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AnomalyFilter

Anomaly filter base class.

An anomaly filter has the ability to classify an anomaly score as anomalous or not. It can then be used to filter anomalies, in particular as part of a pipeline.

Parameters

  • anomaly_detector

    TypeAnomalyDetector

    An anomaly detector wrapped by the anomaly filter.

  • protect_anomaly_detector

    DefaultTrue

    Indicates whether or not the anomaly detector should be updated when the anomaly score is anomalous. If the data contains sporadic anomalies, then the anomaly detector should likely not be updated. Indeed, if it learns the anomaly score, then it will slowly start to consider anomalous anomaly scores as normal. This might be desirable, for instance in the case of drift.

Methods

classify

Classify an anomaly score as anomalous or not.

Parameters

  • score'float'

Returns

bool: A boolean value indicating whether the anomaly score is anomalous or not.

learn_one

Update the anomaly filter and the underlying anomaly detector.

Parameters

  • args
  • learn_kwargs

Returns

self

score_one

Return an outlier score.

A high score is indicative of an anomaly. A low score corresponds to a normal observation.

Parameters

  • args
  • kwargs

Returns

An anomaly score. A high score is indicative of an anomaly. A low score corresponds a