@seanhogg/builderforce-memory-engine 2026.9.34 → 2026.10.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/evermind/delta_wire.d.ts +10 -1
- package/dist/evermind/delta_wire.d.ts.map +1 -1
- package/dist/evermind/delta_wire.js +25 -3
- package/dist/evermind/delta_wire.js.map +1 -1
- package/dist/evermind/index.d.ts +4 -4
- package/dist/evermind/index.d.ts.map +1 -1
- package/dist/evermind/index.js +2 -2
- package/dist/evermind/index.js.map +1 -1
- package/dist/evermind/merge.d.ts +25 -0
- package/dist/evermind/merge.d.ts.map +1 -1
- package/dist/evermind/merge.js +30 -0
- package/dist/evermind/merge.js.map +1 -1
- package/dist/evermind/package.d.ts +9 -0
- package/dist/evermind/package.d.ts.map +1 -1
- package/dist/evermind/package.js +20 -0
- package/dist/evermind/package.js.map +1 -1
- package/dist/index.d.ts +6 -5
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +5 -3
- package/dist/index.js.map +1 -1
- package/dist/limbic/index.d.ts +3 -0
- package/dist/limbic/index.d.ts.map +1 -1
- package/dist/limbic/index.js +3 -0
- package/dist/limbic/index.js.map +1 -1
- package/dist/limbic/limbic_task.d.ts +22 -0
- package/dist/limbic/limbic_task.d.ts.map +1 -0
- package/dist/limbic/limbic_task.js +45 -0
- package/dist/limbic/limbic_task.js.map +1 -0
- package/dist/limbic/limbic_trainer.d.ts +17 -30
- package/dist/limbic/limbic_trainer.d.ts.map +1 -1
- package/dist/limbic/limbic_trainer.js +38 -144
- package/dist/limbic/limbic_trainer.js.map +1 -1
- package/dist/ml/classical/ewma.d.ts +32 -0
- package/dist/ml/classical/ewma.d.ts.map +1 -0
- package/dist/ml/classical/ewma.js +46 -0
- package/dist/ml/classical/ewma.js.map +1 -0
- package/dist/ml/classical/gbm.d.ts +42 -0
- package/dist/ml/classical/gbm.d.ts.map +1 -0
- package/dist/ml/classical/gbm.js +116 -0
- package/dist/ml/classical/gbm.js.map +1 -0
- package/dist/ml/classical/index.d.ts +48 -0
- package/dist/ml/classical/index.d.ts.map +1 -0
- package/dist/ml/classical/index.js +45 -0
- package/dist/ml/classical/index.js.map +1 -0
- package/dist/ml/classical/isolation_forest.d.ts +37 -0
- package/dist/ml/classical/isolation_forest.d.ts.map +1 -0
- package/dist/ml/classical/isolation_forest.js +72 -0
- package/dist/ml/classical/isolation_forest.js.map +1 -0
- package/dist/ml/classical/kmeans.d.ts +31 -0
- package/dist/ml/classical/kmeans.d.ts.map +1 -0
- package/dist/ml/classical/kmeans.js +93 -0
- package/dist/ml/classical/kmeans.js.map +1 -0
- package/dist/ml/classical/knn.d.ts +48 -0
- package/dist/ml/classical/knn.d.ts.map +1 -0
- package/dist/ml/classical/knn.js +68 -0
- package/dist/ml/classical/knn.js.map +1 -0
- package/dist/ml/classical/linear.d.ts +29 -0
- package/dist/ml/classical/linear.d.ts.map +1 -0
- package/dist/ml/classical/linear.js +114 -0
- package/dist/ml/classical/linear.js.map +1 -0
- package/dist/ml/classical/logistic.d.ts +39 -0
- package/dist/ml/classical/logistic.d.ts.map +1 -0
- package/dist/ml/classical/logistic.js +103 -0
- package/dist/ml/classical/logistic.js.map +1 -0
- package/dist/ml/classical/math.d.ts +26 -0
- package/dist/ml/classical/math.d.ts.map +1 -0
- package/dist/ml/classical/math.js +90 -0
- package/dist/ml/classical/math.js.map +1 -0
- package/dist/ml/classical/naive_bayes.d.ts +24 -0
- package/dist/ml/classical/naive_bayes.d.ts.map +1 -0
- package/dist/ml/classical/naive_bayes.js +67 -0
- package/dist/ml/classical/naive_bayes.js.map +1 -0
- package/dist/ml/classical/robust_z.d.ts +30 -0
- package/dist/ml/classical/robust_z.d.ts.map +1 -0
- package/dist/ml/classical/robust_z.js +46 -0
- package/dist/ml/classical/robust_z.js.map +1 -0
- package/dist/ml/dense_head.d.ts +33 -0
- package/dist/ml/dense_head.d.ts.map +1 -0
- package/dist/ml/dense_head.js +140 -0
- package/dist/ml/dense_head.js.map +1 -0
- package/dist/ml/features.d.ts +25 -0
- package/dist/ml/features.d.ts.map +1 -0
- package/dist/ml/features.js +46 -0
- package/dist/ml/features.js.map +1 -0
