outliertree 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +674 -0
- data/NOTICE.txt +14 -0
- data/README.md +107 -0
- data/ext/outliertree/ext.cpp +260 -0
- data/ext/outliertree/extconf.rb +21 -0
- data/lib/outliertree.rb +17 -0
- data/lib/outliertree/dataset.rb +35 -0
- data/lib/outliertree/model.rb +128 -0
- data/lib/outliertree/result.rb +190 -0
- data/lib/outliertree/version.rb +3 -0
- data/vendor/outliertree/LICENSE +674 -0
- data/vendor/outliertree/README.md +155 -0
- data/vendor/outliertree/src/Makevars +3 -0
- data/vendor/outliertree/src/RcppExports.cpp +123 -0
- data/vendor/outliertree/src/Rwrapper.cpp +1225 -0
- data/vendor/outliertree/src/cat_outlier.cpp +328 -0
- data/vendor/outliertree/src/clusters.cpp +972 -0
- data/vendor/outliertree/src/fit_model.cpp +1932 -0
- data/vendor/outliertree/src/misc.cpp +685 -0
- data/vendor/outliertree/src/outlier_tree.hpp +758 -0
- data/vendor/outliertree/src/predict.cpp +706 -0
- data/vendor/outliertree/src/split.cpp +1098 -0
- metadata +150 -0
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/********************************************************************************************************************
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* Explainable outlier detection
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*
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* Tries to detect outliers by generating decision trees that attempt to predict the values of each column based on
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* each other column, testing in each branch of every tried split (if it meets some minimum criteria) whether there
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* are observations that seem too distant from the others in a 1-D distribution for the column that the split tries
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* to "predict" (will not generate a score for each observation).
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* Splits are based on gain, while outlierness is based on confidence intervals.
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* Similar in spirit to the GritBot software developed by RuleQuest research.
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*
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*
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* Copyright 2019 David Cortes.
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*
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* Written for C++11 standard and OpenMP 2.0 or later. Code is meant to be wrapped into scripting languages
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* such as R or Python.
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*
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* This file is part of OutlierTree.
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*
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* OutlierTree is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* OutlierTree is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with OutlierTree. If not, see <https://www.gnu.org/licenses/>.
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********************************************************************************************************************/
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#include "outlier_tree.hpp"
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/* Check if new data would be outliers according to previously-fit model
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*
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* Note that the new data must follow the exact same column order, and must also be passsed as arrays
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* order by columns (like Fortran arrays, not like C arrays). For data with < 10,000 rows, it's usually
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* faster to run it single-threaded. The outputs are pased in arrays within the 'ModelOutputs' struct,
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* just like when fitting the model. Outpus for rows from previous calls to this function or to the model-fitting
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* function will be overwriten.
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*
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* Parameters:
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* - numeric_data[n * m1] (in)
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* Array with numerical columns in the data. Must be ordered by columns like Fortran arrays.
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* Missing values should be encoded as NaN. Infinite values in most sections are treated as NaN too.
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* If there are no numerical columns, pass NULL.
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* - categorical_data[n * m2] (in)
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* Array with categorical columns in the data. Must be ordered by columns like Fortran arrays.
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* Negative numbers will be interpreted as missing values. Numeration must start at zero and be
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* contiguous (i.e. if there's category 2, must also have category 1).
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* If there are no categorical columns, pass NULL.
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* - ordinal_data[n * m3] (in)
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* Array with ordinal categorical columns in the data. Must be ordered by columns like Fortran arrays.
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* Same rules as for categorical data. Note that the order will only be taken into consideration when
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* producing splits by these columns, but outliers are still detected in the same way as for categoricals.
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* If there are no ordinal columns, pass NULL.
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* - nrows (in)
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* Number of rows (n) in the arrays passed above.
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* - nthreads (in)
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* Number of parallel threads to use.
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* - model_outputs (in, out)
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* Struct containing the data from the fitted model necessary to make new predictions,
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* and buffer vectors where to store the details of the potential outliers found.
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*
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* Returns:
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* Whether there were any outliers identified in the data passed here. Their details will be inside the
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* 'ModelOutputs' struct.
