summaryrefslogtreecommitdiff
path: root/elki/src/main/java/de/lmu/ifi/dbs/elki/algorithm/outlier/intrinsic/IntrinsicDimensionalityOutlier.java
blob: 046799307506e883734d1a1f12d015ce2489657c (plain)
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
package de.lmu.ifi.dbs.elki.algorithm.outlier.intrinsic;

/*
 This file is part of ELKI:
 Environment for Developing KDD-Applications Supported by Index-Structures

 Copyright (C) 2015
 Ludwig-Maximilians-Universität München
 Lehr- und Forschungseinheit für Datenbanksysteme
 ELKI Development Team

 This program is free software: you can redistribute it and/or modify
 it under the terms of the GNU Affero General Public License as published by
 the Free Software Foundation, either version 3 of the License, or
 (at your option) any later version.

 This program is distributed in the hope that it will be useful,
 but WITHOUT ANY WARRANTY; without even the implied warranty of
 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 GNU Affero General Public License for more details.

 You should have received a copy of the GNU Affero General Public License
 along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */
import de.lmu.ifi.dbs.elki.algorithm.AbstractDistanceBasedAlgorithm;
import de.lmu.ifi.dbs.elki.algorithm.outlier.OutlierAlgorithm;
import de.lmu.ifi.dbs.elki.data.type.TypeInformation;
import de.lmu.ifi.dbs.elki.data.type.TypeUtil;
import de.lmu.ifi.dbs.elki.database.Database;
import de.lmu.ifi.dbs.elki.database.datastore.DataStoreFactory;
import de.lmu.ifi.dbs.elki.database.datastore.DataStoreUtil;
import de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore;
import de.lmu.ifi.dbs.elki.database.ids.DBIDIter;
import de.lmu.ifi.dbs.elki.database.ids.DBIDUtil;
import de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDListIter;
import de.lmu.ifi.dbs.elki.database.ids.KNNList;
import de.lmu.ifi.dbs.elki.database.query.distance.DistanceQuery;
import de.lmu.ifi.dbs.elki.database.query.knn.KNNQuery;
import de.lmu.ifi.dbs.elki.database.relation.DoubleRelation;
import de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation;
import de.lmu.ifi.dbs.elki.database.relation.Relation;
import de.lmu.ifi.dbs.elki.distance.distancefunction.DistanceFunction;
import de.lmu.ifi.dbs.elki.logging.Logging;
import de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress;
import de.lmu.ifi.dbs.elki.math.DoubleMinMax;
import de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality.IntrinsicDimensionalityEstimator;
import de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality.MOMEstimator;
import de.lmu.ifi.dbs.elki.result.outlier.BasicOutlierScoreMeta;
import de.lmu.ifi.dbs.elki.result.outlier.OutlierResult;
import de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta;
import de.lmu.ifi.dbs.elki.utilities.exceptions.AbortException;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.CommonConstraints;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.IntParameter;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.ObjectParameter;

/**
 * Use intrinsic dimensionality for outlier detection. This idea was first
 * explored by Michael Houle, Arthur Zimek, Jonathan von Brünken, et al., and is
 * provided for completeness and for visualization purposes. It turns out that
 * ID provides some insight into outlierness, but cannot be simply used as is.
 * Please see their upcoming publications for an improved solution.
 *
 * @author Erich Schubert
 * @since 0.3
 *
 * @param <O> Object type
 */
public class IntrinsicDimensionalityOutlier<O> extends AbstractDistanceBasedAlgorithm<O, OutlierResult> implements OutlierAlgorithm {
  /**
   * Class logger.
   */
  private static final Logging LOG = Logging.getLogger(IntrinsicDimensionalityOutlier.class);

  /**
   * Number of neighbors to use.
   */
  protected int k;

  /**
   * Estimator for intrinsic dimensionality.
   */
  protected IntrinsicDimensionalityEstimator estimator;

  /**
   * Constructor.
   *
   * @param distanceFunction Distance function
   * @param k Neighborhood size
   * @param estimator Estimator for intrinsic dimensionality
   */
  public IntrinsicDimensionalityOutlier(DistanceFunction<? super O> distanceFunction, int k, IntrinsicDimensionalityEstimator estimator) {
    super(distanceFunction);
    this.k = k;
    this.estimator = estimator;
  }

