feat: Multivariate threshold using Mahalanobis distance #234
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Signed-off-by: Avik Basu <[email protected]>
ab93
added
area/ml
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
Codecov Report
@@ Coverage Diff @@
## main #234 +/- ##
==========================================
+ Coverage 96.33% 96.43% +0.10%
==========================================
Files 46 47 +1
Lines 1962 2020 +58
Branches 157 161 +4
==========================================
+ Hits 1890 1948 +58
Misses 52 52
Partials 20 20
... and 1 file with indirect coverage changes 📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
qhuai
reviewed
Jul 26, 2023
qhuai
reviewed
Jul 26, 2023
ab93
commented
Jul 26, 2023
| Mahalanobis distance vector | ||
| """ | ||
| x_distance = x - self._distr_mean | ||
| mahal_grid = x_distance @ self._cov_inv @ x_distance.T |
There was a problem hiding this comment.
x_distance is a matrix of shape (n_obs, n_features). _cov_inv is (n_features, n_features), mahal_grid is (n_obs, n_obs). Therefore, it works on a matrix, not a number.
qhuai
reviewed
Jul 26, 2023
qhuai
approved these changes
Jul 26, 2023
qhuai
reviewed
Jul 26, 2023
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
s0nicboOm
approved these changes
Jul 26, 2023
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Introduce a Multivariate thresholding technique using Mahalanobis distance and Chebyshev's inequality.
Comparison added here: numaproj/numalogic-benchmarks#2