public void HistogramBox_ShowTest1()
{
// Generate some normally distributed samples
double[] data = NormalDistribution.Standard.Generate(100);
HistogramBox.Show(data).Hold();
}
static void Main(string[] args)
{
Console.SetWindowSize(100, 50);
// Read in the OHLC dataset
// TODO: change the path to point to your data directory
string dataDirPath = @"<path-to-your-data-dir>";
// Load the OHLC data into a data frame
string ohlcDataPath = Path.Combine(dataDirPath, "eurusd-daily-ohlc.csv");
Console.WriteLine("Loading {0}\n", ohlcDataPath);
var ohlcDF = Frame.ReadCsv(
ohlcDataPath,
hasHeaders: true,
inferTypes: true
);
// Time-series line chart of close prices
var closePriceLineChart = DataSeriesBox.Show(
ohlcDF.RowKeys.Select(x => (double)x),
ohlcDF.GetColumn <double>("Close").ValuesAll
);
System.Threading.Thread.Sleep(3000);
closePriceLineChart.Invoke(
new Action(() =>
{
closePriceLineChart.Size = new System.Drawing.Size(700, 500);
})
);
// Time-series line chart of daily returns
var dailyReturnLineChart = DataSeriesBox.Show(
ohlcDF.RowKeys.Select(x => (double)x),
ohlcDF.FillMissing(0.0)["DailyReturn"].ValuesAll
);
System.Threading.Thread.Sleep(3000);
dailyReturnLineChart.Invoke(
new Action(() =>
{
dailyReturnLineChart.Size = new System.Drawing.Size(700, 500);
})
);
var dailyReturnHistogram = HistogramBox
.Show(
ohlcDF.FillMissing(0.0)["DailyReturn"].ValuesAll.ToArray()
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
dailyReturnHistogram.Invoke(
new Action(() =>
{
dailyReturnHistogram.Size = new System.Drawing.Size(700, 500);
})
);
// Check the distribution of daily returns
double returnMax = ohlcDF["DailyReturn"].Max();
double returnMean = ohlcDF["DailyReturn"].Mean();
double returnMedian = ohlcDF["DailyReturn"].Median();
double returnMin = ohlcDF["DailyReturn"].Min();
double returnStdDev = ohlcDF["DailyReturn"].StdDev();
double[] quantiles = Accord.Statistics.Measures.Quantiles(
ohlcDF.FillMissing(0.0)["DailyReturn"].ValuesAll.ToArray(),
new double[] { 0.25, 0.5, 0.75 }
);
Console.WriteLine("-- DailyReturn Distribution-- ");
Console.WriteLine("Mean: \t\t\t{0:0.00}\nStdDev: \t\t{1:0.00}\n", returnMean, returnStdDev);
Console.WriteLine(
"Min: \t\t\t{0:0.00}\nQ1 (25% Percentile): \t{1:0.00}\nQ2 (Median): \t\t{2:0.00}\nQ3 (75% Percentile): \t{3:0.00}\nMax: \t\t\t{4:0.00}",
returnMin, quantiles[0], quantiles[1], quantiles[2], returnMax
);
Console.WriteLine("\nDONE!!!");
Console.ReadKey();
}
static void Main(string[] args)
{
Console.SetWindowSize(100, 55);
// Read in the Credit Card Fraud dataset
// TODO: change the path to point to your data directory
string dataDirPath = @"\\Mac\Home\Documents\c-sharp-machine-learning\ch.10\input-data";
// Load the data into a data frame
string dataPath = Path.Combine(dataDirPath, "creditcard.csv");
Console.WriteLine("Loading {0}\n\n", dataPath);
var df = Frame.ReadCsv(
dataPath,
hasHeaders: true,
inferTypes: true
);
Console.WriteLine("* Shape: {0}, {1}\n\n", df.RowCount, df.ColumnCount);
// Target variable distribution
var targetVarCount = df.AggregateRowsBy <string, int>(
new string[] { "Class" },
new string[] { "V1" },
x => x.ValueCount
).SortRows("V1");
targetVarCount.RenameColumns(new string[] { "is_fraud", "count" });
targetVarCount.Print();
DataBarBox.Show(
targetVarCount.GetColumn <string>("is_fraud").Values.ToArray(),
targetVarCount["count"].Values.ToArray()
).SetTitle(
"Counts by Target Class"
);
// Feature distributions
