Merge remote-tracking branch 'origin/master'

.github/workflows/testing-cron.yml

@@ -16,7 +16,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest]
-        python-version: [3.6, 3.9]
+        python-version: [3.6, 3.7, 3.8, 3.9]
 
     steps:
     - uses: actions/checkout@v2

.github/workflows/testing.yml

@@ -9,7 +9,9 @@ on:
       - master
       - development
   pull_request:
-    branches: [ master ]
+    branches:
+      - master
+      - development
 
 jobs:
   build:
@@ -19,7 +21,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest]
-        python-version: [3.6, 3.9]
+        python-version: [3.6, 3.7, 3.8, 3.9]
 
     steps:
     - uses: actions/checkout@v2

CHANGES.txt

@@ -150,6 +150,10 @@ v<0.9.6>, <12/24/2021> -- Model persistence doc improvement.
 v<0.9.7>, <01/03/2022> -- Add ECOD.
 v<0.9.8>, <02/23/2022> -- Add Feature Importance for iForest.
 v<0.9.8>, <03/05/2022> -- Update ECOD (TKDE 2022).
+v<0.9.9>, <03/20/2022> -- Renovate documentation.
+v<0.9.9>, <03/23/2022> -- Add example for COPOD interpretability.
+v<0.9.9>, <03/23/2022> -- Add outlier detection by Cook’s distances.
+v<0.9.9>, <04/04/2022> -- Various community fix.
 
 
 

README.rst

@@ -315,6 +315,7 @@ Probabilistic        MAD                 Median Absolute Deviation (MAD)
 Probabilistic        SOS                 Stochastic Outlier Selection                                                                            2012   [#Janssens2012Stochastic]_
 Linear Model         PCA                 Principal Component Analysis (the sum of weighted projected distances to the eigenvector hyperplanes)   2003   [#Shyu2003A]_
 Linear Model         MCD                 Minimum Covariance Determinant (use the mahalanobis distances as the outlier scores)                    1999   [#Hardin2004Outlier]_ [#Rousseeuw1999A]_
+Linear Model         CD                  Use Cook's distance for outlier detection                                                               1977   [#Cook1977Detection]_
 Linear Model         OCSVM               One-Class Support Vector Machines                                                                       2001   [#Scholkopf2001Estimating]_
 Linear Model         LMDD                Deviation-based Outlier Detection (LMDD)                                                                1996   [#Arning1996A]_
 Proximity-Based      LOF                 Local Outlier Factor                                                                                    2000   [#Breunig2000LOF]_
@@ -548,6 +549,8 @@ Reference
 
 .. [#Burgess2018Understanding] Burgess, Christopher P., et al. "Understanding disentangling in beta-VAE." arXiv preprint arXiv:1804.03599 (2018).
 
+.. [#Cook1977Detection] Cook, R.D., 1977. Detection of influential observation in linear regression. Technometrics, 19(1), pp.15-18.
+
 .. [#Goldstein2012Histogram] 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.
 
 .. [#Gopalan2019PIDForest] Gopalan, P., Sharan, V. and Wieder, U., 2019. PIDForest: Anomaly Detection via Partial Identification. In Advances in Neural Information Processing Systems, pp. 15783-15793.

TODO.txt

@@ -0,0 +1,3 @@
+1. ECOD parallelization and interpretability
+2. Add latest deep learning algorithms.
+3. finish the wrapping for cook distance detector

docs/conf.py

@@ -25,7 +25,7 @@
 # -- Project information -----------------------------------------------------
 
 project = 'pyod'
-copyright = '2021, Yue Zhao'
+copyright = '2022, Yue Zhao'
 author = 'Yue Zhao'
 
 # The short X.Y version
@@ -50,8 +50,8 @@
     'sphinx.ext.imgmath',
     'sphinx.ext.viewcode',
     'sphinxcontrib.bibtex',
-    'sphinx.ext.napoleon',
-    'sphinx_rtd_theme',
+    # 'sphinx.ext.napoleon',
+    # 'sphinx_rtd_theme',
 ]
 
 bibtex_bibfiles = ['zreferences.bib']
@@ -90,7 +90,7 @@
 #
 # html_theme = 'default'
 
