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Models for anomaly detection; see e.g. https://arxiv.org/abs/2009.02205

Project description

anomaly_detection_models

Repository with some useful anomaly detection model definitions.

install

for latest stable version

pip install anomaly_detection_models [--user]

for most recent version, use

git clone git@github.com:luclepot/anomaly_detection_models.git
pip install . [--user] 

with the --user argument specifying local installation.

usage

import models directly or subclass anomaly_detection_base to make a new model (instructions in-source)

example

see demos/test.ipynb for an example. general usage is like sklearn, as

from anomaly_detection_models import SACWoLa

sacwola = SACWoLa(epochs=10, lambda_=1.2)
sacwola.fit(x, y_sim, y_sb)

pred = sacwola.predict(x_test)

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