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scaler

AnomalyMeanScaler(anomaly_detector, rolling=True, window_size=250)

Bases: AnomalyScaler

Wrapper around an anomaly detector that scales the model's output by the incremental mean of previous scores.

PARAMETER DESCRIPTION
anomaly_detector

The anomaly detector to wrap.

TYPE: AnomalyDetector

metric_type

The type of metric to use.

rolling

Choose whether the metrics are rolling metrics or not.

TYPE: bool DEFAULT: True

window_size

The window size used for mean computation if rolling==True.

DEFAULT: 250

score_one(*args)

Return a scaled anomaly score based on raw score provided by the wrapped anomaly detector. Larger values indicate more anomalous examples.

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
An scaled anomaly score. Larger values indicate more
anomalous examples.

AnomalyMinMaxScaler(anomaly_detector, rolling=True, window_size=250)

Bases: AnomalyScaler

Wrapper around an anomaly detector that scales the model's output to \([0, 1]\) using rolling min and max metrics.

PARAMETER DESCRIPTION
anomaly_detector

The anomaly detector to wrap.

TYPE: AnomalyDetector

rolling

Choose whether the metrics are rolling metrics or not.

TYPE: bool DEFAULT: True

window_size

The window size used for the metrics if rolling==True

TYPE: int DEFAULT: 250

score_one(*args)

Return a scaled anomaly score based on raw score provided by the wrapped anomaly detector. Larger values indicate more anomalous examples.

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
An scaled anomaly score. Larger values indicate more
anomalous examples.

AnomalyScaler(anomaly_detector)

Bases: Wrapper, AnomalyDetector

Wrapper around an anomaly detector that scales the output of the model to account for drift in the wrapped model's anomaly scores.

PARAMETER DESCRIPTION
anomaly_detector

Anomaly detector to be wrapped.

TYPE: AnomalyDetector

learn_one(*args)

Update the scaler and the underlying anomaly scaler.

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
AnomalyScaler

The model itself.

score_many(*args) abstractmethod

Return scaled anomaly scores based on raw score provided by the wrapped anomaly detector.

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

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
Scaled anomaly scores. Larger values indicate more anomalous examples.

score_one(*args) abstractmethod

Return a scaled anomaly score based on raw score provided by the wrapped anomaly detector.

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

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
An scaled anomaly score. Larger values indicate
more anomalous examples.

AnomalyStandardScaler(anomaly_detector, with_std=True, rolling=True, window_size=250)

Bases: AnomalyScaler

Wrapper around an anomaly detector that standardizes the model's output using incremental mean and variance metrics.

PARAMETER DESCRIPTION
anomaly_detector

The anomaly detector to wrap.

TYPE: AnomalyDetector

with_std

Whether to use standard deviation for scaling.

TYPE: bool DEFAULT: True

rolling

Choose whether the metrics are rolling metrics or not.

TYPE: bool DEFAULT: True

window_size

The window size used for the metrics if rolling==True.

TYPE: int DEFAULT: 250

score_one(*args)

Return a scaled anomaly score based on raw score provided by the wrapped anomaly detector. Larger values indicate more anomalous examples.

PARAMETER DESCRIPTION
*args

Depends on whether the underlying anomaly detector is supervised or not.

DEFAULT: ()

RETURNS DESCRIPTION
An scaled anomaly score. Larger values indicate more
anomalous examples.