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729628a 6342806 729628a 6342806 729628a 6342806 729628a | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 | """ML anomaly detection engine: multiple detector families + score ensemble.
Families (spec §13):
- density: KNN distance, Local Outlier Factor
- isolation: Isolation Forest, One-Class SVM, DBSCAN noise/centroid distance
- deep: Autoencoder reconstruction error (lightweight numpy MLP)
- generative: VAE (numpy, PCA-latent Gaussian likelihood), GAN (numpy
Mahalanobis "discriminator" surrogate)
- metric: few-shot prototype embeddings (support/query distance)
The deep/generative detectors are intentionally lightweight numpy
implementations (no torch in this environment): clearly marked, deterministic,
and still produce meaningful scores on the synthetic features.
All detectors implement Detector.fit(X) / .score(X) where HIGHER = more
anomalous. Ensemble normalizes scores before combining and records
detector_scores, normalized_scores, ensemble_strategy, ensemble_score and the
decision_threshold on every decision (spec §14).
"""
from __future__ import annotations
from typing import Dict, List, Optional, Tuple
import numpy as np
from sklearn.cluster import DBSCAN
from sklearn.ensemble import IsolationForest
from sklearn.linear_model import LogisticRegression
from sklearn.neighbors import LocalOutlierFactor, NearestNeighbors
from sklearn.preprocessing import StandardScaler
from sklearn.svm import OneClassSVM
class Detector:
name = "detector"
family = "generic"
def fit(self, X: np.ndarray) -> "Detector":
raise NotImplementedError
def score(self, X: np.ndarray) -> np.ndarray:
"""Higher = more anomalous."""
raise NotImplementedError
class KNNDetector(Detector):
name = "knn"
family = "density"
def __init__(self, k: int = 10):
self.k = k
self.nn: Optional[NearestNeighbors] = None
def fit(self, X: np.ndarray) -> "KNNDetector":
self.nn = NearestNeighbors(n_neighbors=min(self.k + 1, len(X)))
self.nn.fit(X)
return self
def score(self, X: np.ndarray) -> np.ndarray:
dists, _ = self.nn.kneighbors(X)
return dists[:, 1:].mean(axis=1) # skip self-distance
class LOFDetector(Detector):
name = "lof"
family = "density"
def __init__(self, n_neighbors: int = 20):
self.n_neighbors = n_neighbors
self._scores: Optional[np.ndarray] = None
self._X: Optional[np.ndarray] = None
def fit(self, X: np.ndarray) -> "LOFDetector":
lof = LocalOutlierFactor(n_neighbors=min(self.n_neighbors, max(2, len(X) - 1)))
lof.fit(X)
self._scores = -lof.negative_outlier_factor_
self._X = X
return self
def score(self, X: np.ndarray) -> np.ndarray:
if self._X is not None and X.shape == self._X.shape and np.allclose(X, self._X):
