Browse Source

desision trees experiment

pull/25/head
Alexey Velikiy 3 years ago
parent
commit
42e7da5efd
  1. 2
      client/package.json
  2. 2
      client/yarn.lock
  3. 387
      server/Cargo.lock
  4. 4
      server/Cargo.toml
  5. 106
      server/src/services/analytic_service/analytic_unit/pattern_analytic_unit.rs

2
client/package.json

@ -9,7 +9,7 @@
"lint": "vue-cli-service lint" "lint": "vue-cli-service lint"
}, },
"dependencies": { "dependencies": {
"@chartwerk/line-pod": "0.4.4", "@chartwerk/line-pod": "^0.4.4",
"@chartwerk/scatter-pod": "^0.2.4", "@chartwerk/scatter-pod": "^0.2.4",
"@kyvg/vue3-notification": "^2.3.4", "@kyvg/vue3-notification": "^2.3.4",
"@types/lodash": "^4.14.176", "@types/lodash": "^4.14.176",

2
client/yarn.lock

@ -232,7 +232,7 @@
version "0.1.0" version "0.1.0"
resolved "https://codeload.github.com/chartwerk/core/tar.gz/532eddbc8ad938091b1d9ec1693cec5eddfdbfc2" resolved "https://codeload.github.com/chartwerk/core/tar.gz/532eddbc8ad938091b1d9ec1693cec5eddfdbfc2"
"@chartwerk/line-pod@0.4.4": "@chartwerk/line-pod@^0.4.4":
version "0.4.4" version "0.4.4"
resolved "https://registry.yarnpkg.com/@chartwerk/line-pod/-/line-pod-0.4.4.tgz#724152e886c529df97019ba3dfed335ef42b2f57" resolved "https://registry.yarnpkg.com/@chartwerk/line-pod/-/line-pod-0.4.4.tgz#724152e886c529df97019ba3dfed335ef42b2f57"
integrity sha512-L7RmTzy+TVMueV91E3upVCK/V7t9ZYLwC0tIYhFJxSJjrLOhRMAOLxZdkp7CqxXFj+u+FuFDhY0Dch2nYDvLpg== integrity sha512-L7RmTzy+TVMueV91E3upVCK/V7t9ZYLwC0tIYhFJxSJjrLOhRMAOLxZdkp7CqxXFj+u+FuFDhY0Dch2nYDvLpg==

