notebooks/benchmark.py
# -*- coding: utf-8 -*-
"""Benchmark of all implemented algorithms
"""
# Author: Yue Zhao <zhaoy@cmu.edu>
# License: BSD 2 clause
from __future__ import division
from __future__ import print_function
import os
import sys
from time import time
# 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__"), '..')))
# supress warnings for clean output
import warnings
warnings.filterwarnings("ignore")
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split
from scipy.io import loadmat
from pyod.models.abod import ABOD
from pyod.models.cblof import CBLOF
from pyod.models.feature_bagging import FeatureBagging
from pyod.models.hbos import HBOS
from pyod.models.iforest import IForest
from pyod.models.knn import KNN
from pyod.models.lof import LOF
from pyod.models.mcd import MCD
from pyod.models.ocsvm import OCSVM
from pyod.models.pca import PCA
from pyod.models.cof import COF
from pyod.models.sod import SOD
from pyod.utils.utility import standardizer
from pyod.utils.utility import precision_n_scores
from sklearn.metrics import roc_auc_score
# TODO: add neural networks, LOCI, SOS, COF, SOD
# Define data file and read X and y
mat_file_list = ['arrhythmia.mat',
'cardio.mat',
'glass.mat',
'ionosphere.mat',
'letter.mat',
'lympho.mat',
'mnist.mat',
'musk.mat',
'optdigits.mat',
'pendigits.mat',
'pima.mat',
'satellite.mat',
'satimage-2.mat',
'shuttle.mat',
'vertebral.mat',
'vowels.mat',
'wbc.mat']
# define the number of iterations
n_ite = 10
n_classifiers = 10
df_columns = ['Data', '#Samples', '# Dimensions', 'Outlier Perc',
'ABOD', 'CBLOF', 'FB', 'HBOS', 'IForest', 'KNN', 'LOF',
'MCD', 'OCSVM', 'PCA']
# initialize the container for saving the results
roc_df = pd.DataFrame(columns=df_columns)
prn_df = pd.DataFrame(columns=df_columns)
time_df = pd.DataFrame(columns=df_columns)
for j in range(len(mat_file_list)):
mat_file = mat_file_list[j]
mat = loadmat(os.path.join('data', mat_file))
X = mat['X']
y = mat['y'].ravel()
outliers_fraction = np.count_nonzero(y) / len(y)
outliers_percentage = round(outliers_fraction * 100, ndigits=4)
# construct containers for saving results
roc_list = [mat_file[:-4], X.shape[0], X.shape[1], outliers_percentage]
prn_list = [mat_file[:-4], X.shape[0], X.shape[1], outliers_percentage]
time_list = [mat_file[:-4], X.shape[0], X.shape[1], outliers_percentage]
roc_mat = np.zeros([n_ite, n_classifiers])
prn_mat = np.zeros([n_ite, n_classifiers])
time_mat = np.zeros([n_ite, n_classifiers])
for i in range(n_ite):
print("\n... Processing", mat_file, '...', 'Iteration', i + 1)
random_state = np.random.RandomState(i)
# 60% data for training and 40% for testing
X_train, X_test, y_train, y_test = \
train_test_split(X, y, test_size=0.4, random_state=random_state)
# standardizing data for processing
X_train_norm, X_test_norm = standardizer(X_train, X_test)
classifiers = {'Angle-based Outlier Detector (ABOD)': ABOD(
contamination=outliers_fraction),
'Cluster-based Local Outlier Factor': CBLOF(
n_clusters=10,
contamination=outliers_fraction,
check_estimator=False,
random_state=random_state),
'Feature Bagging': FeatureBagging(contamination=outliers_fraction,
random_state=random_state),
'Histogram-base Outlier Detection (HBOS)': HBOS(
contamination=outliers_fraction),
'Isolation Forest': IForest(contamination=outliers_fraction,
random_state=random_state),
'K Nearest Neighbors (KNN)': KNN(contamination=outliers_fraction),
'Local Outlier Factor (LOF)': LOF(
contamination=outliers_fraction),
'Minimum Covariance Determinant (MCD)': MCD(
contamination=outliers_fraction, random_state=random_state),
'One-class SVM (OCSVM)': OCSVM(contamination=outliers_fraction),
'Principal Component Analysis (PCA)': PCA(
contamination=outliers_fraction, random_state=random_state),
}
classifiers_indices = {
'Angle-based Outlier Detector (ABOD)': 0,
'Cluster-based Local Outlier Factor': 1,
'Feature Bagging': 2,
'Histogram-base Outlier Detection (HBOS)': 3,
'Isolation Forest': 4,
'K Nearest Neighbors (KNN)': 5,
'Local Outlier Factor (LOF)': 6,
'Minimum Covariance Determinant (MCD)': 7,
'One-class SVM (OCSVM)': 8,
'Principal Component Analysis (PCA)': 9,
}
for clf_name, clf in classifiers.items():
t0 = time()
clf.fit(X_train_norm)
test_scores = clf.decision_function(X_test_norm)
t1 = time()
duration = round(t1 - t0, ndigits=4)
roc = round(roc_auc_score(y_test, test_scores), ndigits=4)
prn = round(precision_n_scores(y_test, test_scores), ndigits=4)
print('{clf_name} ROC:{roc}, precision @ rank n:{prn}, '
'execution time: {duration}s'.format(
clf_name=clf_name, roc=roc, prn=prn, duration=duration))
time_mat[i, classifiers_indices[clf_name]] = duration
roc_mat[i, classifiers_indices[clf_name]] = roc
prn_mat[i, classifiers_indices[clf_name]] = prn
time_list = time_list + np.mean(time_mat, axis=0).tolist()
temp_df = pd.DataFrame(time_list).transpose()
temp_df.columns = df_columns
time_df = pd.concat([time_df, temp_df], axis=0)
roc_list = roc_list + np.mean(roc_mat, axis=0).tolist()
temp_df = pd.DataFrame(roc_list).transpose()
temp_df.columns = df_columns
roc_df = pd.concat([roc_df, temp_df], axis=0)
prn_list = prn_list + np.mean(prn_mat, axis=0).tolist()
temp_df = pd.DataFrame(prn_list).transpose()
temp_df.columns = df_columns
prn_df = pd.concat([prn_df, temp_df], axis=0)
# Save the results for each run
time_df.to_csv('time.csv', index=False, float_format='%.3f')
roc_df.to_csv('roc.csv', index=False, float_format='%.3f')
prn_df.to_csv('prc.csv', index=False, float_format='%.3f')