-html_theme = "sphinx_rtd_theme"
+html_theme = "furo"
 
 # Theme options are theme-specific and customize the look and feel of a theme
 # further.  For a list of options available for each theme, see the
@@ -112,8 +112,8 @@
 # 'searchbox.html']``.
 #
 # html_sidebars = {}
-html_sidebars = {'**': ['globaltoc.html', 'relations.html', 'sourcelink.html',
-                        'searchbox.html']}
+# html_sidebars = {'**': ['globaltoc.html', 'relations.html', 'sourcelink.html',
+#                         'searchbox.html']}
 
 # -- Options for HTMLHelp output ---------------------------------------------
 

docs/index.rst

@@ -154,6 +154,7 @@ Probabilistic        MAD               Median Absolute Deviation (MAD)
 Probabilistic        SOS               Stochastic Outlier Selection                                                                            2012   :class:`pyod.models.sos.SOS`                         :cite:`a-janssens2012stochastic`
 Linear Model         PCA               Principal Component Analysis (the sum of weighted projected distances to the eigenvector hyperplanes)   2003   :class:`pyod.models.pca.PCA`                         :cite:`a-shyu2003novel`
 Linear Model         MCD               Minimum Covariance Determinant (use the mahalanobis distances as the outlier scores)                    1999   :class:`pyod.models.mcd.MCD`                         :cite:`a-rousseeuw1999fast,a-hardin2004outlier`
+Linear Model         CD                  Use Cook's distance for outlier detection                                                             1977   :class:`pyod.models.cd.CD`                           :cite:`a-cook1977detection`
 Linear Model         OCSVM             One-Class Support Vector Machines                                                                       2001   :class:`pyod.models.ocsvm.OCSVM`                     :cite:`a-scholkopf2001estimating`
 Linear Model         LMDD              Deviation-based Outlier Detection (LMDD)                                                                1996   :class:`pyod.models.lmdd.LMDD`                       :cite:`a-arning1996linear`
 Proximity-Based      LOF               Local Outlier Factor                                                                                    2000   :class:`pyod.models.lof.LOF`                         :cite:`a-breunig2000lof`

docs/pyod.models.rst

@@ -57,6 +57,16 @@ pyod.models.combination module
     :show-inheritance:
     :inherited-members:
 
+pyod.models.cd module
+---------------------
+
+.. automodule:: pyod.models.cd
+    :members:
+    :exclude-members:
+    :undoc-members:
+    :show-inheritance:
+    :inherited-members:
+
 pyod.models.copod module
 ------------------------
 

docs/requirements.txt

@@ -1,4 +1,5 @@
 combo
+furo
 joblib
 keras
 matplotlib

docs/zreferences.bib

@@ -316,7 +316,7 @@ @article{pevny2016loda
 
 
 @article{burgess2018understanding,
-  title={Understanding disentangling in beta-VAE},
+  title={Understanding disentangling in betVAE},
   author={Burgess, Christopher P and Higgins, Irina and Pal, Arka and Matthey, Loic and Watters, Nick and Desjardins, Guillaume and Lerchner, Alexander},
   journal={arXiv preprint arXiv:1804.03599},
   year={2018}
@@ -379,10 +379,21 @@ @inproceedings{perini2020quantifying
   publisher={Springer}
 }
 
-@article{Li2021ecod,
+@article{li2021ecod,
   title={ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functions},
   author={Li, Zheng and Zhao, Yue and Hu, Xiyang and Botta, Nicola and Ionescu, Cezar and Chen, H. George},
   journal={IEEE Transactions on Knowledge and Data Engineering},
   year={2022},
   publisher={IEEE}
+}
+
+@article{cook1977detection,
+  title={Detection of influential observation in linear regression},
+  author={Cook, R Dennis},
+  journal={Technometrics},
+  volume={19},
+  number={1},
+  pages={15--18},
+  year={1977},
+  publisher={Taylor \& Francis}
 }