return self._scores
# Novel points (e.g. a re-scored corrected label): approximate LOF by
# the ratio of the query's kNN distance to the training population's.
nn = NearestNeighbors(n_neighbors=min(self.n_neighbors, len(self._X)))
nn.fit(self._X)
d_query, _ = nn.kneighbors(X)
d_train, _ = nn.kneighbors(self._X)
ref = max(float(d_train[:, 1:].mean()), 1e-9)
return d_query.mean(axis=1) / ref
class IsolationForestDetector(Detector):
name = "isolation_forest"
family = "isolation"
def __init__(self, n_estimators: int = 100, seed: int = 7):
self.model = IsolationForest(n_estimators=n_estimators, random_state=seed)
def fit(self, X: np.ndarray) -> "IsolationForestDetector":
self.model.fit(X)
return self
def score(self, X: np.ndarray) -> np.ndarray:
return -self.model.score_samples(X)
class OCSVMDetector(Detector):
name = "ocsvm"
family = "isolation"
def __init__(self, nu: float = 0.05):
self.model = OneClassSVM(nu=nu, kernel="rbf", gamma="scale")
def fit(self, X: np.ndarray) -> "OCSVMDetector":
self.model.fit(X)
return self
def score(self, X: np.ndarray) -> np.ndarray:
return -self.model.decision_function(X)
class DBSCANDetector(Detector):
name = "dbscan"
family = "isolation"
def __init__(self, eps: float = 1.2, min_samples: int = 5):
self.eps = eps
self.min_samples = min_samples
self.centroids: Optional[np.ndarray] = None
def fit(self, X: np.ndarray) -> "DBSCANDetector":
labels = DBSCAN(eps=self.eps, min_samples=self.min_samples).fit_predict(X)
cents = [X[labels == c].mean(axis=0) for c in sorted(set(labels)) if c != -1]
self.centroids = np.array(cents) if cents else X.mean(axis=0, keepdims=True)
return self
def score(self, X: np.ndarray) -> np.ndarray:
d = np.linalg.norm(X[:, None, :] - self.centroids[None, :, :], axis=2)
return d.min(axis=1)
class AutoencoderDetector(Detector):
"""Lightweight numpy MLP autoencoder (in-repo substitute for a torch AE).
Single hidden bottleneck, tanh activation, plain SGD; deterministic seed.
Score = per-sample reconstruction MSE.
"""
name = "autoencoder"
family = "deep"
def __init__(self, latent_dim: int = 4, epochs: int = 60, lr: float = 0.05, seed: int = 7):
self.latent_dim = latent_dim
self.epochs = epochs
self.lr = lr
self.seed = seed
self.W1 = self.b1 = self.W2 = self.b2 = None
def fit(self, X: np.ndarray) -> "AutoencoderDetector":
rng = np.random.default_rng(self.seed)
n, d = X.shape
k = min(self.latent_dim, d)
self.W1 = rng.normal(0, 0.1, (d, k))
self.b1 = np.zeros(k)
self.W2 = rng.normal(0, 0.1, (k, d))
self.b2 = np.zeros(d)
for _ in range(self.epochs):
idx = rng.permutation(n)[: min(n, 512)]
xb = X[idx]
z = np.tanh(xb @ self.W1 + self.b1)
xh = z @ self.W2 + self.b2
err = xh - xb # (B, d)
gW2 = z.T @ err / len(xb)
gb2 = err.mean(axis=0)
dz = (err @ self.W2.T) * (1 - z ** 2)
gW1 = xb.T @ dz / len(xb)
gb1 = dz.mean(axis=0)
self.W2 -= self.lr * gW2
self.b2 -= self.lr * gb2
self.W1 -= self.lr * gW1
self.b1 -= self.lr * gb1
return self
def score(self, X: np.ndarray) -> np.ndarray:
z = np.tanh(X @ self.W1 + self.b1)
xh = z @ self.W2 + self.b2
return ((xh - X) ** 2).mean(axis=1)
class VAEDetector(Detector):
"""Lightweight generative surrogate: Gaussian likelihood in a PCA latent
space (stands in for a torch VAE ELBO). Score = negative log-likelihood.
"""
name = "vae"
family = "generative"
def __init__(self, latent_dim: int = 5):
self.latent_dim = latent_dim
self.mean = self.components = self.latent_var = self.noise_var = None
def fit(self, X: np.ndarray) -> "VAEDetector":
self.mean = X.mean(axis=0)
Xc = X - self.mean
_, s, vt = np.linalg.svd(Xc, full_matrices=False)
k = min(self.latent_dim, vt.shape[0])
self.components = vt[:k]
z = Xc @ self.components.T
self.latent_var = z.var(axis=0) + 1e-6
recon = z @ self.components
self.noise_var = max(float(((Xc - recon) ** 2).mean()), 1e-6)
return self
def score(self, X: np.ndarray) -> np.ndarray:
Xc = X - self.mean
z = Xc @ self.components.T
recon = z @ self.components
nll_latent = 0.5 * ((z ** 2) / self.latent_var).sum(axis=1)
nll_recon = 0.5 * ((Xc - recon) ** 2).sum(axis=1) / self.noise_var
return nll_latent + nll_recon
class GANDetector(Detector):
"""Lightweight generative-adversarial surrogate: discriminator score
approximated by Mahalanobis distance under a shrunk covariance of the
"real" data distribution (stands in for a torch GAN discriminator).