HistogramBox.CheckForIllegalCrossThreadCalls = false;
foreach (string col in df.ColumnKeys)
{
if (col.Equals("Class") || col.Equals("Time"))
{
continue;
}
double[] values = df[col].DropMissing().ValuesAll.ToArray();
// Compute Quartiles
Console.WriteLine(String.Format("\n\n-- {0} Distribution -- ", col));
double[] quartiles = Accord.Statistics.Measures.Quantiles(
values,
new double[] { 0, 0.25, 0.5, 0.75, 1.0 }
);
Console.WriteLine(
"Min: \t\t\t{0:0.00}\nQ1 (25% Percentile): \t{1:0.00}\nQ2 (Median): \t\t{2:0.00}\nQ3 (75% Percentile): \t{3:0.00}\nMax: \t\t\t{4:0.00}",
quartiles[0], quartiles[1], quartiles[2], quartiles[3], quartiles[4]
);
// Visualize Distributions
HistogramBox.Show(
values,
title: col
)
.SetNumberOfBins(50);
}
// Target Var Distributions on 2-dimensional feature space
double[][] data = BuildJaggedArray(
df.ToArray2D <double>(), df.RowCount, df.ColumnCount
);
int[] labels = df.GetColumn <int>("Class").ValuesAll.ToArray();
double[][] first2Components = data.Select(
x => x.Where((y, i) => i < 2
).ToArray()).ToArray();
ScatterplotBox.Show("Feature #1 vs. Feature #2", first2Components, labels);
double[][] next2Components = data.Select(
x => x.Where((y, i) => i >= 1 && i <= 2).ToArray()
).ToArray();
ScatterplotBox.Show("Feature #2 vs. Feature #3", next2Components, labels);
next2Components = data.Select(
x => x.Where((y, i) => i >= 2 && i <= 3).ToArray()
).ToArray();
ScatterplotBox.Show("Feature #3 vs. Feature #4", next2Components, labels);
Console.WriteLine("\n\n\n\n\nDONE!!!");
Console.ReadKey();
}
static void Main(string[] args)
{
Console.SetWindowSize(100, 50);
// Read in the House Price dataset
// TODO: change the path to point to your data directory
string dataDirPath = @"\\Mac\Home\Documents\c-sharp-machine-learning\ch.5\input-data";
// Load the data into a data frame
string dataPath = Path.Combine(dataDirPath, "train.csv");
Console.WriteLine("Loading {0}\n", dataPath);
var houseDF = Frame.ReadCsv(
dataPath,
hasHeaders: true,
inferTypes: true
);
// Categorical Variable #1: Building Type
Console.WriteLine("\nCategorical Variable #1: Building Type");
var buildingTypeDistribution = houseDF.GetColumn <string>(
"BldgType"
).GroupBy <string>(x => x.Value).Select(x => (double)x.Value.KeyCount);
buildingTypeDistribution.Print();
var buildingTypeBarChart = DataBarBox.Show(
buildingTypeDistribution.Keys.ToArray(),
buildingTypeDistribution.Values.ToArray()
);
buildingTypeBarChart.SetTitle("Building Type Distribution (Categorical)");
System.Threading.Thread.Sleep(3000);
buildingTypeBarChart.Invoke(
new Action(() =>
{
buildingTypeBarChart.Size = new System.Drawing.Size(1000, 700);
})
);
// Categorical Variable #2: Lot Configuration
Console.WriteLine("\nCategorical Variable #1: Building Type");
var lotConfigDistribution = houseDF.GetColumn <string>(
"LotConfig"
).GroupBy <string>(x => x.Value).Select(x => (double)x.Value.KeyCount);
lotConfigDistribution.Print();
var lotConfigBarChart = DataBarBox.Show(
lotConfigDistribution.Keys.ToArray(),
lotConfigDistribution.Values.ToArray()
);
lotConfigBarChart.SetTitle("Lot Configuration Distribution (Categorical)");
System.Threading.Thread.Sleep(3000);
lotConfigBarChart.Invoke(
new Action(() =>
{
lotConfigBarChart.Size = new System.Drawing.Size(1000, 700);
})
);
// Ordinal Categorical Variable #1: Overall material and finish of the house
Console.WriteLine("\nOrdinal Categorical #1: Overall material and finish of the house");