387
server/Cargo.lock generated

@ -37,15 +37,6 @@ version = "1.0.44"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "61604a8f862e1d5c3229fdd78f8b02c68dcf73a4c4b05fd636d12240aaa242c1" checksum = "61604a8f862e1d5c3229fdd78f8b02c68dcf73a4c4b05fd636d12240aaa242c1"
[[package]]
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dependencies = [
"num-traits 0.2.14",
]
[[package]] [[package]]
name = "arrayvec" name = "arrayvec"
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@ -74,6 +65,12 @@ dependencies = [
"winapi", "winapi",
] ]
[[package]]
name = "autocfg"
version = "0.1.7"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1d49d90015b3c36167a20fe2810c5cd875ad504b39cff3d4eae7977e6b7c1cb2"
[[package]] [[package]]
name = "autocfg" name = "autocfg"
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@ -150,6 +147,12 @@ version = "1.0.71"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "79c2681d6594606957bbb8631c4b90a7fcaaa72cdb714743a437b156d6a7eedd" checksum = "79c2681d6594606957bbb8631c4b90a7fcaaa72cdb714743a437b156d6a7eedd"
[[package]]
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[[package]] [[package]]
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@ -184,6 +187,15 @@ dependencies = [
"vec_map", "vec_map",
] ]
[[package]]
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dependencies = [
"bitflags",
]
[[package]] [[package]]
name = "config" name = "config"
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@ -256,12 +268,6 @@ dependencies = [
"generic-array", "generic-array",
] ]
[[package]]
name = "either"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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[[package]] [[package]]
name = "fallible-iterator" name = "fallible-iterator"
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@ -314,6 +320,12 @@ dependencies = [
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] ]
[[package]]
name = "fuchsia-cprng"
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[[package]] [[package]]
name = "futures" name = "futures"
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@ -368,7 +380,7 @@ version = "0.3.17"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
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"proc-macro2", "proc-macro2",
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@ -393,7 +405,7 @@ version = "0.3.17"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
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dependencies = [ dependencies = [
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"futures-channel", "futures-channel",
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@ -408,6 +420,20 @@ dependencies = [
"slab", "slab",
] ]
[[package]]
name = "gbdt"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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@ -424,7 +450,7 @@ version = "0.1.16"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "8fc3cb4d91f53b50155bdcfd23f6a4c39ae1969c2ae85982b135750cccaf5fce" checksum = "8fc3cb4d91f53b50155bdcfd23f6a4c39ae1969c2ae85982b135750cccaf5fce"
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"libc", "libc",
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@ -435,7 +461,7 @@ version = "0.2.3"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7fcd999463524c52659517fe2cea98493cfe485d10565e7b0fb07dbba7ad2753" checksum = "7fcd999463524c52659517fe2cea98493cfe485d10565e7b0fb07dbba7ad2753"
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@ -488,13 +514,13 @@ dependencies = [
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"futures", "futures",
"gbdt",
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@ -624,7 +650,7 @@ version = "1.7.0"
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@ -643,16 +669,7 @@ version = "0.1.12"
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[[package]] [[package]]
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@ -684,7 +692,7 @@ checksum = "6607c62aa161d23d17a9072cc5da0be67cdfc89d3afb1e8d9c842bebc2525ffe"
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@ -712,64 +714,6 @@ dependencies = [
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@ -1179,6 +1088,25 @@ dependencies = [
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@ -1204,6 +1132,16 @@ dependencies = [
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[[package]] [[package]]
name = "rand_chacha" name = "rand_chacha"
version = "0.2.2" version = "0.2.2"
@ -1224,6 +1162,21 @@ dependencies = [
"rand_core 0.6.3", "rand_core 0.6.3",
] ]
[[package]]
name = "rand_core"
version = "0.3.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7a6fdeb83b075e8266dcc8762c22776f6877a63111121f5f8c7411e5be7eed4b"
dependencies = [
"rand_core 0.4.2",
]
[[package]]
name = "rand_core"
version = "0.4.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9c33a3c44ca05fa6f1807d8e6743f3824e8509beca625669633be0acbdf509dc"
[[package]] [[package]]
name = "rand_core" name = "rand_core"
version = "0.5.1" version = "0.5.1"
@ -1243,13 +1196,12 @@ dependencies = [
] ]
[[package]] [[package]]
name = "rand_distr" name = "rand_hc"
version = "0.4.2" version = "0.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "964d548f8e7d12e102ef183a0de7e98180c9f8729f555897a857b96e48122d2f" checksum = "7b40677c7be09ae76218dc623efbf7b18e34bced3f38883af07bb75630a21bc4"