- package/dist/ml/federate.d.ts +70 -0
- package/dist/ml/federate.d.ts.map +1 -0
- package/dist/ml/federate.js +122 -0
- package/dist/ml/federate.js.map +1 -0
- package/dist/ml/head_trainer.d.ts +76 -0
- package/dist/ml/head_trainer.d.ts.map +1 -0
- package/dist/ml/head_trainer.js +182 -0
- package/dist/ml/head_trainer.js.map +1 -0
- package/dist/ml/index.d.ts +23 -0
- package/dist/ml/index.d.ts.map +1 -0
- package/dist/ml/index.js +11 -0
- package/dist/ml/index.js.map +1 -0
- package/dist/ml/registry.d.ts +20 -0
- package/dist/ml/registry.d.ts.map +1 -0
- package/dist/ml/registry.js +43 -0
- package/dist/ml/registry.js.map +1 -0
- package/dist/ml/run.d.ts +94 -0
- package/dist/ml/run.d.ts.map +1 -0
- package/dist/ml/run.js +130 -0
- package/dist/ml/run.js.map +1 -0
- package/dist/ml/tasks/experience.d.ts +90 -0
- package/dist/ml/tasks/experience.d.ts.map +1 -0
- package/dist/ml/tasks/experience.js +156 -0
- package/dist/ml/tasks/experience.js.map +1 -0
- package/dist/ml/tasks/index.d.ts +10 -0
- package/dist/ml/tasks/index.d.ts.map +1 -0
- package/dist/ml/tasks/index.js +28 -0
- package/dist/ml/tasks/index.js.map +1 -0
- package/dist/ml/tasks/local_success.d.ts +55 -0
- package/dist/ml/tasks/local_success.d.ts.map +1 -0
- package/dist/ml/tasks/local_success.js +77 -0
- package/dist/ml/tasks/local_success.js.map +1 -0
- package/dist/ml/tasks/run_anomaly.d.ts +51 -0
- package/dist/ml/tasks/run_anomaly.d.ts.map +1 -0
- package/dist/ml/tasks/run_anomaly.js +60 -0
- package/dist/ml/tasks/run_anomaly.js.map +1 -0
- package/dist/ml/train.d.ts +64 -0
- package/dist/ml/train.d.ts.map +1 -0
- package/dist/ml/train.js +101 -0
- package/dist/ml/train.js.map +1 -0
- package/dist/ml/types.d.ts +112 -0
- package/dist/ml/types.d.ts.map +1 -0
- package/dist/ml/types.js +23 -0
- package/dist/ml/types.js.map +1 -0
- package/dist/moe/moe_model.d.ts.map +1 -1
- package/dist/moe/moe_model.js +1 -16
- package/dist/moe/moe_model.js.map +1 -1
- package/dist/training/cpu_ops.d.ts +2 -0
- package/dist/training/cpu_ops.d.ts.map +1 -1
- package/dist/training/cpu_ops.js +16 -0
- package/dist/training/cpu_ops.js.map +1 -1
- package/package.json +1 -1
- package/src/evermind/delta_wire.ts +148 -114
- package/src/evermind/index.ts +35 -32
- package/src/evermind/merge.ts +53 -0
- package/src/evermind/package.ts +488 -464
- package/src/index.ts +15 -1
- package/src/limbic/index.ts +5 -0
- package/src/limbic/limbic_task.ts +62 -0
- package/src/limbic/limbic_trainer.ts +91 -258
- package/src/ml/classical/ewma.ts +68 -0
- package/src/ml/classical/gbm.ts +143 -0
- package/src/ml/classical/index.ts +76 -0
- package/src/ml/classical/isolation_forest.ts +88 -0
- package/src/ml/classical/kmeans.ts +102 -0
- package/src/ml/classical/knn.ts +98 -0
- package/src/ml/classical/linear.ts +119 -0
- package/src/ml/classical/logistic.ts +125 -0
- package/src/ml/classical/math.ts +93 -0
- package/src/ml/classical/naive_bayes.ts +77 -0
- package/src/ml/classical/robust_z.ts +65 -0
- package/src/ml/dense_head.ts +157 -0
- package/src/ml/features.ts +61 -0
- package/src/ml/federate.ts +160 -0
- package/src/ml/head_trainer.ts +268 -0
- package/src/ml/index.ts +57 -0
- package/src/ml/registry.ts +44 -0
- package/src/ml/run.ts +178 -0
- package/src/ml/tasks/experience.ts +214 -0
- package/src/ml/tasks/index.ts +30 -0
- package/src/ml/tasks/local_success.ts +118 -0
- package/src/ml/tasks/run_anomaly.ts +90 -0
- package/src/ml/train.ts +136 -0
- package/src/ml/types.ts +132 -0
- package/src/moe/moe_model.ts +1 -13
- package/src/training/cpu_ops.ts +141 -127
package/src/index.ts
CHANGED
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@@ -45,6 +45,9 @@ export {
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deltaUnusableReason,
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MAX_DELTA_B64_CHARS,
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mergeCheckpointDiffs,
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mergeCheckpointDiffsGated,
