im trying to detect some anomalies in my data (nX2) , containing only dates and values, right now im using 2 methods, 'IsolationForest' and 'KNN'. in both methods some data points are real different from the neighbors, the function dont assign that as anomaly.
. see picture
``
'o' in the dataframe means no anomaly
playing around with the parameters gives different results but dont solve the problem as in the picture.
The goal will be to just detect large deviation from neighbors points in the data.
im using the code below
any help with that will be great or other suggestions
thanks alot!
yuval
from sklearn.ensemble import IsolationForest
from pyod.models.knn import KNN
def fit_model(model, data, column='NO3_conc'):
# fit the model and predict it
df = data.copy()
data_to_predict = data[column].to_numpy().reshape(-1, 1)
predictions = model.fit_predict(data_to_predict)
df['Predictions'] = predictions
knn_model = KNN(contamination=0.1, n_neighbors=5, method='median', radius=1.0, algorithm='auto', leaf_size=30, metric='minkowski', p=2, metric_params=None, n_jobs=1)
knn_df = fit_model(knn_model, data)
plot_anomalies(knn_df, 'KNN model')
iso_forest = IsolationForest(n_estimators=125, max_samples='auto', contamination=0.05, max_features=1.0, bootstrap=False, n_jobs=None, random_state=None, verbose=0, warm_start=False)
iso_df = fit_model(iso_forest, data)
iso_df['Predictions'] = iso_df['Predictions'].map(lambda x: 1 if x == -1 else 0)
plot_anomalies(iso_df,'iso forest model')
Related
I am using a keras neural net for identifying category in which the data belongs.
self.model.compile(loss='categorical_crossentropy',
optimizer=keras.optimizers.Adam(lr=0.001, decay=0.0001),
metrics=[categorical_accuracy])
Fit function
history = self.model.fit(self.X,
{'output': self.Y},
validation_split=0.3,
epochs=400,
batch_size=32
)
I am interested in finding out which labels are getting categorized wrongly in the validation step. Seems like a good way to understand what is happening under the hood.
You can use model.predict_classes(validation_data) to get the predicted classes for your validation data, and compare these predictions with the actual labels to find out where the model was wrong. Something like this:
predictions = model.predict_classes(validation_data)
wrong = np.where(predictions != Y_validation)
If you are interested in looking 'under the hood', I'd suggest to use
model.predict(validation_data_x)
to see the scores for each class, for each observation of the validation set.
This should shed some light on which categories the model is not so good at classifying. The way to predict the final class is
scores = model.predict(validation_data_x)
preds = np.argmax(scores, axis=1)
be sure to use the proper axis for np.argmax (I'm assuming your observation axis is 1). Use preds to then compare with the real class.
Also, as another exploration you want to see the overall accuracy on this dataset, use
model.evaluate(x=validation_data_x, y=validation_data_y)
I ended up creating a metric which prints the "worst performing category id + score" on each iteration. Ideas from link
import tensorflow as tf
import numpy as np
class MaxIoU(object):
def __init__(self, num_classes):
super().__init__()
self.num_classes = num_classes
def max_iou(self, y_true, y_pred):
# Wraps np_max_iou method and uses it as a TensorFlow op.
# Takes numpy arrays as its arguments and returns numpy arrays as
# its outputs.
return tf.py_func(self.np_max_iou, [y_true, y_pred], tf.float32)
def np_max_iou(self, y_true, y_pred):
# Compute the confusion matrix to get the number of true positives,
# false positives, and false negatives
# Convert predictions and target from categorical to integer format
target = np.argmax(y_true, axis=-1).ravel()
predicted = np.argmax(y_pred, axis=-1).ravel()
# Trick from torchnet for bincounting 2 arrays together
# https://github.com/pytorch/tnt/blob/master/torchnet/meter/confusionmeter.py
x = predicted + self.num_classes * target
bincount_2d = np.bincount(x.astype(np.int32), minlength=self.num_classes**2)
assert bincount_2d.size == self.num_classes**2
conf = bincount_2d.reshape((self.num_classes, self.num_classes))
# Compute the IoU and mean IoU from the confusion matrix
true_positive = np.diag(conf)
false_positive = np.sum(conf, 0) - true_positive
false_negative = np.sum(conf, 1) - true_positive
# Just in case we get a division by 0, ignore/hide the error and set the value to 0
with np.errstate(divide='ignore', invalid='ignore'):
iou = false_positive / (true_positive + false_positive + false_negative)
iou[np.isnan(iou)] = 0
return np.max(iou).astype(np.float32) + np.argmax(iou).astype(np.float32)
~
usage:
custom_metric = MaxIoU(len(catagories))
self.model.compile(loss='categorical_crossentropy',
optimizer=keras.optimizers.Adam(lr=0.001, decay=0.0001),
metrics=[categorical_accuracy, custom_metric.max_iou])
I am generating a PCA which uses scikitlearn, numpy and matplotlib. I want to know how to label each point (row in my data). I found "annotate" in matplotlib, but this seems to be for labeling specific coordinates, or just putting text on arbitrary points by the order they appear. I'm trying to abstract away from this but struggling due to the PCA sections that appear before the matplot stuff. Is there a way I can do this with sklearn, while I'm still generating the plot, so I don't lose its connection to the row I got it from?
