alibi_detect.od.vae

Constants

logger

logger: logging.Logger = <Logger alibi_detect.od.vae (WARNING)>

Instances of the Logger class represent a single logging channel. A "logging channel" indicates an area of an application. Exactly how an "area" is defined is up to the application developer. Since an application can have any number of areas, logging channels are identified by a unique string. Application areas can be nested (e.g. an area of "input processing" might include sub-areas "read CSV files", "read XLS files" and "read Gnumeric files"). To cater for this natural nesting, channel names are organized into a namespace hierarchy where levels are separated by periods, much like the Java or Python package namespace. So in the instance given above, channel names might be "input" for the upper level, and "input.csv", "input.xls" and "input.gnu" for the sub-levels. There is no arbitrary limit to the depth of nesting.

OutlierVAE

Inherits from: BaseDetector, FitMixin, ThresholdMixin, ABC

Constructor

OutlierVAE(self, threshold: float = None, score_type: str = 'mse', vae: keras.src.models.model.Model = None, encoder_net: keras.src.models.model.Model = None, decoder_net: keras.src.models.model.Model = None, latent_dim: int = None, samples: int = 10, beta: float = 1.0, data_type: str = None) -> None
Name
Type
Default
Description

threshold

Optional[float]

None

Threshold used for outlier score to determine outliers.

score_type

str

'mse'

Metric used for outlier scores. Either 'mse' (mean squared error) or 'proba' (reconstruction probabilities) supported.

vae

Optional[keras.src.models.model.Model]

None

A trained tf.keras model if available.

encoder_net

Optional[keras.src.models.model.Model]

None

Layers for the encoder wrapped in a tf.keras.Sequential class if no 'vae' is specified.

decoder_net

Optional[keras.src.models.model.Model]

None

Layers for the decoder wrapped in a tf.keras.Sequential class if no 'vae' is specified.

latent_dim

Optional[int]

None

Dimensionality of the latent space.

samples

int

10

Number of samples sampled to evaluate each instance.

beta

float

1.0

Beta parameter for KL-divergence loss term.

data_type

Optional[str]

None

Optionally specify the data type (tabular, image or time-series). Added to metadata.

Methods

feature_score

feature_score(X_orig: numpy.ndarray, X_recon: numpy.ndarray) -> numpy.ndarray

Compute feature level outlier scores.

Name
Type
Default
Description

X_orig

numpy.ndarray

Batch of original instances.

X_recon

numpy.ndarray

Batch of reconstructed instances.

Returns

  • Type: numpy.ndarray

fit

fit(X: numpy.ndarray, loss_fn: .tensorflow.keras.losses = <function elbo at 0x28ee8c040>, optimizer: Union[ForwardRef('tf.keras.optimizers.Optimizer'), ForwardRef('tf.keras.optimizers.legacy.Optimizer'), type[ForwardRef('tf.keras.optimizers.Optimizer')], type[ForwardRef('tf.keras.optimizers.legacy.Optimizer')]] = <class 'keras.src.optimizers.adam.Adam'>, cov_elbo: dict = {'sim': 0.05}, epochs: int = 20, batch_size: int = 64, verbose: bool = True, log_metric: Tuple[str, ForwardRef('tf.keras.metrics')] = None, callbacks: .tensorflow.keras.callbacks = None) -> None

Train VAE model.

Name
Type
Default
Description

X

numpy.ndarray

Training batch.

loss_fn

.tensorflow.keras.losses

<function elbo at 0x28ee8c040>

Loss function used for training.

optimizer

Union[ForwardRef('tf.keras.optimizers.Optimizer'), ForwardRef('tf.keras.optimizers.legacy.Optimizer'), type[ForwardRef('tf.keras.optimizers.Optimizer')], type[ForwardRef('tf.keras.optimizers.legacy.Optimizer')]]

<class 'keras.src.optimizers.adam.Adam'>

Optimizer used for training.

cov_elbo

dict

{'sim': 0.05}

Dictionary with covariance matrix options in case the elbo loss function is used. Either use the full covariance matrix inferred from X (dict(cov_full=None)), only the variance (dict(cov_diag=None)) or a float representing the same standard deviation for each feature (e.g. dict(sim=.05)).

epochs

int

20

Number of training epochs.

batch_size

int

64

Batch size used for training.

verbose

bool

True

Whether to print training progress.

log_metric

Tuple[str, ForwardRef('tf.keras.metrics')]

None

Additional metrics whose progress will be displayed if verbose equals True.

callbacks

.tensorflow.keras.callbacks

None

Callbacks used during training.

Returns

  • Type: None

infer_threshold

infer_threshold(X: numpy.ndarray, outlier_type: str = 'instance', outlier_perc: float = 100.0, threshold_perc: float = 95.0, batch_size: int = 10000000000) -> None

Update threshold by a value inferred from the percentage of instances considered to be

outliers in a sample of the dataset.

Name
Type
Default
Description

X

numpy.ndarray

Batch of instances.

outlier_type

str

'instance'

Predict outliers at the 'feature' or 'instance' level.

outlier_perc

float

100.0

Percentage of sorted feature level outlier scores used to predict instance level outlier.

threshold_perc

float

95.0

Percentage of X considered to be normal based on the outlier score.

batch_size

int

10000000000

Batch size used when making predictions with the VAE.

Returns

  • Type: None

instance_score

instance_score(fscore: numpy.ndarray, outlier_perc: float = 100.0) -> numpy.ndarray

Compute instance level outlier scores.

Name
Type
Default
Description

fscore

numpy.ndarray

Feature level outlier scores.

outlier_perc

float

100.0

Percentage of sorted feature level outlier scores used to predict instance level outlier.

Returns

  • Type: numpy.ndarray

predict

predict(X: numpy.ndarray, outlier_type: str = 'instance', outlier_perc: float = 100.0, batch_size: int = 10000000000, return_feature_score: bool = True, return_instance_score: bool = True) -> Dict[Dict[str, str], Dict[numpy.ndarray, numpy.ndarray]]

Predict whether instances are outliers or not.

Name
Type
Default
Description

X

numpy.ndarray

Batch of instances.

outlier_type

str

'instance'

Predict outliers at the 'feature' or 'instance' level.

outlier_perc

float

100.0

Percentage of sorted feature level outlier scores used to predict instance level outlier.

batch_size

int

10000000000

Batch size used when making predictions with the VAE.

return_feature_score

bool

True

Whether to return feature level outlier scores.

return_instance_score

bool

True

Whether to return instance level outlier scores.

Returns

  • Type: Dict[Dict[str, str], Dict[numpy.ndarray, numpy.ndarray]]

score

score(X: numpy.ndarray, outlier_perc: float = 100.0, batch_size: int = 10000000000) -> Tuple[numpy.ndarray, numpy.ndarray]

Compute feature and instance level outlier scores.

Name
Type
Default
Description

X

numpy.ndarray

Batch of instances.

outlier_perc

float

100.0

Percentage of sorted feature level outlier scores used to predict instance level outlier.

batch_size

int

10000000000

Batch size used when making predictions with the VAE.

Returns

  • Type: Tuple[numpy.ndarray, numpy.ndarray]

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