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DELTA_TARGET_RE,
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mlHeadTarget,
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meanEvalLoss,
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} from './evermind/index.js';
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export type {
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DeltaLearnPayload,
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DeltaParseResult,
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MergeResult,
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GatedMergeResult,
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MergeGateOptions,
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EvalExample,
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EvalTokenizer,
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} from './evermind/index.js';
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} from './training/mamba1_cpu.js';
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export {
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linearForward, linearBackward, rmsNormForward, rmsNormBackward,
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silu, siluGrad, softplus, sigmoid, RMSNORM_EPS,
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silu, siluGrad, softplus, sigmoid, softmax, RMSNORM_EPS,
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} from './training/cpu_ops.js';
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export {
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Tensor,
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DEFAULT_LIMBIC_CONFIG,
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DEFAULT_LIMBIC_SEED,
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LimbicTrainer,
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limbicHead,
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limbicAffectPredictor,
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} from './limbic/index.js';
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export type {
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Region,
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LimbicAffectOutput,
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} from './limbic/index.js';
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export { LIMBIC_AFFECT_WGSL } from './kernels/limbic_affect.js';
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// ── Experience (demonstrations, Train Once skills, runs) ─────────────────────
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export * from './experience/index.js';
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// ── ML task catalog (non-LLM learning: registry, runner, trainer, federation) ──
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export * from './ml/index.js';
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export { LimbicTrainer } from "./limbic_trainer.js";
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export type { LimbicSample, LimbicTrainOptions } from "./limbic_trainer.js";
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export { limbicHead } from "./limbic_trainer.js";
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// The ML catalog row for the affect head (`ml/`), registered by limbic itself.
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export { LIMBIC_AFFECT_TASK, limbicAffectPredictor } from "./limbic_task.js";
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export type { LimbicAffectInput, LimbicAffectOutput } from "./limbic_task.js";
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/**
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* limbic/limbic_task.ts — `limbic.affect`, the ML catalog's first row, registered
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* by limbic/ itself.
