feat: Multivariate Anomaly Detection (#343)

Additions:
- Beta VAE to balance the KLD and Log likelihood loss
- RobustMahalanobis Distance for multivariate thresholding
- Percentile based thresholding with aggregation
- Allow a tag suffix in docker workflow when using the github UI
- Exponential moving average in postprocess output
- Introduce pytests instead of unittests for newer test cases
- Improve synthetic anomaly generator module
- Per feature anomaly score when using certain thresholding models
- Score config for different feature and window aggreation methods

Removal:
- backtesting cli tool (since this will be added in a separate
backtesting tool UI)

---------

Signed-off-by: Avik Basu <[email protected]>
Co-authored-by: Kushal Batra <[email protected]>

.github/workflows/release.yml

@@ -5,6 +5,11 @@ on:
  tags:
  - v*
  workflow_dispatch:
+ inputs:
+ extra_tag:
+ description: 'Tag suffix'
+ required: false
+ type: string
 
 jobs:
  build:
@@ -28,14 +33,23 @@ jobs:
  QUAYIO_ORG: quay.io/numaio
  PLATFORM: linux/x86_64
  TARGET: numalogic/udf
+ TAG_SUFFIX: ${{ inputs.extra_tag }}
  run: |
  type=$(basename $(dirname $GITHUB_REF))
  tag=$(basename $GITHUB_REF)
- 
+
  if [[ $type == "heads" ]]; then
  tag="$(basename $GITHUB_REF)v${{ env.version }}"
  fi
- 
+
+ echo "Tag: $tag"
+ echo "Type: $type"
+ echo "Tag suffix: $TAG_SUFFIX"
+
+ if [[ -n $TAG_SUFFIX ]]; then
+ tag="$(basename $GITHUB_REF)-${TAG_SUFFIX}"
+ fi
+
  image_name="${QUAYIO_ORG}/numalogic/udf:${tag}"
- 
- docker buildx build --platform ${PLATFORM} --build-arg INSTALL_EXTRAS='redis druid' --output "type=image,push=true" . -t $image_name
+
+ docker buildx build --platform ${PLATFORM} --build-arg INSTALL_EXTRAS='redis druid' --output "type=image,push=true" . -t $image_name

.pre-commit-config.yaml

@@ -7,10 +7,12 @@ repos:
  - id: black
  language_version: python3.9
  args: [--config=pyproject.toml, --diff, --color ]
-- repo: https://github.com/charliermarsh/ruff-pre-commit
- rev: 'v0.0.264'
+- repo: https://github.com/astral-sh/ruff-pre-commit
+ rev: v0.1.14
  hooks:
  - id: ruff
+ args: [ --fix ]
+ - id: ruff-format
 - repo: https://github.com/adamchainz/blacken-docs
  rev: "1.13.0"
  hooks:

numalogic/backtest/__init__.py

@@ -1,5 +1,5 @@
 from importlib.util import find_spec
-from numalogic.backtest._prom import PromUnivarBacktester
+from numalogic.backtest._prom import PromBacktester
 
 
 def _validate_req_pkgs():
@@ -12,4 +12,4 @@ def _validate_req_pkgs():
 _validate_req_pkgs()
 
 
-__all__ = ["PromUnivarBacktester"]
+__all__ = ["PromBacktester"]