Here's my code:
# Create a Randomized PCA model that takes two components
randomized_pca = decomposition.RandomizedPCA(n_components=2)
# Fit and transform the data to the model
reduced_data_rpca = randomized_pca.fit_transform(x)
# Create a regular PCA model
pca = decomposition.PCA(n_components=2)
# Fit and transform the data to the model
reduced_data_pca = pca.fit_transform(x)
# Inspect the shape
reduced_data_pca.shape
# Print out the data
print(reduced_data_rpca)
print(reduced_data_pca)
def rand_jitter(arr):
stdev = .01*(max(arr)-min(arr))
return arr + np.random.randn(len(arr)) * stdev
colors = ['red', 'blue']
for i in range(len(colors)):
w = reduced_data_pca[:, 0][y == i]
z = reduced_data_pca[:, 1][y == i]
plt.scatter(w, z, c=colors[i])
targ_names = ["Negative", "Positive"]
plt.legend(targ_names, bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.)
plt.xlabel('First Principal Component')
plt.ylabel('Second Principal Component')
plt.title("PCA Scatter Plot")
plt.show()
PCA is a projection, not a clustering (you tagged this as clustering).
There is no concept of a label in PCA.
You can draw texts onto a scatterplot, but usually it becomes too crowded. You can find answers to this on stackoverflow already.
I've been experimenting with adversarial images and I read up on the fast gradient sign method from the following link https://arxiv.org/pdf/1412.6572.pdf...
The instructions explain that the necessary gradient can be calculated using backpropagation...
I've been successful at generating adversarial images but I have failed at attempting to extract the gradient necessary to create an adversarial image. I will demonstrate what I mean.
Let us assume that I have already trained my algorithm using logistic regression. I restore the model and I extract the number I wish to change into a adversarial image. In this case it is the number 2...
# construct model
logits = tf.matmul(x, W) + b
pred = tf.nn.softmax(logits)
...
...
# assign the images of number 2 to the variable
sess.run(tf.assign(x, labels_of_2))
# setup softmax
sess.run(pred)
# placeholder for target label
fake_label = tf.placeholder(tf.int32, shape=[1])
# setup the fake loss
fake_loss = tf.nn.sparse_softmax_cross_entropy_with_logits(logits=logits,labels=fake_label)
# minimize fake loss using gradient descent,
# calculating the derivatives of the weight of the fake image will give the direction of weights necessary to change the prediction
adversarial_step = tf.train.GradientDescentOptimizer(learning_rate=FLAGS.learning_rate).minimize(fake_loss, var_list=[x])
# continue calculating the derivative until the prediction changes for all 10 images
for i in range(FLAGS.training_epochs):
# fake label tells the training algorithm to use the weights calculated for number 6
sess.run(adversarial_step, feed_dict={fake_label:np.array([6])})
sess.run(pred)
This is my approach, and it works perfectly. It takes my image of number 2 and changes it only slightly so that when I run the following...
x_in = np.expand_dims(x[0], axis=0)
classification = sess.run(tf.argmax(pred, 1))
print(classification)
it will predict the number 2 as a number 6.
The issue is, I need to extract the gradient necessary to trick the neural network into thinking number 2 is 6. I need to use this gradient to create the nematode mentioned above.
