PyODAdapter¶

class PyODAdapter(pyod_model: BaseDetector, window_size: int = 10, stride: int = 1)[source]¶

Adapter for PyOD anomaly detection models to be used in the Aeon framework.

This adapter allows the use of PyOD models in the Aeon framework. The adapter takes a PyOD model and applies it to a sliding window of the input data. The anomaly score of each window is then averaged to obtain the final anomaly score for each data instance. If the window size is set to 1, the adapter applies the PyOD model to each data instance individually resembling the original behavior of the PyOD model. If the striding size is set to the window size, the adapter creates tumbling windows (non-overlapping) instead of sliding windows. The anomaly score for each data point is, then, computed based on the score of the single tumbling window containing the data point.

Both univariate and multivariate time series are supported. For multivariate time series the adapter concatenates the data points of each channel in the window to a single univariate feature vector per window as input to the PyOD model.

The PyOD adapter supports unsupervised and semi-supervised learning. The adapter can be fitted on a reference time series and used to detect anomalies in a different target time series with the same number of dimensions. The reference (or training) time series does not need to be clean for most PyOD models. However, knowledge in form of anomaly labels about the potential existing anomalies in the reference time series are not used during the fitting process. Use fit to fit the model on the reference time series and predict to detect anomalies in the target time series. For unsupervised anomaly detection, use fit_predict directly on the target time series.

Capabilities¶
Input data format	univariate and multivariate
Output data format	anomaly scores
Learning Type	unsupervised or semi-supervised

Parameters:

pyod_modelBaseDetector: Instance of a PyOD anomaly detection model used for the detection.
window_sizeint, default=10: Size of the sliding window.
strideint, default=1: Stride of the sliding window.

Attributes:

is_fitted: Whether fit has been called.

Examples

>>> import numpy as np
>>> from pyod.models.lof import LOF  
>>> from aeon.anomaly_detection import PyODAdapter  
>>> X = np.random.default_rng(42).random((10, 2), dtype=np.float_)
>>> detector = PyODAdapter(LOF(), window_size=2)  
>>> detector.fit_predict(X, axis=0)  
array([1.02352234 1.00193038 0.98584441 0.99630753 1.00656619 1.00682081 1.00781515
       0.99709741 0.98878895 0.99723947])

Methods

`check_is_fitted`()	Check if the estimator has been fitted.
`clone`()	Obtain a clone of the object with same hyper-parameters.
`clone_tags`(estimator[, tag_names])	Clone/mirror tags from another estimator as dynamic override.
`create_test_instance`([parameter_set, ...])	Construct Estimator instance if possible.
`create_test_instances_and_names`([parameter_set])	Create list of all test instances and a list of names for them.
`fit`(X[, y, axis])	Fit time series anomaly detector to X.
`fit_predict`(X[, y, axis])	Fit time series anomaly detector and find anomalies for X.
`get_class_tag`(tag_name[, tag_value_default, ...])	Get tag value from estimator class (only class tags).
`get_class_tags`()	Get class tags from estimator class and all its parent classes.
`get_fitted_params`([deep])	Get fitted parameters.
`get_metadata_routing`()	Get metadata routing of this object.
`get_param_defaults`()	Get parameter defaults for the object.
`get_param_names`()	Get parameter names for the object.
`get_params`([deep])	Get parameters for this estimator.
`get_tag`(tag_name[, tag_value_default, ...])	Get tag value from estimator class.
`get_tags`()	Get tags from estimator class.
`get_test_params`([parameter_set])	Return testing parameter settings for the estimator.
`is_composite`()	Check if the object is composite.
`load_from_path`(serial)	Load object from file location.
`load_from_serial`(serial)	Load object from serialized memory container.
`predict`(X[, axis])	Find anomalies in X.
`reset`()	Reset the object to a clean post-init state.
`save`([path])	Save serialized self to bytes-like object or to (.zip) file.
`set_fit_request`(*[, axis])	Request metadata passed to the `fit` method.
`set_params`(**params)	Set the parameters of this object.
`set_predict_request`(*[, axis])	Request metadata passed to the `predict` method.
`set_tags`(**tag_dict)	Set dynamic tags to given values.

classmethod get_test_params(parameter_set='default')[source]¶

Return testing parameter settings for the estimator.

Parameters:

parameter_setstr, default=”default”: Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:

paramsdict or list of dict, default={}: Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params.

check_is_fitted()[source]¶

Check if the estimator has been fitted.

Raises:

NotFittedError: If the estimator has not been fitted yet.

clone()[source]¶

Obtain a clone of the object with same hyper-parameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).

Returns:

instance of type(self), clone of self (see above)

clone_tags(estimator, tag_names=None)[source]¶

Clone/mirror tags from another estimator as dynamic override.

Parameters:

estimatorobject: Estimator inheriting from :class:BaseEstimator.
tag_namesstr or list of str, default = None: Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns:

Self: Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default', return_first=True)[source]¶

Construct Estimator instance if possible.

Calls the get_test_params method and returns an instance or list of instances using the returned dict or list of dict.

Parameters:

parameter_setstr, default=”default”: Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
return_firstbool, default=True: If True, return the first instance of the list of instances. If False, return the list of instances.

Returns:

instanceBaseEstimator or list of BaseEstimator: Instance of the class with default parameters. If return_first is False, returns list of instances.

classmethod create_test_instances_and_names(parameter_set='default')[source]¶

Create list of all test instances and a list of names for them.

