numaproj / numalogic

Collection of operational time series ML models and tools
https://numalogic.numaproj.io/
Apache License 2.0
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feat: Multivariate threshold using Mahalanobis distance #234

Closed ab93 closed 1 year ago

ab93 commented 1 year ago

Introduce a Multivariate thresholding technique using Mahalanobis distance and Chebyshev's inequality.

Comparison added here: https://github.com/numaproj/numalogic-benchmarks/pull/2

codecov[bot] commented 1 year ago

Codecov Report

Merging #234 (0ebe64e) into main (466681b) will increase coverage by 0.10%. The diff coverage is 100.00%.

@@            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              
Files Changed Coverage Δ
numalogic/registry/dynamodb_registry.py 88.30% <ø> (ø)
numalogic/config/factory.py 97.91% <100.00%> (ø)
numalogic/models/threshold/__init__.py 100.00% <100.00%> (ø)
numalogic/models/threshold/_mahalanobis.py 100.00% <100.00%> (ø)

... and 1 file with indirect coverage changes

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