midas

package module
Version: v0.0.0-...-0b094f6 Latest Latest
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Published: May 7, 2020 License: Apache-2.0 Imports: 2 Imported by: 0

README

MIDAS

This is an implementation of MIDAS - edge stream anomaly detection but implemented in Go.

For more information about how it works, please checkout the resources section.

Usage and installation

Read the docs

Checkout the examples folder for detailed instructions

import (
	"github.com/steve0hh/midas"
	"fmt"
)

func main () {
	src := []int{2,2,3,3,5,5,7,11,1,2}
	dst := []int{3,3,4,4,9,9,73,74,75,76}
	times := []int{1,1,2,2,2,2,2,2,2,2}


	// using function to score the edges
	midasAnormScore := midas.Midas(src, dst, times, 2, 769)
	midasRAnormScore := midas.MidasR(src, dst, times, 2, 769, 0.6)

	fmt.Println(midasAnormScore)
	fmt.Println(midasRAnormScore)

	// using sklearn FitPredict api for midas
	m := midas.NewMidasModel(2, 769, 9460)
	fmt.Println(m.FitPredict(2,3,1))
	fmt.Println(m.FitPredict(2,3,1))
	fmt.Println(m.FitPredict(3,4,2))

	// using sklearn FitPredict api for midasR
	mr := midas.NewMidasRModel(2, 769, 9460, 0.6)
	fmt.Println(mr.FitPredict(2,3,1))
	fmt.Println(mr.FitPredict(2,3,1))
	fmt.Println(mr.FitPredict(3,4,2))
}

Resources

Citation

If you use this code for your research, please consider citing the original paper.

@article{bhatia2019midas,
  title={MIDAS: Microcluster-Based Detector of Anomalies in Edge Streams},
  author={Bhatia, Siddharth and Hooi, Bryan and Yoon, Minji and Shin, Kijung and Faloutsos, Christos},
  journal={arXiv preprint arXiv:1911.04464},
  year={2019}
}

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

  • Report bugs
  • Fix bugs and submit pull requests
  • Write, clarify, or fix documentation
  • Suggest or add new features

TODOs

  • Godocs documentation
  • Add sklearn/keras fit & predict API
  • More examples and tests
  • Make code more efficient

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Midas

func Midas(src []int, dst []int, times []int, numRows int, numBuckets int) []float64

Takes in a list of source, destination and times to do anomaly score of each edge This function mirrors the implementation of https://github.com/bhatiasiddharth/MIDAS

func MidasR

func MidasR(src []int, dst []int, times []int, numRows int, numBuckets int, factor float64) []float64

Types

type EdgeHash

type EdgeHash struct {
	// contains filtered or unexported fields
}

func NewEdgeHash

func NewEdgeHash(numRows int, numBuckets int, m int) *EdgeHash

func (*EdgeHash) Clear

func (e *EdgeHash) Clear()

func (*EdgeHash) GetCount

func (e *EdgeHash) GetCount(a int, b int) float64

func (*EdgeHash) Hash

func (e *EdgeHash) Hash(a int, b int, i int) int

func (*EdgeHash) Insert

func (e *EdgeHash) Insert(a int, b int, weight float64)

func (*EdgeHash) Lower

func (e *EdgeHash) Lower(factor float64)

type MidasModel

type MidasModel struct {
	// contains filtered or unexported fields
}

func NewMidasModel

func NewMidasModel(numRows int, numBuckets int, m int) *MidasModel

Creates a new Midas struct that will enable the use of Fit and FitPredict API.

func (*MidasModel) Fit

func (m *MidasModel) Fit(src, dst, time int)

Fit the source, destination and time to the MidasModel struct similar to the sklearn api

func (*MidasModel) FitPredict

func (m *MidasModel) FitPredict(src, dst, time int) float64

Fit the source, destination and time to the MidasModel struct and calculate the anomaly score

type MidasRModel

type MidasRModel struct {
	// contains filtered or unexported fields
}

func NewMidasRModel

func NewMidasRModel(numRows int, numBuckets int, m int, factor float64) *MidasRModel

func (*MidasRModel) Fit

func (m *MidasRModel) Fit(src, dst, time int)

func (*MidasRModel) FitPredict

func (m *MidasRModel) FitPredict(src, dst, time int) float64

type NodeHash

type NodeHash struct {
	// contains filtered or unexported fields
}

func NewNodeHash

func NewNodeHash(numRows int, numBuckets int) *NodeHash

func (*NodeHash) Clear

func (n *NodeHash) Clear()

func (*NodeHash) GetCount

func (n *NodeHash) GetCount(a int) float64

func (*NodeHash) Hash

func (n *NodeHash) Hash(a int, i int) int

func (*NodeHash) Insert

func (n *NodeHash) Insert(a int, weight float64)

func (*NodeHash) Lower

func (n *NodeHash) Lower(factor float64)

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