  /**
   * Run the algorithm
   *
   * @param database Database
   * @param relation Data relation
   * @return Outlier result
   */
  public OutlierResult run(Database database, Relation<O> relation) {
    final DistanceQuery<O> distanceQuery = database.getDistanceQuery(relation, getDistanceFunction());
    final KNNQuery<O> knnQuery = database.getKNNQuery(distanceQuery, k + 1);

    FiniteProgress prog = LOG.isVerbose() ? new FiniteProgress("kNN distance for objects", relation.size(), LOG) : null;

    double[] buf = new double[k + 10];
    DoubleMinMax minmax = new DoubleMinMax();
    WritableDoubleDataStore id_score = DataStoreUtil.makeDoubleStorage(relation.getDBIDs(), DataStoreFactory.HINT_STATIC);
    // compute distance to the k nearest neighbor.
    for(DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
      // distance to the kth nearest neighbor
      // (assuming the query point is always included, with distance 0)
      KNNList knns = knnQuery.getKNNForDBID(iditer, k + 1);
      // Try to handle duplicates (TODO: incremental kNN API)
      while(knns.getKNNDistance() == 0.) {
        int k2 = knns.size() + k;
        if(k2 >= relation.size()) {
          throw new AbortException("Too many duplicates!");
        }
        knns = knnQuery.getKNNForDBID(iditer, k2);
        // Did not get the requested amount of neighbors (preprocessed?)
        if(knns.size() < k2) {
          break;
        }
      }

      // Ensure our buffer is large enough
      if(buf.length < knns.size()) {
        buf = new double[knns.size()];
      }
      // Copy data into buffer (to remove 0 distances)
      int p = 0;
      for(DoubleDBIDListIter it = knns.iter(); it.valid(); it.advance()) {
        if(it.doubleValue() == 0. || DBIDUtil.equal(iditer, it)) {
          continue;
        }
        buf[p++] = it.doubleValue();
      }
      double id = 0.;
      try {
        id = (p > 1) ? estimator.estimate(buf, p) : 0.;
      }
      catch(ArithmeticException e) {
        id = 0.;
      }

      id_score.putDouble(iditer, id);
      minmax.put(id);

      LOG.incrementProcessed(prog);
    }
    LOG.ensureCompleted(prog);
    DoubleRelation scoreres = new MaterializedDoubleRelation("Intrinsic dimensionality", "id-score", id_score, relation.getDBIDs());
    OutlierScoreMeta meta = new BasicOutlierScoreMeta(minmax.getMin(), minmax.getMax(), 0.0, Double.POSITIVE_INFINITY, 0.0);
    return new OutlierResult(meta, scoreres);
  }

  @Override
  public TypeInformation[] getInputTypeRestriction() {
    return TypeUtil.array(getDistanceFunction().getInputTypeRestriction());
  }

  @Override
  protected Logging getLogger() {
    return LOG;
  }

  /**
   * Parameterization class.
   *
   * @author Erich Schubert
   *
   * @apiviz.exclude
   */
  public static class Parameterizer<O> extends AbstractDistanceBasedAlgorithm.Parameterizer<O> {
    /**
     * Parameter for the number of neighbors.
     */
    public static final OptionID K_ID = new OptionID("id.k", "Number of nearest neighbors to use for ID estimation (usually 20-100).");

    /**
     * Class to use for estimating the ID.
     */
    public static final OptionID ESTIMATOR_ID = new OptionID("id.estimator", "Class to estimate ID from distance distribution.");

    /**
     * Number of neighbors to use for ID estimation.
     */
    protected int k;

    /**
     * Estimator for intrinsic dimensionality.
     */
    protected IntrinsicDimensionalityEstimator estimator;

    @Override
    protected void makeOptions(Parameterization config) {
      super.makeOptions(config);
      IntParameter kP = new IntParameter(K_ID) //
      .addConstraint(CommonConstraints.GREATER_EQUAL_ONE_INT);
      if(config.grab(kP)) {
        k = kP.intValue();
      }

      ObjectParameter<IntrinsicDimensionalityEstimator> estP = new ObjectParameter<>(ESTIMATOR_ID, IntrinsicDimensionalityEstimator.class, MOMEstimator.class);
      if(config.grab(estP)) {
        estimator = estP.instantiateClass(config);
      }
    }

    @Override
    protected IntrinsicDimensionalityOutlier<O> makeInstance() {
      return new IntrinsicDimensionalityOutlier<>(distanceFunction, k, estimator);
    }
  }
}