对数据集进行异常检测及比较简介

注意：尽管这些示例给出了有关算法的一些直觉，但这种直觉可能不适用于非常高维的数据。

代码实现[Python]

# -*- coding: utf-8 -*- 

# Author: Alexandre Gramfort 
#         Albert Thomas 
# License: BSD 3 clause

import time

import numpy as np
import matplotlib
import matplotlib.pyplot as plt

from sklearn import svm
from sklearn.datasets import make_moons, make_blobs
from sklearn.covariance import EllipticEnvelope
from sklearn.ensemble import IsolationForest
from sklearn.neighbors import LocalOutlierFactor

print(__doc__)

matplotlib.rcParams['contour.negative_linestyle'] = 'solid'

# Example settings
n_samples = 300
outliers_fraction = 0.15
n_outliers = int(outliers_fraction * n_samples)
n_inliers = n_samples - n_outliers

# define outlier/anomaly detection methods to be compared
anomaly_algorithms = [
    ("Robust covariance", EllipticEnvelope(contamination=outliers_fraction)),
    ("One-Class SVM", svm.OneClassSVM(nu=outliers_fraction, kernel="rbf",
                                      gamma=0.1)),
    ("Isolation Forest", IsolationForest(behaviour='new',
                                         contamination=outliers_fraction,
                                         random_state=42)),
    ("Local Outlier Factor", LocalOutlierFactor(
        n_neighbors=35, contamination=outliers_fraction))]

# 定义数据集,这个给定了5个数据集(Define datasets)
blobs_params = dict(random_state=0, n_samples=n_inliers, n_features=2)
datasets = [
    make_blobs(centers=[[0, 0], [0, 0]], cluster_std=0.5,
               **blobs_params)[0],
    make_blobs(centers=[[2, 2], [-2, -2]], cluster_std=[0.5, 0.5],
               **blobs_params)[0],
    make_blobs(centers=[[2, 2], [-2, -2]], cluster_std=[1.5, .3],
               **blobs_params)[0],
    4. * (make_moons(n_samples=n_samples, noise=.05, random_state=0)[0] -
          np.array([0.5, 0.25])),
    14. * (np.random.RandomState(42).rand(n_samples, 2) - 0.5)]

# 在给定的设置上比较不同分类器模型(Compare given classifiers under given settings)
xx, yy = np.meshgrid(np.linspace(-7, 7, 150),
                     np.linspace(-7, 7, 150))

plt.figure(figsize=(len(anomaly_algorithms) * 2 + 3, 12.5))
plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05,
                    hspace=.01)

plot_num = 1
rng = np.random.RandomState(42)

for i_dataset, X in enumerate(datasets):
    # Add outliers
    X = np.concatenate([X, rng.uniform(low=-6, high=6,
                       size=(n_outliers, 2))], axis=0)

    for name, algorithm in anomaly_algorithms:
        t0 = time.time()
        algorithm.fit(X)
        t1 = time.time()
        plt.subplot(len(datasets), len(anomaly_algorithms), plot_num)
        if i_dataset == 0:
            plt.title(name, size=18)

        # fit the data and tag outliers
        if name == "Local Outlier Factor":
            y_pred = algorithm.fit_predict(X)
        else:
            y_pred = algorithm.fit(X).predict(X)

        # plot the levels lines and the points
        if name != "Local Outlier Factor":  # LOF does not implement predict
            Z = algorithm.predict(np.c_[xx.ravel(), yy.ravel()])
            Z = Z.reshape(xx.shape)
            plt.contour(xx, yy, Z, levels=[0], linewidths=2, colors='black')

        colors = np.array(['#377eb8', '#ff7f00'])
        plt.scatter(X[:, 0], X[:, 1], s=10, color=colors[(y_pred + 1) // 2])

        plt.xlim(-7, 7)
        plt.ylim(-7, 7)
        plt.xticks(())
        plt.yticks(())
        plt.text(.99, .01, ('%.2fs' % (t1 - t0)).lstrip('0'),
                 transform=plt.gca().transAxes, size=15,
                 horizontalalignment='right')
        plot_num += 1

plt.show()

代码执行

代码运行时间大约:0分3.491秒。
运行代码输出的图片内容如下:

源码下载

• Python版源码文件: plot_anomaly_comparison.py
• Jupyter Notebook版源码文件: plot_anomaly_comparison.ipynb

参考资料

• Comparing anomaly detection algorithms for outlier detection on toy datasets