dependencies = [ dependencies = [
"num-traits 0.2.14", "rand_core 0.3.1",
"rand 0.8.4",
] ]
[[package]] [[package]]
@ -1270,12 +1222,74 @@ dependencies = [
"rand_core 0.6.3", "rand_core 0.6.3",
] ]
[[package]]
name = "rand_isaac"
version = "0.1.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ded997c9d5f13925be2a6fd7e66bf1872597f759fd9dd93513dd7e92e5a5ee08"
dependencies = [
"rand_core 0.3.1",
]
[[package]]
name = "rand_jitter"
version = "0.1.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1166d5c91dc97b88d1decc3285bb0a99ed84b05cfd0bc2341bdf2d43fc41e39b"
dependencies = [
"libc",
"rand_core 0.4.2",
"winapi",
]
[[package]]
name = "rand_os"
version = "0.1.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7b75f676a1e053fc562eafbb47838d67c84801e38fc1ba459e8f180deabd5071"
dependencies = [
"cloudabi",
"fuchsia-cprng",
"libc",
"rand_core 0.4.2",
"rdrand",
"winapi",
]
[[package]]
name = "rand_pcg"
version = "0.1.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "abf9b09b01790cfe0364f52bf32995ea3c39f4d2dd011eac241d2914146d0b44"
dependencies = [
"autocfg 0.1.7",
"rand_core 0.4.2",
]
[[package]]
name = "rand_xorshift"
version = "0.1.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cbf7e9e623549b0e21f6e97cf8ecf247c1a8fd2e8a992ae265314300b2455d5c"
dependencies = [
"rand_core 0.3.1",
]
[[package]] [[package]]
name = "rawpointer" name = "rawpointer"
version = "0.2.1" version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3" checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3"
[[package]]
name = "rdrand"
version = "0.4.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "678054eb77286b51581ba43620cc911abf02758c91f93f479767aed0f90458b2"
dependencies = [
"rand_core 0.3.1",
]
[[package]] [[package]]
name = "redox_syscall" name = "redox_syscall"
version = "0.2.10" version = "0.2.10"
@ -1338,6 +1352,20 @@ version = "0.13.0"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "3e52c148ef37f8c375d49d5a73aa70713125b7f19095948a923f80afdeb22ec2" checksum = "3e52c148ef37f8c375d49d5a73aa70713125b7f19095948a923f80afdeb22ec2"
[[package]]
name = "rustfft"
version = "6.0.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b1d089e5c57521629a59f5f39bca7434849ff89bd6873b521afe389c1c602543"
dependencies = [
"num-complex",
"num-integer",
"num-traits 0.2.14",
"primal-check",
"strength_reduce",
"transpose",
]
[[package]] [[package]]
name = "ryu" name = "ryu"
version = "1.0.5" version = "1.0.5"
@ -1474,7 +1502,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "99cd6713db3cf16b6c84e06321e049a9b9f699826e16096d23bbcc44d15d51a6" checksum = "99cd6713db3cf16b6c84e06321e049a9b9f699826e16096d23bbcc44d15d51a6"
dependencies = [ dependencies = [
"block-buffer", "block-buffer",
"cfg-if", "cfg-if 1.0.0",
"cpufeatures", "cpufeatures",
"digest", "digest",
"opaque-debug", "opaque-debug",
@ -1511,25 +1539,18 @@ dependencies = [
"winapi", "winapi",
] ]
[[package]]
name = "sprs"
version = "0.11.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6ea71e48b3eab4c4b153e8e35dcaeac132720809ef68359097b8cb54a18edd70"
dependencies = [
"ndarray",
"num-complex",
"num-traits 0.2.14",
"serde 1.0.130",
"smallvec",
]
[[package]] [[package]]
name = "static_assertions" name = "static_assertions"
version = "1.1.0" version = "1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a2eb9349b6444b326872e140eb1cf5e7c522154d69e7a0ffb0fb81c06b37543f" checksum = "a2eb9349b6444b326872e140eb1cf5e7c522154d69e7a0ffb0fb81c06b37543f"
[[package]]
name = "strength_reduce"
version = "0.2.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a3ff2f71c82567c565ba4b3009a9350a96a7269eaa4001ebedae926230bc2254"
[[package]] [[package]]
name = "strsim" name = "strsim"
version = "0.8.0" version = "0.8.0"
@ -1574,7 +1595,7 @@ version = "3.2.0"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dac1c663cfc93810f88aed9b8941d48cabf856a1b111c29a40439018d870eb22" checksum = "dac1c663cfc93810f88aed9b8941d48cabf856a1b111c29a40439018d870eb22"
dependencies = [ dependencies = [
"cfg-if", "cfg-if 1.0.0",
"libc", "libc",
"rand 0.8.4", "rand 0.8.4",
"redox_syscall", "redox_syscall",
@ -1643,7 +1664,7 @@ version = "1.12.0"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c2c2416fdedca8443ae44b4527de1ea633af61d8f7169ffa6e72c5b53d24efcc" checksum = "c2c2416fdedca8443ae44b4527de1ea633af61d8f7169ffa6e72c5b53d24efcc"
dependencies = [ dependencies = [
"autocfg", "autocfg 1.0.1",
"bytes", "bytes",
"libc", "libc",
"memchr", "memchr",
@ -1737,7 +1758,7 @@ version = "0.1.29"
source = "registry+https://github.com/rust-lang/crates.io-index" source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "375a639232caf30edfc78e8d89b2d4c375515393e7af7e16f01cd96917fb2105" checksum = "375a639232caf30edfc78e8d89b2d4c375515393e7af7e16f01cd96917fb2105"
dependencies = [ dependencies = [
"cfg-if", "cfg-if 1.0.0",
"log", "log",
"pin-project-lite", "pin-project-lite",
"tracing-core", "tracing-core",
@ -1752,6 +1773,16 @@ dependencies = [
"lazy_static", "lazy_static",
] ]
[[package]]
name = "transpose"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "95f9c900aa98b6ea43aee227fd680550cdec726526aab8ac801549eadb25e39f"
dependencies = [
"num-integer",
"strength_reduce",
]
[[package]] [[package]]
name = "try-lock" name = "try-lock"
version = "0.2.3" version = "0.2.3"