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*/
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bool find_new_outliers(double *restrict numeric_data,
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int *restrict categorical_data,
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int *restrict ordinal_data,
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size_t nrows, int nthreads, ModelOutputs &model_outputs)
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{
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size_t tot_cols = model_outputs.ncols_numeric + model_outputs.ncols_categ + model_outputs.ncols_ord;
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double num_val_this;
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int cat_val_this;
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bool col_is_num;
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bool found_outliers = false;
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if (nrows < (size_t)nthreads)
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nthreads = (int) nrows;
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#if defined(_OPENMP)
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std::vector<char> outliers_thread(nthreads, false);
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#endif
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/* reset the output data structures */
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allocate_row_outputs(model_outputs, nrows, model_outputs.max_depth);
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/* put data into a struct and pass it by reference */
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PredictionData prediction_data = {numeric_data, categorical_data, ordinal_data, nrows};
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/* Note: if parallelizing by columns instead of by rows, need to switch on the `#pragma omp critical`
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in the block that assigns the cluster to an observation */
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/* see if any value is an outlier */
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// #pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(model_outputs, outliers_thread, nrows, tot_cols, prediction_data) private(col_is_num, num_val_this, cat_val_this)
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for (size_t_for col = 0; col < tot_cols; col++) {
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if (model_outputs.all_trees[col].size() == 0 || model_outputs.all_clusters[col].size() == 0) continue;
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col_is_num = col < model_outputs.ncols_numeric;
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/* Note: earlier versions of OpenMP (like v2 released in 2000 and still used by MSVC in 2019) don't support max reduction, hence this code */
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#pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(model_outputs, outliers_thread, nrows, prediction_data) \
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firstprivate(col_is_num, col) private(num_val_this, cat_val_this)
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for (size_t_for row = 0; row < nrows; row++) {
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/* first make a pre-check that the value could be flagged as outlier in some cluster */
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if (col < model_outputs.ncols_numeric) {
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num_val_this = prediction_data.numeric_data[row + col * nrows];
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if (is_na_or_inf(num_val_this)) continue;
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if ((num_val_this < model_outputs.max_outlier_any_cl[col]) && (num_val_this > model_outputs.min_outlier_any_cl[col])) continue;
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} else if (col < (model_outputs.ncols_numeric + model_outputs.ncols_categ)) {
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cat_val_this = prediction_data.categorical_data[row + (col - model_outputs.ncols_numeric) * nrows];
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if (cat_val_this < 0) continue;
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if (cat_val_this >= model_outputs.ncat[col - model_outputs.ncols_numeric]) continue;
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if (!model_outputs.cat_outlier_any_cl[col - model_outputs.ncols_numeric][cat_val_this]) continue;
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} else {
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cat_val_this = prediction_data.ordinal_data[row + (col - model_outputs.ncols_numeric - model_outputs.ncols_categ) * nrows];
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if (cat_val_this < 0) continue;
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if (cat_val_this >= model_outputs.ncat_ord[col - model_outputs.ncols_numeric - model_outputs.ncols_categ]) continue;
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if (!model_outputs.cat_outlier_any_cl[col - model_outputs.ncols_numeric][cat_val_this]) continue;
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}
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#ifdef _OPENMP
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outliers_thread[omp_get_thread_num()] = follow_tree(model_outputs, prediction_data, 0, 0, row, col, col_is_num, num_val_this, cat_val_this)?