I am not sure how can I extract the gradient value. I tried looking at tf.gradients but I was unable to figure out how to produce an adversarial image using this function. I implemented the following after the fake_loss variable above...
tf.gradients(fake_loss, x)
for i in range(FLAGS.training_epochs):
# calculate gradient with weight of number 6
gradient_value = sess.run(gradients, feed_dict={fake_label:np.array([6])})
# update the image of number 2
gradient_update = x+0.007*gradient_value[0]
sess.run(tf.assign(x, gradient_update))
sess.run(pred)
Unfortunately the prediction did not change in the way I wanted, and moreover this logic resulted in a rather blurry image.
I would appreciate an explanation as to what I need to do in order calculate and extract the gradient that will trick the neural network, so that if I were to take this gradient and apply it to my image as a nematode, it will result in a different prediction.
Why not let the Tensorflow optimizer add the gradients to your image? You can still evaluate the nematode to get the resulting gradients that were added.
I created a bit of sample code to demonstrate this with a panda image. It uses the VGG16 neural network to transform your own panda image into a "goldfish" image. Every 100 iterations it saves the image as PDF so you can print it losslessly to check if your image is still a goldfish.
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
import IPython.display as ipyd
from libs import vgg16 # Download here! https://github.com/pkmital/CADL/tree/master/session-4/libs
pandaimage = plt.imread('panda.jpg')
pandaimage = vgg16.preprocess(pandaimage)
plt.imshow(pandaimage)
img_4d = np.array([pandaimage])
g = tf.get_default_graph()
input_placeholder = tf.Variable(img_4d,trainable=False)
to_add_image = tf.Variable(tf.random_normal([224,224,3], mean=0.0, stddev=0.1, dtype=tf.float32))
combined_images_not_clamped = input_placeholder+to_add_image
filledmax = tf.fill(tf.shape(combined_images_not_clamped), 1.0)
filledmin = tf.fill(tf.shape(combined_images_not_clamped), 0.0)
greater_than_one = tf.greater(combined_images_not_clamped, filledmax)
combined_images_with_max = tf.where(greater_than_one, filledmax, combined_images_not_clamped)
lower_than_zero =tf.less(combined_images_with_max, filledmin)
combined_images = tf.where(lower_than_zero, filledmin, combined_images_with_max)
net = vgg16.get_vgg_model()
tf.import_graph_def(net['graph_def'], name='vgg')
names = [op.name for op in g.get_operations()]
style_layer = 'prob:0'
the_prediction = tf.import_graph_def(
net['graph_def'],
name='vgg',
input_map={'images:0': combined_images},return_elements=[style_layer])
goldfish_expected_np = np.zeros(1000)
goldfish_expected_np[1]=1.0
goldfish_expected_tf = tf.Variable(goldfish_expected_np,dtype=tf.float32,trainable=False)
loss = tf.reduce_sum(tf.square(the_prediction[0]-goldfish_expected_tf))
optimizer = tf.train.AdamOptimizer().minimize(loss)
sess = tf.InteractiveSession()
sess.run(tf.global_variables_initializer())
def show_many_images(*images):
fig = plt.figure()
for i in range(len(images)):
print(images[i].shape)
subplot_number = 100+10*len(images)+(i+1)
plt.subplot(subplot_number)
plt.imshow(images[i])
plt.show()
for i in range(1000):
_, loss_val = sess.run([optimizer,loss])
if i%100==1:
print("Loss at iteration %d: %f" % (i,loss_val))
_, loss_val,adversarial_image,pred,nematode = sess.run([optimizer,loss,combined_images,the_prediction,to_add_image])
res = np.squeeze(pred)
average = np.mean(res, 0)
res = res / np.sum(average)
plt.imshow(adversarial_image[0])
plt.show()
print([(res[idx], net['labels'][idx]) for idx in res.argsort()[-5:][::-1]])
show_many_images(img_4d[0],nematode,adversarial_image[0])
plt.imsave('adversarial_goldfish.pdf',adversarial_image[0],format='pdf') # save for printing
Let me know if this helps you!
I have created a Gaussian Naive Bayes classifier on a email (spam/not spam) dataset and was able to run it successfully. I vectorized the data, divided in it train and test sets and then calculated the accuracy, all the features that are present in the sklearn-Gaussian Naive Bayes classifier.
Now I want to be able to use this classifier to predict "labels" for new emails - whether they are by spam or not.
For example say I have an email. I want to feed it to my classifier and get the prediction as to whether it is a spam or not. How can I achieve this? Please Help.
Code for classifier file.
