sk_cathode

Core idea

This (work-in-progress) repo aims to illustrate how to deploy anomaly detection models such as CATHODE and LaCATHODE by hiding technical implementation details behind a scikit-learn-like API.

The directory sk_cathode/ provides simple-to-use classes and functions, to stick together just like Lego pieces. The directory demos/ provides illustratives jupyter notebooks on how these can be brought together. They are briefly summarized below.

The primary goal is to make these anomaly detection methods more accessible and easy to play with, within the scope of tutorials and proof-of-concept studies.

Demos

• demos/weak_supervision.ipynb gives a brief overview of the core idea of weak supervision for anomaly detection, using a particle physics dataset. It defines the so-called Idealized Anomaly Detector and compares it to a fully supervised approach. It also features some slim code to compare methods in terms of median performance with 68% confidence intervals.
• demos/weak_supervision_gauss_example.ipynb illustrates the core idea of weak supervision with a Gaussian toy dataset and shows at which point it performs similarly to a fully supervised classifier.
• demos/cathode_walkthrough.ipynb simply describes the basic working principle of the CATHODE method for weakly supervised anomaly detection on the LHCO example dataset.
• demos/lacathode_walkthrough.ipynb touches the issue of background sculpting and guides through the working principle of LaCATHODE to mitigate this in (CATHODE-based) weak supervision.
• demos/anode_walkthrough.ipynb gives a brief overview of the ANODE method (CATHODE's predecessor) for anomaly detection, which works analogous to weak supervision but constructs an explicit likelihood ratio using normalizing flows instead of training a classifier.
• demos/tree_classifier.ipynb discusses the challenge of uninformative features in weakly supervised anomaly detection and demonstrates substantial improvement by using ensembles of boosted decision trees instead of neural networks.
• demos/autoencoder_gauss.ipynb introduces a different paradigm for anomaly detection, namely outlier detection based on autoencoders. The working principle is illustrated on a Gaussian toy dataset.

Installation

Just clone via the usual way, for example:

git clone [email protected]:uhh-pd-ml/sk_cathode.git
cd sk_cathode

The requirements.txt covers the necessary libraries to run the default demo notebook. For example, one can create a fresh conda environment and install the dependencies with:

conda create -n "sk_cathode_env" python=3.9.7
conda activate sk_cathode_env
pip install -r requirements.txt

In order to run the Normalizing Flow with Pyro backend, one further needs to install Pyro. For the Conditional Flow Matching generative model, one needs to install torchdyn. The requirements_full.txt includes these additional dependencies.

Shared class methods

Just as scikit-learn estimators, the building blocks of sk_cathode share common methods, so they are easily interchangeable and can be stacked in a pipeline. A key extension to scikit-learn is that the jacobian determinants are tracked through the preprocessing steps, which is crucial to correctly transform estimated densities (if the dedicated extended pipeline class is used). Moreover, the extended pipeline supports conditional sampling.

The shared methods per type of estimator are summarized below. In some models, not all methods might be implemented, either because of model-specific limitations or because no one had the time to do it (yet).

In addition to an extended pipeline class, there is an ensemble model wrapper, which stacks multiple models in parallel and thus supports most methods below.

Generative model methods

• fit(X, m, X_val=None, m_val=None): Trains the model to learn X conditioned on m.
• transform(X, m=None): Transforms the provided data to the latent space.
• fit_transform(X, m, X_val=None, m_val=None): Trains the model and transforms the provided data to the latent space.
• inverse_transform(Xt, m=None): Transforms the latent space data to the original space.
• [log_]jacobian_determinant(X, m=None): Computes the [log] jacobian determinant of the transformation.
• inverse_[log_]jacobian_determinant(Xt, m=None): Computes the [log] jacobian determinant of the inverse transformation.
• sample(n_samples=1, m=None): Samples from the model with conditional values m.
• predict_[log_]proba(X, m=None): Computes the [log] likelihood of the data (per data point).
• score_samples(X, m=None): Alias for predict_log_proba.
• score(X, m=None): Computes the (summed) log likelihood over the full dataset.
• load_best_model(): Loads the best model state from the provided save_path.
• load_train_loss(): Loads the training loss from the provided save_path.
• load_val_loss(): Loads the validation loss from the provided save_path.
• load_epoch_model(epoch): Loads the model state from the provided save_path at a specific epoch.

