pysad.transform.ensemble.AverageScoreEnsembler

class pysad.transform.ensemble.AverageScoreEnsembler(estimator_weights=None)[source]

An wrapper class that results in the weighted average of the anomaly scores from multiple anomaly detectors. For more details, see PyOD documentation.

Parameters:

estimator_weights (np array of shape (1, num_anomaly_detectors)) – The weights for detectors. If None, uniform weights are assigned.

Methods

__init__([estimator_weights])

fit(scores)

Shortcut method that iteratively applies fit_partial to all instances in order.

fit_partial(scores)

Fits particular (next) timestep's score to train the ensembler.

fit_transform(scores)

Shortcut method that iteratively applies fit_transform_partial to all instances in order.

fit_transform_partial(score)

Shortcut method that iteratively applies fit_partial and transform_partial, respectively.

transform(scores)

Shortcut method that iteratively applies transform_partial to all instances in order.

transform_partial(scores)

Combines anomaly scores from multiple anomaly detectors for a particular timestep.

fit(scores)

Shortcut method that iteratively applies fit_partial to all instances in order.

Parameters:

shape (np.float64 array of) – Input scores.

Returns:

self.

Return type:

object

fit_partial(scores)

Fits particular (next) timestep’s score to train the ensembler. For PYOD based ensemblers, this method does not affect anything and returns self directly.

Parameters:

scores – np.float64 array of shape (num_anomaly_detectors, ) List of scores from multiple anomaly detectors.

Returns:

The fitted ensembler.

Return type:

object

fit_transform(scores)

Shortcut method that iteratively applies fit_transform_partial to all instances in order.

Parameters:

shape (np.float64 array of) – Input scores.

Returns:

Processed scores.

Return type:

np.float64 array of shape (num_instances,)

fit_transform_partial(score)

Shortcut method that iteratively applies fit_partial and transform_partial, respectively.

Parameters:

score (float) – Input score.

Returns:

Processed score.

Return type:

float

transform(scores)

Shortcut method that iteratively applies transform_partial to all instances in order.

Parameters:

shape (np.float64 array of) – Input scores.

Returns:

Processed scores.

Return type:

np.float64 array of shape (num_instances,)

transform_partial(scores)

Combines anomaly scores from multiple anomaly detectors for a particular timestep.

Parameters:

scores – np.float64 array of shape (num_anomaly_detectors, ) List of scores from multiple anomaly detectors.

Returns:

Resulting anomaly score.

Return type:

float