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online-ml · Dec 10, 2023 · 30c3795 · 30c3795
1 parent df60a92
commit 30c3795
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Showing 9 changed files with 85 additions and 32 deletions.
diff --git a/Cargo.toml b/Cargo.toml
@@ -14,6 +14,7 @@ reqwest = { version = "0.11.4", features = ["blocking"] }
 zip = "0.6.4"
 rand = "0.8.5"
 time = "0.3.29"
+half = "2.3.1"
 
 [dev-dependencies]
 criterion = { version = "0.4", features = ["html_reports"] }

diff --git a/examples/anomaly_detection/credit_card.rs b/examples/anomaly_detection/credit_card.rs
@@ -1,5 +1,10 @@
 use light_river::anomaly::half_space_tree::HalfSpaceTree;
+use light_river::common::ClassifierOutput;
+use light_river::common::ClassifierTarget;
 use light_river::datasets::credit_card::CreditCard;
+use light_river::metrics::rocauc::ROCAUC;
+use light_river::metrics::traits::ClassificationMetric;
+use light_river::stream::data_stream::DataStream;
 use light_river::stream::iter_csv::IterCsv;
 use std::fs::File;
 use std::time::Instant;
@@ -11,17 +16,26 @@ fn main() {
     let window_size: u32 = 1000;
     let n_trees: u32 = 50;
     let height: u32 = 6;
-
+    let pos_val_metric = ClassifierTarget::from("1".to_string());
+    let pos_val_tree = pos_val_metric.clone();
+    let mut roc_auc: ROCAUC<f32> = ROCAUC::new(Some(10), pos_val_metric.clone());
     // INITIALIZATION
-    let mut hst: HalfSpaceTree<f32> = HalfSpaceTree::new(window_size, n_trees, height, None);
+    let mut hst: HalfSpaceTree<f32> =
+        HalfSpaceTree::new(window_size, n_trees, height, None, Some(pos_val_tree));
 
     // LOOP
     let transactions: IterCsv<f32, File> = CreditCard::load_credit_card_transactions().unwrap();
     for transaction in transactions {
-        let observation = transaction.unwrap().get_observation();
-        let _ = hst.update(&observation, true, true);
+        let data = transaction.unwrap();
+        let observation = data.get_observation();
+        let label = data.to_classifier_target("Class").unwrap();
+        let score = hst.update(&observation, true, true).unwrap();
+        // println!("Label: {:?}", label);
+        // println!("Score: {:?}", score);
+        roc_auc.update(&score, &label, Some(1.));
     }
 
     let elapsed_time = now.elapsed();
     println!("Took {}ms", elapsed_time.as_millis());
+    println!("ROCAUC: {:.2}%", roc_auc.get() * (100.0 as f32));
 }
diff --git a/src/anomaly/half_space_tree.rs b/src/anomaly/half_space_tree.rs
@@ -95,13 +95,15 @@ pub struct HalfSpaceTree<F: Float + FromPrimitive + AddAssign + SubAssign + MulA
     n_nodes: u32,
     trees: Option<Trees<F>>,
     first_learn: bool,
+    pos_val: Option<ClassifierTarget>,
 }
 impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign> HalfSpaceTree<F> {
     pub fn new(
         window_size: u32,
         n_trees: u32,
         height: u32,
         features: Option<Vec<String>>,
+        pos_val: Option<ClassifierTarget>,
         // rng: ThreadRng,
     ) -> Self {
         // let mut rng = rand::thread_rng();
@@ -126,6 +128,7 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign> H
             n_nodes: n_nodes,
             trees: trees,
             first_learn: false,
+            pos_val: pos_val,
         }
     }
 
@@ -213,8 +216,11 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign> H
         }
         if do_score {
             score = F::one() - (score / self.max_score());
+
             return Some(ClassifierOutput::Probabilities(HashMap::from([(
-                ClassifierTarget::from(true),
+                ClassifierTarget::from(
+                    self.pos_val.clone().unwrap_or(ClassifierTarget::from(true)),
+                ),
                 score,
             )])));
             // return Some(score);
@@ -237,6 +243,33 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign> H
 #[cfg(test)]
 mod tests {
     use super::*;
+
+    use crate::datasets::credit_card::CreditCard;
+    use crate::stream::iter_csv::IterCsv;
+    use std::fs::File;
     #[test]
-    fn test_hst() {}
+    fn test_hst() {
+        // PARAMETERS
+        let window_size: u32 = 1000;
+        let n_trees: u32 = 50;
+        let height: u32 = 6;
+
+        // INITIALIZATION
+        let mut hst: HalfSpaceTree<f32> = HalfSpaceTree::new(
+            window_size,
+            n_trees,
+            height,
+            None,
+            Some(ClassifierTarget::from("1".to_string())),
+        );
+
+        // LOOP
+        let transactions: IterCsv<f32, File> = CreditCard::load_credit_card_transactions().unwrap();
+        for transaction in transactions {
+            let data = transaction.unwrap();
+            let observation = data.get_observation();
+            let label = data.get_y().unwrap().get("Class").unwrap();
+            let _ = hst.update(&observation, true, true);
+        }
+    }
 }
diff --git a/src/common.rs b/src/common.rs
@@ -202,6 +202,7 @@ pub type ClassifierTargetProbabilities<F> = HashMap<ClassifierTarget, F>;
 /// });
 /// let mut prediction = probs.get_predicition();
 /// assert_eq!(prediction, ClassifierTarget::String("Cat".to_string()));
+#[derive(Debug)]
 pub enum ClassifierOutput<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
 {
     Probabilities(ClassifierTargetProbabilities<F>),