4
server/Cargo.toml

@ -23,11 +23,11 @@ libsqlite3-sys = { version = "*", features = ["bundled"] }
futures = "0.3.17" futures = "0.3.17"
chrono = "0.4.19" chrono = "0.4.19"
linfa = "0.5.0" gbdt = "0.1.1"
linfa-svm = { version="0.5.0", features=["serde"] }
ndarray = "0.15.3" ndarray = "0.15.3"
bincode = "1.3.3" bincode = "1.3.3"
async-trait = "0.1.51" async-trait = "0.1.51"
rustfft = "6.0.1"
# TODO: remove this from prod # TODO: remove this from prod
# plotlib = "0.5.1" # plotlib = "0.5.1"

106
server/src/services/analytic_service/analytic_unit/pattern_analytic_unit.rs

@ -3,10 +3,12 @@ use std::{collections::VecDeque, fmt, sync::Arc};
use futures::future; use futures::future;
use parking_lot::Mutex; use parking_lot::Mutex;
use linfa::prelude::*;
use linfa; use gbdt::config::Config;
use linfa_svm::Svm; use gbdt::decision_tree::{Data, DataVec, PredVec};
use gbdt::gradient_boost::GBDT;
use ndarray::Array; use ndarray::Array;
@ -16,13 +18,20 @@ use super::types::{AnalyticUnit, AnalyticUnitConfig, LearningResult, PatternConf
use async_trait::async_trait; use async_trait::async_trait;
use rustfft::{self, FftPlanner, num_complex::Complex};
// TODO: move to config // TODO: move to config
const DETECTION_STEP: u64 = 10; const DETECTION_STEP: u64 = 10;
const FFT_LEN: usize = 64;
// TODO: convert to vector
pub const FEATURES_SIZE: usize = 4 + 16 * 2;
pub type Features = Vec<f64>;
#[derive(Clone)] #[derive(Clone)]
pub struct LearningResults { pub struct LearningResults {
// TODO: replace with RWLock // TODO: replace with RWLock
model: Arc<Mutex<Svm<f64, bool>>>, model: Arc<Mutex<GBDT>>,
pub learning_train: LearningTrain, pub learning_train: LearningTrain,
@ -55,9 +64,7 @@ impl fmt::Debug for LearningResults {
} }
} }
pub const FEATURES_SIZE: usize = 4;
pub type Features = [f64; FEATURES_SIZE];
fn nan_to_zero(n: f64) -> f64 { fn nan_to_zero(n: f64) -> f64 {
if n.is_nan() { if n.is_nan() {
@ -111,12 +118,44 @@ fn get_features(xs: &Vec<f64>) -> Features {
let sd = sum.sqrt(); let sd = sum.sqrt();
// TODO: add autocorrelation
// TODO: add FFT
// TODO: add DWT // TODO: add DWT
return [ let mut planner = FftPlanner::<f64>::new();
// TODO: move 128 to config
let fft = planner.plan_fft_forward(FFT_LEN);
let mut c_buffer = vec![Complex{ re: 0.0f64, im: 0.0f64 }; FFT_LEN];
for i in 0..FFT_LEN.min(xs.len()) {
c_buffer[i].re = xs[i];
}
fft.process(&mut c_buffer);
// https://docs.rs/rustfft/6.0.1/rustfft/index.html#normalization
let norm_factor = (FFT_LEN.min(xs.len()) as f64).sqrt();
for i in 0..FFT_LEN.min(xs.len()) {
c_buffer[i] /= norm_factor;
}
return vec![
min, max, mean, sd, min, max, mean, sd,
c_buffer[0].re, c_buffer[0].im,
c_buffer[1].re, c_buffer[1].im,
c_buffer[2].re, c_buffer[2].im,
c_buffer[3].re, c_buffer[3].im,
c_buffer[4].re, c_buffer[4].im,
c_buffer[5].re, c_buffer[5].im,
c_buffer[6].re, c_buffer[6].im,