#!/usr/bin/python
import sys
from time import time
import logging
# Display progress logs on stdout
logging.basicConfig(level = logging.DEBUG, format = '%(asctime)s %(message)s')
sys.path.append("../DatasetProcessing/")
from vectorize_split_dataset import preprocess
### features_train and features_test are the features
for the training and testing datasets, respectively### labels_train and labels_test are the corresponding item labels
features_train, features_test, labels_train, labels_test = preprocess()
#########################################################
from sklearn.naive_bayes import GaussianNB
clf = GaussianNB()
t0 = time()
clf.fit(features_train, labels_train)
pred = clf.predict(features_test)
print("training time:", round(time() - t0, 3), "s")
print(clf.score(features_test, labels_test))
## Printing Metrics
for Training and Testing
print("No. of Testing Features:" + str(len(features_test)))
print("No. of Testing Features Label:" + str(len(labels_test)))
print("No. of Training Features:" + str(len(features_train)))
print("No. of Training Features Label:" + str(len(labels_train)))
print("No. of Predicted Features:" + str(len(pred)))
## Calculating Classifier Performance
from sklearn.metrics import classification_report
y_true = labels_test
y_pred = pred
labels = ['0', '1']
target_names = ['class 0', 'class 1']
print(classification_report(y_true, y_pred, target_names = target_names, labels = labels))
# How to predict label of a new text
new_text = "You won a lottery at UK lottery commission. Reply to claim it"
Code for Vectorization
#!/usr/bin/python
import os
import pickle
import numpy
numpy.random.seed(42)
path = os.path.dirname(os.path.abspath(__file__))
### The words(features) and label_data(labels), already largely processed.###These files should have been created beforehand
feature_data_file = path + "./createdDataset/dataSet.pkl"
label_data_file = path + "./createdDataset/dataLabel.pkl"
feature_data = pickle.load(open(feature_data_file, "rb"))
label_data = pickle.load(open(label_data_file, "rb"))
### test_size is the percentage of events assigned to the test set(the### remainder go into training)### feature matrices changed to dense representations
for compatibility with### classifier functions in versions 0.15.2 and earlier
from sklearn import cross_validation
features_train, features_test, labels_train, labels_test = cross_validation.train_test_split(feature_data, label_data, test_size = 0.1, random_state = 42)
from sklearn.feature_extraction.text import TfidfVectorizer
vectorizer = TfidfVectorizer(sublinear_tf = True, max_df = 0.5, stop_words = 'english')
features_train = vectorizer.fit_transform(features_train)
features_test = vectorizer.transform(features_test)#.toarray()
## feature selection to reduce dimensionality
from sklearn.feature_selection import SelectPercentile, f_classif
selector = SelectPercentile(f_classif, percentile = 5)
selector.fit(features_train, labels_train)
features_train_transformed_reduced = selector.transform(features_train).toarray()
features_test_transformed_reduced = selector.transform(features_test).toarray()
features_train = features_train_transformed_reduced
features_test = features_test_transformed_reduced
def preprocess():
return features_train, features_test, labels_train, labels_test
Code for dataset generation
#!/usr/bin/python
import os
import pickle
import re
import sys
# sys.path.append("../tools/")
""
"
Starter code to process the texts of accuate and inaccurate category to extract
the features and get the documents ready for classification.
The list of all the texts from accurate category are in the accurate_files list
likewise for texts of inaccurate category are in (inaccurate_files)
The data is stored in lists and packed away in pickle files at the end.
"
""
accurate_files = open("./rawDatasetLocation/accurateFiles.txt", "r")
inaccurate_files = open("./rawDatasetLocation/inaccurateFiles.txt", "r")
label_data = []
feature_data = []
### temp_counter is a way to speed up the development--there are### thousands of lines of accurate and inaccurate text, so running over all of them### can take a long time### temp_counter helps you only look at the first 200 lines in the list so you### can iterate your modifications quicker
temp_counter = 0
for name, from_text in [("accurate", accurate_files), ("inaccurate", inaccurate_files)]:
for path in from_text: ###only look at first 200 texts when developing### once everything is working, remove this line to run over full dataset
temp_counter = 1
if temp_counter < 200:
path = os.path.join('..', path[: -1])
print(path)
text = open(path, "r")
line = text.readline()
while line: ###use a
function parseOutText to extract the text from the opened text# stem_text = parseOutText(text)
stem_text = text.readline().strip()
print(stem_text)### use str.replace() to remove any instances of the words# stem_text = stem_text.replace("germani", "")### append the text to feature_data
feature_data.append(stem_text)### append a 0 to label_data
if text is from Sara, and 1
if text is from Chris
if (name == "accurate"):
label_data.append("0")
elif(name == "inaccurate"):
label_data.append("1")
line = text.readline()
text.close()
print("texts processed")
accurate_files.close()
inaccurate_files.close()
pickle.dump(feature_data, open("./createdDataset/dataSet.pkl", "wb"))
pickle.dump(label_data, open("./createdDataset/dataLabel.pkl", "wb"))
Also I want to know whether i can incrementally train the classifier meaning thereby that retrain a created model with newer data for refining the model over time?
