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Fix calculation of gap thresholds by correctly using actual value in ratio computations (#408)
In the calculation of `gapLow[y]` and `gapHigh[y]`, the expressions for the ratio-based thresholds were incorrectly using `Math.abs(a)` where `a = scale[y] * point[startPosition + y]`. Since `point[startPosition + y]` is the normalized value `(x - mean) / std`, multiplying by `scale[y]` (which is `std`) gives `(x - mean)`. However, to accurately compute the thresholds based on the actual value `x`, we need to add back the mean (`shiftBase`). Therefore, `(a + shiftBase)` equals `(x - mean) + mean = x`. The corrected code now uses `Math.abs(a + shiftBase)` in PredictorCorrector. Testing done: 1. added a IT. Signed-off-by: Kaituo Li <kaituo@amazon.com>
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Java/README.md

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@@ -157,7 +157,7 @@ vector data point, scores the data point, and then updates the model with this
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point. The program output appends a column of anomaly scores to the input:
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```text
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$ java -cp core/target/randomcutforest-core-4.1.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner < ../example-data/rcf-paper.csv > example_output.csv
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$ java -cp core/target/randomcutforest-core-4.2.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner < ../example-data/rcf-paper.csv > example_output.csv
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$ tail example_output.csv
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-5.0029,0.0170,-0.0057,0.8129401629464965
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-4.9975,-0.0102,-0.0065,0.6591046054520615
@@ -176,8 +176,8 @@ read additional usage instructions, including options for setting model
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hyperparameters, using the `--help` flag:
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```text
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$ java -cp core/target/randomcutforest-core-4.1.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner --help
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Usage: java -cp target/random-cut-forest-4.1.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner [options] < input_file > output_file
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$ java -cp core/target/randomcutforest-core-4.2.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner --help
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Usage: java -cp target/random-cut-forest-4.2.0.jar com.amazon.randomcutforest.runner.AnomalyScoreRunner [options] < input_file > output_file
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Compute scalar anomaly scores from the input rows and append them to the output rows.
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@@ -239,14 +239,14 @@ framework. Build an executable jar containing the benchmark code by running
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To invoke the full benchmark suite:
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```text
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% java -jar benchmark/target/randomcutforest-benchmark-4.1.0-jar-with-dependencies.jar
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% java -jar benchmark/target/randomcutforest-benchmark-4.2.0-jar-with-dependencies.jar
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```
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The full benchmark suite takes a long time to run. You can also pass a regex at the command-line, then only matching
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benchmark methods will be executed.
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```text
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% java -jar benchmark/target/randomcutforest-benchmark-4.1.0-jar-with-dependencies.jar RandomCutForestBenchmark\.updateAndGetAnomalyScore
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% java -jar benchmark/target/randomcutforest-benchmark-4.2.0-jar-with-dependencies.jar RandomCutForestBenchmark\.updateAndGetAnomalyScore
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```
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[rcf-paper]: http://proceedings.mlr.press/v48/guha16.pdf

Java/benchmark/pom.xml

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<parent>
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<groupId>software.amazon.randomcutforest</groupId>
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<artifactId>randomcutforest-parent</artifactId>
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<version>4.1.0</version>
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<version>4.2.0</version>
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</parent>
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<artifactId>randomcutforest-benchmark</artifactId>

Java/core/pom.xml

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<parent>
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<groupId>software.amazon.randomcutforest</groupId>
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<artifactId>randomcutforest-parent</artifactId>
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<version>4.1.0</version>
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<version>4.2.0</version>
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</parent>
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<artifactId>randomcutforest-core</artifactId>

Java/core/src/main/java/com/amazon/randomcutforest/preprocessor/ImputePreprocessor.java

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@@ -142,7 +142,7 @@ protected void updateTimestamps(long timestamp) {
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* continuously since we are always counting missing values that should
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* eventually be reset to zero. To address the issue, we add code in method
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* updateForest to decrement numberOfImputed when we move to a new timestamp,
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* provided there is no imputation. This ensures th e imputation fraction does
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* provided there is no imputation. This ensures the imputation fraction does
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* not increase as long as the imputation is continuing. This also ensures that
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* the forest update decision, which relies on the imputation fraction,
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* functions correctly. The forest is updated only when the imputation fraction

