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{ | ||
"cells": [ | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 1, | ||
"id": "f82ba5b3", | ||
"metadata": { | ||
"scrolled": true | ||
}, | ||
"outputs": [], | ||
"source": [ | ||
"import numpy as np\n", | ||
"import pandas as pd\n", | ||
"import os\n", | ||
"from sklearn import metrics\n", | ||
"from sklearn.metrics import roc_auc_score, average_precision_score, confusion_matrix, roc_curve, precision_recall_curve" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 2, | ||
"id": "a587f335", | ||
"metadata": { | ||
"scrolled": true | ||
}, | ||
"outputs": [], | ||
"source": [ | ||
"def adjust_predicts(label, predict=None, calc_latency=False):\n", | ||
" \n", | ||
" label = np.asarray(label)\n", | ||
" latency = 0\n", | ||
" \n", | ||
" actual = label > 0.1\n", | ||
" anomaly_state = False\n", | ||
" anomaly_count = 0\n", | ||
" for i in range(len(actual)):\n", | ||
" if actual[i] and predict[i] and not anomaly_state:\n", | ||
" anomaly_state = True\n", | ||
" anomaly_count += 1\n", | ||
" for j in range(i, 0, -1):\n", | ||
" if not actual[j]:\n", | ||
" break\n", | ||
" else:\n", | ||
" if not predict[j]:\n", | ||
" predict[j] = True\n", | ||
" latency += 1\n", | ||
" elif not actual[i]:\n", | ||
" anomaly_state = False\n", | ||
" if anomaly_state:\n", | ||
" predict[i] = True\n", | ||
" \n", | ||
" MCM = metrics.multilabel_confusion_matrix(actual, predict, labels = [1, 0])\n", | ||
"\n", | ||
" pa_tn = MCM[0][0, 0]\n", | ||
" pa_tp = MCM[0][1, 1]\n", | ||
" pa_fp = MCM[0][0, 1]\n", | ||
" pa_fn = MCM[0][1, 0]\n", | ||
" \n", | ||
" prec = pa_tp / (pa_tp + pa_fp)\n", | ||
" rec = pa_tp / (pa_tp + pa_fn)\n", | ||
" f1_score = 2 * (prec * rec) / (prec + rec)\n", | ||
" if calc_latency:\n", | ||
" return predict, latency / (anomaly_count + 1e-4), pa_tp, pa_tn, pa_fp, pa_fn, prec , rec, f1_score\n", | ||
" else:\n", | ||
" return predict, prec, rec, f1_score, pa_tp, pa_tn, pa_fp, pa_fn," | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 3, | ||
"id": "4460860e", | ||
"metadata": {}, | ||
"outputs": [], | ||
"source": [ | ||
"def add_summary_statistics(res_df):\n", | ||
" # Compute the sum of 'best_tp', 'best_tn', 'best_fp', 'best_fn'\n", | ||
" sum_best_tp = res_df['best_tp'].sum()\n", | ||
" sum_best_tn = res_df['best_tn'].sum()\n", | ||
" sum_best_fp = res_df['best_fp'].sum()\n", | ||
" sum_best_fn = res_df['best_fn'].sum()\n", | ||
"\n", | ||
" # Calculate precision, recall and f1 score\n", | ||
" precision = sum_best_tp / (sum_best_tp + sum_best_fp) if (sum_best_tp + sum_best_fp) > 0 else 0\n", | ||
" recall = sum_best_tp / (sum_best_tp + sum_best_fn) if (sum_best_tp + sum_best_fn) > 0 else 0\n", | ||
" f1_score = 2 * (precision * recall) / (precision + recall) if (precision + recall) > 0 else 0\n", | ||
"\n", | ||
" # Calculate the average and std of 'roc' and 'pr'\n", | ||
" roc_avg = res_df['roc'].mean()\n", | ||
" roc_std = res_df['roc'].std()\n", | ||
" pr_avg = res_df['pr'].mean()\n", | ||
" pr_std = res_df['pr'].std()\n", | ||
"\n", | ||
" # Append the results to the dataframe\n", | ||
" summary_row = pd.Series({\n", | ||
" 'best_tp': sum_best_tp,\n", | ||
" 'best_tn': sum_best_tn,\n", | ||
" 'best_fp': sum_best_fp,\n", | ||
" 'best_fn': sum_best_fn,\n", | ||
" 'best_pre': precision,\n", | ||
" 'best_rec': recall,\n", | ||
" 'b_f_1': f1_score,\n", | ||
" 'roc': roc_avg,\n", | ||
" 'pr': pr_avg\n", | ||
" })\n", | ||
"\n", | ||
" std_row = pd.Series({\n", | ||
" 'roc': roc_std,\n", | ||
