utility.py

# -*- coding: utf-8 -*-
"""A set of utility functions to support outlier detection.
"""
# Author: Yue Zhao <zhaoy@cmu.edu>
# License: BSD 2 clause

from __future__ import division
from __future__ import print_function

import numpy as np
from numpy import percentile
import numbers

import sklearn
from sklearn.metrics import precision_score
from sklearn.preprocessing import StandardScaler

from sklearn.utils import column_or_1d
from sklearn.utils import check_array
from sklearn.utils import check_consistent_length

from sklearn.utils import check_random_state
from sklearn.utils.random import sample_without_replacement

MAX_INT = np.iinfo(np.int32).max
MIN_INT = -1 * MAX_INT


def check_parameter(param, low=MIN_INT, high=MAX_INT, param_name='',
                    include_left=False, include_right=False):
    """Check if an input is within the defined range.

    Parameters
    ----------
    param : int, float
        The input parameter to check.

    low : int, float
        The lower bound of the range.

    high : int, float
        The higher bound of the range.

    param_name : str, optional (default='')
        The name of the parameter.

    include_left : bool, optional (default=False)
        Whether includes the lower bound (lower bound <=).

    include_right : bool, optional (default=False)
        Whether includes the higher bound (<= higher bound).

    Returns
    -------
    within_range : bool or raise errors
        Whether the parameter is within the range of (low, high)

    """

    # param, low and high should all be numerical
    if not isinstance(param, (numbers.Integral, np.integer, np.float)):
        raise TypeError('{param_name} is set to {param} Not numerical'.format(
            param=param, param_name=param_name))

    if not isinstance(low, (numbers.Integral, np.integer, np.float)):
        raise TypeError('low is set to {low}. Not numerical'.format(low=low))

    if not isinstance(high, (numbers.Integral, np.integer, np.float)):
        raise TypeError('high is set to {high}. Not numerical'.format(
            high=high))

    # at least one of the bounds should be specified
    if low is MIN_INT and high is MAX_INT:
        raise ValueError('Neither low nor high bounds is undefined')

    # if wrong bound values are used
    if low > high:
        raise ValueError(
            'Lower bound > Higher bound')

    # value check under different bound conditions
    if (include_left and include_right) and (param < low or param > high):
        raise ValueError(
            '{param_name} is set to {param}. '
            'Not in the range of [{low}, {high}].'.format(
                param=param, low=low, high=high, param_name=param_name))

    elif (include_left and not include_right) and (
            param < low or param >= high):
        raise ValueError(
            '{param_name} is set to {param}. '
            'Not in the range of [{low}, {high}).'.format(
                param=param, low=low, high=high, param_name=param_name))

    elif (not include_left and include_right) and (
            param <= low or param > high):
        raise ValueError(
            '{param_name} is set to {param}. '
            'Not in the range of ({low}, {high}].'.format(
                param=param, low=low, high=high, param_name=param_name))

    elif (not include_left and not include_right) and (
            param <= low or param >= high):
        raise ValueError(
            '{param_name} is set to {param}. '
            'Not in the range of ({low}, {high}).'.format(
                param=param, low=low, high=high, param_name=param_name))
    else:
        return True


def check_detector(detector):
    """Checks if fit and decision_function methods exist for given detector

    Parameters
    ----------
    detector : pyod.models
        Detector instance for which the check is performed.

    """

    if not hasattr(detector, 'fit') or not hasattr(detector,
                                                   'decision_function'):
        raise AttributeError("%s is not a detector instance." % (detector))


def standardizer(X, X_t=None, keep_scalar=False):
    """Conduct Z-normalization on data to turn input samples become zero-mean
    and unit variance.

