outliertree 0.1.0

data/lib/outliertree/model.rb

@@ -0,0 +1,128 @@
+module OutlierTree
+  class Model
+    def initialize(
+      max_depth: 4, min_gain: 0.01, z_norm: 2.67, z_outlier: 8.0, pct_outliers: 0.01,
+      min_size_numeric: 25, min_size_categ: 50, categ_split: "binarize", categ_outliers: "tail",
+      numeric_split: "raw", follow_all: false, gain_as_pct: true, nthreads: -1
+    )
+
+      # TODO validate values
+      @max_depth = max_depth
+      @min_gain = min_gain
+      @z_norm = z_norm
+      @z_outlier = z_outlier
+      @pct_outliers = pct_outliers
+      @min_size_numeric = min_size_numeric
+      @min_size_categ = min_size_categ
+      @categ_split = categ_split
+      @categ_outliers = categ_outliers
+      @numeric_split = numeric_split
+      @follow_all = follow_all
+      @gain_as_pct = gain_as_pct
+
+      # etc module returns virtual cores
+      nthreads = Etc.nprocessors if nthreads < 0
+      @nthreads = nthreads
+    end
+
+    def fit(df)
+      df = Dataset.new(df)
+      prep_fit(df)
+      options = data_options(df).merge(fit_options)
+      @model_outputs = Ext.fit_outliers_models(options)
+    end
+
+    def outliers(df)
+      raise "Not fit" unless @model_outputs
+
+      df = Dataset.new(df)
+      prep_predict(df)
+      options = data_options(df).merge(nthreads: @nthreads)
+      model_outputs = Ext.find_new_outliers(@model_outputs, options)
+
+      Result.new(
+        model_outputs: model_outputs,
+        df: df,
+        numeric_columns: @numeric_columns,
+        categorical_columns: @categorical_columns,
+        categories: @categories
+      ).process
+    end
+
+    private
+
+    def prep_fit(df)
+      @numeric_columns = df.numeric_columns
+      @categorical_columns = df.categorical_columns
+      @categories = {}
+      @categorical_columns.each do |k|
+        @categories[k] = df[k].uniq.to_a.compact.map.with_index.to_h
+      end
+    end
+
+    def prep_predict(df)
+      # TODO handle column type mismatches
+      (@numeric_columns + @categorical_columns).each do |k|
+        raise ArgumentError, "Missing column: #{k}" unless df[k]
+      end
+    end
+
+    def data_options(df)
+      options = {}
+
+      # numeric
+      numeric_data = String.new
+      @numeric_columns.each do |k|
+        # more efficient for Rover
+        numeric_data << (df[k].respond_to?(:to) ? df[k].to(:float).to_numo.to_binary : df[k].pack("d*"))
+      end
+      options[:numeric_data] = numeric_data
+      options[:ncols_numeric] = @numeric_columns.size
+
+      # categorical
+      categorical_data = String.new
+      ncat = String.new
+      @categorical_columns.each do |k|
+        categories = @categories[k]
+        # for unseen values, set to categories.size
+        categories_size = categories.size
+        values = df[k].map { |v| v.nil? ? -1 : (categories[v] || categories_size) }
+        # TODO make more efficient
+        if values.any? { |v| v == categories_size }
+          warn "[outliertree] Unseen values in column: #{k}"
+        end
+        # more efficient for Rover
+        categorical_data << (values.respond_to?(:to) ? values.to(:int32).to_numo.to_binary : values.pack("i*"))
+        ncat << [categories.size].pack("i")
+      end
+      options[:categorical_data] = categorical_data
+      options[:ncols_categ] = @categorical_columns.size
+      options[:ncat] = ncat
+
+      # not supported yet
+      options[:ordinal_data] = nil
+      options[:ncols_ord] = 0
+      options[:ncat_ord] = nil
+
+      options[:nrows] = df.size
+      options
+    end
+
+    def fit_options
+      keys = %i(
+        max_depth min_gain z_norm z_outlier pct_outliers
+        min_size_numeric min_size_categ follow_all gain_as_pct nthreads
+      )
+      options = {}
+      keys.each do |k|
+        options[k] = instance_variable_get("@#{k}")
+      end
+      options[:categ_as_bin] = @categ_split == "binarize"
+      options[:ord_as_bin] = @categ_split == "binarize"
+      options[:cat_bruteforce_subset] = @categ_split == "bruteforce"
+      options[:categ_from_maj] = @categ_outliers == "majority"
+      options[:take_mid] = @numeric_split == "mid"
+      options
+    end
+  end
+end