var overallQualDistribution = houseDF.GetColumn <string>(
"OverallQual"
).GroupBy <int>(
x => Convert.ToInt32(x.Value)
).Select(
x => (double)x.Value.KeyCount
).SortByKey().Reversed;
overallQualDistribution.Print();
var overallQualBarChart = DataBarBox.Show(
overallQualDistribution.Keys.Select(x => x.ToString()),
overallQualDistribution.Values.ToArray()
);
overallQualBarChart.SetTitle("Overall House Quality Distribution (Ordinal)");
System.Threading.Thread.Sleep(3000);
overallQualBarChart.Invoke(
new Action(() =>
{
overallQualBarChart.Size = new System.Drawing.Size(1000, 700);
})
);
// Ordinal Categorical Variable #2: Exterior Quality
Console.WriteLine("\nOrdinal Categorical #2: Exterior Quality");
var exteriorQualDistribution = houseDF.GetColumn <string>(
"ExterQual"
).GroupBy <string>(x => x.Value).Select(
x => (double)x.Value.KeyCount
)[new string[] { "Ex", "Gd", "TA", "Fa" }];
exteriorQualDistribution.Print();
var exteriorQualBarChart = DataBarBox.Show(
exteriorQualDistribution.Keys.Select(x => x.ToString()),
exteriorQualDistribution.Values.ToArray()
);
exteriorQualBarChart.SetTitle("Exterior Quality Distribution (Ordinal)");
System.Threading.Thread.Sleep(3000);
exteriorQualBarChart.Invoke(
new Action(() =>
{
exteriorQualBarChart.Size = new System.Drawing.Size(1000, 700);
})
);
HistogramBox.CheckForIllegalCrossThreadCalls = false;
// Continuous Variable #1-1: First Floor Square Feet
var firstFloorHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["1stFlrSF"].ValuesAll.ToArray(),
title: "First Floor Square Feet (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
firstFloorHistogram.Invoke(
new Action(() =>
{
firstFloorHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
// Continuous Variable #1-2: Log of First Floor Square Feet
var logFirstFloorHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["1stFlrSF"].Log().ValuesAll.ToArray(),
title: "First Floor Square Feet - Log Transformed (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
logFirstFloorHistogram.Invoke(
new Action(() =>
{
logFirstFloorHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
// Continuous Variable #2-1: Size of garage in square feet
var garageHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["GarageArea"].ValuesAll.ToArray(),
title: "Size of garage in square feet (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
garageHistogram.Invoke(
new Action(() =>
{
garageHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
// Continuous Variable #2-2: Log of Value of miscellaneous feature
var logGarageHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["GarageArea"].Log().ValuesAll.ToArray(),
title: "Size of garage in square feet - Log Transformed (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
logGarageHistogram.Invoke(
new Action(() =>
{
logGarageHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
// Target Variable: Sale Price
var salePriceHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["SalePrice"].ValuesAll.ToArray(),
title: "Sale Price (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
salePriceHistogram.Invoke(
new Action(() =>
{
salePriceHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
// Target Variable: Sale Price - Log Transformed
var logSalePriceHistogram = HistogramBox
.Show(
houseDF.DropSparseRows()["SalePrice"].Log().ValuesAll.ToArray(),
title: "Sale Price - Log Transformed (Continuous)"
)
.SetNumberOfBins(20);
System.Threading.Thread.Sleep(3000);