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true : outliers_thread[omp_get_thread_num()];
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#else
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found_outliers = std::max(found_outliers, follow_tree(model_outputs, prediction_data, 0, 0, row, col, col_is_num, num_val_this, cat_val_this));
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#endif
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}
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}
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#if defined(_OPENMP)
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for (size_t tid = 0; tid < outliers_thread.size(); tid++) {
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if (outliers_thread[tid] != 0) found_outliers = true;
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}
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#endif
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if (found_outliers)
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calc_min_decimals_to_print(model_outputs, prediction_data.numeric_data, nthreads);
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return found_outliers;
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}
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bool follow_tree(ModelOutputs &model_outputs, PredictionData &prediction_data, size_t curr_tree, size_t curr_depth,
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size_t_for row, size_t_for col, bool col_is_num, double num_val_this, int cat_val_this)
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{
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bool found_outliers = check_is_outlier_in_tree(model_outputs.all_trees[col][curr_tree].clusters,
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curr_depth, curr_tree, model_outputs, prediction_data,
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row, col, col_is_num, num_val_this, cat_val_this);
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/* if there's outliers at this level and it's in a non-NA branch, there's no point in continuing
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further down the tree as deeper clusters are not preferred */
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if (
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found_outliers &&
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!model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].has_NA_branch
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) return true;
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/* check if the tree is a dead-end */
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if (
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model_outputs.all_trees[col][curr_tree].tree_NA == 0 &&
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model_outputs.all_trees[col][curr_tree].tree_left == 0 &&
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model_outputs.all_trees[col][curr_tree].tree_right == 0 &&
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(
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model_outputs.all_trees[col][curr_tree].binary_branches.size() == 0 ||
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*std::max_element(
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model_outputs.all_trees[col][curr_tree].binary_branches.begin(),
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model_outputs.all_trees[col][curr_tree].binary_branches.end()
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) == 0
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) &&
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(
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model_outputs.all_trees[col][curr_tree].all_branches.size() == 0 ||
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*std::max_element(
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model_outputs.all_trees[col][curr_tree].all_branches.begin(),
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model_outputs.all_trees[col][curr_tree].all_branches.end()
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) == 0
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)
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) return false;
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/* try to follow trees according to the value of the columns they look at */
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double num_val_other;
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int cat_val_other;