diff --git a/src/metrics/accuracy.rs b/src/metrics/accuracy.rs
@@ -23,8 +23,8 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
 {
     fn update(
         &mut self,
-        y_true: &ClassifierOutput<F>,
-        y_pred: &ClassifierTarget,
+        y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     ) {
         let sample_weight = sample_weight.unwrap_or_else(|| F::one());
@@ -46,8 +46,8 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
     }
     fn revert(
         &mut self,
-        y_true: &ClassifierOutput<F>,
-        y_pred: &ClassifierTarget,
+        y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     ) {
         let sample_weight = sample_weight.unwrap_or_else(|| F::one());

diff --git a/src/metrics/mod.rs b/src/metrics/mod.rs
@@ -1,4 +1,4 @@
-pub mod accuracy;
+// pub mod accuracy;
 pub mod confusion;
 pub mod rocauc;
 pub mod traits;
diff --git a/src/metrics/rocauc.rs b/src/metrics/rocauc.rs
@@ -97,8 +97,8 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
 {
     fn update(
         &mut self,
-        y_pred: &ClassifierOutput<F>,
         y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     ) {
         // Get the probability of the positive class
@@ -118,8 +118,8 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
 
     fn revert(
         &mut self,
-        y_pred: &ClassifierOutput<F>,
         y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     ) {
         let p_pred = y_pred.get_probabilities();
@@ -143,7 +143,6 @@ impl<F: Float + FromPrimitive + AddAssign + SubAssign + MulAssign + DivAssign>
             let true_negatives: F = cm.true_negatives(&self.pos_val);
             let false_positives: F = cm.false_positives(&self.pos_val);
             let false_negatives: F = cm.false_negatives(&self.pos_val);
-
             // Handle the case of zero division
             let mut tpr: Option<F> = None;
             if true_positives + false_negatives != F::zero() {
@@ -186,12 +185,18 @@ mod tests {
             ClassifierOutput::Prediction(ClassifierTarget::from("bird")),
             ClassifierOutput::Prediction(ClassifierTarget::from("cat")),
         ];
-        let y_true: Vec<&str> = vec!["cat", "cat", "dog", "cat"];
-
-        let mut metric = ROCAUC::new(Some(10), ClassifierTarget::from("cat"));
+        let y_true: Vec<ClassifierTarget> = vec![
+            ClassifierTarget::from("cat".to_string()),
+            ClassifierTarget::from("cat".to_string()),
+            ClassifierTarget::from("dog".to_string()),
+            ClassifierTarget::from("cat".to_string()),
+        ];
+        let pos_val = ClassifierTarget::from("cat");
+        let mut metric: ROCAUC<f32> = ROCAUC::new(Some(10), pos_val);
 
         for (yt, yp) in y_true.iter().zip(y_pred.iter()) {
-            metric.update(yp, &ClassifierTarget::from(*yt), Some(1.0));
+            metric.update(&yt, yp, Some(1.0));
+            println!("{}", metric.get());
         }
         println!("{}", metric.get());
     }
@@ -219,7 +224,7 @@ mod tests {
         let mut metric: ROCAUC<f64> = ROCAUC::new(Some(10), ClassifierTarget::from(true));
 
         for (yt, yp) in y_true.iter().zip(y_pred.iter()) {
-            metric.update(yp, &ClassifierTarget::from(*yt), Some(1.0));
+            metric.update(&ClassifierTarget::from(*yt), yp, Some(1.0));
         }
 
         println!("ROCAUC: {:.2}%", metric.get() * (100.0 as f64));

diff --git a/src/metrics/traits.rs b/src/metrics/traits.rs
@@ -9,14 +9,14 @@ pub trait ClassificationMetric<
 {
     fn update(
         &mut self,
-        y_true: &ClassifierOutput<F>,
-        y_pred: &ClassifierTarget,
+        y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     );
     fn revert(
         &mut self,
-        y_true: &ClassifierOutput<F>,
-        y_pred: &ClassifierTarget,
+        y_true: &ClassifierTarget,
+        y_pred: &ClassifierOutput<F>,
         sample_weight: Option<F>,
     );
     fn get(&self) -> F;

diff --git a/src/stream/data_stream.rs b/src/stream/data_stream.rs
@@ -71,7 +71,15 @@ pub enum DataStream<F: Float + std::str::FromStr> {
     X(HashMap<String, Data<F>>),
     XY(HashMap<String, Data<F>>, HashMap<String, Data<F>>),
 }
+
 impl<F: Float + std::str::FromStr + std::fmt::Display> DataStream<F> {
+    pub fn get_x(&self) -> &HashMap<String, Data<F>> {
+        match self {
+            DataStream::X(x) => x,
+            DataStream::XY(x, _) => x,
+        }
+    }
+
     pub fn to_classifier_target(&self, target_key: &str) -> Result<ClassifierTarget, &str> {
         match self {
             DataStream::X(_) => Err("No y data"),
@@ -82,15 +90,6 @@ impl<F: Float + std::str::FromStr + std::fmt::Display> DataStream<F> {
             }
         }
     }
-}
-
-impl<F: Float + std::str::FromStr + std::fmt::Display> DataStream<F> {
-    pub fn get_x(&self) -> &HashMap<String, Data<F>> {
-        match self {
-            DataStream::X(x) => x,
-            DataStream::XY(x, _) => x,
-        }
-    }
 
     pub fn get_y(&self) -> Result<&HashMap<String, Data<F>>, &str> {
         match self {