midas-edge 0.1.0

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data/CHANGELOG.md

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+## 0.1.0 (2020-02-17)
+
+- First release

data/LICENSE.txt

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data/NOTICE.txt

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+Copyright 2020 Andrew Kane
+
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+
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+
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+limitations under the License.

data/README.md

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+# MIDAS
+
+[MIDAS](https://github.com/bhatiasiddharth/MIDAS) - edge stream anomaly detection - for Ruby
+
+## Installation
+
+Add this line to your application’s Gemfile:
+
+```ruby
+gem 'midas-edge'
+gem 'rice', github: 'jasonroelofs/rice' # for now for c++17
+```
+
+## Getting Started
+
+Prep your data in the format `[source, destination, time]` (all integers) and sorted by time (ascending)
+
+```ruby
+data = [
+  [2, 3, 1],
+  [3, 4, 2],
+  [5, 9, 2],
+  [2, 3, 3]
+]
+```
+
+Get anomaly scores
+
+```ruby
+midas = Midas.new
+scores = midas.fit_predict(data)
+```
+
+Higher scores are more anomalous. There is [not currently](https://github.com/bhatiasiddharth/MIDAS/issues/4) a defined threshold for anomalies.
+
+## Parameters
+
+Pass parameters - default values below
+
+```ruby
+Midas.new(
+  rows: 2,           # number of hash functions
+  buckets: 769,      # number of buckets
+  alpha: 0.6,        # temporal decay factor
+  relations: true,   # whether to use MIDAS-R or MIDAS
+  directed: true     # treat the graph as directed or undirected
+)
+```
+
+## Data
+
+Data can be an array of arrays
+
+```ruby
+[[1, 2, 3], [4, 5, 6]]
+```
+
+Or a Numo NArray
+
+```ruby
+Numo::Int32.new(3, 2).seq
+```
+
+## Performance
+
+For large datasets, read data directly from files
+
+```ruby
+midas.fit_predict("data.csv")
+```
+
+## Resources
+
+- [MIDAS: Microcluster-Based Detector of Anomalies in Edge Streams](https://www.comp.nus.edu.sg/~sbhatia/assets/pdf/midas.pdf)
+
+## History
+
+View the [changelog](https://github.com/ankane/midas/blob/master/CHANGELOG.md)
+
+## Contributing
+
+Everyone is encouraged to help improve this project. Here are a few ways you can help:
+
+- [Report bugs](https://github.com/ankane/midas/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/midas/pulls)
+- Write, clarify, or fix documentation
+- Suggest or add new features
+
+To get started with development:
+
+```sh
+git clone https://github.com/ankane/midas.git
+cd midas
+bundle install
+bundle exec rake compile
+bundle exec rake test
+```

data/ext/midas/ext.cpp

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+// stdlib
+#include <iostream>
+#include <vector>
+
+// midas
+#include <anom.hpp>
+
+// rice
+#include <rice/Module.hpp>
+#include <rice/String.hpp>
+
+using Rice::Module;
+using Rice::String;
+using Rice::define_module;
+using Rice::define_class_under;
+
+void load_str(vector<int>& src, vector<int>& dst, vector<int>& times, std::string input, bool directed) {
+  int* input_ptr = (int*) input.data();
+  size_t n = input.size() / sizeof(int);
+
+  if (directed) {
+    for (size_t i = 0; i < n; i += 3) {
+      src.push_back(input_ptr[i]);
+      dst.push_back(input_ptr[i + 1]);
+      times.push_back(input_ptr[i + 2]);
+    }
+  } else {
+    for (size_t i = 0; i < n; i += 3) {
+      src.push_back(input_ptr[i]);
+      dst.push_back(input_ptr[i + 1]);
+      times.push_back(input_ptr[i + 2]);
+      src.push_back(input_ptr[i + 1]);
+      dst.push_back(input_ptr[i]);
+      times.push_back(input_ptr[i + 2]);
+    }
+  }
+}
+
+// load_data from main.cpp
+// modified to throw std::runtime_error when cannot find file
+// instead of exiting
+void load_file(vector<int>& src, vector<int>& dst, vector<int>& times, std::string input_file, bool undirected)
+{
+  FILE* infile = fopen(input_file.c_str(), "r");
+  if (infile == NULL) {
+    throw std::runtime_error("Could not read file: " + input_file);
+  }
+
+  int s, d, t;
+
+  if (undirected == false) {
+    while (fscanf(infile, "%d,%d,%d", &s, &d, &t) == 3) {
+      src.push_back(s);
+      dst.push_back(d);
+      times.push_back(t);
+    }
+  }
+  else {
+    while (fscanf(infile, "%d:%d:%d", &s, &d, &t) == 3) {
+      src.push_back(s);
+      dst.push_back(d);
+      times.push_back(t);
+      src.push_back(d);
+      dst.push_back(s);
+      times.push_back(t);
+    }
+  }
+}
+
+std::string fit_predict(vector<int>& src, vector<int>& dst, vector<int>& times, int num_rows, int num_buckets, double factor, bool relations) {
+  vector<double>* result;
+  if (relations) {
+    result = midasR(src, dst, times, num_rows, num_buckets, factor);
+  } else {
+    result = midas(src, dst, times, num_rows, num_buckets);
+  }
+  return std::string((char*) result->data(), sizeof(double) / sizeof(char) * result->size());
+}
+
+extern "C"
+void Init_ext()
+{
+  Module rb_mMidas = define_module("Midas");
+
+  define_class_under(rb_mMidas, "Detector")
+    .define_method(
+      "_fit_predict_str",
+      *[](std::string input, int num_rows, int num_buckets, double factor, bool relations, bool directed) {
+        vector<int> src, dst, times;
+        load_str(src, dst, times, input, directed);
+        return fit_predict(src, dst, times, num_rows, num_buckets, factor, relations);
+      })
+    .define_method(
+      "_fit_predict_file",
+      *[](std::string input, int num_rows, int num_buckets, double factor, bool relations, bool directed) {
+        vector<int> src, dst, times;
+        load_file(src, dst, times, input, !directed);
+        return fit_predict(src, dst, times, num_rows, num_buckets, factor, relations);
+      });
+}

data/ext/midas/extconf.rb

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+require "mkmf-rice"
+
+abort "Missing stdc++" unless have_library("stdc++")
+
+$CXXFLAGS << " -std=c++17"
+
+ext = File.expand_path(".", __dir__)
+midas = File.expand_path("../../vendor/midas", __dir__)
+
+$srcs = Dir["{#{ext},#{midas}}/*.{cc,cpp}"]
+$INCFLAGS << " -I#{midas}"
+$VPATH << midas
+
+create_makefile("midas/ext")

data/lib/midas-edge.rb

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+# dependencies
+require "numo/narray"
+
+# ext
+require "midas/ext"
+
+# modules
+require "midas/detector"
+require "midas/version"
+
+module Midas
+  class Error < StandardError; end
+
+  def self.new(**options)
+    Detector.new(**options)
+  end
+end