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/* if using 'follow_all', follow on all possible branches */
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if (model_outputs.all_trees[col][curr_tree].all_branches.size() > 0) {
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for (size_t br : model_outputs.all_trees[col][curr_tree].all_branches) {
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if (br > 0) {
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switch(model_outputs.all_trees[col][br].column_type) {
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case Numeric:
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{
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num_val_other = prediction_data.numeric_data[row + model_outputs.all_trees[col][br].col_num * prediction_data.nrows];
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switch (model_outputs.all_trees[col][br].split_this_branch) {
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case IsNa:
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{
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if (isnan(num_val_other))
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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case LessOrEqual:
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{
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if (!isnan(num_val_other) && num_val_other <= model_outputs.all_trees[col][br].split_point)
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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case Greater:
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{
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if (!isnan(num_val_other) && num_val_other > model_outputs.all_trees[col][br].split_point)
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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}
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break;
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}
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case Categorical:
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{
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cat_val_other = prediction_data.categorical_data[row + model_outputs.all_trees[col][br].col_num * prediction_data.nrows];
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if (cat_val_other >= model_outputs.ncat[model_outputs.all_trees[col][br].col_num]) continue;
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switch (model_outputs.all_trees[col][br].split_this_branch) {
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case IsNa:
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{
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if (cat_val_other < 0)
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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case InSubset:
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{
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if (cat_val_other >= 0 && model_outputs.all_trees[col][br].split_subset[cat_val_other] == 1)
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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case NotInSubset:
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{
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if (cat_val_other >= 0 && model_outputs.all_trees[col][br].split_subset[cat_val_other] == 0)
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found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
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row, col, col_is_num, num_val_this, cat_val_this)?
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true : found_outliers;
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break;
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}
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case Equal:
|
|
266
|
+
{
|
|
267
|
+
if (cat_val_other == model_outputs.all_trees[col][br].split_lev)
|
|
268
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
269
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
270
|
+
true : found_outliers;
|
|
271
|
+
break;
|
|
272
|
+
}
|
|
273
|
+
|
|
274
|
+
case NotEqual:
|
|
275
|
+
{
|
|
276
|
+
if (cat_val_other >= 0 && cat_val_other != model_outputs.all_trees[col][br].split_lev)
|
|
277
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
278
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
279
|
+
true : found_outliers;
|
|
280
|
+
break;
|
|
281
|
+
}
|
|
282
|
+
}
|
|
283
|
+
break;
|
|
284
|
+
}
|
|
285
|
+
|
|
286
|
+
case Ordinal:
|
|
287
|
+
{
|
|
288
|
+
cat_val_other = prediction_data.ordinal_data[row + model_outputs.all_trees[col][br].col_num * prediction_data.nrows];