data/lib/outliertree/result.rb

@@ -0,0 +1,190 @@
+module OutlierTree
+  class Result
+    attr_reader :model_outputs, :df
+
+    def initialize(model_outputs:, df:, numeric_columns:, categorical_columns:, categories:)
+      @model_outputs = model_outputs
+      @df = df
+      @numeric_columns = numeric_columns
+      @categorical_columns = categorical_columns
+      @categories = categories
+    end
+
+    def process
+      outliers = []
+      model_outputs.outlier_scores_final.each_with_index do |score, row|
+        if score < 1
+          outl_col = model_outputs.outlier_columns_final[row]
+          outl_clust = model_outputs.outlier_clusters_final[row]
+          outl_tree = model_outputs.outlier_trees_final[row]
+
+          # column and value
+          if outl_col < @numeric_columns.size
+            column = @numeric_columns[outl_col]
+            value = df[column][row]
+            decimals = model_outputs.outlier_decimals_distr[row]
+          else
+            column = @categorical_columns[outl_col - @numeric_columns.size]
+            value = df[column][row]
+          end
+
+          # group statistics
+          group_statistics = {}
+          if outl_col < @numeric_columns.size
+            cluster = model_outputs.all_clusters(outl_col, outl_clust)
+            if value >= cluster.upper_lim
+              group_statistics[:upper_thr] = cluster.display_lim_high
+              group_statistics[:pct_below] = cluster.perc_below
+            else
+              group_statistics[:lower_thr] = cluster.display_lim_low
+              group_statistics[:pct_above] = cluster.perc_above
+            end
+            group_statistics[:mean] = cluster.display_mean
+            group_statistics[:sd] = cluster.display_sd
+            group_statistics[:n_obs] = cluster.cluster_size
+          else
+            # TODO categorical stats
+          end
+
+          # conditions
+          conditions = []
+          if cluster.column_type != :no_type
+            conditions << add_condition(row, cluster.split_type, cluster)
+          end
+
+          # add conditions from tree branches
+          curr_tree = outl_tree
+          loop do
+            break if curr_tree == 0
+
+            tree = model_outputs.all_trees(outl_col, curr_tree)
+            break if tree.parent_branch == :sub_trees
+
+            parent_tree = tree.parent
+            parent_cluster = model_outputs.all_trees(outl_col, parent_tree)
+
+            if parent_cluster.all_branches.size > 0
+              raise "Branch not supported yet. Please report an issue."
+            else
+              conditions << add_condition(row, tree.parent_branch, parent_cluster)
+            end
+
+            curr_tree = parent_tree
+          end
+
+          clean_conditions(conditions)
+
+          outliers << {
+            index: row,
+            explanation: create_explanation(column, value, conditions, group_statistics),
+            column: column,
+            value: value,
+            conditions: conditions,
+            group_statistics: group_statistics,
+            # leave out for simplicity
+            # score: score,
+            # tree_depth: model_outputs.outlier_depth_final[row],
+            # has_na_branch: model_outputs.all_clusters(outl_col, outl_clust).has_na_branch
+          }
+        end
+      end
+      outliers
+    end
+
+    private
+
+    def add_condition(row, split_type, cluster)
+      coldecim = 0
+      case cluster.column_type
+      when :numeric
+        cond_col = @numeric_columns[cluster.col_num]
+        coldecim = model_outputs.min_decimals_col[cluster.col_num]
+      else
+        cond_col = @categorical_columns[cluster.col_num]
+      end
+      colval = df[cond_col][row]
+
+      case split_type
+      when :greater, :less_or_equal
+        colcond =  split_type == :greater ? ">" : "<="
+        condval = cluster.split_point
+      when :not_in_subset, :in_subset
+        colcond = "in"
+        condval = @categories[cond_col].keys.zip(cluster.split_subset)
+        if split_type == :in_subset
+          condval.select! { |k, v| v > 0 }
+        else
+          condval.select! { |k, v| v == 0 }
+        end
+        condval.map!(&:first)
+      when :equal, :not_equal
+        colcond = split_type == :equal ? "=" : "!="
+        condval = @categories[cond_col].keys[cluster.split_lev]
+      else
+        raise "Split type not supported yet: #{split_type}. Please report an issue."
+      end
+
+      {
+        column: cond_col,
+        comparison: colcond,
+        to: condval,
+        value: colval,
+        # leave out for simplicity
+        # decimals: coldecim
+      }
+    end
+
+    # remove overlapping conditions
+    # could be more efficient, but should be few conditions
+    def clean_conditions(conditions)
+      conditions.reject! do |condition|
+        conditions.any? do |other|
+          if condition[:column] == other[:column] && condition[:comparison] == other[:comparison]
+            case condition[:comparison]
+            when ">"
+              # not <=
+              condition[:to] < other[:to]
+            when "<="
+              condition[:to] > other[:to]
+            end
+          end
+        end
+      end
+    end
+
+    def create_explanation(column, value, conditions, group_statistics)
+      explanation = String.new("#{column} (#{value}) ")
+
+      looks =
+        if group_statistics[:upper_thr]
+          "high"
+        elsif group_statistics[:lower_thr]
+          "low"
+        else
+          "interesting"
+        end
+      explanation << "looks #{looks}"
+
+      if conditions.any?
+        explanation << " given"
+        conditions.each_with_index do |condition, i|
+          comparison = condition[:comparison] == "=" ? "is" : condition[:comparison]
+          to = condition[:to]
+          to = to.join(", ") if to.is_a?(Array)
+          explanation << " #{condition[:column]} #{comparison} #{to}"
+
+          # proper grammar
+          if conditions.size > 1
+            if i == conditions.size - 2
+              explanation << " and"
+            elsif i < conditions.size - 2
+              explanation << ","
+            end
+          end
+        end
+      end
+
+      explanation
+    end
+  end
+end

