midas-edge 0.2.0 → 0.3.1

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Files changed (15) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +21 -0
  3. data/NOTICE.txt +2 -1
  4. data/README.md +2 -3
  5. data/ext/midas/ext.cpp +49 -36
  6. data/ext/midas/extconf.rb +6 -2
  7. data/ext/midas/numo.hpp +867 -0
  8. data/lib/midas/detector.rb +1 -12
  9. data/lib/midas/version.rb +1 -1
  10. data/vendor/MIDAS/README.md +107 -32
  11. data/vendor/MIDAS/src/CountMinSketch.hpp +105 -0
  12. data/vendor/MIDAS/src/FilteringCore.hpp +98 -0
  13. data/vendor/MIDAS/src/NormalCore.hpp +53 -0
  14. data/vendor/MIDAS/src/RelationalCore.hpp +79 -0
  15. metadata +16 -67
data/vendor/MIDAS/src/NormalCore.hpp ADDED
@@ -0,0 +1,53 @@
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+ // -----------------------------------------------------------------------------
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+ // Copyright 2020 Rui Liu (liurui39660) and Siddharth Bhatia (bhatiasiddharth)
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+ //
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+ // Licensed under the Apache License, Version 2.0 (the "License");
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+ // you may not use this file except in compliance with the License.
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+ // You may obtain a copy of the License at
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+ //
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+ // http://www.apache.org/licenses/LICENSE-2.0
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+ //
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+ // Unless required by applicable law or agreed to in writing, software
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+ // distributed under the License is distributed on an "AS IS" BASIS,
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+ // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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+ // See the License for the specific language governing permissions and
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+ // limitations under the License.
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+ // -----------------------------------------------------------------------------
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+
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+ #pragma once
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+
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+ #include <cmath>
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+
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+ #include "CountMinSketch.hpp"
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+
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+ namespace MIDAS {
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+ struct NormalCore {
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+ int timestamp = 1;
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+ int* const index; // Pre-compute the index to-be-modified, thanks to the same structure of CMSs
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+ CountMinSketch numCurrent, numTotal;
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+
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+ NormalCore(int numRow, int numColumn):
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+ index(new int[numRow]),
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+ numCurrent(numRow, numColumn),
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+ numTotal(numCurrent) { }
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+
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+ virtual ~NormalCore() {
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+ delete[] index;
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+ }
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+
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+ static float ComputeScore(float a, float s, float t) {
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+ return s == 0 || t - 1 == 0 ? 0 : pow((a - s / t) * t, 2) / (s * (t - 1));
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+ }
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+
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+ float operator()(int source, int destination, int timestamp) {
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+ if (this->timestamp < timestamp) {
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+ numCurrent.ClearAll();
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+ this->timestamp = timestamp;
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+ }
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+ numCurrent.Hash(index, source, destination);
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+ numCurrent.Add(index);
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+ numTotal.Add(index);
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+ return ComputeScore(numCurrent(index), numTotal(index), timestamp);
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+ }
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+ };
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+ }
data/vendor/MIDAS/src/RelationalCore.hpp ADDED
@@ -0,0 +1,79 @@
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+ // -----------------------------------------------------------------------------
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+ // Copyright 2020 Rui Liu (liurui39660) and Siddharth Bhatia (bhatiasiddharth)
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+ //
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+ // Licensed under the Apache License, Version 2.0 (the "License");
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+ // you may not use this file except in compliance with the License.
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+ // You may obtain a copy of the License at
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+ //
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+ // http://www.apache.org/licenses/LICENSE-2.0
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+ //
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+ // Unless required by applicable law or agreed to in writing, software
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+ // distributed under the License is distributed on an "AS IS" BASIS,
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+ // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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+ // See the License for the specific language governing permissions and
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+ // limitations under the License.