    Parameters
    ----------
    X : numpy array of shape (n_samples, n_features)
        The training samples

    X_t : numpy array of shape (n_samples_new, n_features), optional (default=None)
        The data to be converted

    keep_scalar : bool, optional (default=False)
        The flag to indicate whether to return the scalar

    Returns
    -------
    X_norm : numpy array of shape (n_samples, n_features)
        X after the Z-score normalization

    X_t_norm : numpy array of shape (n_samples, n_features)
        X_t after the Z-score normalization

    scalar : sklearn scalar object
        The scalar used in conversion

    """
    X = check_array(X)
    scaler = StandardScaler().fit(X)

    if X_t is None:
        if keep_scalar:
            return scaler.transform(X), scaler
        else:
            return scaler.transform(X)
    else:
        X_t = check_array(X_t)
        if X.shape[1] != X_t.shape[1]:
            raise ValueError(
                "The number of input data feature should be consistent"
                "X has {0} features and X_t has {1} features.".format(
                    X.shape[1], X_t.shape[1]))
        if keep_scalar:
            return scaler.transform(X), scaler.transform(X_t), scaler
        else:
            return scaler.transform(X), scaler.transform(X_t)


def score_to_label(pred_scores, outliers_fraction=0.1):
    """Turn raw outlier outlier scores to binary labels (0 or 1).

    Parameters
    ----------
    pred_scores : list or numpy array of shape (n_samples,)
        Raw outlier scores. Outliers are assumed have larger values.

    outliers_fraction : float in (0,1)
        Percentage of outliers.

    Returns
    -------
    outlier_labels : numpy array of shape (n_samples,)
        For each observation, tells whether or not
        it should be considered as an outlier according to the
        fitted model. Return the outlier probability, ranging
        in [0,1].
    """
    # check input values
    pred_scores = column_or_1d(pred_scores)
    check_parameter(outliers_fraction, 0, 1)

    threshold = percentile(pred_scores, 100 * (1 - outliers_fraction))
    pred_labels = (pred_scores > threshold).astype('int')
    return pred_labels


def precision_n_scores(y, y_pred, n=None):
    """Utility function to calculate precision @ rank n.

    Parameters
    ----------
    y : list or numpy array of shape (n_samples,)
        The ground truth. Binary (0: inliers, 1: outliers).

    y_pred : list or numpy array of shape (n_samples,)
        The raw outlier scores as returned by a fitted model.

    n : int, optional (default=None)
        The number of outliers. if not defined, infer using ground truth.

    Returns
    -------
    precision_at_rank_n : float
        Precision at rank n score.

    """

    # turn raw prediction decision scores into binary labels
    y_pred = get_label_n(y, y_pred, n)

    # enforce formats of y and labels_
    y = column_or_1d(y)
    y_pred = column_or_1d(y_pred)

    return precision_score(y, y_pred)


def get_label_n(y, y_pred, n=None):
    """Function to turn raw outlier scores into binary labels by assign 1
    to top n outlier scores.

    Parameters
    ----------
    y : list or numpy array of shape (n_samples,)
        The ground truth. Binary (0: inliers, 1: outliers).

    y_pred : list or numpy array of shape (n_samples,)
        The raw outlier scores as returned by a fitted model.

    n : int, optional (default=None)
        The number of outliers. if not defined, infer using ground truth.

    Returns
    -------
    labels : numpy array of shape (n_samples,)
        binary labels 0: normal points and 1: outliers

    Examples
    --------
    >>> from pyod.utils.utility import get_label_n
    >>> y = [0, 1, 1, 0, 0]
    >>> y_pred = [0.1, 0.5, 0.3, 0.2, 0.7]
    >>> get_label_n(y, y_pred)
    array([0, 1, 0, 0, 1])

    """

    # enforce formats of inputs
    y = column_or_1d(y)
    y_pred = column_or_1d(y_pred)

    check_consistent_length(y, y_pred)
    y_len = len(y)  # the length of targets

    # calculate the percentage of outliers
    if n is not None:
        outliers_fraction = n / y_len
    else:
        outliers_fraction = np.count_nonzero(y) / y_len

    threshold = percentile(y_pred, 100 * (1 - outliers_fraction))
    y_pred = (y_pred > threshold).astype('int')

    return y_pred


def argmaxn(value_list, n, order='desc'):
    """Return the index of top n elements in the list
    if order is set to 'desc', otherwise return the index of n smallest ones.