logSalePriceHistogram.Invoke(
new Action(() =>
{
logSalePriceHistogram.Size = new System.Drawing.Size(1000, 700);
})
);
Console.WriteLine("\nDONE!!!");
Console.ReadKey();
}
static void Main(string[] args)
{
Console.SetWindowSize(100, 50);
// Read in the Online Retail dataset
// TODO: change the path to point to your data directory
string dataDirPath = @"\\Mac\Home\Documents\c-sharp-machine-learning\ch.6\input-data";
// Load the data into a data frame
string dataPath = Path.Combine(dataDirPath, "data-clean.csv");
Console.WriteLine("Loading {0}\n\n", dataPath);
var ecommerceDF = Frame.ReadCsv(
dataPath,
hasHeaders: true,
inferTypes: true
);
Console.WriteLine("* Shape: {0}, {1}\n\n", ecommerceDF.RowCount, ecommerceDF.ColumnCount);
// 1. Net Revenue per Customer
var revPerCustomerDF = ecommerceDF.AggregateRowsBy <double, double>(
new string[] { "CustomerID" },
new string[] { "Amount" },
x => x.Sum()
);
// 2. # of Total Transactions per Customer
var numTransactionsPerCustomerDF = ecommerceDF.AggregateRowsBy <double, double>(
new string[] { "CustomerID" },
new string[] { "Quantity" },
x => x.ValueCount
);
// 3. # of Cancelled Transactions per Customer
var numCancelledPerCustomerDF = ecommerceDF.AggregateRowsBy <double, double>(
new string[] { "CustomerID" },
new string[] { "Quantity" },
x => x.Select(y => y.Value >= 0 ? 0.0 : 1.0).Sum()
);
// 4. Average UnitPrice per Customer
var avgUnitPricePerCustomerDF = ecommerceDF.AggregateRowsBy <double, double>(
new string[] { "CustomerID" },
new string[] { "UnitPrice" },
x => x.Sum() / x.ValueCount
);
// 5. Average Quantity per Customer
var avgQuantityPerCustomerDF = ecommerceDF.AggregateRowsBy <double, double>(
new string[] { "CustomerID" },
new string[] { "Quantity" },
x => x.Sum() / x.ValueCount
);
// Aggregate all results
var featuresDF = Frame.CreateEmpty <int, string>();
featuresDF.AddColumn("CustomerID", revPerCustomerDF.GetColumn <double>("CustomerID"));
featuresDF.AddColumn("Description", ecommerceDF.GetColumn <string>("Description"));
featuresDF.AddColumn("NetRevenue", revPerCustomerDF.GetColumn <double>("Amount"));
featuresDF.AddColumn("NumTransactions", numTransactionsPerCustomerDF.GetColumn <double>("Quantity"));
featuresDF.AddColumn("NumCancelled", numCancelledPerCustomerDF.GetColumn <double>("Quantity"));
featuresDF.AddColumn("AvgUnitPrice", avgUnitPricePerCustomerDF.GetColumn <double>("UnitPrice"));
featuresDF.AddColumn("AvgQuantity", avgQuantityPerCustomerDF.GetColumn <double>("Quantity"));
featuresDF.AddColumn("PercentageCancelled", featuresDF["NumCancelled"] / featuresDF["NumTransactions"]);
Console.WriteLine("\n\n* Feature Set:");
featuresDF.Print();
// NetRevenue feature distribution
PrintQuartiles(featuresDF, "NetRevenue");
// NumTransactions feature distribution
PrintQuartiles(featuresDF, "NumTransactions");
// AvgUnitPrice feature distribution
PrintQuartiles(featuresDF, "AvgUnitPrice");
// AvgQuantity feature distribution
PrintQuartiles(featuresDF, "AvgQuantity");
// PercentageCancelled feature distribution
PrintQuartiles(featuresDF, "PercentageCancelled");
Console.WriteLine("\n\n* Feature DF Shape: ({0}, {1})", featuresDF.RowCount, featuresDF.ColumnCount);
// 1. Drop Customers with Negative NetRevenue
featuresDF = featuresDF.Rows[
featuresDF["NetRevenue"].Where(x => x.Value >= 0.0).Keys
];
// 2. Drop Customers with Negative AvgQuantity
featuresDF = featuresDF.Rows[
featuresDF["AvgQuantity"].Where(x => x.Value >= 0.0).Keys
