Add IsolationForest as a SML

This patch adds a SML which uses IsolationForest algorithm (unsupervised).

Change-Id: I77a288e530bd38544d2cce9bf9ed6bdda235b218
This commit is contained in:
Hisashi Osanai 2016-12-27 12:55:05 +00:00
parent f695f22ece
commit 6bf6c14130
3 changed files with 142 additions and 1 deletions

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@ -0,0 +1,87 @@
#!/usr/bin/env python
# Copyright (c) 2016 FUJITSU LIMITED
#
# Licensed under the Apache License, Version 2.0 (the "License"); you may
# not use this file except in compliance with the License. You may obtain
# a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
# License for the specific language governing permissions and limitations
# under the License.
import logging
import numpy as np
from sklearn import ensemble
import voluptuous
from monasca_analytics.sml.base import BaseSML
from monasca_analytics.util.validation_utils import NoSpaceCharacter
logger = logging.getLogger(__name__)
ANOMALY = -1
NON_ANOMALY = 1
N_SAMPLES = 1000
class IsolationForest(BaseSML):
"""Anomaly detection based on the IsolationForest algorithm"""
def __init__(self, _id, _config):
super(IsolationForest, self).__init__(_id, _config)
self._nb_samples = int(_config['nb_samples'])
@staticmethod
def validate_config(_config):
isolation_schema = voluptuous.Schema({
'module': voluptuous.And(
basestring, NoSpaceCharacter()),
'nb_samples': voluptuous.Or(float, int)
}, required=True)
return isolation_schema(_config)
@staticmethod
def get_default_config():
return {
'module': IsolationForest.__name__,
'nb_samples': N_SAMPLES
}
@staticmethod
def get_params():
return [
params.ParamDescriptor('nb_samples', type_util.Number(), N_SAMPLES)
]
def number_of_samples_required(self):
return self._nb_samples
def _generate_train_test_sets(self, samples, ratio_train):
num_samples_train = int(len(samples) * ratio_train)
X_train = np.array(samples[:num_samples_train])
X_test = np.array(samples[num_samples_train:])
return X_train, X_test
def _get_best_detector(self, train):
detector = ensemble.IsolationForest()
detector.fit(train)
return detector
def learn_structure(self, samples):
X_train, X_test = self._generate_train_test_sets(samples, 0.75)
logger.info('Trainig with ' + str(len(X_train)) +
'samples; testing with ' + str(len(X_test)) + ' samples.')
if_detector = self._get_best_detector(X_train)
Y_test = if_detector.predict(X_test)
num_anomalies = Y_test[Y_test == ANOMALY].size
logger.info('Found ' + str(num_anomalies) +
' anomalies in testing set')
return if_detector

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#!/usr/bin/env python
# Copyright (c) 2016 Hewlett Packard Enterprise Development Company, L.P.
#
# Licensed under the Apache License, Version 2.0 (the "License"); you may
# not use this file except in compliance with the License. You may obtain
# a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
# License for the specific language governing permissions and limitations
# under the License.
import logging
import numpy as np
from sklearn import ensemble
from monasca_analytics.sml import isolation_forest
from test.util_for_testing import MonanasTestCase
logger = logging.getLogger(__name__)
class TestIsolationForest(MonanasTestCase):
def setUp(self):
super(TestIsolationForest, self).setUp()
self.if_sml = isolation_forest.IsolationForest(
"fakeid", {"module": "fake", "nb_samples": 1000})
def tearDown(self):
super(TestIsolationForest, self).tearDown()
def get_testing_data(self):
a = np.random.uniform(size=1000)
b = np.random.uniform(size=1000)
c = np.random.uniform(size=1000)
d = np.random.uniform(size=1000)
return np.array([a, b, c, d]).T
def test_generate_train_test_sets(self):
data = self.get_testing_data()
train, test = self.if_sml._generate_train_test_sets(data, 0.6)
self.assertEqual(600, len(train))
self.assertEqual(400, len(test))
def test_learn_structure(self):
data = self.get_testing_data()
clf = self.if_sml.learn_structure(data)
self.assertIsInstance(clf, ensemble.IsolationForest)

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@ -109,7 +109,7 @@ class CommonUtilTest(unittest.TestCase):
def test_get_available_sml_class_names(self):
names = common_util.get_available_sml_class_names()
self.assertItemsEqual(
['LiNGAM', "SvmOneClass"],
['LiNGAM', "SvmOneClass", "IsolationForest"],
names)
def test_get_voter_class_by_name(self):