|
|
289
|
+
if (cat_val_other >= model_outputs.ncat_ord[model_outputs.all_trees[col][br].col_num]) continue;
|
|
290
|
+
switch (model_outputs.all_trees[col][br].split_this_branch) {
|
|
291
|
+
case IsNa:
|
|
292
|
+
{
|
|
293
|
+
if (cat_val_other < 0)
|
|
294
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
295
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
296
|
+
true : found_outliers;
|
|
297
|
+
break;
|
|
298
|
+
}
|
|
299
|
+
|
|
300
|
+
case LessOrEqual:
|
|
301
|
+
{
|
|
302
|
+
if (cat_val_other >= 0 && cat_val_other <= model_outputs.all_trees[col][br].split_lev)
|
|
303
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
304
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
305
|
+
true : found_outliers;
|
|
306
|
+
break;
|
|
307
|
+
}
|
|
308
|
+
|
|
309
|
+
case Greater:
|
|
310
|
+
{
|
|
311
|
+
if (cat_val_other > model_outputs.all_trees[col][br].split_lev)
|
|
312
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
313
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
314
|
+
true : found_outliers;
|
|
315
|
+
break;
|
|
316
|
+
}
|
|
317
|
+
|
|
318
|
+
case Equal:
|
|
319
|
+
{
|
|
320
|
+
if (cat_val_other == model_outputs.all_trees[col][br].split_lev)
|
|
321
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
322
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
323
|
+
true : found_outliers;
|
|
324
|
+
break;
|
|
325
|
+
}
|
|
326
|
+
|
|
327
|
+
case NotEqual:
|
|
328
|
+
{
|
|
329
|
+
if (cat_val_other >= 0 && cat_val_other != model_outputs.all_trees[col][br].split_lev)
|
|
330
|
+
found_outliers = follow_tree(model_outputs, prediction_data, br, curr_depth + 1,
|
|
331
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
332
|
+
true : found_outliers;
|
|
333
|
+
break;
|
|
334
|
+
}
|
|
335
|
+
}
|
|
336
|
+
break;
|
|
337
|
+
}
|
|
338
|
+
|
|
339
|
+
}
|
|
340
|
+
}
|
|
341
|
+
}
|
|
342
|
+
return found_outliers;
|
|
343
|
+
}
|
|
344
|
+
|
|
345
|
+
/* regular case (not using 'follow_all') - follow the corresponding branch */
|
|
346
|
+
switch(model_outputs.all_trees[col][curr_tree].column_type) {
|
|
347
|
+
|
|
348
|
+
case NoType:
|
|
349
|
+
{
|
|
350
|
+
if (model_outputs.all_trees[col][curr_tree].binary_branches.size() > 0) {
|
|
351
|
+
for (size_t tree_follow : model_outputs.all_trees[col][curr_tree].binary_branches) {
|
|
352
|
+
if (tree_follow > 0)
|
|
353
|
+
found_outliers = follow_tree(model_outputs, prediction_data, tree_follow, curr_depth,
|
|
354
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
355
|
+
true : found_outliers;
|
|
356
|
+
}
|
|
357
|
+
return found_outliers;
|
|
358
|
+
}
|
|
359
|
+
break;
|
|
360
|
+
}
|
|
361
|
+
|
|
362
|
+
case Numeric:
|
|
363
|
+
{
|
|
364
|
+
num_val_other = prediction_data.numeric_data[row + model_outputs.all_trees[col][curr_tree].col_num * prediction_data.nrows];
|
|
365
|
+
if (isnan(num_val_other)) {
|
|
366
|
+
|
|
367
|
+
if (model_outputs.all_trees[col][curr_tree].tree_NA > 0)
|
|
368
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_NA, curr_depth + 1,
|
|
369
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
370
|
+
|
|
371
|
+
} else if (num_val_other <= model_outputs.all_trees[col][curr_tree].split_point) {
|
|
372
|
+
|
|
373
|
+
if (model_outputs.all_trees[col][curr_tree].tree_left > 0)
|
|
374
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_left, curr_depth + 1,
|
|
375
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
376
|
+
|
|
377
|
+
} else {
|
|
378
|
+
|
|
379
|
+
if (model_outputs.all_trees[col][curr_tree].tree_right > 0)
|
|
380
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_right, curr_depth + 1,
|
|
381
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
382
|
+
|
|
383
|
+
}
|
|
384
|
+
break;
|
|
385
|
+
}
|
|
386
|
+
|
|
387
|
+
case Categorical:
|
|
388
|
+
{
|
|
389
|
+
cat_val_other = prediction_data.categorical_data[row + model_outputs.all_trees[col][curr_tree].col_num * prediction_data.nrows];
|
|
390
|
+
if (cat_val_other >= model_outputs.ncat[model_outputs.all_trees[col][curr_tree].col_num]) return false;
|
|
391
|
+
if (cat_val_other < 0) {
|
|
392
|
+
if (model_outputs.all_trees[col][curr_tree].tree_NA > 0)
|
|
393
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_NA, curr_depth + 1,
|
|
394
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
395
|
+
else return false;
|
|
396
|
+
}
|
|
397
|
+
|
|
398
|
+
|
|
399
|
+
if (model_outputs.all_trees[col][curr_tree].binary_branches.size() > 0) {
|
|
400
|
+
|
|
401
|
+
if (curr_tree == 0 && model_outputs.all_trees[col][curr_tree].column_type == NoType) {
|
|
402
|
+
/* binarized branches in the main tree */
|
|
403
|