Java/core/src/test/java/com/amazon/randomcutforest/SampleSummaryTest.java

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@@ -20,6 +20,7 @@
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import static org.junit.jupiter.api.Assertions.assertDoesNotThrow;
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import static org.junit.jupiter.api.Assertions.assertEquals;
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import static org.junit.jupiter.api.Assertions.assertThrows;
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import static org.junit.jupiter.api.Assertions.assertTrue;
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import static org.mockito.ArgumentMatchers.any;
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import static org.mockito.Mockito.mock;
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import static org.mockito.Mockito.when;
@@ -343,7 +344,11 @@ public void ParallelTest(BiFunction<float[], float[], Double> distance) {
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assertEquals(summary2.weightOfSamples, summary1.weightOfSamples, " sampling inconsistent");
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assertEquals(summary2.summaryPoints.length, summary1.summaryPoints.length,
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" incorrect length of typical points");
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assertEquals(clusters.size(), summary1.summaryPoints.length);
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// due to randomization, they might not equal
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assertTrue(
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Math.abs(clusters.size() - summary1.summaryPoints.length) <= 1,
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"The difference between clusters.size() and summary1.summaryPoints.length should be at most 1"
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);
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double total = clusters.stream().map(ICluster::getWeight).reduce(0.0, Double::sum);
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assertEquals(total, summary1.weightOfSamples, 1e-3);
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// parallelization can produce reordering of merges

Java/examples/pom.xml

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<parent>
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<groupId>software.amazon.randomcutforest</groupId>
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<artifactId>randomcutforest-parent</artifactId>
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<version>4.1.0</version>
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<version>4.2.0</version>
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</parent>
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<artifactId>randomcutforest-examples</artifactId>

Java/parkservices/pom.xml

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<parent>
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<groupId>software.amazon.randomcutforest</groupId>
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<artifactId>randomcutforest-parent</artifactId>
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<version>4.1.0</version>
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<version>4.2.0</version>
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</parent>
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<artifactId>randomcutforest-parkservices</artifactId>

Java/parkservices/src/main/java/com/amazon/randomcutforest/parkservices/PredictorCorrector.java