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* Nothing about the affect head changes: the row describes it (input = experience
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* embedding + affective state, output = bounded affect delta + reward), the
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* predictor adapter lets the ONE runner answer with an existing `LimbicModel`, and
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* training stays `LimbicTrainer` (itself a thin registration over `HeadTrainer`).
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* Its flat parameters are what federate when the head travels with the model.
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*/
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import { assignParams, flattenParams } from "../ml/head_trainer.js";
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import type { MlPrediction, MlPredictor, MlTask } from "../ml/types.js";
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import type { LimbicModel } from "./limbic_model.js";
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export interface LimbicAffectInput {
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/** Experience embedding (length = model.inputDim). */
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embedding: ArrayLike<number>;
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}
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export interface LimbicAffectOutput {
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/** Bounded affect delta in (-1, 1) per state dim. */
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}
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id: "limbic.affect",
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description: "How an experience moves the agent's affective state, and how rewarding it was.",
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features: { numeric: (i) => [...Array.from(i.embedding), ...Array.from(i.state)] },
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};
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/**
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* Answer `limbic.affect` with `model`. The feature vector is `[embedding, state]`;
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* the hidden scratch resets per call, exactly as the trainer treats each sample.
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export function limbicAffectPredictor(model: LimbicModel): MlPredictor {
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},
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};
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evaluate(samples: LimbicSample[]): number {
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}
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return total / samples.length;
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}
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/** Clip grads to `maxNorm` in place; returns the PRE-clip L2 norm (the signal). */
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private _clipGradients(grads: LimbicParam[], maxNorm: number): number {
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let normSq = 0;
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for (const g of grads) for (let i = 0; i < g.data.length; i++) normSq += g.data[i]! * g.data[i]!;
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const norm = Math.sqrt(normSq);
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if (norm > maxNorm && norm > 0) {
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const scale = maxNorm / norm;
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}
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return norm;
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}
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private _adamwStepCpu(
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grads: LimbicParam[],
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hp: { learningRate: number; weightDecay: number; beta1: number; beta2: number; eps: number; beta1_t: number; beta2_t: number },
|
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|
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): void {
|
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|
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const params = this.model.parameters();
|
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|
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const { learningRate: lr, weightDecay: wd, beta1, beta2, eps, beta1_t, beta2_t } = hp;
|
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|
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for (let pi = 0; pi < params.length; pi++) {
|
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|
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const p = params[pi]!.data;
