de.lmu.ifi.dbs.elki.utilities.scaling.outlier
Class MixtureModelOutlierScalingFunction

java.lang.Object
  de.lmu.ifi.dbs.elki.utilities.scaling.outlier.MixtureModelOutlierScalingFunction

All Implemented Interfaces:

InspectionUtilFrequentlyScanned, Parameterizable, OutlierScalingFunction, ScalingFunction

@Reference(authors="J. Gao, P.-N. Tan",
           title="Converting Output Scores from Outlier Detection Algorithms into Probability Estimates",
           booktitle="Proc. Sixth International Conference on Data Mining, 2006. ICDM\'06.",
           url="http://dx.doi.org/10.1109/ICDM.2006.43")
public class MixtureModelOutlierScalingFunction
extends Object
implements OutlierScalingFunction

Tries to fit a mixture model (exponential for inliers and gaussian for outliers) to the outlier score distribution.

Field Summary

protected double	alpha Mixing parameter alpha
private static double	DELTA Convergence parameter
protected double	lambda Parameter lambda of the exponential distribution (inliers)
private static Logging	logger The logger for this class.
protected double	mu Parameter mu of the gaussian distribution (outliers)
static double	ONEBYSQRT2PI Precomputed static value
protected double	sigma Parameter sigma of the gaussian distribution (outliers)

Constructor Summary

MixtureModelOutlierScalingFunction()

Method Summary

protected static double	calcP_i(double f, double mu, double sigma) Compute p_i (Gaussian distribution, outliers)
protected static double	calcPosterior(double f, double alpha, double mu, double sigma, double lambda) Compute the a posterior probability for the given parameters.
protected static double	calcQ_i(double f, double lambda) Compute q_i (Exponential distribution, inliers)
double	getMax() Get maximum resulting value.
double	getMin() Get minimum resulting value.
double	getScaled(double value) Transform a given value using the scaling function.
void	prepare(OutlierResult or) Prepare is called once for each data set, before getScaled() will be called.

Methods inherited from class java.lang.Object

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

Field Detail

logger

private static final Logging logger

The logger for this class.

mu

protected double mu

Parameter mu of the gaussian distribution (outliers)

sigma

protected double sigma

Parameter sigma of the gaussian distribution (outliers)

lambda

protected double lambda

Parameter lambda of the exponential distribution (inliers)

alpha

protected double alpha

Mixing parameter alpha

ONEBYSQRT2PI

public static final double ONEBYSQRT2PI

Precomputed static value

DELTA

private static final double DELTA

Convergence parameter

See Also:

Constant Field Values

Constructor Detail

MixtureModelOutlierScalingFunction

public MixtureModelOutlierScalingFunction()

Method Detail

calcP_i

protected static double calcP_i(double f,
                                double mu,
                                double sigma)

Compute p_i (Gaussian distribution, outliers)

Parameters:

f - value

mu - Mu parameter

sigma - Sigma parameter

Returns:

probability

calcQ_i

protected static double calcQ_i(double f,
                                double lambda)

Compute q_i (Exponential distribution, inliers)

Parameters:

f - value

lambda - Lambda parameter

Returns:

probability

calcPosterior

protected static double calcPosterior(double f,
                                      double alpha,
                                      double mu,
                                      double sigma,
                                      double lambda)

Compute the a posterior probability for the given parameters.

Parameters:

f - value

alpha - Alpha (mixing) parameter

mu - Mu (for gaussian)

sigma - Sigma (for gaussian)

lambda - Lambda (for exponential)

Returns:

Probability

prepare

public void prepare(OutlierResult or)

Description copied from interface: OutlierScalingFunction

Prepare is called once for each data set, before getScaled() will be called. This function can be used to extract global parameters such as means, minimums or maximums from the Database, Result or Annotation.

Specified by:

prepare in interface OutlierScalingFunction

Parameters:

or - Outlier result to use

getMax

public double getMax()

Description copied from interface: ScalingFunction

Get maximum resulting value. May be Double.NaN or Double.POSITIVE_INFINITY.

Specified by:

getMax in interface ScalingFunction

Returns:

Maximum resulting value.

getMin

public double getMin()

Description copied from interface: ScalingFunction

Get minimum resulting value. May be Double.NaN or Double.NEGATIVE_INFINITY.

Specified by:

getMin in interface ScalingFunction

Returns:

Minimum resulting value.

getScaled

public double getScaled(double value)

Description copied from interface: ScalingFunction

Transform a given value using the scaling function.

Specified by:

getScaled in interface ScalingFunction

Parameters:

value - Original value

Returns:

Scaled value