tadmetric 0.1.1

A lightweight evaluation toolkit for time-series anomaly detection

tadmetric

Lightweight evaluation metrics for time-series anomaly detection.

tadmetric helps you evaluate anomaly scores or binary predictions with a small, simple API. It includes point-wise metrics, point-adjusted metrics, point-adjusted %K, composite metrics, event-wise metrics, delay-aware metrics, and threshold search.

Installation

pip install tadmetric

Why tadmetric?

• Minimal input: use y_true with either y_pred or y_score
• Practical TSAD metrics in one place
• Fast threshold search for best F1
• Easy high-level API for benchmarking multiple metrics at once
• Extensible metric registry for adding new custom metrics

Quick start

Evaluate from anomaly scores

from tadmetric import evaluate_scores

y_true = [0, 0, 1, 1, 1, 0, 0]
y_score = [0.1, 0.2, 0.4, 0.9, 0.7, 0.1, 0.0]

result = evaluate_scores(
    y_true,
    y_score,
    threshold=0.5,
    metric_kwargs={"point_adjusted_k": {"k": 50}},
)

print(result["point"].asdict())
print(result["point_adjusted"].asdict())
print(result["point_adjusted_k"].asdict())
print(result["composite"].asdict())

Find the best threshold

from tadmetric import search_best_f1_threshold

y_true = [0, 0, 1, 1, 1, 0, 0]
y_score = [0.1, 0.2, 0.4, 0.9, 0.7, 0.1, 0.0]

best = search_best_f1_threshold(y_true, y_score, metric="composite")

print(best.threshold)
print(best.f1)
print(best.evaluation["composite"].asdict())

Included metrics

Core precision / recall / F1

• Point-wise: point_precision, point_recall, point_f1
• Point-adjusted: point_adjusted_precision, point_adjusted_recall, point_adjusted_f1
• Point-adjusted %K: point_adjusted_k_precision, point_adjusted_k_recall, point_adjusted_k_f1
• Composite: composite_precision, composite_recall, composite_f1
• Event-wise: event_precision, event_recall, event_f1

Delay-aware metrics

• time_to_detect
• mean_time_to_detect
• median_time_to_detect
• missed_detection_rate

Thresholding and utilities

• threshold_by_quantile
• threshold_by_topk
• threshold_by_best_f1
• search_best_f1_threshold
• apply_hysteresis
• binary_to_intervals
• intervals_to_binary
• merge_intervals
• scores_to_binary

Curve-based metrics

• precision_recall_curve
• roc_curve
• auc_pr
• auc_roc

High-level API

For most workflows, these are the main entry points:

• evaluate
• evaluate_scores
• available_metrics
• register_metric

Metric semantics

• Point-wise metrics treat each timestamp independently.
• Event-wise metrics treat each contiguous anomaly region as one event.
• Point-adjusted metrics credit an event if it is detected at least once.
• Point-adjusted %K metrics credit an event when at least K% of the event is detected.
• Composite metrics use time-wise precision and event-based recall.
• Interval semantics are half-open: [start, end).
• Event matching defaults to overlap > 0.
• Zero division returns 0.0 by default.

Development

pip install -e .[dev]
pytest

Build

python -m build --no-isolation
python -m twine check dist/*