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add anomaly score predictor
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chickenbestlover committed Apr 10, 2018
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2 changes: 1 addition & 1 deletion 2_anomaly_detection_ecg.py
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score_predictor = SVR(C=1.0,epsilon=0.2)
score_predictor.fit(torch.cat(hiddens,dim=0).numpy(),train_scores)

scores, sorted_predictions,sorted_errors, _, predicted_scores = anomalyScore(args, model, test_dataset, mean, cov, endPoint,score_predictor=score_predictor)
scores, sorted_predictions,sorted_errors, _, predicted_scores = anomalyScore(args, model, test_dataset, mean, cov, endPoint,score_predictor=score_predictor,channel_idx=1)

sorted_predictions = torch.cat(sorted_predictions, dim=0)
sorted_errors = torch.cat(sorted_errors,dim=0)
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12 changes: 12 additions & 0 deletions README.md
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## Implemented Algorithms
* RNN based Multi-step predictor

- [Malhotra, Pankaj, et al. "Long short term memory networks for anomaly detection in time series." Proceedings. Presses universitaires de Louvain, 2015.](https://www.elen.ucl.ac.be/Proceedings/esann/esannpdf/es2015-56.pdf)


* Multivariate Gaussian distribution based anomaly detector

- [Malhotra, Pankaj, et al. "LSTM-based encoder-decoder for multi-sensor anomaly detection." arXiv preprint arXiv:1607.00148 (2016).](https://arxiv.org/pdf/1607.00148.pdf)

* Anomaly score predictor

- [Park, Daehyung, Yuuna Hoshi, and Charles C. Kemp. "A Multimodal Anomaly Detector for Robot-Assisted Feeding Using an LSTM-based Variational Autoencoder." IEEE Robotics and Automation Letters 3.3 (2018): 1544-1551.](https://arxiv.org/pdf/1711.00614.pdf)



## Example of usage
__1. Time-series prediction:__
Train and save RNN based time-series prediction model
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