c_buffer[7].re, c_buffer[7].im,
c_buffer[8].re, c_buffer[8].im,
c_buffer[9].re, c_buffer[9].im,
c_buffer[10].re, c_buffer[10].im,
c_buffer[11].re, c_buffer[11].im,
c_buffer[12].re, c_buffer[12].im,
c_buffer[13].re, c_buffer[13].im,
c_buffer[14].re, c_buffer[14].im,
c_buffer[15].re, c_buffer[15].im,
// 0f64,0f64, // 0f64,0f64,
// 0f64,0f64,0f64, 0f64 // 0f64,0f64,0f64, 0f64
]; ];
@ -202,6 +241,19 @@ impl AnalyticUnit for PatternAnalyticUnit {
} }
async fn learn(&mut self, ms: MetricService, ss: SegmentsService) -> LearningResult { async fn learn(&mut self, ms: MetricService, ss: SegmentsService) -> LearningResult {
// TODO: move to config
let mut cfg = Config::new();
cfg.set_feature_size(FEATURES_SIZE);
cfg.set_max_depth(3);
cfg.set_iterations(50);
cfg.set_shrinkage(0.1);
cfg.set_loss("LogLikelyhood");
cfg.set_debug(false);
cfg.set_data_sample_ratio(1.0);
cfg.set_feature_sample_ratio(1.0);
cfg.set_training_optimization_level(2);
// be careful if decide to store detections in db // be careful if decide to store detections in db
let segments = ss.get_segments_inside(0, u64::MAX / 2).unwrap(); let segments = ss.get_segments_inside(0, u64::MAX / 2).unwrap();
let has_segments_label = segments let has_segments_label = segments
@ -263,19 +315,22 @@ impl AnalyticUnit for PatternAnalyticUnit {
anti_patterns.push(xs); anti_patterns.push(xs);
} }
let records = Array::from_shape_fn((records_raw.len(), FEATURES_SIZE), |(i, j)| { let mut train_dv = Vec::new();
records_raw[i][j] assert_eq!(records_raw.len(), targets_raw.len());
});
let targets = Array::from_vec(targets_raw.clone()); for i in 0..train_dv.len() {
let data = Data::new_training_data(
records_raw[i].iter().map(|e| *e as f32).collect(),
1.0,
if targets_raw[i] { 1.0 } else { -1.0 },
Some(0.5)
);
train_dv.push(data);
}
let train = linfa::Dataset::new(records, targets);
let model = Svm::<_, bool>::params() let mut model = GBDT::new(&cfg);
.pos_neg_weights(50000., 5000.) model.fit(&mut train_dv);
.gaussian_kernel(80.0)
.fit(&train)
.unwrap();
let avg_pattern_length = pattern_length_size_sum / (&patterns.len() + &anti_patterns.len()); let avg_pattern_length = pattern_length_size_sum / (&patterns.len() + &anti_patterns.len());
@ -346,14 +401,13 @@ impl AnalyticUnit for PatternAnalyticUnit {
for v in window.iter() { for v in window.iter() {
vs.push(*v); vs.push(*v);
} }
let fs = get_features(&vs); let fs = get_features(&vs).iter().map(|e| *e as f32).collect();
let lk = lr.model.lock(); let lk = lr.model.lock();
let p = lk.predict(Array::from_vec(fs.to_vec()));
if p { let data_t1 = Data::new_test_data(fs, Some(0.5));
1 let mut test_dv = Vec::new();
} else { test_dv.push(data_t1);
-1 lk.predict(&test_dv)[0]
}
}; };
let score = positive_corr * self.config.correlation_score let score = positive_corr * self.config.correlation_score

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