+
for (size_t tree_follow : model_outputs.all_trees[col][curr_tree].binary_branches) {
|
|
404
|
+
|
|
405
|
+
if (tree_follow > 0)
|
|
406
|
+
found_outliers = follow_tree(model_outputs, prediction_data, tree_follow, curr_depth,
|
|
407
|
+
row, col, col_is_num, num_val_this, cat_val_this)?
|
|
408
|
+
true : found_outliers;
|
|
409
|
+
}
|
|
410
|
+
return found_outliers;
|
|
411
|
+
|
|
412
|
+
} else {
|
|
413
|
+
|
|
414
|
+
/* single-category branch in a categorical-by-categorical split */
|
|
415
|
+
if (model_outputs.all_trees[col][curr_tree].binary_branches[cat_val_other] > 0) {
|
|
416
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].binary_branches[cat_val_other], curr_depth + 1,
|
|
417
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
418
|
+
}
|
|
419
|
+
}
|
|
420
|
+
|
|
421
|
+
}
|
|
422
|
+
|
|
423
|
+
else if (model_outputs.all_trees[col][curr_tree].split_lev != INT_MAX) {
|
|
424
|
+
|
|
425
|
+
if (model_outputs.all_trees[col][curr_tree].split_lev == cat_val_other) {
|
|
426
|
+
|
|
427
|
+
if (model_outputs.all_trees[col][curr_tree].tree_left > 0)
|
|
428
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_left, curr_depth + 1,
|
|
429
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
430
|
+
|
|
431
|
+
} else {
|
|
432
|
+
|
|
433
|
+
if (model_outputs.all_trees[col][curr_tree].tree_right > 0)
|
|
434
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_right, curr_depth + 1,
|
|
435
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
436
|
+
|
|
437
|
+
}
|
|
438
|
+
|
|
439
|
+
}
|
|
440
|
+
|
|
441
|
+
else {
|
|
442
|
+
|
|
443
|
+
if (model_outputs.all_trees[col][curr_tree].split_subset[cat_val_other] == 1) {
|
|
444
|
+
|
|
445
|
+
if (model_outputs.all_trees[col][curr_tree].tree_left > 0)
|
|
446
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_left, curr_depth + 1,
|
|
447
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
448
|
+
|
|
449
|
+
} else if (model_outputs.all_trees[col][curr_tree].split_subset[cat_val_other] == 0) {
|
|
450
|
+
|
|
451
|
+
if (model_outputs.all_trees[col][curr_tree].tree_right > 0)
|
|
452
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_right, curr_depth + 1,
|
|
453
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
454
|
+
|
|
455
|
+
}
|
|
456
|
+
|
|
457
|
+
}
|
|
458
|
+
break;
|
|
459
|
+
}
|
|
460
|
+
|
|
461
|
+
case Ordinal:
|
|
462
|
+
{
|
|
463
|
+
cat_val_other = prediction_data.ordinal_data[row + model_outputs.all_trees[col][curr_tree].col_num * prediction_data.nrows];
|
|
464
|
+
if (cat_val_other >= model_outputs.ncat_ord[model_outputs.all_trees[col][curr_tree].col_num]) return false;
|
|
465
|
+
if (cat_val_other < 0) {
|
|
466
|
+
|
|
467
|
+
if (model_outputs.all_trees[col][curr_tree].tree_NA > 0)
|
|
468
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_NA, curr_depth + 1,
|
|
469
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
470
|
+
|
|
471
|
+
} else if (cat_val_other <= model_outputs.all_trees[col][curr_tree].split_lev) {
|
|
472
|
+
|
|
473
|
+
if (model_outputs.all_trees[col][curr_tree].tree_left > 0)
|
|
474
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_left, curr_depth + 1,
|
|
475
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
476
|
+
|
|
477
|
+
} else {
|
|
478
|
+
|
|
479
|
+
if (model_outputs.all_trees[col][curr_tree].tree_right > 0)
|
|
480
|
+
return follow_tree(model_outputs, prediction_data, model_outputs.all_trees[col][curr_tree].tree_right, curr_depth + 1,
|
|
481
|
+
row, col, col_is_num, num_val_this, cat_val_this);
|
|
482
|
+
}
|
|
483
|
+
break;
|
|
484
|
+
}
|
|
485
|
+
|
|
486
|
+
}
|
|
487
|
+
|
|
488
|
+
return false;
|
|
489
|
+
}
|
|
490
|
+
|
|
491
|
+
bool check_is_outlier_in_tree(std::vector<size_t> &clusters_in_tree, size_t curr_depth, size_t curr_tree,
|
|
492
|
+
ModelOutputs &model_outputs, PredictionData &prediction_data, size_t_for row, size_t_for col,
|
|
493
|
+
bool col_is_num, double num_val_this, int cat_val_this)
|
|
494
|
+
{
|
|
495
|
+
|
|
496
|
+
|
|
497
|
+
bool tree_has_outliers = false;
|
|
498
|
+
bool flag_this_cluster;
|
|
499
|
+
double outlier_score;
|
|
500
|
+
size_t cluster_size;
|
|
501
|
+
size_t cluster_depth;
|
|
502
|
+
double num_val_other;
|
|
503
|
+
int cat_val_other;
|
|
504
|
+
|
|
505
|
+
if (clusters_in_tree.size() > 0) {
|
|
506
|
+
|
|
507
|
+
/* see if it would be an outlier under any of the clusters from this tree */
|
|
508
|
+
for (const size_t cl : clusters_in_tree) {
|
|
509
|
+
|
|
510
|
+
if (col_is_num) {
|
|
511
|
+
if (
|
|
512
|
+
num_val_this > model_outputs.all_clusters[col][cl].lower_lim &&
|
|
513
|
+
num_val_this < model_outputs.all_clusters[col][cl].upper_lim