];
// 3. Drop Customers who have more cancel orders than purchase orders
featuresDF = featuresDF.Rows[
featuresDF["PercentageCancelled"].Where(x => x.Value < 0.5).Keys
];
Console.WriteLine("\n\n\n\n* After dropping customers with potential orphan cancel orders:");
// NetRevenue feature distribution
PrintQuartiles(featuresDF, "NetRevenue");
// NumTransactions feature distribution
PrintQuartiles(featuresDF, "NumTransactions");
// AvgUnitPrice feature distribution
PrintQuartiles(featuresDF, "AvgUnitPrice");
// AvgQuantity feature distribution
PrintQuartiles(featuresDF, "AvgQuantity");
// PercentageCancelled feature distribution
PrintQuartiles(featuresDF, "PercentageCancelled");
Console.WriteLine("\n\n* Feature DF Shape: ({0}, {1})", featuresDF.RowCount, featuresDF.ColumnCount);
HistogramBox.CheckForIllegalCrossThreadCalls = false;
HistogramBox
.Show(
featuresDF.DropSparseRows()["NetRevenue"].ValuesAll.ToArray(),
title: "NetRevenue Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["NumTransactions"].ValuesAll.ToArray(),
title: "NumTransactions Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["AvgUnitPrice"].ValuesAll.ToArray(),
title: "AvgUnitPrice Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["AvgQuantity"].ValuesAll.ToArray(),
title: "AvgQuantity Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["PercentageCancelled"].ValuesAll.ToArray(),
title: "PercentageCancelled Distribution"
)
.SetNumberOfBins(50);
// Create Percentile Features
featuresDF.AddColumn(
"NetRevenuePercentile",
featuresDF["NetRevenue"].Select(
x => StatsFunctions.PercentileRank(featuresDF["NetRevenue"].Values.ToArray(), x.Value)
)
);
featuresDF.AddColumn(
"NumTransactionsPercentile",
featuresDF["NumTransactions"].Select(
x => StatsFunctions.PercentileRank(featuresDF["NumTransactions"].Values.ToArray(), x.Value)
)
);
featuresDF.AddColumn(
"AvgUnitPricePercentile",
featuresDF["AvgUnitPrice"].Select(
x => StatsFunctions.PercentileRank(featuresDF["AvgUnitPrice"].Values.ToArray(), x.Value)
)
);
featuresDF.AddColumn(
"AvgQuantityPercentile",
featuresDF["AvgQuantity"].Select(
x => StatsFunctions.PercentileRank(featuresDF["AvgQuantity"].Values.ToArray(), x.Value)
)
);
featuresDF.AddColumn(
"PercentageCancelledPercentile",
featuresDF["PercentageCancelled"].Select(
x => StatsFunctions.PercentileRank(featuresDF["PercentageCancelled"].Values.ToArray(), x.Value)
)
);
Console.WriteLine("\n\n\n* Percentile Features:");
featuresDF.Columns[
new string[] { "NetRevenue", "NetRevenuePercentile", "NumTransactions", "NumTransactionsPercentile" }
].Print();
HistogramBox
.Show(
featuresDF.DropSparseRows()["NetRevenuePercentile"].ValuesAll.ToArray(),
title: "NetRevenuePercentile Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["NumTransactionsPercentile"].ValuesAll.ToArray(),
title: "NumTransactionsPercentile Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["AvgUnitPricePercentile"].ValuesAll.ToArray(),
title: "AvgUnitPricePercentile Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["AvgQuantityPercentile"].ValuesAll.ToArray(),
title: "AvgQuantityPercentile Distribution"
)
.SetNumberOfBins(50);
HistogramBox
.Show(
featuresDF.DropSparseRows()["PercentageCancelledPercentile"].ValuesAll.ToArray(),
title: "PercentageCancelledPercentile Distribution"
)
.SetNumberOfBins(50);
string outputPath = Path.Combine(dataDirPath, "features.csv");
Console.WriteLine("* Exporting features data: {0}", outputPath);
