de.lmu.ifi.dbs.elki.algorithm.outlier
Class GaussianModel<V extends NumberVector<V,?>>

java.lang.Object
  de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm<OutlierResult>
      de.lmu.ifi.dbs.elki.algorithm.outlier.GaussianModel<V>

Type Parameters:

V - Vector type

All Implemented Interfaces:

Algorithm, OutlierAlgorithm, InspectionUtilFrequentlyScanned, Parameterizable

@Title(value="Gaussian Model Outlier Detection")
@Description(value="Fit a multivariate gaussian model onto the data, and use the PDF to compute an outlier score.")
public class GaussianModel<V extends NumberVector<V,?>>
extends AbstractAlgorithm<OutlierResult>
implements OutlierAlgorithm

Outlier have smallest GMOD_PROB: the outlier scores is the probability density of the assumed distribution.

Nested Class Summary

static class

GaussianModel.Parameterizer<V extends NumberVector<V,?>> Parameterization class.

Field Summary

private boolean	invert Invert the result
static OptionID	INVERT_ID OptionID for inversion flag.
private static Logging	logger The logger for this class.
private static double	SINGULARITY_CHEAT Small value to increment diagonally of a matrix in order to avoid singularity before building the inverse.

Constructor Summary

GaussianModel(boolean invert)
Constructor with actual parameters.

Method Summary

TypeInformation[]	getInputTypeRestriction() Get the input type restriction used for negotiating the data query.
protected Logging	getLogger() Get the (STATIC) logger for this class.
OutlierResult	run(Relation<V> relation)

Methods inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

makeParameterDistanceFunction, run

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.algorithm.outlier.OutlierAlgorithm

run

Field Detail

logger

private static final Logging logger

The logger for this class.

INVERT_ID

public static final OptionID INVERT_ID

OptionID for inversion flag.

SINGULARITY_CHEAT

private static final double SINGULARITY_CHEAT

Small value to increment diagonally of a matrix in order to avoid singularity before building the inverse.

See Also:

Constant Field Values

invert

private boolean invert

Invert the result

Constructor Detail

GaussianModel

public GaussianModel(boolean invert)

Constructor with actual parameters.

Parameters:

invert - inversion flag.

Method Detail

run

public OutlierResult run(Relation<V> relation)
                  throws IllegalStateException

Throws:

IllegalStateException

getInputTypeRestriction

public TypeInformation[] getInputTypeRestriction()

Description copied from class: AbstractAlgorithm

Get the input type restriction used for negotiating the data query.

Specified by:

getInputTypeRestriction in interface Algorithm

Specified by:

getInputTypeRestriction in class AbstractAlgorithm<OutlierResult>

Returns:

Type restriction

getLogger

protected Logging getLogger()

Description copied from class: AbstractAlgorithm

Get the (STATIC) logger for this class.

Specified by:

getLogger in class AbstractAlgorithm<OutlierResult>

Returns:

the static logger