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+ // -----------------------------------------------------------------------------
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+
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+ #pragma once
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+
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+ #include <cmath>
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+
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+ #include "CountMinSketch.hpp"
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+
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+ namespace MIDAS {
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+ struct RelationalCore {
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+ int timestamp = 1;
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+ const float factor;
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+ int* const indexEdge; // Pre-compute the index to-be-modified, thanks to the same structure of CMSs
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+ int* const indexSource;
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+ int* const indexDestination;
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+ CountMinSketch numCurrentEdge, numTotalEdge;
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+ CountMinSketch numCurrentSource, numTotalSource;
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+ CountMinSketch numCurrentDestination, numTotalDestination;
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+
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+ RelationalCore(int numRow, int numColumn, float factor = 0.5):
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+ factor(factor),
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+ indexEdge(new int[numRow]),
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+ indexSource(new int[numRow]),
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+ indexDestination(new int[numRow]),
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+ numCurrentEdge(numRow, numColumn),
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+ numTotalEdge(numCurrentEdge),
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+ numCurrentSource(numRow, numColumn),
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+ numTotalSource(numCurrentSource),
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+ numCurrentDestination(numRow, numColumn),
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+ numTotalDestination(numCurrentDestination) { }
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+
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+ virtual ~RelationalCore() {
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+ delete[] indexEdge;
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+ delete[] indexSource;
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+ delete[] indexDestination;
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+ }
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+
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+ static float ComputeScore(float a, float s, float t) {
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+ return s == 0 || t - 1 == 0 ? 0 : pow((a - s / t) * t, 2) / (s * (t - 1));
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+ }
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+
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+ float operator()(int source, int destination, int timestamp) {
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+ if (this->timestamp < timestamp) {
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+ numCurrentEdge.MultiplyAll(factor);
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+ numCurrentSource.MultiplyAll(factor);
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+ numCurrentDestination.MultiplyAll(factor);
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+ this->timestamp = timestamp;
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+ }
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+ numCurrentEdge.Hash(indexEdge, source, destination);
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+ numCurrentEdge.Add(indexEdge);
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+ numTotalEdge.Add(indexEdge);
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+ numCurrentSource.Hash(indexSource, source);
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+ numCurrentSource.Add(indexSource);
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+ numTotalSource.Add(indexSource);
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+ numCurrentDestination.Hash(indexDestination, destination);
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+ numCurrentDestination.Add(indexDestination);
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+ numTotalDestination.Add(indexDestination);
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+ return std::max({
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+ ComputeScore(numCurrentEdge(indexEdge), numTotalEdge(indexEdge), timestamp),
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+ ComputeScore(numCurrentSource(indexSource), numTotalSource(indexSource), timestamp),
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+ ComputeScore(numCurrentDestination(indexDestination), numTotalDestination(indexDestination), timestamp),
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+ });
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+ }
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+ };
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+ }
metadata CHANGED
@@ -1,14 +1,14 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: midas-edge
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3
  version: !ruby/object:Gem::Version
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- version: 0.2.0
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+ version: 0.3.1
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  platform: ruby
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  authors:
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  - Andrew Kane
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- autorequire:
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+ autorequire:
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  bindir: bin
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  cert_chain: []
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- date: 2020-06-18 00:00:00.000000000 Z
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+ date: 2021-05-23 00:00:00.000000000 Z
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  dependencies:
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  - !ruby/object:Gem::Dependency
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14
  name: rice
@@ -16,14 +16,14 @@ dependencies:
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  requirements:
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  - - ">="
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  - !ruby/object:Gem::Version
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- version: '2.2'
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+ version: 4.0.2
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  type: :runtime
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  prerelease: false
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  version_requirements: !ruby/object:Gem::Requirement
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  requirements:
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  - - ">="
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  - !ruby/object:Gem::Version
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- version: '2.2'
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+ version: 4.0.2
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  - !ruby/object:Gem::Dependency
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  name: numo-narray
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  requirement: !ruby/object:Gem::Requirement
@@ -38,64 +38,8 @@ dependencies:
38
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  - - ">="
39
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  - !ruby/object:Gem::Version
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  version: '0'
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- - !ruby/object:Gem::Dependency
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- name: bundler
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- requirement: !ruby/object:Gem::Requirement
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- requirements:
45
- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- type: :development
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- prerelease: false
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- version_requirements: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- - !ruby/object:Gem::Dependency
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- name: rake
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- requirement: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- type: :development
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- prerelease: false
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- version_requirements: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- - !ruby/object:Gem::Dependency
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- name: rake-compiler
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- requirement: !ruby/object:Gem::Requirement
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- requirements:
73
- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- type: :development
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- prerelease: false
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- version_requirements: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '0'
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- - !ruby/object:Gem::Dependency
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- name: minitest
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- requirement: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '5'
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- type: :development
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- prerelease: false
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- version_requirements: !ruby/object:Gem::Requirement
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- requirements:
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- - - ">="
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- - !ruby/object:Gem::Version
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- version: '5'
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- description:
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- email: andrew@chartkick.com
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+ description:
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+ email: andrew@ankane.org
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  executables: []
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  extensions:
101
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  - ext/midas/extconf.rb
@@ -107,16 +51,21 @@ files:
107
51
  - README.md
108
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  - ext/midas/ext.cpp
109
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  - ext/midas/extconf.rb
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+ - ext/midas/numo.hpp
110
55
  - lib/midas-edge.rb
111
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  - lib/midas/detector.rb
112
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  - lib/midas/version.rb
113
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  - vendor/MIDAS/LICENSE
114
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  - vendor/MIDAS/README.md
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+ - vendor/MIDAS/src/CountMinSketch.hpp
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+ - vendor/MIDAS/src/FilteringCore.hpp
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+ - vendor/MIDAS/src/NormalCore.hpp
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+ - vendor/MIDAS/src/RelationalCore.hpp
115
64
  homepage: https://github.com/ankane/midas
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  licenses:
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  - MIT
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  metadata: {}
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- post_install_message:
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+ post_install_message:
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  rdoc_options: []
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  require_paths:
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  - lib
@@ -124,15 +73,15 @@ required_ruby_version: !ruby/object:Gem::Requirement
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  requirements:
125
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  - - ">="
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  - !ruby/object:Gem::Version
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- version: '2.4'
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+ version: '2.6'
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  required_rubygems_version: !ruby/object:Gem::Requirement
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  requirements:
130
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  - - ">="
131
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  - !ruby/object:Gem::Version
132
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  version: '0'
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  requirements: []
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- rubygems_version: 3.1.2
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- signing_key:
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+ rubygems_version: 3.2.3
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+ signing_key:
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  specification_version: 4
137
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  summary: Edge stream anomaly detection for Ruby
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  test_files: []