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DeepOD is an open-source python library for Deep Learning-based Outlier Detection and Anomaly Detection. DeepOD supports tabular anomaly detection and time-series anomaly detection.

DeepOD includes 25 deep outlier detection / anomaly detection algorithms (in unsupervised/weakly-supervised paradigm). More baseline algorithms will be included later.

DeepOD is featured for:

  • Unified APIs across various algorithms.

  • SOTA models includes reconstruction-, representation-learning-, and self-superivsed-based latest deep learning methods.

  • Comprehensive Testbed that can be used to directly test different models on benchmark datasets (highly recommend for academic research).

  • Versatile in different data types including tabular and time-series data (DeepOD will support other data types like images, graph, log, trace, etc. in the future, welcome PR :telescope:).

  • Diverse Network Structures can be plugged into detection models, we now support LSTM, GRU, TCN, Conv, and Transformer for time-series data. (welcome PR as well :sparkles:)

If you are interested in our project, we are pleased to have your stars and forks :thumbsup: :beers: .

Installation

The DeepOD framework can be installed via:

pip install deepod

install a developing version (strongly recommend)

git clone https://github.com/xuhongzuo/DeepOD.git
cd DeepOD
pip install .

Usages

Directly use detection models in DeepOD:

DeepOD can be used in a few lines of code. This API style is the same with Sklean and PyOD.

for tabular anomaly detection:

# unsupervised methods
from deepod.models.tabular import DeepSVDD
clf = DeepSVDD()
clf.fit(X_train, y=None)
scores = clf.decision_function(X_test)

# weakly-supervised methods
from deepod.models.tabular import DevNet
clf = DevNet()
clf.fit(X_train, y=semi_y) # semi_y uses 1 for known anomalies, and 0 for unlabeled data
scores = clf.decision_function(X_test)

# evaluation of tabular anomaly detection
from deepod.metrics import tabular_metrics
auc, ap, f1 = tabular_metrics(y_test, scores)

for time series anomaly detection:

# time series anomaly detection methods
from deepod.models.time_series import TimesNet
clf = TimesNet()
clf.fit(X_train)
scores = clf.decision_function(X_test)

# evaluation of time series anomaly detection
from deepod.metrics import ts_metrics
from deepod.metrics import point_adjustment # execute point adjustment for time series ad
eval_metrics = ts_metrics(labels, scores)
adj_eval_metrics = ts_metrics(labels, point_adjustment(labels, scores))

Testbed usage:

Testbed contains the whole process of testing an anomaly detection model, including data loading, preprocessing, anomaly detection, and evaluation.

Please refer to testbed/

  • testbed/testbed_unsupervised_ad.py is for testing unsupervised tabular anomaly detection models.

  • testbed/testbed_unsupervised_tsad.py is for testing unsupervised time-series anomaly detection models.

Key arguments:

  • --input_dir: name of the folder that contains datasets (.csv, .npy)

  • --dataset: “FULL” represents testing all the files within the folder, or a list of dataset names using commas to split them (e.g., “10_cover*,20_letter*”)

  • --model: anomaly detection model name

  • --runs: how many times running the detection model, finally report an average performance with standard deviation values

Example:

  1. Download ADBench datasets.

  2. modify the dataset_root variable as the directory of the dataset.

  3. input_dir is the sub-folder name of the dataset_root, e.g., Classical or NLP_by_BERT.

  4. use the following command in the bash

cd DeepOD
pip install .
cd testbed
python testbed_unsupervised_ad.py --model DIF --runs 5 --input_dir ADBench

Implemented Models

Tabular Anomaly Detection models:

Model

Venue

Year

Type

Title

Deep SVDD

ICML

2018

unsupervised

Deep One-Class Classification [1]

REPEN

KDD

2018

unsupervised

Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detection [2]

RDP

IJCAI

2020

unsupervised

Unsupervised Representation Learning by Predicting Random Distances [3]

RCA

IJCAI

2021

unsupervised

RCA: A Deep Collaborative Autoencoder Approach for Anomaly Detection [4]

GOAD

ICLR

2020

unsupervised

Classification-Based Anomaly Detection for General Data [5]

NeuTraL

ICML

2021

unsupervised

Neural Transformation Learning for Deep Anomaly Detection Beyond Images [6]

ICL

ICLR

2022

unsupervised

Anomaly Detection for Tabular Data with Internal Contrastive Learning

DIF

TKDE

2023

unsupervised

Deep Isolation Forest for Anomaly Detection

SLAD

ICML

2023

unsupervised

Fascinating Supervisory Signals and Where to Find Them: Deep Anomaly Detection with Scale Learning

DevNet

KDD

2019

weakly-supervised

Deep Anomaly Detection with Deviation Networks

PReNet

KDD

2023

weakly-supervised

Deep Weakly-supervised Anomaly Detection

Deep SAD

ICLR

2020

weakly-supervised

Deep Semi-Supervised Anomaly Detection

FeaWAD

TNNLS

2021

weakly-supervised

Feature Encoding with AutoEncoders for Weakly-supervised Anomaly Detection

RoSAS

IP&M

2023

weakly-supervised

RoSAS: Deep semi-supervised anomaly detection with contamination-resilient continuous supervision

Time-series Anomaly Detection models:

Model

Venue

Year

Type

Title

TimesNet

ICLR

2023

unsupervised

TIMESNET: Temporal 2D-Variation Modeling for General Time Series Analysis

AnomalyTransformer

ICLR

2022

unsupervised

Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy

TranAD

VLDB

2022

unsupervised

TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data

COUTA

arXiv

2022

unsupervised

Calibrated One-class Classification for Unsupervised Time Series Anomaly Detection

USAD

KDD

2020

unsupervised

USAD: UnSupervised Anomaly Detection on Multivariate Time Series

DIF

TKDE

2023

unsupervised

Deep Isolation Forest for Anomaly Detection

TcnED

TNNLS

2021

unsupervised

An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series

Deep SVDD (TS)

ICML

2018

unsupervised

Deep One-Class Classification

DevNet (TS)

KDD

2019

weakly-supervised

Deep Anomaly Detection with Deviation Networks

PReNet (TS)

KDD

2023

weakly-supervised

Deep Weakly-supervised Anomaly Detection

Deep SAD (TS)

ICLR

2020

weakly-supervised

Deep Semi-Supervised Anomaly Detection

NOTE:

  • For Deep SVDD, DevNet, PReNet, and DeepSAD, we employ network structures that can handle time-series data. These models’ classes have a parameter named network in these models, by changing it, you can use different networks.

  • We currently support ‘TCN’, ‘GRU’, ‘LSTM’, ‘Transformer’, ‘ConvSeq’, and ‘DilatedConv’.

Citation

If you use this library in your work, please cite this paper:

Hongzuo Xu, Guansong Pang, Yijie Wang and Yongjun Wang, “Deep Isolation Forest for Anomaly Detection,” in IEEE Transactions on Knowledge and Data Engineering, doi: 10.1109/TKDE.2023.3270293.

You can also use the BibTex entry below for citation.

@ARTICLE{xu2023deep,
   author={Xu, Hongzuo and Pang, Guansong and Wang, Yijie and Wang, Yongjun},
   journal={IEEE Transactions on Knowledge and Data Engineering},
   title={Deep Isolation Forest for Anomaly Detection},
   year={2023},
   volume={},
   number={},
   pages={1-14},
   doi={10.1109/TKDE.2023.3270293}
}

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