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yzhao062 authored and yuezhao@cs.toronto.edu committed May 27, 2018
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28 changes: 19 additions & 9 deletions README.md
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The authours can be reached out by yuezhao@cs.toronto.edu. Please feel free to drop an email if you have any questions. PR and issue are also welcome for feature requests and bugs.

- [![Documentation Status](https://readthedocs.org/projects/pyod/badge/?version=latest)](https://pyod.readthedocs.io/en/latest/?badge=latest) **[Documentation & API Reference](https://http://pyod.readthedocs.io)**
- [![Documentation Status](https://readthedocs.org/projects/pyod/badge/?version=latest)](https://pyod.readthedocs.io/en/latest/?badge=latest) **[Documentation & API Reference](https://pyod.readthedocs.io)**

- [![PyPI version](https://badge.fury.io/py/pyod.svg)](https://badge.fury.io/py/pyod) **[Current version on PyPI](https://pypi.org/project/pyod/)**.

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**Table of Contents**:
<!-- TOC -->

- [Python Outlier Detection (PyOD)](#python-outlier-detection-pyod)
- [Quick Introduction](#quick-introduction)
- [Installation](#installation)
- [API Cheatsheet & Reference](#api-cheatsheet-reference)
- [Quick Start for Outlier Detection](#quick-start-for-outlier-detection)
- [Quick Start for Combining Outlier Scores from Various Base Detectors](#quick-start-for-combining-outlier-scores-from-various-base-detectors)
- [Reference](#reference)
[Python Outlier Detection (PyOD)](#python-outlier-detection-pyod)
- [Quick Introduction](#quick-introduction)
- [Installation](#installation)
- [API Cheatsheet & Reference](#api-cheatsheet-reference)
- [Quick Start for Outlier Detection](#quick-start-for-outlier-detection)
- [Quick Start for Combining Outlier Scores from Various Base Detectors](#quick-start-for-combining-outlier-scores-from-various-base-detectors)
- [Reference](#reference)

<!-- /TOC -->

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1. **scores_to_lables()**: converting raw outlier scores to binary labels
2. **precision_n_scores()**: one of the popular evaluation metrics for outlier mining (precision @ rank n)

------------

### Installation

It is advised to use **pip** to install **the latest version**:
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Import outlier detection models, such like:
````python
from pyod.models.knn import Knn
from pyod.models.knn import KNN
from pyod.models.abod import ABOD
from pyod.models.hbos import HBOS
...
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### Reference
[1] Breunig, M.M., Kriegel, H.P., Ng, R.T. and Sander, J., 2000, May. LOF: identifying density-based local outliers. In *ACM SIGMOD Record*, pp. 93-104. ACM.

[2] Liu, F.T., Ting, K.M. and Zhou, Z.H., 2008, December. Isolation forest. In *ICDM '08*, pp. 413-422. IEEE.

[3] Ma, J. and Perkins, S., 2003, July. Time-series novelty detection using one-class support vector machines. In *IJCNN' 03*, pp. 1741-1745. IEEE.

[4] Campello, R.J., Moulavi, D., Zimek, A. and Sander, J., 2015. Hierarchical density estimates for data clustering, visualization, and outlier detection. *TKDD*, 10(1), pp.5.

[5] Goldstein, M. and Dengel, A., 2012. Histogram-based outlier score (hbos): A fast unsupervised anomaly detection algorithm. In *KI-2012: Poster and Demo Track*, pp.59-63.

[6] Aggarwal, C.C. and Sathe, S., 2015. Theoretical foundations and algorithms for outlier ensembles.*ACM SIGKDD Explorations Newsletter*, 17(1), pp.24-47.

[7] Kriegel, H.P. and Zimek, A., 2008, August. Angle-based outlier detection in high-dimensional data. In *KDD '08*, pp. 444-452. ACM.

[8] Y. Zhao and M.K. Hryniewicki, "XGBOD: Improving Supervised Outlier Detection with Unsupervised Representation Learning," *IEEE International Joint Conference on Neural Networks*, 2018.

[9] Y. Zhao and M.K. Hryniewicki, "DCSO: Dynamic Combination of Detector Scores for Outlier Ensembles," *ACM SIGKDD Workshop on Outlier Detection De-constructed*, 2018. Submitted, under review.
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1. Import models and generate sample data: ::

from pyod.models.knn import Knn
from pyod.models.knn import KNN
from pyod.models.combination import aom, moa # combination methods
from pyod.utils.load_data import generate_data
from pyod.utils.utility import precision_n_scores
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++++++++++++

[1] Breunig, M.M., Kriegel, H.P., Ng, R.T. and Sander, J., 2000, May. LOF: identifying density-based local outliers. In *ACM SIGMOD Record*, pp. 93-104. ACM.

[2] Liu, F.T., Ting, K.M. and Zhou, Z.H., 2008, December. Isolation forest. In *ICDM '08*, pp. 413-422. IEEE.

[3] Ma, J. and Perkins, S., 2003, July. Time-series novelty detection using one-class support vector machines. In *IJCNN' 03*, pp. 1741-1745. IEEE.

[4] Campello, R.J., Moulavi, D., Zimek, A. and Sander, J., 2015. Hierarchical density estimates for data clustering, visualization, and outlier detection. *TKDD*, 10(1), pp.5.

[5] Goldstein, M. and Dengel, A., 2012. Histogram-based outlier score (hbos): A fast unsupervised anomaly detection algorithm. In *KI-2012: Poster and Demo Track*, pp.59-63.

[6] Aggarwal, C.C. and Sathe, S., 2015. Theoretical foundations and algorithms for outlier ensembles.*ACM SIGKDD Explorations Newsletter*, 17(1), pp.24-47.

[7] Kriegel, H.P. and Zimek, A., 2008, August. Angle-based outlier detection in high-dimensional data. In *KDD '08*, pp. 444-452. ACM.

[8] Y. Zhao and M.K. Hryniewicki, "XGBOD: Improving Supervised Outlier Detection with Unsupervised Representation Learning," *IEEE International Joint Conference on Neural Networks*, 2018.

[9] Y. Zhao and M.K. Hryniewicki, "DCSO: Dynamic Combination of Detector Scores for Outlier Ensembles," *ACM SIGKDD Workshop on Outlier Detection De-constructed*, 2018. Submitted, under review.

==================
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