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@@ -464,19 +464,74 @@ protected <P extends AnomalyDescriptor> DiVector constructUncertaintyBox(float[]
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double[] gapLow = new double[baseDimensions];
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double[] gapHigh = new double[baseDimensions];
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for (int y = 0; y < baseDimensions; y++) {
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// 'a' represents the scaled value of the current point for dimension 'y'.
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// Given that 'point[startPosition + y]' is the normalized value of the actual
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// data point (x - mean) / std,
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// and 'scale[y]' is the standard deviation (std), we have:
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// a = std * ((x - mean) / std) = x - mean
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double a = scale[y] * point[startPosition + y];
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// 'shiftBase' is the shift value for dimension 'y', which is the mean (mean)
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double shiftBase = shift[y];
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// Initialize 'shiftAmount' to zero. This will account for numerical precision
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// adjustments later
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double shiftAmount = 0;
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// If the mean ('shiftBase') is not zero, adjust 'shiftAmount' to account for
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// numerical precision
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if (shiftBase != 0) {
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// 'shiftAmount' accounts for potential numerical errors due to shifting and
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// scaling
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shiftAmount += DEFAULT_NORMALIZATION_PRECISION * (scale[y] + Math.abs(shiftBase));
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}
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// Calculate the average L1 deviation along the path for dimension 'y'.
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// This function computes the average absolute difference between successive
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// values in the shingle,
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// helping to capture recent fluctuations or trends in the data.
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double pathGap = calculatePathDeviation(point, startPosition, y, baseDimension, differenced);
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// 'noiseGap' is calculated based on the noise factor and the deviation for
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// dimension 'y'.
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// It represents the expected variation due to noise, scaled appropriately.
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double noiseGap = noiseFactor * result.getDeviations()[baseDimension + y];
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// 'gap' is the maximum of the scaled 'pathGap' and 'noiseGap', adjusted by
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// 'shiftAmount'
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// and a small constant to ensure it's not zero. This gap accounts for recent
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// deviations and noise,
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// and serves as a baseline threshold for detecting anomalies.
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double gap = max(scale[y] * pathGap, noiseGap) + shiftAmount + DEFAULT_NORMALIZATION_PRECISION;
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gapLow[y] = max(max(ignoreNearExpectedFromBelow[y], ignoreNearExpectedFromBelowByRatio[y] * Math.abs(a)),
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gap);
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gapHigh[y] = max(max(ignoreNearExpectedFromAbove[y], ignoreNearExpectedFromAboveByRatio[y] * Math.abs(a)),
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gap);
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// Compute 'gapLow[y]' and 'gapHigh[y]', which are thresholds to determine if
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// the deviation is significant
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// Since 'a = x - mean' and 'shiftBase = mean', then 'a + shiftBase = x - mean +
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// mean = x'
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// Therefore, 'Math.abs(a + shiftBase)' simplifies to the absolute value of the
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// actual data point |x|
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// For 'gapLow[y]', calculate the maximum of:
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// - 'ignoreNearExpectedFromBelow[y]', an absolute threshold for ignoring small
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// deviations below expected
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// - 'ignoreNearExpectedFromBelowByRatio[y] * |x|', a relative threshold based
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// on the actual value x
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// - 'gap', the calculated deviation adjusted for noise and precision
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// This ensures that minor deviations within the specified ratio or fixed
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// threshold are ignored,
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// reducing false positives.
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gapLow[y] = max(max(ignoreNearExpectedFromBelow[y],
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ignoreNearExpectedFromBelowByRatio[y] * (Math.abs(a + shiftBase))), gap);
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// Similarly, for 'gapHigh[y]':
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// - 'ignoreNearExpectedFromAbove[y]', an absolute threshold for ignoring small
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// deviations above expected
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// - 'ignoreNearExpectedFromAboveByRatio[y] * |x|', a relative threshold based
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// on the actual value x
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// - 'gap', the calculated deviation adjusted for noise and precision
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// This threshold helps in ignoring anomalies that are within an acceptable
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// deviation ratio from the expected value.
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gapHigh[y] = max(max(ignoreNearExpectedFromAbove[y],
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ignoreNearExpectedFromAboveByRatio[y] * (Math.abs(a + shiftBase))), gap);
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}
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return new DiVector(gapHigh, gapLow);
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}
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/*
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* Copyright 2020 Amazon.com, Inc. or its affiliates. All Rights Reserved.
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*
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* Licensed under the Apache License, Version 2.0 (the "License").
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* You may not use this file except in compliance with the License.
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* A copy of the License is located at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* or in the "license" file accompanying this file. This file is distributed
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* on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
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* express or implied. See the License for the specific language governing
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* permissions and limitations under the License.
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*/
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package com.amazon.randomcutforest.parkservices;
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import static org.junit.jupiter.api.Assertions.assertTrue;
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import java.time.LocalDateTime;
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import java.time.temporal.ChronoUnit;
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import java.util.ArrayList;
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import java.util.Arrays;
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import java.util.List;
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import java.util.Random;
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import java.util.Set;
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import java.util.TreeSet;
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import org.junit.jupiter.api.Test;
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import com.amazon.randomcutforest.config.ForestMode;
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import com.amazon.randomcutforest.config.Precision;
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import com.amazon.randomcutforest.config.TransformMethod;
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public class IgnoreTest {
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@Test
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public void testAnomalies() {
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// Initialize the forest parameters