featuresDF.SaveCsv(outputPath);
Console.WriteLine("\n\n\n\nDONE!!");
Console.ReadKey();
}
static void Main(string[] args)
{
Console.SetWindowSize(100, 60);
// Read in the Cyber Attack dataset
// TODO: change the path to point to your data directory
string dataDirPath = @"\\Mac\Home\Documents\c-sharp-machine-learning\ch.9\input-data";
// Load the data into a data frame
string dataPath = Path.Combine(dataDirPath, "pca-transformed-features.csv");
Console.WriteLine("Loading {0}\n\n", dataPath);
var featuresDF = Frame.ReadCsv(
dataPath,
hasHeaders: false,
inferTypes: true
);
featuresDF.RenameColumns(
featuresDF.ColumnKeys.Select((x, i) => String.Format("component-{0}", i + 1))
);
int[] labels = File.ReadLines(
Path.Combine(dataDirPath, "pca-transformed-labels.csv")
).Select(x => int.Parse(x)).ToArray();
featuresDF.AddColumn("attack_category", labels);
Console.WriteLine("* Shape: ({0}, {1})\n\n", featuresDF.RowCount, featuresDF.ColumnCount);
var count = featuresDF.AggregateRowsBy<string, int>(
new string[] { "attack_category" },
new string[] { "component-1" },
x => x.ValueCount
).SortRows("component-1");
count.RenameColumns(new string[] { "attack_category", "count" });
count.Print();
// First 13 components explain about 50% of the variance
// First 19 components explain about 60% of the variance
// First 27 components explain about 70% of the variance
// First 34 components explain about 80% of the variance
int numComponents = 27;
string[] cols = featuresDF.ColumnKeys.Where((x, i) => i < numComponents).ToArray();
// First, compute distances from the center/mean among normal events
var normalDF = featuresDF.Rows[
featuresDF["attack_category"].Where(x => x.Value == 0).Keys
].Columns[cols];
double[][] normalData = BuildJaggedArray(
normalDF.ToArray2D<double>(), normalDF.RowCount, cols.Length
);
double[] normalVariances = ComputeVariances(normalData);
double[] rawDistances = ComputeDistances(normalData, normalVariances);
// Filter out extreme values
int[] idxFiltered = Matrix.ArgSort(rawDistances)
.Where((x, i) => i < rawDistances.Length * 0.99).ToArray();
double[] distances = rawDistances.Where((x, i) => idxFiltered.Contains(i)).ToArray();
double meanDistance = distances.Average();
double stdDistance = Math.Sqrt(
distances
.Select(x => Math.Pow(x - meanDistance, 2))
.Sum() / distances.Length
);
Console.WriteLine(
"\n\n* Normal - mean: {0:0.0000}, std: {1:0.0000}",
meanDistance, stdDistance
);
HistogramBox.CheckForIllegalCrossThreadCalls = false;
HistogramBox.Show(
distances,
title: "Distances"
)
.SetNumberOfBins(50);
// Detection
var attackDF = featuresDF.Rows[
featuresDF["attack_category"].Where(x => x.Value > 0).Keys
].Columns[cols];
double[][] attackData = BuildJaggedArray(
attackDF.ToArray2D<double>(), attackDF.RowCount, cols.Length
);
double[] attackDistances = ComputeDistances(attackData, normalVariances);
int[] attackLabels = featuresDF.Rows[
featuresDF["attack_category"].Where(x => x.Value > 0).Keys
].GetColumn<int>("attack_category").ValuesAll.ToArray();
// 5-10% false alarm rate
for (int i = 4; i < 10; i++)
{
double targetFalseAlarmRate = 0.01 * (i + 1);
double threshold = Accord.Statistics.Measures.Quantile(
distances,
1 - targetFalseAlarmRate
);
Console.WriteLine(threshold);
int[] detected = attackDistances.Select(x => x > threshold ? 1 : 0).ToArray();
EvaluateResults(attackLabels, detected, targetFalseAlarmRate);
}
Console.WriteLine("\n\n\n\n\nDONE!!!");
Console.ReadKey();
}