I would be really glad if someone can help me out with this. I am really stuck at this point.
You are already using your model to predict labels of emails in your test set. This is what pred = clf.predict(features_test) does. If you want to see these labels, do print pred.
But perhaps you what to know how you can predict labels for emails that you discover in the future and that are not currently in your test set? If so, you can think of your new email(s) as a new test set. As with your previous test set, you will need to run several key processing steps on the data:
1) The first thing you need to do is to generate features for your new email data. The feature generation step is not included in your code above, but will need to occur.
2) You are using a Tfidf vectorizer, which converts a collection of documents to a matrix of Tfidf features based upon term frequency and inverse document frequency. You need to put your new email test feature data through the vectorizer that you fit on your training data.
3) Then your new email test feature data will need to go through dimensionality reduction using the same selector that you fit on your training data.
4) Finally, run predict on your new test data. Use print pred if you want to view the new label(s).
To respond to your final question about iteratively re-training your model, yes you definitely can do this. It's just a matter of selecting a frequency, producing a script that expands your data set with incoming data, then re-running all steps from there, from pre-processing to Tfidf vectorization, to dimensionality reduction, to fitting, and prediction.
I have a simple dataframe consisting of one column. In that column are 10320 observations (numerical). I'm simulating Time-Series data by inserting the data into a plot with a window of 200 observations each. Here is the code for plotting.
import matplotlib.pyplot as plt
from IPython import display
fig_size = plt.rcParams["figure.figsize"]
import time
from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
fig, axes = plt.subplots(1,1, figsize=(19,5))
df = dframe.set_index(arange(0,len(dframe)))
std = dframe[0].std() * 6
window = 200
iterations = int(len(dframe)/window)
i = 0
dframe = dframe.set_index(arange(0,len(dframe)))
while i< iterations:
frm = window*i
if i == iterations:
to = len(dframe)
else:
to = frm+window
df = dframe[frm : to]
if len(df) > 100:
df = df.set_index(arange(0,len(df)))
plt.gca().cla()
plt.plot(df.index, df[0])
plt.axhline(y=std, xmin=0, xmax=len(df[0]),c='gray',linestyle='--',lw = 2, hold=None)
plt.axhline(y=-std , xmin=0, xmax=len(df[0]),c='gray',linestyle='--', lw = 2, hold=None)
plt.ylim(min(dframe[0])- 0.5 , max(dframe[0]) )
plt.xlim(-50,window+50)
display.clear_output(wait=True)
display.display(plt.gcf())
canvas = FigureCanvas(fig)
canvas.print_figure('fig.png', dpi=72, bbox_inches='tight')
i += 1
plt.close()
This simulates a flow of real-time data and visualizes it. What I want is to apply theanets RNN LSTM to the data to detect anomalies unsupervised. Because I am doing it unsupervised I don't think that I need to split my data into training and test sets. I haven't found much of anything that makes sense to me so far and have been googling for about 2 hours. Just hoping that you guys may be able to help. I want to put the prediction output of the RNN on the graph as well and define a threshold that, if the error is too large, the values will be identified as anomalous. If you need more information please comment and let me know. Thank you!
READING
Like neurons, LSTM networks are build of interconnected LSTM Blocks whose training is done via BackPropogation Through Time.
Classical anomaly detection using time series required prediction of time series output in future (at one or more points) and finding error on these points with true values. Prediction Error above a threshold will reflect and amomly
SOLUTION
Having said this
You've to train network so you need training sets and test sets both
Use N inputs to predict M outputs (decide upon N and M with experimentation - values for which training error is low)
Scroll a window of (N+M) elements in input data and use this data array of (N+M) items also termed as frame to train or test network.
Typically we use 90% of starting series for training and 10% for testing.
This scheme will fail as if training is not proper there will be false prediction errors which are not-anomaly. So make sure to provide enough training, and most important shuffle training frames and consider all variations.