Parameters:

parameter_setstr, default=”default”: Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:

objslist of instances of cls: i-th instance is cls(**cls.get_test_params()[i]).
nameslist of str, same length as objs: i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}.
parameter_setstr, default=”default”: Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

fit(X, y=None, axis=1)[source]¶

Fit time series anomaly detector to X.

If the tag fit_is_empty is true, this just sets the is_fitted tag to true. Otherwise, it checks self can handle X, formats X into the structure required by self then passes X (and possibly y) to _fit.

Parameters:

Xone of aeon.base._base_series.VALID_INPUT_TYPES: The time series to fit the model to. A valid aeon time series data structure. See aeon.base._base_series.VALID_INPUT_TYPES for aeon supported types.
yone of aeon.base._base_series.VALID_INPUT_TYPES, default=None: The target values for the time series. A valid aeon time series data structure. See aeon.base._base_series.VALID_INPUT_TYPES for aeon supported types.
axisint: The time point axis of the input series if it is 2D. If axis==0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis==1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints).

Returns:

BaseAnomalyDetector: The fitted estimator, reference to self.

fit_predict(X, y=None, axis=1) → ndarray[source]¶

Fit time series anomaly detector and find anomalies for X.

Parameters:

Xone of aeon.base._base_series.VALID_INPUT_TYPES: The time series to fit the model to. A valid aeon time series data structure. See aeon.base._base_series.VALID_INPUT_TYPES for aeon supported types.
yone of aeon.base._base_series.VALID_INPUT_TYPES, default=None: The target values for the time series. A valid aeon time series data structure. See aeon.base._base_series.VALID_INPUT_TYPES for aeon supported types.
axisint, default=1: The time point axis of the input series if it is 2D. If axis==0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis==1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints).

Returns:

np.ndarray: A boolean, int or float array of length len(X), where each element indicates whether the corresponding subsequence is anomalous or its anomaly score.

classmethod get_class_tag(tag_name, tag_value_default=None, raise_error=False)[source]¶

Get tag value from estimator class (only class tags).

Parameters:

tag_namestr: Name of tag value.
tag_value_defaultany type: Default/fallback value if tag is not found.
raise_errorbool: Whether a ValueError is raised when the tag is not found.

Returns:

tag_value: Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:

ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(
).keys()

See also

get_tag: Get a single tag from an object.
get_class_tags: Get all tags from a class.
get_class_tag: Get a single tag from a class.

Examples

>>> from aeon.classification import DummyClassifier
>>> d = DummyClassifier()
>>> tags = d.get_tags()

is_composite()[source]¶

Check if the object is composite.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns:

composite: bool: Whether self contains a parameter which is BaseObject.

property is_fitted[source]¶: Whether fit has been called.

classmethod load_from_path(serial)[source]¶

Load object from file location.

Parameters:

serialobject: Result of ZipFile(path).open(“object).

Returns:

deserialized self resulting in output at path, of cls.save(path)

classmethod load_from_serial(serial)[source]¶

Load object from serialized memory container.

Parameters:

serialobject: First element of output of cls.save(None).

Returns:

deserialized self resulting in output serial, of cls.save(None).

predict(X, axis=1) → ndarray[source]¶

Find anomalies in X.

Parameters:

Xone of aeon.base._base_series.VALID_INPUT_TYPES: The time series to fit the model to. A valid aeon time series data structure. See aeon.base._base_series.VALID_INPUT_TYPES for aeon supported types.
axisint, default=1: The time point axis of the input series if it is 2D. If axis==0, it is assumed each column is a time series and each row is a time point. i.e. the shape of the data is (n_timepoints, n_channels). axis==1 indicates the time series are in rows, i.e. the shape of the data is (n_channels, n_timepoints).

Returns:

np.ndarray: A boolean, int or float array of length len(X), where each element indicates whether the corresponding subsequence is anomalous or its anomaly score.

reset()[source]¶

Reset the object to a clean post-init state.

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

Detail behaviour: removes any object attributes, except:

hyper-parameters = arguments of __init__ object attributes containing double-underscores, i.e., the string “__”

runs __init__ with current values of hyper-parameters (result of get_params)

Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes

save(path=None)[source]¶

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters:

pathNone or file location (str or Path).: if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

Returns:

if path is None - in-memory serialized self
if path is file location - ZipFile with reference to the file.

set_fit_request(*, axis: bool | None | str = '$UNCHANGED$') → PyODAdapter[source]¶

Request metadata passed to the fit method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to fit.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

axisstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for axis parameter in fit.

Returns:

selfobject: The updated object.

set_params(**params)[source]¶

Set the parameters of this object.

The method works on simple estimators as well as on nested objects. The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict: BaseObject parameters

Returns:

selfreference to self (after parameters have been set)

set_predict_request(*, axis: bool | None | str = '$UNCHANGED$') → PyODAdapter[source]¶

Request metadata passed to the predict method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to predict if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to predict.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

axisstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for axis parameter in predict.

Returns:

selfobject: The updated object.

set_tags(**tag_dict)[source]¶

Set dynamic tags to given values.

Parameters:

**tag_dictdict: Dictionary of tag name : tag value pairs.

Returns:

Self: Reference to self.

Notes

Changes object state by setting tag values in tag_dict as dynamic tags in self.