examples/cd_example.py

@@ -0,0 +1,58 @@
+"""Example of using Cook's distance (CD) for
+outlier detection
+"""
+# Author: D Kulik
+# License: BSD 2 clause
+
+from __future__ import division
+from __future__ import print_function
+
+import os
+import sys
+
+# temporary solution for relative imports in case pyod is not installed
+# if pyod is installed, no need to use the following line
+sys.path.append(
+    os.path.abspath(os.path.join(os.path.dirname("__file__"), '..')))
+
+import numpy as np
+from pyod.models.cd import CD
+from pyod.utils.data import generate_data
+from pyod.utils.data import evaluate_print
+from pyod.utils.example import visualize
+
+if __name__ == "__main__":
+    contamination = 0.1  # percentage of outliers
+    n_train = 200  # number of training points
+    n_test = 100  # number of testing points
+
+    # Generate sample data
+    X_train, y_train, X_test, y_test = \
+        generate_data(n_train=n_train,
+                      n_test=n_test,
+                      n_features=2,
+                      contamination=contamination,
+                      random_state=42)
+
+    # train HBOS detector
+    clf_name = 'CD'
+    clf = CD()
+    clf.fit(X_train, y_train)
+
+    # get the prediction labels and outlier scores of the training data
+    y_train_pred = clf.labels_  # binary labels (0: inliers, 1: outliers)
+    y_train_scores = clf.decision_scores_  # raw outlier scores
+
+    # get the prediction on the test data
+    y_test_pred = clf.predict(np.append(X_test, y_test.reshape(-1,1), axis=1))  # outlier labels (0 or 1)
+    y_test_scores = clf.decision_function(np.append(X_test, y_test.reshape(-1,1), axis=1))  # outlier scores
+
+    # evaluate and print the results
+    print("\nOn Training Data:")
+    evaluate_print(clf_name, y_train, y_train_scores)
+    print("\nOn Test Data:")
+    evaluate_print(clf_name, y_test, y_test_scores)
+
+    # visualize the results
+    visualize(clf_name, X_train, y_train, X_test, y_test, y_train_pred,
+              y_test_pred, show_figure=True, save_figure=False)

examples/copod_interpretability.py

@@ -1,2 +1,56 @@
 # -*- coding: utf-8 -*-
+"""Example of using Copula Based Outlier Detector (COPOD) for outlier detection
+Sample wise interpretation is provided here.
+"""
+# Author: Winston Li <jk_zhengli@hotmail.com>
+# License: BSD 2 clause
 
+from __future__ import division
+from __future__ import print_function
+
+import os
+import sys
+
+# temporary solution for relative imports in case pyod is not installed
+# if pyod is installed, no need to use the following line
+sys.path.append(
+    os.path.abspath(os.path.join(os.path.dirname("__file__"), '..')))
+
+from scipy.io import loadmat
+from sklearn.model_selection import train_test_split
+
+from pyod.models.copod import COPOD
+from pyod.utils.utility import standardizer
+
+if __name__ == "__main__":
+    # Define data file and read X and y
+    # Generate some data if the source data is missing
+    mat_file = 'cardio.mat'
+
+    mat = loadmat(os.path.join('data', mat_file))
+    X = mat['X']
+    y = mat['y'].ravel()
+
+    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4,
+                                                        random_state=1)
+
+    # standardizing data for processing
+    X_train_norm, X_test_norm = standardizer(X_train, X_test)
+
+    # train COPOD detector
+    clf_name = 'COPOD'
+    clf = COPOD()
+
+    # you could try parallel version as well.
+    # clf = COPOD(n_jobs=2)
+    clf.fit(X_train)
+
+    # get the prediction labels and outlier scores of the training data
+    y_train_pred = clf.labels_  # binary labels (0: inliers, 1: outliers)
+    y_train_scores = clf.decision_scores_  # raw outlier scores
+
+    print('The first sample is an outlier', y_train[0])
+    clf.explain_outlier(0)
+
+    # we could see feature 7, 16, and 20 is above the 0.99 cutoff
+    # and play a more important role in deciding it is an outlier.