data/lib/outliertree/version.rb

@@ -0,0 +1,3 @@
+module OutlierTree
+  VERSION = "0.1.0"
+end

data/vendor/outliertree/LICENSE

@@ -0,0 +1,674 @@
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+
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+  7. Additional Terms.
+
+  "Additional permissions" are terms that supplement the terms of this
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+Additional permissions that are applicable to the entire Program shall
+be treated as though they were included in this License, to the extent
+that they are valid under applicable law.  If additional permissions
+apply only to part of the Program, that part may be used separately
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+
+  When you convey a copy of a covered work, you may at your option
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+  Additional terms, permissive or non-permissive, may be stated in the
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+  You may not propagate or modify a covered work except as expressly
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+  However, if you cease all violation of this License, then your
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+  Termination of your rights under this section does not terminate the
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+
+  9. Acceptance Not Required for Having Copies.
+
+  You are not required to accept this License in order to receive or
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+occurring solely as a consequence of using peer-to-peer transmission
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+
+  10. Automatic Licensing of Downstream Recipients.
+
+  Each time you convey a covered work, the recipient automatically
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+  An "entity transaction" is a transaction transferring control of an
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+  You may not impose any further restrictions on the exercise of the
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+not impose a license fee, royalty, or other charge for exercise of
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+any patent claim is infringed by making, using, selling, offering for
+sale, or importing the Program or any portion of it.
+
+  11. Patents.
+
+  A "contributor" is a copyright holder who authorizes use under this
+License of the Program or a work on which the Program is based.  The
+work thus licensed is called the contributor's "contributor version".
+
+  A contributor's "essential patent claims" are all patent claims
+owned or controlled by the contributor, whether already acquired or
+hereafter acquired, that would be infringed by some manner, permitted
+by this License, of making, using, or selling its contributor version,
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+purposes of this definition, "control" includes the right to grant
+patent sublicenses in a manner consistent with the requirements of
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+
+  Each contributor grants you a non-exclusive, worldwide, royalty-free
+patent license under the contributor's essential patent claims, to
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+
+  In the following three paragraphs, a "patent license" is any express
+agreement or commitment, however denominated, not to enforce a patent
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+sue for patent infringement).  To "grant" such a patent license to a
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+
+  If you convey a covered work, knowingly relying on a patent license,
+and the Corresponding Source of the work is not available for anyone
+to copy, free of charge and under the terms of this License, through a
+publicly available network server or other readily accessible means,
+then you must either (1) cause the Corresponding Source to be so
+available, or (2) arrange to deprive yourself of the benefit of the
+patent license for this particular work, or (3) arrange, in a manner
+consistent with the requirements of this License, to extend the patent
+license to downstream recipients.  "Knowingly relying" means you have
+actual knowledge that, but for the patent license, your conveying the
+covered work in a country, or your recipient's use of the covered work
+in a country, would infringe one or more identifiable patents in that
+country that you have reason to believe are valid.
+
+  If, pursuant to or in connection with a single transaction or
+arrangement, you convey, or propagate by procuring conveyance of, a
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+receiving the covered work authorizing them to use, propagate, modify
+or convey a specific copy of the covered work, then the patent license
+you grant is automatically extended to all recipients of the covered
+work and works based on it.
+
+  A patent license is "discriminatory" if it does not include within
+the scope of its coverage, prohibits the exercise of, or is
+conditioned on the non-exercise of one or more of the rights that are
+specifically granted under this License.  You may not convey a covered