" 'pr': pr_std\n", | ||
" })\n", | ||
"\n", | ||
" # Append the rows to the dataframe\n", | ||
" res_df = res_df._append(summary_row, ignore_index=True)\n", | ||
" res_df = res_df._append(std_row, ignore_index=True)\n", | ||
" \n", | ||
" return res_df" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 4, | ||
"id": "af5cb8af", | ||
"metadata": {}, | ||
"outputs": [], | ||
"source": [ | ||
"def add_summary_statistics_pa(res_df):\n", | ||
" # Compute the sum of 'best_tp', 'best_tn', 'best_fp', 'best_fn'\n", | ||
" sum_pa_tp = res_df['pa_tp'].sum()\n", | ||
" sum_pa_tn = res_df['pa_tn'].sum()\n", | ||
" sum_pa_fp = res_df['pa_fp'].sum()\n", | ||
" sum_pa_fn = res_df['pa_fn'].sum()\n", | ||
"\n", | ||
" # Calculate precision, recall and f1 score\n", | ||
" precision = sum_pa_tp / (sum_pa_tp + sum_pa_fp) if (sum_pa_tp + sum_pa_fp) > 0 else 0\n", | ||
" recall = sum_pa_tp / (sum_pa_tp + sum_pa_fn) if (sum_pa_tp + sum_pa_fn) > 0 else 0\n", | ||
" f1_score = 2 * (precision * recall) / (precision + recall) if (precision + recall) > 0 else 0\n", | ||
"\n", | ||
"\n", | ||
" # Append the results to the dataframe\n", | ||
" summary_row = pd.Series({\n", | ||
" 'pa_tp': sum_pa_tp,\n", | ||
" 'pa_tn': sum_pa_tn,\n", | ||
" 'pa_fp': sum_pa_fp,\n", | ||
" 'pa_fn': sum_pa_fn,\n", | ||
" 'pa_pre': precision,\n", | ||
" 'pa_rec': recall,\n", | ||
" 'pa_f1': f1_score,\n", | ||
" })\n", | ||
"\n", | ||
"\n", | ||
" # Append the row to the dataframe\n", | ||
" res_df = res_df._append(summary_row, ignore_index=True)\n", | ||
" \n", | ||
" return res_df" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 1, | ||
"id": "9bc18dd8", | ||
"metadata": { | ||
"scrolled": true | ||
}, | ||
"outputs": [], | ||
"source": [ | ||
"res_df = pd.DataFrame(columns=['name', 'tp', 'tn', 'fp', 'fn', 'roc', 'pr', \n", | ||
" 'best_tp', 'best_tn', 'best_fp', 'best_fn', 'best_pre', 'best_rec', 'b_f_1']) \n", | ||
"\n", | ||
"pa_df = pd.DataFrame(columns=['name', 'pa_tp', 'pa_tn', 'pa_fp', 'pa_fn', 'pa_pre', 'pa_rec', 'pa_f1', 'latency'])\n", | ||
"\n", | ||
"\n", | ||
"with open('datasets/MSL_SMAP/labeled_anomalies.csv', 'r') as file:\n", | ||
" csv_reader = pd.read_csv(file, delimiter=',')\n", | ||
"\n", | ||
"data_info = csv_reader[csv_reader['spacecraft'] == 'MSL']\n", | ||
"\n", | ||
"\n", | ||
"# data_info = os.listdir('../datasets/KPI/train/')\n", | ||
"\n", | ||
"# data_info = os.listdir(os.path.join('datasets', 'A1Benchmark')) \n", | ||
"\n", | ||
"# data_info = os.listdir('../datasets/SMD/train/')\n", | ||
"# files = [file for file in data_info if file.startswith('machine-')]\n", | ||
"\n", | ||
"\n", | ||
"for filename in data_info['chan_id']:\n", | ||
" if filename!='.json':\n", | ||
" print(filename)\n", | ||
" df_train = pd.read_csv(\"results/MSL/\" + filename + \"/classification/classification_trainprobs.csv\")\n", | ||
" df_test = pd.read_csv(\"results/MSL/\" + filename + \"/classification/classification_testprobs.csv\")\n", | ||
" cl_num = df_train.shape[1] - 1\n", | ||
"\n", | ||
" df_train['Class'] = np.where((df_train['Class'] == 0), 0, 1)\n", | ||
" df_train['pred']=df_train[df_train.columns[0:cl_num]].idxmax(axis=1)\n", | ||
"\n", | ||
" score_col = df_train['pred'].value_counts().idxmax()\n", | ||
" \n", | ||
" df_test['Class'] = np.where((df_test['Class'] == 0), 0, 1)\n", | ||
" df_test['pred'] = df_test[df_test.columns[0:cl_num]].idxmax(axis=1)\n", | ||
" \n", | ||
" roc_auc, pr_auc, best_tn, best_tp, best_fp, best_fn, best_pre, best_rec, best_f1 = 0, 0, 0, 0, 0, 0, 0, 0, 0\n", | ||
