private static int GetOutputLength(AlertingScore alertingScore, IHostEnvironment host)
{
switch (alertingScore)
{
case AlertingScore.RawScore:
return(2);
case AlertingScore.PValueScore:
return(3);
case AlertingScore.MartingaleScore:
return(4);
default:
throw host.Except("The alerting score can be only (0) RawScore, (1) PValueScore or (2) MartingaleScore.");
}
}
protected SequentialAnomalyDetectionTransformBase(IHostEnvironment env, ModelLoadContext ctx, string name, IDataView input)
: base(env, ctx, name, input)
{
// *** Binary format ***
// <base>
// byte: _martingale
// byte: _alertingScore
// byte: _anomalySide
// Double: _powerMartingaleEpsilon
// Double: _alertThreshold
byte temp;
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(MartingaleType), temp));
Martingale = (MartingaleType)temp;
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(AlertingScore), temp));
ThresholdScore = (AlertingScore)temp;
Host.CheckDecode(Martingale != MartingaleType.None || ThresholdScore != AlertingScore.MartingaleScore);
Host.CheckDecode(WindowSize > 0 || ThresholdScore == AlertingScore.RawScore);
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(AnomalySide), temp));
Side = (AnomalySide)temp;
PowerMartingaleEpsilon = ctx.Reader.ReadDouble();
Host.CheckDecode(0 < PowerMartingaleEpsilon && PowerMartingaleEpsilon < 1);
AlertThreshold = ctx.Reader.ReadDouble();
Host.CheckDecode(AlertThreshold >= 0);
Host.CheckDecode(ThresholdScore != AlertingScore.PValueScore || (0 <= AlertThreshold && AlertThreshold <= 1));
_outputLength = GetOutputLength(ThresholdScore, Host);
_wrappedSchema = CreateSchema(base.Schema, OutputColumnName, _outputLength);
}
private protected SequentialAnomalyDetectionTransformBase(int windowSize, int initialWindowSize, string inputColumnName, string outputColumnName, string name, IHostEnvironment env,
AnomalySide anomalySide, MartingaleType martingale, AlertingScore alertingScore, Double powerMartingaleEpsilon,
Double alertThreshold)
: base(Contracts.CheckRef(env, nameof(env)).Register(name), windowSize, initialWindowSize, outputColumnName, inputColumnName, new VectorType(NumberDataViewType.Double, GetOutputLength(alertingScore, env)))
{
Host.CheckUserArg(Enum.IsDefined(typeof(MartingaleType), martingale), nameof(ArgumentsBase.Martingale), "Value is undefined.");
Host.CheckUserArg(Enum.IsDefined(typeof(AnomalySide), anomalySide), nameof(ArgumentsBase.Side), "Value is undefined.");
Host.CheckUserArg(Enum.IsDefined(typeof(AlertingScore), alertingScore), nameof(ArgumentsBase.AlertOn), "Value is undefined.");
Host.CheckUserArg(martingale != MartingaleType.None || alertingScore != AlertingScore.MartingaleScore, nameof(ArgumentsBase.Martingale), "A martingale type should be specified if alerting is based on the martingale score.");
Host.CheckUserArg(windowSize > 0 || alertingScore == AlertingScore.RawScore, nameof(ArgumentsBase.AlertOn),
"When there is no windowed buffering (i.e., " + nameof(ArgumentsBase.WindowSize) + " = 0), the alert can be generated only based on the raw score (i.e., "
+ nameof(ArgumentsBase.AlertOn) + " = " + nameof(AlertingScore.RawScore) + ")");
Host.CheckUserArg(0 < powerMartingaleEpsilon && powerMartingaleEpsilon < 1, nameof(ArgumentsBase.PowerMartingaleEpsilon), "Should be in (0,1).");
Host.CheckUserArg(alertThreshold >= 0, nameof(ArgumentsBase.AlertThreshold), "Must be non-negative.");
Host.CheckUserArg(alertingScore != AlertingScore.PValueScore || (0 <= alertThreshold && alertThreshold <= 1), nameof(ArgumentsBase.AlertThreshold), "Must be in [0,1].");
ThresholdScore = alertingScore;
Side = anomalySide;
Martingale = martingale;
PowerMartingaleEpsilon = powerMartingaleEpsilon;
AlertThreshold = alertThreshold;
OutputLength = GetOutputLength(ThresholdScore, Host);
}
private protected SequentialAnomalyDetectionTransformBase(IHostEnvironment env, ModelLoadContext ctx, string name)
: base(Contracts.CheckRef(env, nameof(env)).Register(name), ctx)
{
// *** Binary format ***
// <base>
// byte: _martingale
// byte: _alertingScore
// byte: _anomalySide
// Double: _powerMartingaleEpsilon
// Double: _alertThreshold
byte temp;
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(MartingaleType), temp));
Martingale = (MartingaleType)temp;
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(AlertingScore), temp));
ThresholdScore = (AlertingScore)temp;
Host.CheckDecode(Martingale != MartingaleType.None || ThresholdScore != AlertingScore.MartingaleScore);
Host.CheckDecode(WindowSize > 0 || ThresholdScore == AlertingScore.RawScore);
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(AnomalySide), temp));
Side = (AnomalySide)temp;
PowerMartingaleEpsilon = ctx.Reader.ReadDouble();
Host.CheckDecode(0 < PowerMartingaleEpsilon && PowerMartingaleEpsilon < 1);
AlertThreshold = ctx.Reader.ReadDouble();
Host.CheckDecode(AlertThreshold >= 0);
Host.CheckDecode(ThresholdScore != AlertingScore.PValueScore || (0 <= AlertThreshold && AlertThreshold <= 1));
OutputLength = GetOutputLength(ThresholdScore, Host);
}