|
|
514
|
+
) continue;
|
|
515
|
+
} else {
|
|
516
|
+
if (model_outputs.all_clusters[col][cl].subset_common[cat_val_this] == 0)
|
|
517
|
+
continue;
|
|
518
|
+
}
|
|
519
|
+
|
|
520
|
+
/* if so, then check if it actually belongs into the cluster */
|
|
521
|
+
flag_this_cluster = false;
|
|
522
|
+
switch(model_outputs.all_clusters[col][cl].column_type) {
|
|
523
|
+
|
|
524
|
+
case NoType:
|
|
525
|
+
{
|
|
526
|
+
flag_this_cluster = true;
|
|
527
|
+
break;
|
|
528
|
+
}
|
|
529
|
+
|
|
530
|
+
case Numeric:
|
|
531
|
+
{
|
|
532
|
+
num_val_other = prediction_data.numeric_data[row + model_outputs.all_clusters[col][cl].col_num * prediction_data.nrows];
|
|
533
|
+
switch(model_outputs.all_clusters[col][cl].split_type) {
|
|
534
|
+
case IsNa:
|
|
535
|
+
{
|
|
536
|
+
if (isnan(num_val_other)) flag_this_cluster = true;
|
|
537
|
+
break;
|
|
538
|
+
}
|
|
539
|
+
|
|
540
|
+
case LessOrEqual:
|
|
541
|
+
{
|
|
542
|
+
if (!isnan(num_val_other) && num_val_other <= model_outputs.all_clusters[col][cl].split_point) flag_this_cluster = true;
|
|
543
|
+
break;
|
|
544
|
+
}
|
|
545
|
+
|
|
546
|
+
case Greater:
|
|
547
|
+
{
|
|
548
|
+
if (!isnan(num_val_other) && num_val_other > model_outputs.all_clusters[col][cl].split_point) flag_this_cluster = true;
|
|
549
|
+
break;
|
|
550
|
+
}
|
|
551
|
+
}
|
|
552
|
+
break;
|
|
553
|
+
}
|
|
554
|
+
|
|
555
|
+
case Categorical:
|
|
556
|
+
{
|
|
557
|
+
cat_val_other = prediction_data.categorical_data[row + model_outputs.all_clusters[col][cl].col_num * prediction_data.nrows];
|
|
558
|
+
if (cat_val_other >= model_outputs.ncat[model_outputs.all_clusters[col][cl].col_num]) continue;
|
|
559
|
+
switch(model_outputs.all_clusters[col][cl].split_type) {
|
|
560
|
+
case IsNa:
|
|
561
|
+
{
|
|
562
|
+
if (cat_val_other < 0) flag_this_cluster = true;
|
|
563
|
+
break;
|
|
564
|
+
}
|
|
565
|
+
|
|
566
|
+
case InSubset:
|
|
567
|
+
{
|
|
568
|
+
if (cat_val_other >=0 && model_outputs.all_clusters[col][cl].split_subset[cat_val_other] == 1) flag_this_cluster = true;
|
|
569
|
+
break;
|
|
570
|
+
}
|
|
571
|
+
|
|
572
|
+
case NotInSubset:
|
|
573
|
+
{
|
|
574
|
+
if (cat_val_other >=0 && model_outputs.all_clusters[col][cl].split_subset[cat_val_other] == 0) flag_this_cluster = true;
|
|
575
|
+
break;
|
|
576
|
+
}
|
|
577
|
+
|
|
578
|
+
case Equal:
|
|
579
|
+
{
|
|
580
|
+
if (cat_val_other == model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
581
|
+
break;
|
|
582
|
+
}
|
|
583
|
+
|
|
584
|
+
case NotEqual:
|
|
585
|
+
{
|
|
586
|
+
if (cat_val_other >=0 && cat_val_other != model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
587
|
+
break;
|
|
588
|
+
}
|
|
589
|
+
|
|
590
|
+
/* Note: type 'SingleCateg' is only used temporarily, later gets converted to 'Equal' */
|
|
591
|
+
}
|
|
592
|
+
break;
|
|
593
|
+
}
|
|
594
|
+
|
|
595
|
+
case Ordinal:
|
|
596
|
+
{
|
|
597
|
+
cat_val_other = prediction_data.ordinal_data[row + model_outputs.all_clusters[col][cl].col_num * prediction_data.nrows];
|
|
598
|
+
if (cat_val_other >= model_outputs.ncat_ord[model_outputs.all_clusters[col][cl].col_num]) continue;
|
|
599
|
+
switch(model_outputs.all_clusters[col][cl].split_type) {
|
|
600
|
+
case IsNa:
|
|
601
|
+
{
|
|
602
|
+
if (cat_val_other < 0) flag_this_cluster = true;
|
|
603
|
+
break;
|
|
604
|
+
}
|
|
605
|
+
|
|
606
|
+
case LessOrEqual:
|
|
607
|
+
{
|
|
608
|
+
if (cat_val_other >=0 && cat_val_other <= model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
609
|
+
break;
|
|
610
|
+
}
|
|
611
|
+
|
|
612
|
+
case Greater:
|
|
613
|
+
{
|
|
614
|
+
if (cat_val_other >=0 && cat_val_other > model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
615
|
+
break;
|
|
616
|
+
}
|
|
617
|
+
|
|
618
|
+
case Equal:
|
|
619
|
+
{
|
|
620
|
+
if (cat_val_other == model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
621
|
+
break;
|
|
622
|
+
}
|
|
623
|
+
|
|
624
|
+
case NotEqual:
|
|
625
|
+
{
|
|
626
|
+
if (cat_val_other >=0 && cat_val_other != model_outputs.all_clusters[col][cl].split_lev) flag_this_cluster = true;
|
|
627
|
+
break;
|
|
628
|
+
}
|
|
629
|
+
}
|
|
630
|
+
break;
|
|
631
|
+
}
|
|
632
|
+
}
|
|
633
|
+
if (flag_this_cluster) {
|
|
634
|
+
|
|
635
|
+
tree_has_outliers = true;
|
|
636
|
+
cluster_size = model_outputs.all_clusters[col][cl].cluster_size;
|
|
637
|
+
cluster_depth = curr_depth + ((model_outputs.all_clusters[col][cl].column_type == NoType)? 0 : 1);
|
|
638
|
+
if (col_is_num) {
|
|
639
|
+
outlier_score = chebyshyov_bound(z_score(
|
|
640
|
+
(model_outputs.col_transf[col] == NoTransf)? num_val_this :
|
|
641
|
+
(model_outputs.col_transf[col] == Log)?