" try:\n", | ||
"\n", | ||
" df_test['pred'] = np.where((df_test['pred'] == score_col), 0, 1)\n", | ||
"\n", | ||
" MCM = metrics.multilabel_confusion_matrix(df_test['Class'], df_test['pred'], labels = [1, 0])\n", | ||
"\n", | ||
" tn = MCM[0][0, 0]\n", | ||
" tp = MCM[0][1, 1]\n", | ||
" fp = MCM[0][0, 1]\n", | ||
" fn = MCM[0][1, 0]\n", | ||
"\n", | ||
" pre=tp/(tp+fp)\n", | ||
" recall = tp/(tp+fn)\n", | ||
" f_1 = 2*pre*recall/(pre+recall)\n", | ||
" print('f-1 : ', f_1)\n", | ||
"\n", | ||
" scores = 1-df_test[score_col]\n", | ||
" # Calculate AU-ROC\n", | ||
" roc_auc = roc_auc_score(df_test['Class'], scores)\n", | ||
" print('AU-ROC : ', roc_auc)\n", | ||
"\n", | ||
" # Calculate AU-PR\n", | ||
" pr_auc = average_precision_score(df_test['Class'], scores)\n", | ||
" print('AU-PR : ', pr_auc)\n", | ||
"\n", | ||
" fpr, tpr, thresholds = roc_curve(df_test['Class'], scores, pos_label=1)\n", | ||
" precision, recall, thresholds = precision_recall_curve(df_test['Class'], scores, pos_label=1)\n", | ||
"\n", | ||
"\n", | ||
" res = pd.DataFrame()\n", | ||
" res['pre'] = precision\n", | ||
" res['rec'] = recall\n", | ||
" res['f1'] = 2*res['pre']*res['rec'] / (res['pre']+res['rec'])\n", | ||
" best_idx = res['f1'].argmax()\n", | ||
" best_f1 = res['f1'][best_idx]\n", | ||
" best_pre = res['pre'][best_idx]\n", | ||
" best_rec = res['rec'][best_idx]\n", | ||
" best_thr = thresholds[best_idx]\n", | ||
" print('Best f1 : ', best_f1, 'best_thr', best_thr)\n", | ||
" anomalies = [True if s >= best_thr else False for s in scores]\n", | ||
"\n", | ||
" best_tn, best_fp, best_fn, best_tp = confusion_matrix(df_test['Class'], anomalies).ravel()\n", | ||
" except ValueError:\n", | ||
" pass\n", | ||
"\n", | ||
" new_row = pd.Series([filename, tp, tn, fp, fn, roc_auc, pr_auc, best_tp, best_tn, best_fp, best_fn, best_pre, best_rec, best_f1],\n", | ||
" index=['name', 'tp', 'tn', 'fp', 'fn', 'roc', 'pr', 'best_tp', 'best_tn', 'best_fp', 'best_fn', 'best_pre', 'best_rec', 'b_f_1'])\n", | ||
" res_df = res_df._append(new_row, ignore_index=True)\n", | ||
" \n", | ||
" \n", | ||
" pa_f1 = -1\n", | ||
" for thr in thresholds:\n", | ||
" preds_pa = [True if s >= thr else False for s in scores]\n", | ||
" pa_prediction, t_latency, t_tp, t_tn, t_fp, t_fn, t_pre, t_rec, t_f1 = adjust_predicts(df_test['Class'], preds_pa, True)\n", | ||
" if t_f1 > pa_f1:\n", | ||
" latency, pa_tp, pa_tn, pa_fp, pa_fn, pa_pre, pa_rec, pa_f1 = t_latency, t_tp, t_tn, t_fp, t_fn, t_pre, t_rec, t_f1\n", | ||
" \n", | ||
" new_row1 = pd.Series([filename, pa_tp, pa_tn, pa_fp, pa_fn, pa_pre, pa_rec, pa_f1, latency],\n", | ||
" index=['name', 'pa_tp', 'pa_tn', 'pa_fp', 'pa_fn', 'pa_pre', 'pa_rec', 'pa_f1', 'latency']) \n", | ||
" pa_df = pa_df._append(new_row1, ignore_index=True)\n", | ||
" \n", | ||
" \n", | ||
"res_df = add_summary_statistics(res_df)\n", | ||
"res_df.to_csv('msl_results.csv')\n", | ||
"\n", | ||
"pa_df = add_summary_statistics_pa(pa_df)\n", | ||
"pa_df.to_csv('msl_results_pa.csv')" | ||
] | ||
} | ||
], | ||
"metadata": { | ||
"kernelspec": { | ||
"display_name": "tsenv", | ||
"language": "python", | ||
"name": "tsenv" | ||
}, | ||
"language_info": { | ||
"codemirror_mode": { | ||
"name": "ipython", | ||
"version": 3 | ||
}, | ||
"file_extension": ".py", | ||
"mimetype": "text/x-python", | ||
"name": "python", | ||
"nbconvert_exporter": "python", | ||
"pygments_lexer": "ipython3", | ||
"version": "3.9.10" | ||
} | ||
}, | ||
"nbformat": 4, | ||
"nbformat_minor": 5 | ||
} |