"""
name = "gan"
family = "generative"
def __init__(self, shrinkage: float = 0.1):
self.shrinkage = shrinkage
self.mean = self.prec = None
def fit(self, X: np.ndarray) -> "GANDetector":
self.mean = X.mean(axis=0)
cov = np.cov(X, rowvar=False)
cov = (1 - self.shrinkage) * cov + self.shrinkage * np.eye(X.shape[1]) * np.trace(cov) / X.shape[1]
self.prec = np.linalg.pinv(cov)
return self
def score(self, X: np.ndarray) -> np.ndarray:
d = X - self.mean
return np.sqrt(np.maximum((d @ self.prec * d).sum(axis=1), 0))
class FewShotDetector(Detector):
"""Metric-learning detector: class prototypes from a small support set of
presumed-normal samples; query score = distance to nearest prototype.
"""
name = "few_shot"
family = "metric"
def __init__(self, support_per_class: int = 20, n_prototypes: int = 8, seed: int = 7):
self.support_per_class = support_per_class
self.n_prototypes = n_prototypes
self.seed = seed
self.prototypes: Optional[np.ndarray] = None
def fit(self, X: np.ndarray) -> "FewShotDetector":
rng = np.random.default_rng(self.seed)
# Support set: samples nearest to the data median (most "typical").
med = np.median(X, axis=0)
d = np.linalg.norm(X - med, axis=1)
order = np.argsort(d)
support = X[order[: max(self.n_prototypes * self.support_per_class, 10)]]
# Simple k-means style prototypes over the support set.
k = min(self.n_prototypes, len(support))
protos = support[rng.choice(len(support), k, replace=False)]
for _ in range(10):
assign = np.argmin(np.linalg.norm(support[:, None] - protos[None], axis=2), axis=1)
for j in range(k):
pts = support[assign == j]
if len(pts):
protos[j] = pts.mean(axis=0)
self.prototypes = protos
return self
def score(self, X: np.ndarray) -> np.ndarray:
d = np.linalg.norm(X[:, None, :] - self.prototypes[None, :, :], axis=2)
return d.min(axis=1)
# ------------------------------------------------------------------ ensemble
def normalize_scores(scores: np.ndarray) -> np.ndarray:
"""Rank-based normalization to [0, 1]; robust to scale differences."""
order = scores.argsort().argsort().astype(np.float64)
denom = max(len(scores) - 1, 1)
return order / denom
DEFAULT_WEIGHTS = {
"knn": 1.0,
"lof": 1.0,
"isolation_forest": 1.2,
"ocsvm": 0.8,
"dbscan": 0.8,
"autoencoder": 1.0,
"vae": 0.9,
"gan": 0.7,
"few_shot": 0.9,
}
class AnomalyEnsemble:
"""Runs enabled detectors on standardized features and combines them."""
def __init__(self, config: Optional[Dict] = None, seed: int = 7):
self.config = config or {}
self.seed = seed
self.detectors = self._build()
self.scaler = StandardScaler()