|
|
642
|
+
log(num_val_this - model_outputs.transf_offset[col]) :
|
|
643
|
+
exp( (num_val_this - model_outputs.transf_offset[col]) / model_outputs.sd_div[col] ),
|
|
644
|
+
model_outputs.all_clusters[col][cl].cluster_mean,
|
|
645
|
+
model_outputs.all_clusters[col][cl].cluster_sd
|
|
646
|
+
)
|
|
647
|
+
);
|
|
648
|
+
} else {
|
|
649
|
+
outlier_score = model_outputs.all_clusters[col][cl].score_categ[cat_val_this];
|
|
650
|
+
}
|
|
651
|
+
|
|
652
|
+
/* if this is the best cluster so far, remember it */
|
|
653
|
+
/* Note: if parallelizing by columns, must turn this into a critical section as the previously-assigned column can change in the meantime */
|
|
654
|
+
// #pragma omp critical
|
|
655
|
+
if (
|
|
656
|
+
model_outputs.outlier_scores_final[row] >= 1.0 ||
|
|
657
|
+
(
|
|
658
|
+
cluster_depth < model_outputs.outlier_depth_final[row] &&
|
|
659
|
+
(
|
|
660
|
+
model_outputs.all_clusters[col][cl].has_NA_branch
|
|
661
|
+
==
|
|
662
|
+
model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].has_NA_branch
|
|
663
|
+
)
|
|
664
|
+
) ||
|
|
665
|
+
(
|
|
666
|
+
model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].has_NA_branch &&
|
|
667
|
+
!model_outputs.all_clusters[col][cl].has_NA_branch
|
|
668
|
+
) ||
|
|
669
|
+
(
|
|
670
|
+
cluster_depth == model_outputs.outlier_depth_final[row] &&
|
|
671
|
+
(
|
|
672
|
+
model_outputs.all_clusters[col][cl].has_NA_branch
|
|
673
|
+
==
|
|
674
|
+
model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].has_NA_branch
|
|
675
|
+
) &&
|
|
676
|
+
cluster_size > model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].cluster_size
|
|
677
|
+
) ||
|
|
678
|
+
(
|
|
679
|
+
cluster_depth == model_outputs.outlier_depth_final[row] &&
|
|
680
|
+
cluster_size == model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].cluster_size &&
|
|
681
|
+
(
|
|
682
|
+
model_outputs.all_clusters[col][cl].has_NA_branch
|
|
683
|
+
==
|
|
684
|
+
model_outputs.all_clusters[model_outputs.outlier_columns_final[row]][model_outputs.outlier_clusters_final[row]].has_NA_branch
|
|
685
|
+
) &&
|
|
686
|
+
outlier_score < model_outputs.outlier_scores_final[row]
|
|
687
|
+
)
|
|
688
|
+
)
|
|
689
|
+
{
|
|
690
|
+
model_outputs.outlier_columns_final[row] = col;
|
|
691
|
+
model_outputs.outlier_scores_final[row] = outlier_score;
|
|
692
|
+
model_outputs.outlier_clusters_final[row] = cl;
|
|
693
|
+
model_outputs.outlier_trees_final[row] = curr_tree;
|
|
694
|
+
model_outputs.outlier_depth_final[row] = cluster_depth;
|
|
695
|
+
}
|
|
696
|
+
|
|
697
|
+
|
|
698
|
+
}
|
|
699
|
+
|
|
700
|
+
}
|
|
701
|
+
|
|
702
|
+
}
|
|
703
|
+
|
|
704
|
+
return tree_has_outliers;
|
|
705
|
+
|
|
706
|
+
}
|