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https://issues.apache.org/jira/browse/FLINK-5423?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15824449#comment-15824449
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ASF GitHub Bot commented on FLINK-5423:
---------------------------------------
Github user Fokko commented on a diff in the pull request:
https://github.com/apache/flink/pull/3077#discussion_r96290195
--- Diff:
flink-libraries/flink-ml/src/main/scala/org/apache/flink/ml/outlier/StochasticOutlierSelection.scala
---
@@ -0,0 +1,367 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.outlier
+
+/** An implementation of the Stochastic Outlier Selection algorithm by
Jeroen Jansen
+ *
+ * For more information about SOS, see
https://github.com/jeroenjanssens/sos
+ * J.H.M. Janssens, F. Huszar, E.O. Postma, and H.J. van den Herik.
Stochastic
+ * Outlier Selection. Technical Report TiCC TR 2012-001, Tilburg
University,
+ * Tilburg, the Netherlands, 2012.
+ *
+ * @example
+ * {{{
+ * val inputDS = env.fromCollection(List(
+ * LabeledVector(0.0, DenseVector(1.0, 1.0)),
+ * LabeledVector(1.0, DenseVector(2.0, 1.0)),
+ * LabeledVector(2.0, DenseVector(1.0, 2.0)),
+ * LabeledVector(3.0, DenseVector(2.0, 2.0)),
+ * LabeledVector(4.0, DenseVector(5.0, 8.0)) // The outlier!
+ * ))
+ *
+ * val sos = StochasticOutlierSelection()
+ * .setPerplexity(3)
+ *
+ * val outputDS = sos.transform(inputDS)
+ *
+ * val expectedOutputDS = Array(
+ * 0.2790094479202896,
+ * 0.25775014551682535,
+ * 0.22136130977995766,
+ * 0.12707053787018444,
+ * 0.9922779902453757 // The outlier!
+ * )
+ *
+ * assert(outputDS == expectedOutputDS)
+ * }}}
+ *
+ * =Parameters=
+ *
+ * -
[[org.apache.flink.ml.outlier.StochasticOutlierSelection.Perplexity]]:
+ * Perplexity can be interpreted as the k in k-nearest neighbor
algorithms. The difference is that
+ * in SOS being a neighbor is not a binary property, but a probabilistic
one. Should be between
+ * 1 and n-1, where n is the number of observations.
+ * (Default value: '''30''')
+ *
+ * -
[[org.apache.flink.ml.outlier.StochasticOutlierSelection.ErrorTolerance]]:
+ * The accepted error tolerance. When increasing this number, it will
sacrifice accuracy in
+ * return for reduced computational time.
+ * (Default value: '''1e-20''')
+ *
+ * -
[[org.apache.flink.ml.outlier.StochasticOutlierSelection.MaxIterations]]:
+ * The maximum number of iterations to perform. (Default value:
'''5000''')
+ */
+
+import breeze.linalg.functions.euclideanDistance
+import breeze.linalg.{sum, DenseVector => BreezeDenseVector, Vector =>
BreezeVector}
+import org.apache.flink.api.common.operators.Order
+import org.apache.flink.api.common.typeinfo.TypeInformation
+import org.apache.flink.api.scala._
+import org.apache.flink.api.scala.utils._
+import org.apache.flink.ml.common.{LabeledVector, Parameter, ParameterMap,
WithParameters}
+import org.apache.flink.ml.math.Breeze._
+import org.apache.flink.ml.math.{BreezeVectorConverter, Vector}
+import org.apache.flink.ml.pipeline.{TransformDataSetOperation,
Transformer}
+
+import scala.language.implicitConversions
+import scala.reflect.ClassTag
+
+class StochasticOutlierSelection extends
Transformer[StochasticOutlierSelection] {
+
+ import StochasticOutlierSelection._
+
+
+ /** Sets the perplexity of the outlier selection algorithm, can be seen
as the k of kNN
+ * For more information, please read the Stochastic Outlier Selection
algorithm paper
+ *
+ * @param perplexity the perplexity of the affinity fit
+ * @return
+ */
+ def setPerplexity(perplexity: Double): StochasticOutlierSelection = {
+ require(perplexity >= 1, "Perplexity must be at least one.")
+ parameters.add(Perplexity, perplexity)
+ this
+ }
+
+ /** The accepted error tolerance to save computational time when
computing the affinity
+ *
+ * @param errorTolerance the accepted error tolerance with respect to
the affinity
+ * @return
+ */
+ def setErrorTolerance(errorTolerance: Double):
StochasticOutlierSelection = {
+ require(errorTolerance >= 0, "Error tolerance cannot be negative.")
+ parameters.add(ErrorTolerance, errorTolerance)
+ this
+ }
+
+ /** The maximum number of iterations to approximate the affinity
+ *
+ * @param maxIterations the maximum number of iterations
+ * @return
+ */
+ def setMaxIterations(maxIterations: Int): StochasticOutlierSelection = {
+ require(maxIterations > 0, "Maximum iterations must be positive.")
+ parameters.add(MaxIterations, maxIterations)
+ this
+ }
+
+}
+
+object StochasticOutlierSelection extends WithParameters {
+
+ // ========================================= Parameters
==========================================
+ case object Perplexity extends Parameter[Double] {
+ val defaultValue: Option[Double] = Some(30)
+ }
+
+ case object ErrorTolerance extends Parameter[Double] {
+ val defaultValue: Option[Double] = Some(1e-20)
+ }
+
+ case object MaxIterations extends Parameter[Int] {
+ val defaultValue: Option[Int] = Some(5000)
+ }
+
+ // ==================================== Factory methods
==========================================
+
+ def apply(): StochasticOutlierSelection = {
+ new StochasticOutlierSelection()
+ }
+
+ // ===================================== Operations
==============================================
+ case class BreezeLabeledVector(idx: Int, data: BreezeVector[Double])
+
+ implicit val transformLabeledVectors = {
+ new TransformDataSetOperation[StochasticOutlierSelection,
LabeledVector, (Int, Double)] {
--- End diff --
Good thinking, I've added a scaladoc.
> Implement Stochastic Outlier Selection
> --------------------------------------
>
> Key: FLINK-5423
> URL: https://issues.apache.org/jira/browse/FLINK-5423
> Project: Flink
> Issue Type: Improvement
> Components: Machine Learning Library
> Reporter: Fokko Driesprong
> Assignee: Fokko Driesprong
>
> I've implemented the Stochastic Outlier Selection (SOS) algorithm by Jeroen
> Jansen.
> http://jeroenjanssens.com/2013/11/24/stochastic-outlier-selection.html
> Integrated as much as possible with the components from the machine learning
> library.
> The algorithm itself has been compared to four other algorithms and it it
> shows that SOS has a higher performance on most of these real-world datasets.
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