midas-ruby's Introduction

MIDAS Ruby

MIDAS - edge stream anomaly detection - for Ruby

Installation

Add this line to your application’s Gemfile:

gem "midas-edge"

Getting Started

Prep your data in the format [source, destination, time] (all integers) and sorted by time (ascending)

data = [
  [2, 3, 1],
  [3, 4, 2],
  [5, 9, 2],
  [2, 3, 3]
]

Get anomaly scores

midas = Midas.new
scores = midas.fit_predict(data)

Higher scores are more anomalous. There is not currently a defined threshold for anomalies.

Parameters

Pass parameters - default values below

Midas.new(
  rows: 2,           # number of hash functions
  buckets: 769,      # number of buckets
  alpha: 0.5,        # temporal decay factor
  threshold: nil,    # todo
  relations: true,   # whether to use MIDAS-R or MIDAS
  directed: true,    # treat the graph as directed or undirected
  seed: 0            # random seed
)

Data

Data can be an array of arrays

[[1, 2, 3], [4, 5, 6]]

Or a Numo array

Numo::NArray.cast([[1, 2, 3], [4, 5, 6]])

Performance

For large datasets, read data directly from files

midas.fit_predict("data.csv")

Resources

MIDAS: Microcluster-Based Detector of Anomalies in Edge Streams

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

Report bugs
Fix bugs and submit pull requests
Write, clarify, or fix documentation
Suggest or add new features

To get started with development:

git clone --recursive https://github.com/ankane/midas-ruby.git
cd midas-ruby
bundle install
bundle exec rake compile
bundle exec rake test

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midas-ruby's Issues

Rice Fixes

@ankane - To get the new version of Rice working, remove the *[] to lambdas. If you want a pointer the syntax you can use is +[]. See:

https://stackoverflow.com/questions/18889028/a-positive-lambda-what-sorcery-is-this

But really you need neither, just use a lambda. Note a good post about what is really happening under the covers here:

https://devblogs.microsoft.com/oldnewthing/20150220-00/?p=44623

Next, change the calls from define_method to define_function since there is no "self" object you are passing around. define_method adds an implicit self parameter to the front of the argument list while define_self does not.

Also, I would recommend not naming the extension ext - that seems to be asking for conflicts with other gems. I'd call it something like midas, so you end up with midas.so.

Updated file attached (I did one lambda as +[] and one without...but I would do both without).

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