Classifier methods

• fit(X, y, X_val=None, y_val=None, sample_weight=None, sample_weight_val=None): Trains the model with data X and labels y.
• predict(X): Predicts the labels for the provided data.
• load_best_model(): Loads the best model state from the provided save_path.
• load_train_loss(): Loads the training loss from the provided save_path.
• load_val_loss(): Loads the validation loss from the provided save_path.
• load_epoch_model(epoch): Loads the model state from the provided save_path at a specific epoch.

Preprocessing scaler methods

• fit(X, y=None): Fits the preprocessing step to the provided data.
• transform(X): Transforms the provided data.
• fit_transform(X, y=None): Fits the preprocessing step to the provided data and transforms it.
• inverse_transform(X): Inverse-transforms the provided data.
• [log_]jacobian_determinant(X): Computes the [log] jacobian determinant of the transformation (important for density estimation with preprocessing).
• inverse_[log_]jacobian_determinant(X): Computes the [log] jacobian determinant of the inverse transformation.

Overview of existing building blocks

Below is a brief overview of the building blocks provided in sk_cathode, out of which one can build anomaly detection pipelines.

Generative models

• sk_cathode.generative_models.conditional_normalizing_flow_torch.ConditionalNormalizingFlow: A conditional normalizing flow model implemented directly in PyTorch.
• sk_cathode.generative_models.conditional_normalizing_flow_pyro.ConditionalNormalizingFlow: A conditional normalizing flow model implemented via the Pyro library.
• sk_cathode.generative_models.conditional_normalizing_flow_nflows.ConditionalNormalizingFlow: A conditional normalizing flow model implemented via nFlows.
• sk_cathode.generative_models.conditional_flow_matching.ConditionalFlowMatching: A conditional flow matching model implemented via PyTorch and the torchdyn ODE solver.
• sk_cathode.generative_models.autoencoder.Autoencoder: A simple autoencoder based on a fully connected neural network, implemented in PyTorch.

Classifier models

• sk_cathode.classifier_models.neural_network_classifier.NeuralNetworkClassifier: A simple neural network classifier, implemented in PyTorch.
• sk_cathode.classifier_models.boosted_decision_tree.HGBClassifier: A BDT classifier based on the HistGradientBoosting algorithm, implemented in scikit-learn.

Preprocessing and pipelines

• sk_cathode.utils.preprocessing.LogitScaler: Preprocessing scaler class that performs a logit transformation.
• sk_cathode.utils.preprocessing.ExtStandardScaler: Preprocessing scaler class that extends the scikit-learn StandardScaler to track jacobian determinants for correct density estimation.
• sk_cathode.utils.preprocessing.ExtPipeline: Extension of scikit-learn pipeline to track jacobian determinants for correct density estimation.
• sk_cathode.utils.preprocessing.make_ext_pipeline: Function for constructing an ExtPipeline object on a list of steps.

Ensembling

• sk_cathode.utils.ensembling_utils.EnsembleModel: Wrapper class to combine multiple models into a single one.
• sk_cathode.utils.ensembling_utils.EpochEnsembleModel: Wrapper class to build an ensemble from multiple epochs of the same training.

Evaluation

• sk_cathode.utils.evaluation_functions.sic_curve: Function to compute the SIC curve.
• sk_cathode.utils.evaluation_functions.hists_2d: Function to plot 2D correlation histograms.
• sk_cathode.utils.evaluation_functions.pulls_2d: Function to plot 2D pulls between two multidimensional distributions in pairs.
• sk_cathode.utils.evaluation_functions.preds_2d: Function to plot model predictions as a function of the input features pair-wise in 2D.
• sk_cathode.utils.evaluation_functions.plot_roc_and_sic: Quick function to plot both the ROC and the SIC curve.

Contributing

The repo is very much open for contributions via pull requests, e.g. to add more classifiers and generative models, other ways of doing anomaly detection, or just an illustrative demo notebook highlighting a particular study. For questions, feel free to contact manuel.sommerhalder[at]uni-hamburg.de.