODO Finish example
+Marshal.dump(ad)
+```
+
+## Contributing
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Added some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request
+
+## Thanks
+
+A special thanks to [Andrew Ng](http://www.ml-class.org).

data/Rakefile

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+#!/usr/bin/env rake
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+RSpec::Core::RakeTask.new("spec")

data/anomaly.gemspec

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+# -*- encoding: utf-8 -*-
+require File.expand_path('../lib/anomaly/version', __FILE__)
+
+Gem::Specification.new do |gem|
+  gem.authors       = ["Andrew Kane"]
+  gem.email         = ["andrew@getformidable.com"]
+  gem.description   = %q{Anomaly detection using a normal distribution.}
+  gem.summary       = %q{Anomaly detection using a normal distribution.}
+  gem.homepage      = "https://github.com/ankane/anomaly"
+
+  gem.executables   = `git ls-files -- bin/*`.split("\n").map{ |f| File.basename(f) }
+  gem.files         = `git ls-files`.split("\n")
+  gem.test_files    = `git ls-files -- {test,spec,features}/*`.split("\n")
+  gem.name          = "anomaly"
+  gem.require_paths = ["lib"]
+  gem.version       = Anomaly::VERSION
+
+  gem.add_development_dependency "rake"
+  gem.add_development_dependency "rspec", ">= 2.0.0"
+end

data/lib/anomaly.rb

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+require "anomaly/version"
+require "anomaly/detector"

data/lib/anomaly/detector.rb

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+module Anomaly
+  class Detector
+
+    def initialize(data)
+      # Use NMatrix if possible
+      if defined?(NMatrix) and (!defined?(Matrix) or !data.is_a?(Matrix))
+        d = data.is_a?(NMatrix) ? data : NMatrix.to_na(data)
+
+        # Convert these to an array for Marshal.dump
+        @mean = d.mean(1).to_a
+        @std = d.stddev(1).to_a
+      else
+        d = data.is_a?(Matrix) ? data : Matrix.rows(data)
+        cols = d.column_size.times.map{|i| d.column(i)}
+        @mean = cols.map{|c| mean(c)}
+        @std = cols.each_with_index.map{|c,i| std(c, @mean[i])}
+      end
+
+      raise "Standard deviation cannot be zero" if @std.find_index{|i| i == 0 or i.nan?}
+    end
+
+    def probability(x)
+      raise ArgumentError, "x must have #{@mean.size} elements" if x.size != @mean.size
+      x.each_with_index.map{|a,i| normal_pdf(a, @mean[i], @std[i]) }.reduce(1, :*)
+    end
+
+    def anomaly?(x, epsilon)
+      probability(x) < epsilon
+    end
+
+    protected
+
+    SQRT2PI = Math.sqrt(2*Math::PI)
+
+    def normal_pdf(x, mean = 0, std = 1)
+      1/(SQRT2PI*std)*Math.exp(-((x - mean)**2/(2.0*(std**2))))
+    end
+
+    # Not used for NArray
+
+    def mean(x)
+      x.inject(0.0){|a, i| a + i}/x.size
+    end
+
+    def std(x, mean)
+      Math.sqrt(x.inject(0.0){|a, i| a + (i - mean) ** 2}/(x.size - 1))
+    end
+
+  end
+end

data/lib/anomaly/version.rb

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+module Anomaly
+  VERSION = "0.0.1"
+end

data/spec/anomaly/detector_spec.rb

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+require "spec_helper"
+
+describe Anomaly::Detector do
+  let(:data) { [[-1,-2],[0,0],[1,2]] }
+  let(:ad) { Anomaly::Detector.new(data) }
+
+  # mean = [0, 0], std = [1, 2]
+  it "computes the right probability" do
+    ad.probability([0,0]).should == 0.079577471545947667
+  end
+
+  it "marshalizes" do
+    expect{ Marshal.dump(ad) }.to_not raise_error
+  end
+
+  context "when standard deviation is 0" do
+    let(:data) { [[1],[1]] }
+
+    it "raises error" do
+      expect{ ad }.to raise_error RuntimeError, "Standard deviation cannot be zero"
+    end
+  end
+
+  context "when one training example" do
+    let(:data) { [[1]] }
+
+    it "raises error" do
+      expect{ ad }.to raise_error RuntimeError, "Standard deviation cannot be zero"
+    end
+  end
+
+  context "when data is a matrix" do
+    let(:data) { [[-1,-2],[0,0],[1,2]] }
+    let(:sample) { [rand, rand] }
+
+    it "returns the same probability as an NMatrix" do
+      ad.probability(sample).should == Anomaly::Detector.new(Matrix.rows(data)).probability(sample)
+    end
+  end
+end

data/spec/spec_helper.rb

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+require "rubygems"
+require "bundler/setup"
+
+require "anomaly"
+require "matrix"
+
+RSpec.configure do |config|
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: anomaly
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+  prerelease: 
+platform: ruby
+authors:
+- Andrew Kane
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2011-12-11 00:00:00.000000000Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: &2156676440 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: *2156676440
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: &2156675180 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: 2.0.0
+  type: :development
+  prerelease: false
+  version_requirements: *2156675180
+description: Anomaly detection using a normal distribution.
+email:
+- andrew@getformidable.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- .rspec
+- Gemfile
+- LICENSE
+- README.md
+- Rakefile
+- anomaly.gemspec
+- lib/anomaly.rb
+- lib/anomaly/detector.rb
+- lib/anomaly/version.rb
+- spec/anomaly/detector_spec.rb
+- spec/spec_helper.rb
+homepage: https://github.com/ankane/anomaly
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.10
+signing_key: 
+specification_version: 3
+summary: Anomaly detection using a normal distribution.
+test_files:
+- spec/anomaly/detector_spec.rb
+- spec/spec_helper.rb