|
|
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|
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const g = grads[pi]!.data;
|
|
211
|
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const mom = this._moments![pi]!;
|
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|
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for (let i = 0; i < p.length; i++) {
|
|
213
|
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const gi = g[i]!;
|
|
214
|
-
mom.m[i] = beta1 * mom.m[i]! + (1 - beta1) * gi;
|
|
215
|
-
mom.v[i] = beta2 * mom.v[i]! + (1 - beta2) * gi * gi;
|
|
216
|
-
const mHat = mom.m[i]! / (1 - beta1_t);
|
|
217
|
-
const vHat = mom.v[i]! / (1 - beta2_t);
|
|
218
|
-
p[i] = p[i]! * (1 - lr * wd) - (lr * mHat) / (Math.sqrt(vHat) + eps);
|
|
219
|
-
}
|
|
220
|
-
}
|
|
221
|
-
}
|
|
222
|
-
|
|
223
|
-
/** AdamW on the GPU via the shared WEIGHT_UPDATE_WGSL kernel. Awaited per step. */
|
|
224
|
-
private async _adamwStepGpu(
|
|
225
|
-
grads: LimbicParam[],
|
|
226
|
-
hp: { learningRate: number; weightDecay: number; beta1: number; beta2: number; eps: number; beta1_t: number; beta2_t: number },
|
|
227
|
-
): Promise<void> {
|
|
228
|
-
const device = this.device!;
|
|
229
|
-
const pipeline = this._adamwPipeline!;
|
|
230
|
-
const params = this.model.parameters();
|
|
231
|
-
const { learningRate: lr, weightDecay: wd, beta1, beta2, eps, beta1_t, beta2_t } = hp;
|
|
232
|
-
|
|
233
|
-
for (let pi = 0; pi < params.length; pi++) {
|
|
234
|
-
const p = params[pi]!;
|
|
235
|
-
const mom = this._moments![pi]!;
|
|
236
|
-
const paramBuf = createStorageBuffer(device, p.data, true);
|
|
237
|
-
const gradBuf = createStorageBuffer(device, grads[pi]!.data, false);
|
|
238
|
-
const mBuf = createStorageBuffer(device, mom.m, true);
|
|
239
|
-
const vBuf = createStorageBuffer(device, mom.v, true);
|
|
240
|
-
const uni = createUniformBuffer(
|
|
241
|
-
device,
|
|
242
|
-
packAdamParams(p.numel, lr, beta1, beta2, eps, wd, beta1_t, beta2_t),
|
|
243
|
-
);
|
|
244
|
-
const bg = createBindGroup(device, pipeline, [uni, paramBuf, gradBuf, mBuf, vBuf]);
|
|
245
|
-
dispatchKernel(device, pipeline, bg, [cdiv(p.numel, 256), 1, 1]);
|
|
246
|
-
|
|
247
|
-
p.data.set((await readBuffer(device, paramBuf, p.numel * 4)).subarray(0, p.numel));
|
|
248
|
-
mom.m.set((await readBuffer(device, mBuf, p.numel * 4)).subarray(0, p.numel));
|
|
249
|
-
mom.v.set((await readBuffer(device, vBuf, p.numel * 4)).subarray(0, p.numel));
|
|
250
|
-
|
|
251
|
-
paramBuf.destroy();
|
|
252
|
-
gradBuf.destroy();
|
|
253
|
-
mBuf.destroy();
|
|
254
|
-
vBuf.destroy();
|
|
255
|
-
uni.destroy();
|
|
256
|
-
}
|
|
257
|
-
}
|
|
258
|
-
}
|
|
1
|
+
/**
|
|
2
|
+
* limbic_trainer.ts – LimbicTrainer: gradient-based training for the LimbicModel.
|
|
3
|
+
*
|
|
4
|
+
* Trains the affect head to predict affect deltas and reward from
|
|
5
|
+
* (experience embedding, current state) pairs, using full-batch gradient
|
|
6
|
+
* descent with AdamW — through the shared {@link HeadTrainer} (`ml/head_trainer.ts`),
|
|
7
|
+
* which runs the optimiser step on the GPU via WEIGHT_UPDATE_WGSL when a device is
|
|
8
|
+
* supplied and on a numerically-equivalent CPU AdamW otherwise. This file is only
|
|
9
|
+
* the limbic registration: the head adapter and the public trainer surface.
|
|
10
|
+
*
|
|
11
|
+
* The objective is MSE (regression), not the cross-entropy used by the
|
|
12
|
+
* language-model {@link MambaTrainer} — a limbic experience has continuous
|
|
13
|
+
* targets, not a next-token distribution.
|
|
14
|
+
*/
|
|
15
|
+
|
|
16
|
+
import { HeadTrainer, type HeadTrainOptions, type TrainableHead } from "../ml/head_trainer.js";
|
|
17
|
+
import type { LimbicModel, LimbicParam } from "./limbic_model.js";
|
|
18
|
+
|
|
19
|
+
/** One training example: an experience and the affect change it should produce. */
|
|
20
|
+
export interface LimbicSample {
|
|
21
|
+
/** Experience embedding (length = model.inputDim). */
|
|
22
|
+
input: ArrayLike<number>;
|
|
23
|
+
/** Affective state at the time of the experience (length = model.stateDim). */
|
|
24
|
+
state: ArrayLike<number>;
|
|
25
|
+
/** Observed affect delta target in (-1, 1) per state dim (length = model.stateDim). */
|
|
26
|
+
deltaTarget: ArrayLike<number>;
|
|
27
|
+
/** Observed scalar reward for the experience. */
|
|
28
|
+
reward: number;
|
|
29
|
+
}
|
|
30
|
+
|
|
31
|
+
/** The limbic trainer's options are the shared head trainer's. */
|
|
32
|
+
export type LimbicTrainOptions = HeadTrainOptions;
|
|
33
|
+
|
|
34
|
+
/**
|
|
35
|
+
* The limbic model as a {@link TrainableHead}. Each sample is one experience
|
|
36
|
+
* appraisal: cross-experience memory flows through the affective state `s` (fed
|
|
37
|
+
* back by the runtime), not through the hidden scratch `h`, so the hidden state
|
|
38
|
+
* resets per sample. This also makes BPTT(1) exact — there is no truncated carry.