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+in the business of distributing software, under which you make payment
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+parties who would receive the covered work from you, a discriminatory
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+for and in connection with specific products or compilations that
+contain the covered work, unless you entered into that arrangement,
+or that patent license was granted, prior to 28 March 2007.
+
+  Nothing in this License shall be construed as excluding or limiting
+any implied license or other defenses to infringement that may
+otherwise be available to you under applicable patent law.
+
+  12. No Surrender of Others' Freedom.
+
+  If conditions are imposed on you (whether by court order, agreement or
+otherwise) that contradict the conditions of this License, they do not
+excuse you from the conditions of this License.  If you cannot convey a
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+License and any other pertinent obligations, then as a consequence you may
+not convey it at all.  For example, if you agree to terms that obligate you
+to collect a royalty for further conveying from those to whom you convey
+the Program, the only way you could satisfy both those terms and this
+License would be to refrain entirely from conveying the Program.
+
+  13. Use with the GNU Affero General Public License.
+
+  Notwithstanding any other provision of this License, you have
+permission to link or combine any covered work with a work licensed
+under version 3 of the GNU Affero General Public License into a single
+combined work, and to convey the resulting work.  The terms of this
+License will continue to apply to the part which is the covered work,
+but the special requirements of the GNU Affero General Public License,
+section 13, concerning interaction through a network will apply to the
+combination as such.
+
+  14. Revised Versions of this License.
+
+  The Free Software Foundation may publish revised and/or new versions of
+the GNU General Public License from time to time.  Such new versions will
+be similar in spirit to the present version, but may differ in detail to
+address new problems or concerns.
+
+  Each version is given a distinguishing version number.  If the
+Program specifies that a certain numbered version of the GNU General
+Public License "or any later version" applies to it, you have the
+option of following the terms and conditions either of that numbered
+version or of any later version published by the Free Software
+Foundation.  If the Program does not specify a version number of the
+GNU General Public License, you may choose any version ever published
+by the Free Software Foundation.
+
+  If the Program specifies that a proxy can decide which future
+versions of the GNU General Public License can be used, that proxy's
+public statement of acceptance of a version permanently authorizes you
+to choose that version for the Program.
+
+  Later license versions may give you additional or different
+permissions.  However, no additional obligations are imposed on any
+author or copyright holder as a result of your choosing to follow a
+later version.
+
+  15. Disclaimer of Warranty.
+
+  THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
+APPLICABLE LAW.  EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
+HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
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+ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
+
+  16. Limitation of Liability.
+
+  IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
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+SUCH DAMAGES.
+
+  17. Interpretation of Sections 15 and 16.
+
+  If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+                     END OF TERMS AND CONDITIONS
+
+            How to Apply These Terms to Your New Programs
+
+  If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+  To do so, attach the following notices to the program.  It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+    <one line to give the program's name and a brief idea of what it does.>
+    Copyright (C) <year>  <name of author>
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+  If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
+
+    <program>  Copyright (C) <year>  <name of author>
+    This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+    This is free software, and you are welcome to redistribute it
+    under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License.  Of course, your program's commands
+might be different; for a GUI interface, you would use an "about box".
+
+  You should also get your employer (if you work as a programmer) or school,
+if any, to sign a "copyright disclaimer" for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<https://www.gnu.org/licenses/>.
+
+  The GNU General Public License does not permit incorporating your program
+into proprietary programs.  If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library.  If this is what you want to do, use the GNU Lesser General
+Public License instead of this License.  But first, please read
+<https://www.gnu.org/licenses/why-not-lgpl.html>.