numaproj / numalogic

Collection of operational time series ML models and tools
https://numalogic.numaproj.io/
Apache License 2.0
166 stars 28 forks source link

feat: Multivariate Anomaly Detection #343

Closed ab93 closed 8 months ago

ab93 commented 8 months ago

Additions:

Removal:

codecov[bot] commented 8 months ago

Codecov Report

Attention: 57 lines in your changes are missing coverage. Please review.

Comparison is base (2d84876) 93.40% compared to head (644875d) 92.31%. Report is 1 commits behind head on main.

Files Patch % Lines
numalogic/backtest/_prom.py 62.12% 20 Missing and 5 partials :warning:
numalogic/synthetic/anomalies.py 69.23% 7 Missing and 1 partial :warning:
numalogic/transforms/_stateless.py 81.57% 3 Missing and 4 partials :warning:
numalogic/models/threshold/_median.py 85.36% 3 Missing and 3 partials :warning:
numalogic/config/factory.py 73.33% 4 Missing :warning:
numalogic/tools/data.py 50.00% 3 Missing :warning:
numalogic/udfs/postprocess.py 89.28% 1 Missing and 2 partials :warning:
numalogic/config/_config.py 94.73% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #343 +/- ## ========================================== - Coverage 93.40% 92.31% -1.10% ========================================== Files 83 82 -1 Lines 3853 3918 +65 Branches 311 325 +14 ========================================== + Hits 3599 3617 +18 - Misses 197 233 +36 - Partials 57 68 +11 ```

:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Have feedback on the report? Share it here.

ab93 commented 8 months ago

Have you evaluated the quality difference between plain VAE v.s. conv1d VAE in anomaly detection?

Yes, conv1d has much better quantitative scores.

ab93 commented 8 months ago

Also, I am not sure how do we test pytest files. can you add a step in README for it too.

Added some minor comments otherwise LGTM.

Simple make test will work, already in README.