|
|
39
|
+
*/
|
|
40
|
+
export function limbicHead(model: LimbicModel): TrainableHead<LimbicSample> {
|
|
41
|
+
return {
|
|
42
|
+
parameters: (): LimbicParam[] => model.parameters(),
|
|
43
|
+
gradients: (): LimbicParam[] => model.gradients(),
|
|
44
|
+
zeroGrad: () => model.zeroGrad(),
|
|
45
|
+
accumulate: (s) =>
|
|
46
|
+
model.backwardStep(s.input, model.initHidden(), s.state, s.deltaTarget, s.reward).loss,
|
|
47
|
+
loss: (s) => {
|
|
48
|
+
const { rewardWeight } = model.config;
|
|
49
|
+
const f = model.forward(s.input, model.initHidden(), s.state);
|
|
50
|
+
let loss = 0;
|
|
51
|
+
for (let k = 0; k < f.delta.length; k++) {
|
|
52
|
+
const d = f.delta[k]! - (s.deltaTarget[k] ?? 0);
|
|
53
|
+
loss += 0.5 * d * d;
|
|
54
|
+
}
|
|
55
|
+
const rd = f.reward - s.reward;
|
|
56
|
+
loss += 0.5 * rewardWeight * rd * rd;
|
|
57
|
+
return loss;
|
|
58
|
+
},
|
|
59
|
+
};
|
|
60
|
+
}
|
|
61
|
+
|
|
62
|
+
/** Thin registration of the limbic head over the shared {@link HeadTrainer}. */
|
|
63
|
+
export class LimbicTrainer {
|
|
64
|
+
readonly model: LimbicModel;
|
|
65
|
+
readonly device: GPUDevice | null;
|
|
66
|
+
private readonly _trainer: HeadTrainer<LimbicSample>;
|
|
67
|
+
|
|
68
|
+
constructor(model: LimbicModel, device: GPUDevice | null = null) {
|
|
69
|
+
this.model = model;
|
|
70
|
+
this.device = device;
|
|
71
|
+
this._trainer = new HeadTrainer(limbicHead(model), device, "LimbicTrainer");
|
|
72
|
+
}
|
|
73
|
+
|
|
74
|
+
/** Whether the optimiser step runs on the GPU. */
|
|
75
|
+
get gpuTraining(): boolean {
|
|
76
|
+
return this._trainer.gpuTraining;
|
|
77
|
+
}
|
|
78
|
+
|
|
79
|
+
/**
|
|
80
|
+
* Train on a batch of samples for `epochs` passes. Returns the per-epoch mean
|
|
81
|
+
* loss (monotonically decreasing on a learnable mapping).
|
|
82
|
+
*/
|
|
83
|
+
train(samples: LimbicSample[], opts: LimbicTrainOptions = {}): Promise<number[]> {
|
|
84
|
+
return this._trainer.train(samples, opts);
|
|
85
|
+
}
|
|
86
|
+
|
|
87
|
+
/** Mean MSE loss over samples (no weight update). Hidden resets per sample. */
|
|
88
|
+
evaluate(samples: LimbicSample[]): number {
|
|
89
|
+
return this._trainer.evaluate(samples);
|
|
90
|
+
}
|
|
91
|
+
}
|
|
@@ -0,0 +1,68 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* ml/classical/ewma.ts — exponentially-weighted moving average + variance, for
|
|
3
|
+
* drift anomalies in an ordered series (a run's cost creeping up over the week).