# detector name -> error string for detectors that failed in the last
# run() and were excluded from the ensemble (never silently zeroed).
self.last_failures: Dict[str, str] = {}
def _cfg(self, *path, default=None):
node = self.config
for p in path:
if not isinstance(node, dict) or p not in node:
return default
node = node[p]
return node
def _build(self) -> List[Detector]:
dets: List[Detector] = []
if self._cfg("detectors", "knn", "enabled", default=True):
dets.append(KNNDetector(k=int(self._cfg("detectors", "knn", "k", default=10))))
if self._cfg("detectors", "lof", "enabled", default=True):
dets.append(LOFDetector(n_neighbors=int(self._cfg("detectors", "lof", "n_neighbors", default=20))))
if self._cfg("detectors", "isolation_forest", "enabled", default=True):
dets.append(IsolationForestDetector(
n_estimators=int(self._cfg("detectors", "isolation_forest", "n_estimators", default=100)),
seed=self.seed))
if self._cfg("detectors", "ocsvm", "enabled", default=True):
dets.append(OCSVMDetector(nu=float(self._cfg("detectors", "ocsvm", "nu", default=0.05))))
if self._cfg("detectors", "dbscan", "enabled", default=True):
dets.append(DBSCANDetector(
eps=float(self._cfg("detectors", "dbscan", "eps", default=1.2)),
min_samples=int(self._cfg("detectors", "dbscan", "min_samples", default=5))))
if self._cfg("deep", "autoencoder", "enabled", default=True):
dets.append(AutoencoderDetector(
latent_dim=int(self._cfg("deep", "autoencoder", "latent_dim", default=4)),
epochs=int(self._cfg("deep", "autoencoder", "epochs", default=60)),
seed=self.seed))
if self._cfg("deep", "vae", "enabled", default=True):
dets.append(VAEDetector(latent_dim=int(self._cfg("deep", "vae", "latent_dim", default=5))))
if self._cfg("deep", "gan", "enabled", default=False):
dets.append(GANDetector())
if self._cfg("advanced", "few_shot", "enabled", default=True):
dets.append(FewShotDetector(
support_per_class=int(self._cfg("advanced", "few_shot", "support_per_class", default=20)),
seed=self.seed))
return dets
@property
def strategy(self) -> str:
return str(self._cfg("advanced", "ensemble_strategy", default="weighted_average"))
@property
def threshold(self) -> float:
return float(self._cfg("advanced", "decision_threshold", default=0.9))
def run(
self,
X: np.ndarray,
supervision: Optional[np.ndarray] = None,
) -> Tuple[np.ndarray, Dict[str, np.ndarray], Dict[str, np.ndarray]]:
"""Returns (ensemble_scores, raw_scores_by_detector, normalized_by_detector).
supervision (optional 0/1 labels) is used ONLY by the meta_classifier
strategy, trained on a held-out half to avoid trivially memorizing.
"""
Xs = self.scaler.fit_transform(X)
raw: Dict[str, np.ndarray] = {}
norm: Dict[str, np.ndarray] = {}
self.last_failures: Dict[str, str] = {}
for det in self.detectors:
try:
det.fit(Xs)
s = det.score(Xs)
except Exception as exc:
# A failed detector is recorded and EXCLUDED from the ensemble.
# Substituting zeros (the previous behavior) silently diluted
# every other detector's signal and masked anomalies.
self.last_failures[det.name] = f"{type(exc).__name__}: {exc}"
continue
raw[det.name] = s
norm[det.name] = normalize_scores(s)
if not norm:
return np.zeros(len(X)), raw, norm
M = np.stack([norm[k] for k in norm], axis=1)
strategy = self.strategy
if strategy == "majority_vote":
votes = (M >= self.threshold).astype(float)
ensemble = votes.mean(axis=1)
elif strategy == "meta_classifier" and supervision is not None and supervision.sum() >= 4:
rng = np.random.default_rng(self.seed)
idx = rng.permutation(len(M))
half = len(M) // 2
tr, te = idx[:half], idx[half:]
clf = LogisticRegression(max_iter=500)
ensemble = np.zeros(len(M))
try:
clf.fit(M[tr], supervision[tr])
ensemble[te] = clf.predict_proba(M[te])[:, 1]
clf2 = LogisticRegression(max_iter=500).fit(M[te], supervision[te])
ensemble[tr] = clf2.predict_proba(M[tr])[:, 1]
except Exception:
ensemble = M.mean(axis=1)
else:
weights = np.array([DEFAULT_WEIGHTS.get(k, 1.0) for k in norm])
ensemble = (M * weights).sum(axis=1) / weights.sum()
return ensemble, raw, norm
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