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int shingleSize = 8;
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int numberOfTrees = 50;
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int sampleSize = 256;
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Precision precision = Precision.FLOAT_32;
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int baseDimensions = 1;
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long count = 0;
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int dimensions = baseDimensions * shingleSize;
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// Build the ThresholdedRandomCutForest
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ThresholdedRandomCutForest forest = new ThresholdedRandomCutForest.Builder<>().compact(true)
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.dimensions(dimensions).randomSeed(0).numberOfTrees(numberOfTrees).shingleSize(shingleSize)
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.sampleSize(sampleSize).precision(precision).anomalyRate(0.01).forestMode(ForestMode.STREAMING_IMPUTE)
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.transformMethod(TransformMethod.NORMALIZE).autoAdjust(true)
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.ignoreNearExpectedFromAboveByRatio(new double[] { 0.1 })
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.ignoreNearExpectedFromBelowByRatio(new double[] { 0.1 }).build();
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// Generate the list of doubles
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List<Double> randomDoubles = generateUniformRandomDoubles();
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// List to store detected anomaly indices
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List<Integer> anomalies = new ArrayList<>();
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// Process each data point through the forest
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for (double val : randomDoubles) {
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double[] point = new double[] { val };
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long newStamp = 100 * count;
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AnomalyDescriptor result = forest.process(point, newStamp);
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if (result.getAnomalyGrade() != 0) {
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anomalies.add((int) count);
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}
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++count;
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}
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// Expected anomalies
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List<Integer> expectedAnomalies = Arrays.asList(273, 283, 505, 1323);
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System.out.println("Anomalies detected at indices: " + anomalies);
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// Verify that all expected anomalies are detected
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assertTrue(anomalies.containsAll(expectedAnomalies),
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"Anomalies detected do not contain all expected anomalies");
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}
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public static List<Double> generateUniformRandomDoubles() {
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// Set fixed times for reproducibility
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LocalDateTime startTime = LocalDateTime.of(2020, 1, 1, 0, 0, 0);
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LocalDateTime endTime = LocalDateTime.of(2020, 1, 2, 0, 0, 0);
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long totalIntervals = ChronoUnit.MINUTES.between(startTime, endTime);
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// Generate timestamps (not used but kept for completeness)
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List<LocalDateTime> timestamps = new ArrayList<>();
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for (int i = 0; i < totalIntervals; i++) {
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timestamps.add(startTime.plusMinutes(i));
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}
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// Initialize variables
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Random random = new Random(0); // For reproducibility
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double level = 0;
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List<Double> logCounts = new ArrayList<>();
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// Decide random change points where level will change
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int numChanges = random.nextInt(6) + 5; // Random number between 5 and 10 inclusive
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Set<Integer> changeIndicesSet = new TreeSet<>();
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changeIndicesSet.add(0); // Ensure the first index is included
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while (changeIndicesSet.size() < numChanges) {
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int idx = random.nextInt((int) totalIntervals - 1) + 1; // Random index between 1 and totalIntervals -1
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changeIndicesSet.add(idx);
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}
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List<Integer> changeIndices = new ArrayList<>(changeIndicesSet);
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// Generate levels at each change point
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List<Double> levels = new ArrayList<>();
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for (int i = 0; i < changeIndices.size(); i++) {
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if (i == 0) {
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level = random.nextDouble() * 10; // Starting level between 0 and 10
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} else {
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double increment = -2 + random.nextDouble() * 7; // Random increment between -2 and 5
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level = Math.max(0, level + increment);
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}
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levels.add(level);
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}
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// Now generate logCounts for each timestamp with even smoother transitions
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int currentLevelIndex = 0;
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for (int idx = 0; idx < totalIntervals; idx++) {
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if (currentLevelIndex + 1 < changeIndices.size() && idx >= changeIndices.get(currentLevelIndex + 1)) {
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currentLevelIndex++;
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}
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level = levels.get(currentLevelIndex);
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double sineWave = Math.sin((idx % 300) * (Math.PI / 150)) * 0.05 * level;
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double noise = (-0.01 * level) + random.nextDouble() * (0.02 * level); // Noise between -0.01*level and
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// 0.01*level
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double count = Math.max(0, level + sineWave + noise);
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logCounts.add(count);
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}
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// Introduce controlled changes for anomaly detection testing
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for (int changeIdx : changeIndices) {
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if (changeIdx + 10 < totalIntervals) {
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logCounts.set(changeIdx + 5, logCounts.get(changeIdx + 5) * 1.05); // 5% increase
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logCounts.set(changeIdx + 10, logCounts.get(changeIdx + 10) * 1.10); // 10% increase
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}
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}
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// Output the generated logCounts
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System.out.println("Generated logCounts of size: " + logCounts.size());
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return logCounts;
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}
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}

Java/pom.xml

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<groupId>software.amazon.randomcutforest</groupId>
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<artifactId>randomcutforest-parent</artifactId>
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<version>4.1.0</version>
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<version>4.2.0</version>
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<packaging>pom</packaging>
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<name>software.amazon.randomcutforest:randomcutforest</name>

Java/serialization/pom.xml

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<version>4.2.0</version>
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<artifactId>randomcutforest-serialization</artifactId>

Java/testutils/pom.xml

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<version>4.1.0</version>
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<version>4.2.0</version>
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<artifactId>randomcutforest-testutils</artifactId>

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