|
|
4
|
+
*
|
|
5
|
+
* Per feature, over the history IN ORDER: diff = x − μ; μ += α·diff;
|
|
6
|
+
* σ² = (1 − α)(σ² + α·diff²). A new point scores z = |x − μ| / σ against the
|
|
7
|
+
* state BEFORE it is folded in. Prediction: `scores[0] = max_i z_i / threshold`.
|
|
8
|
+
*/
|
|
9
|
+
import type { MlPrediction, MlPredictor, MlSample } from "../types.js";
|
|
10
|
+
import { featureDim } from "./math.js";
|
|
11
|
+
import { anomalyConfidence } from "./robust_z.js";
|
|
12
|
+
|
|
13
|
+
export interface EwmaOptions {
|
|
14
|
+
/** Smoothing factor in (0, 1]. Default 0.3. */
|
|
15
|
+
alpha?: number;
|
|
16
|
+
/** z at which a feature counts as anomalous. Default 3. */
|
|
17
|
+
threshold?: number;
|
|
18
|
+
/** Smallest σ per feature, as a fraction of |μ| (plus 1e-9). Default 0.01. */
|
|
19
|
+
minScaleFraction?: number;
|
|
20
|
+
}
|
|
21
|
+
|
|
22
|
+
export class EwmaModel implements MlPredictor {
|
|
23
|
+
constructor(
|
|
24
|
+
readonly mean: Float64Array,
|
|
25
|
+
readonly variance: Float64Array,
|
|
26
|
+
readonly alpha: number,
|
|
27
|
+
readonly threshold: number,
|
|
28
|
+
readonly minScaleFraction: number,
|
|
29
|
+
) {
|
|
30
|
+
if (!(alpha > 0 && alpha <= 1)) throw new Error(`EwmaModel: alpha must be in (0, 1] (got ${alpha})`);
|
|
31
|
+
}
|
|
32
|
+
|
|
33
|
+
zScores(x: ArrayLike<number>): number[] {
|
|
34
|
+
return Array.from(this.mean, (m, i) => {
|
|
35
|
+
const sd = Math.max(Math.sqrt(this.variance[i]!), this.minScaleFraction * Math.abs(m) + 1e-9);
|
|
36
|
+
return Math.abs((x[i] ?? 0) - m) / sd;
|
|
37
|
+
});
|
|
38
|
+
}
|
|
39
|
+
|
|
40
|
+
/** Fold one observation into the running state. */
|
|
41
|
+
update(x: ArrayLike<number>): void {
|
|
42
|
+
for (let i = 0; i < this.mean.length; i++) {
|
|
43
|
+
const diff = (x[i] ?? 0) - this.mean[i]!;
|
|
44
|
+
const incr = this.alpha * diff;
|
|
45
|
+
this.mean[i] = this.mean[i]! + incr;
|
|
46
|
+
this.variance[i] = (1 - this.alpha) * (this.variance[i]! + diff * incr);
|
|
47
|
+
}
|
|
48
|
+
}
|
|
49
|
+
|
|
50
|
+
predict(x: Float32Array): MlPrediction {
|
|
51
|
+
const score = Math.max(0, ...this.zScores(x)) / this.threshold;
|
|
52
|
+
return { scores: [score], confidence: anomalyConfidence(score) };
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
|
|
56
|
+
/** Fit over `samples` in the given (chronological) order. */
|
|
57
|
+
export function fitEwma(samples: readonly MlSample[], opts: EwmaOptions = {}): EwmaModel {
|
|
58
|
+
const d = featureDim(samples.map((s) => s.x));
|
|
59
|
+
const model = new EwmaModel(
|
|
60
|
+
Float64Array.from(samples[0]!.x),
|
|
61
|
+
new Float64Array(d),
|
|
62
|
+
opts.alpha ?? 0.3,
|
|
63
|
+
opts.threshold ?? 3,
|
|
64
|
+
opts.minScaleFraction ?? 0.01,
|
|
65
|
+
);
|
|
66
|
+
for (let i = 1; i < samples.length; i++) model.update(samples[i]!.x);
|
|
67
|
+
return model;
|
|
68
|
+
}
|