    Parameters
    ----------
    value_list : list, array, numpy array of shape (n_samples,)
        A list containing all values.

    n : int
        The number of elements to select.

    order : str, optional (default='desc')
        The order to sort {'desc', 'asc'}:

        - 'desc': descending
        - 'asc': ascending

    Returns
    -------
    index_list : numpy array of shape (n,)
        The index of the top n elements.
    """

    value_list = column_or_1d(value_list)
    length = len(value_list)

    # validate the choice of n
    check_parameter(n, 1, length, include_left=True, include_right=True,
                    param_name='n')

    # for the smallest n, flip the value
    if order != 'desc':
        n = length - n

    value_sorted = np.partition(value_list, length - n)
    threshold = value_sorted[int(length - n)]

    if order == 'desc':
        return np.where(np.greater_equal(value_list, threshold))[0]
    else:  # return the index of n smallest elements
        return np.where(np.less(value_list, threshold))[0]


def invert_order(scores, method='multiplication'):
    """ Invert the order of a list of values. The smallest value becomes
    the largest in the inverted list. This is useful while combining
    multiple detectors since their score order could be different.

    Parameters
    ----------
    scores : list, array or numpy array with shape (n_samples,)
        The list of values to be inverted

    method : str, optional (default='multiplication')
        Methods used for order inversion. Valid methods are:

        - 'multiplication': multiply by -1
        - 'subtraction': max(scores) - scores

    Returns
    -------
    inverted_scores : numpy array of shape (n_samples,)
        The inverted list

    Examples
    --------
    >>> scores1 = [0.1, 0.3, 0.5, 0.7, 0.2, 0.1]
    >>> invert_order(scores1)
    array([-0.1, -0.3, -0.5, -0.7, -0.2, -0.1])
    >>> invert_order(scores1, method='subtraction')
    array([ 0.6,  0.4,  0.2,  0. ,  0.5,  0.6])
    """

    scores = column_or_1d(scores)

    if method == 'multiplication':
        return scores.ravel() * -1

    if method == 'subtraction':
        return (scores.max() - scores).ravel()


def _sklearn_version_20():
    """ Utility function to decide the version of sklearn
    In sklearn 20.0, LOF is changed. Specifically, _decision_function
    is replaced by _score_samples

    Returns
    -------
    sklearn_20_flag : bool
        True if sklearn.__version__ is newer than 0.20.0

    """
    sklearn_version = str(sklearn.__version__)
    if int(sklearn_version.split(".")[1]) > 19:
        return True
    else:
        return False


def generate_bagging_indices(random_state, bootstrap_features, n_features,
                             min_features, max_features):
    """ Randomly draw feature indices. Internal use only.

    Modified from sklearn/ensemble/bagging.py

    Parameters
    ----------
    random_state : RandomState
        A random number generator instance to define the state of the random
        permutations generator.

    bootstrap_features : bool
        Specifies whether to bootstrap indice generation

    n_features : int
        Specifies the population size when generating indices

    min_features : int
        Lower limit for number of features to randomly sample

    max_features : int
        Upper limit for number of features to randomly sample

    Returns
    -------
    feature_indices : numpy array, shape (n_samples,)
        Indices for features to bag

    """

    # Get valid random state
    random_state = check_random_state(random_state)

    # decide number of features to draw
    random_n_features = random_state.randint(min_features, max_features)

    # Draw indices
    feature_indices = generate_indices(random_state, bootstrap_features,
                                       n_features, random_n_features)

    return feature_indices


def generate_indices(random_state, bootstrap, n_population, n_samples):
    """ Draw randomly sampled indices. Internal use only.

    See sklearn/ensemble/bagging.py

    Parameters
    ----------
    random_state : RandomState
        A random number generator instance to define the state of the random
        permutations generator.

    bootstrap :  bool
        Specifies whether to bootstrap indice generation

    n_population : int
        Specifies the population size when generating indices

    n_samples : int
        Specifies number of samples to draw

    Returns
    -------
    indices : numpy array, shape (n_samples,)
        randomly drawn indices
    """

    # Draw sample indices
    if bootstrap:
        indices = random_state.randint(0, n_population, n_samples)
    else:
        indices = sample_without_replacement(n_population, n_samples,
                                             random_state=random_state)

    return indices