Граф коммитов

6 Коммитов

Автор SHA1 Сообщение Дата
Patrick Bloebaum fa1e7fcedb Add RankBasedAnomalyScorer as an anomaly scorer
This is very closely related to the RescaledMedianCDFQuantileScorer but a statistically more well-defined approach. However, it is also slightly more conservative for small sample sizes.
Furthermore, it changes the way equal samples are counted in MedianCDFQuantileScorer by also including the test sample itself. This prevents a p-value of 0.

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2024-06-04 08:11:40 -07:00
Patrick Bloebaum 2cdcf2e115 Fix flaky gcm test for anomaly scoring with multivariate inputs
Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2022-09-19 16:18:37 -07:00
Chris Trevino 341f255806
Add formatting check to CI (updated) (#608)
* update workflow to include formatting

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>

* execute formatter

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>
2022-08-19 15:51:25 -07:00
Patrick Bloebaum f8ecc11619 Rename gcm anomaly attribution functions for consistency
- Changing "anomaly_score_attributions" -> "attribute_anomaly_scores"
- Changing "conditional_anomaly_score" -> "conditional_anomaly_scores"

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2022-07-04 08:47:18 -07:00
Patrick Bloebaum b754e6b1e5 Refactor unit tests of gcm anomaly module
Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2022-06-27 12:22:03 -07:00
Patrick Bloebaum b76c285384 Add gcm features for anomaly attribution and estimation
Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2022-06-13 08:15:59 -07:00