magnifier-ruby 1.0.0

checksums.yaml

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data/lib/magnifier.rb

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+require 'numo/narray'
+
+class Magnifier
+  # make configurable
+  # or check for convergence
+  LEARNING_STEPS = 1000
+
+  attr_reader :training_set, :training_set_size, :features_count, :f1_score
+  attr_accessor :mu_vector, :sigma_squared_vector, :threshold
+
+  # examples is exepcted to be 2-D array of real values
+  def initialize(examples, threshold = 0.01)
+    @training_set = Numo::DFloat[*examples].freeze
+    @training_set_size, @features_count = training_set.shape
+    @threshold = threshold
+    @mu_vector = Numo::DFloat.zeros(@features_count)
+    @sigma_squared_vector = Numo::DFloat.zeros(@features_count)
+    @f1_score = 0
+  end
+
+  def train
+    @mu_vector = @training_set.mean(0)
+    @sigma_squared_vector = (((training_set - mu_vector) ** 2).sum(0) / training_set_size).to_a
+  end
+
+  # optimize using F1 score
+  # requires cross-validation set (should differ from train set!)
+  # todo: convert base truth to boolean
+  def optimize_threshold(examples, base_truths)
+    boolean_base_thruths = base_truths.map{ |value| value == 1 || value == true }
+    examples_prob = examples.map { |example| probability(example) }
+
+    threshold_step = (examples_prob.max - examples_prob.min) / LEARNING_STEPS
+    @threshold = 0
+
+    (examples_prob.min..examples_prob.max).step(threshold_step) do |new_threshold|
+      predictions = examples_prob.map { |probability| probability < new_threshold }
+      current_f1 = compute_f1_score(predictions, boolean_base_thruths)
+
+      if current_f1 > @f1_score
+        @f1_score = current_f1
+        @threshold = new_threshold
+      end
+    end
+
+    [threshold, f1_score]
+  end
+
+  def probability(example)
+    probability = 1
+    example.each_with_index do |feature, i|
+      feature_prob = Math.exp(-((feature - mu_vector[i])**2 / (2 * sigma_squared_vector[i]))) / ((2 * Math::PI * sigma_squared_vector[i])**(0.5))
+
+      probability = probability * feature_prob
+    end
+
+    probability
+  end
+
+  def anomaly?(example)
+    probability(example) < threshold
+  end
+
+  private
+
+    def compute_f1_score(predictions, base_truths)
+      true_positives  = predictions.map.with_index { |val, i| val && base_truths[i] }.count(true)
+      false_positives = predictions.map.with_index { |val, i| val && !base_truths[i] }.count(true)
+      false_negatives = predictions.map.with_index { |val, i| !val && base_truths[i] }.count(true)
+
+      return 0 if true_positives == 0
+
+      precision = true_positives.to_f / (true_positives + false_positives);
+      recall = true_positives.to_f / (true_positives + false_negatives);
+
+      (2 * precision * recall) / (precision + recall) rescue 0;
+    end
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: magnifier-ruby
+version: !ruby/object:Gem::Version
+  version: 1.0.0
+platform: ruby
+authors:
+- Nick Grysimov
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2018-01-06 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: numo-narray
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.9'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.9'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.7.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.7.0
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Anomaly detection using gaussian distribution, written in ruby
+email: 
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/magnifier.rb
+homepage: https://github.com/tuned-up/magnifier-ruby
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.6.14
+signing_key: 
+specification_version: 4
+summary: Anomaly Detection
+test_files: []