pysad.models.MedianAbsoluteDeviation

class pysad.models.MedianAbsoluteDeviation(absolute=True, b=1.4826)[source]

Median Absolute Deviation method [BHVK17].

Parameters:

  • absolute (bool) – Whether to output score’s absolute value (Default=True).

  • b (float) – The default value 1.4826 is used for normally distributed data. See [BHVK17] for details. (Default=1.4826).

Methods

__init__([absolute, b])

fit(X[, y])

Fits the model to all instances in order.

fit_partial(X[, y])

Fits the model to next instance.

fit_score(X[, y])

This helper method applies fit_score_partial to all instances in order.

fit_score_partial(X[, y])

Applies fit_partial and score_partial to the next instance, respectively.

score(X)

Scores all instaces via score_partial iteratively.

score_partial(X)

Scores the anomalousness of the next instance.
fit(X, y=None)

Fits the model to all instances in order.

Parameters:

  • X (np.float64 array of shape (num_instances, num_features)) – The instances in order to fit.

  • y (int) – The labels of the instances in order to fit (Optional for unsupervised models, default=None).

Returns:

Fitted model.

Return type:

object

fit_partial(X, y=None)[source]

Fits the model to next instance.

Parameters:

  • X (float) – The instance to fit. Note that this model is univariate.

  • y (int) – Ignored since the model is unsupervised (Default=None).

Returns:

Returns the self.

Return type:

object

fit_score(X, y=None)

This helper method applies fit_score_partial to all instances in order.

Parameters:

  • X (np.float64 array of shape (num_instances, num_features)) – The instances in order to fit.

  • y (np.int32 array of shape (num_instances, )) – The labels of the instances in order to fit (Optional for unsupervised models, default=None).

Returns:

The anomalousness scores of the instances in order.

Return type:

np.float64 array of shape (num_instances,)

fit_score_partial(X, y=None)

Applies fit_partial and score_partial to the next instance, respectively.

Parameters:

  • X (np.float64 array of shape (num_features,)) – The instance to fit and score.

  • y (int) – The label of the instance (Optional for unsupervised models, default=None).

Returns:

The anomalousness score of the input instance.

Return type:

float

score(X)

Scores all instaces via score_partial iteratively.

Parameters:

X (np.float64 array of shape (num_instances, num_features)) – The instances in order to score.

Returns:

The anomalousness scores of the instances in order.

Return type:

np.float64 array of shape (num_instances,)

score_partial(X)[source]

Scores the anomalousness of the next instance.

Parameters:

X (float) – The instance to score. Higher scores represent more anomalous instances whereas lower scores correspond to more normal instances. Note that this model is univariate.

Returns:

The anomalousness score of the input instance.

Return type:

float