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Multidimensional multimodal Anomaly Detection with Interpretation (MADI)

This is the source code that accompanies Iterpretable, Multidimensional, Multimodal Anomaly Detection for Detecting Device Failure (Sipple, 2020)

Abstract

In this paper we propose a scalable, unsupervised approach for detecting anomalies in the Internet of Things (IoT). Complex devices are connected daily and eagerly generate vast streams of multidi- mensional telemetry. These devices often operate in distinct modes based on external conditions (day/night, occupied/vacant, etc.), and to prevent complete or partial system outage, we would like to recognize as early as possible when these de- vices begin to operate outside the normal modes.

We propose an unsupervised anomaly detection method that creates a negative sample from the positive, observed sample, and trains a classifier to distinguish between positive and negative sam- ples. Using the Concentration Phenomenon, we explain why such a classifier ought to establish suitable decision boundaries between normal and anomalous regions, and show how Integrated Gra- dients can attribute the anomaly to specific dimen- sions within the anomalous state vector. We have demonstrated that negative sampling with random forest or neural network classifiers yield signifi- cantly higher AUC scores compared to state-of- the-art approaches against benchmark anomaly detection datasets, and a multidimensional, multi- modal dataset from real climate control devices.

Finally, we describe how negative sampling with neural network classifiers have been successfully deployed at large scale to predict failures in real time in over 15,000 climate-control and power meter devices in 145 office buildings within the California Bay Area.

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madi's Issues

[Issue] Python version issue

Hi,
I was trying to run the notebook: madi_ch1_mv_ad.ipynb and got an error while running the below command:
!pip install git+https://github.com/google/madi.git

Error:

Collecting git+https://github.com/google/madi.git
  Cloning https://github.com/google/madi.git to [/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-req-build-bagtso0r](https://file+.vscode-resource.vscode-cdn.net/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-req-build-bagtso0r)
  Running command git clone --filter=blob:none --quiet https://github.com/google/madi.git [/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-req-build-bagtso0r](https://file+.vscode-resource.vscode-cdn.net/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-req-build-bagtso0r)
  Resolved https://github.com/google/madi.git to commit d9b5a250501c63b0d554dfd9ad7f9d0439c319e3
  Installing build dependencies ...   Getting requirements to build wheel ... error: subprocess-exited-with-error
  
  × Getting requirements to build wheel did not run successfully.
  │ exit code: 1
  ╰─> [40 lines of output]
      Traceback (most recent call last):
        File "/Users/rupambanerjee/Rupam_Workspace/madi/.venv/lib/python3.11/site-packages/pip/_vendor/pyproject_hooks/_in_process/_in_process.py", line 353, in <module>
          main()
        File "/Users/rupambanerjee/Rupam_Workspace/madi/.venv/lib/python3.11/site-packages/pip/_vendor/pyproject_hooks/_in_process/_in_process.py", line 335, in main
          json_out['return_val'] = hook(**hook_input['kwargs'])
                                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "/Users/rupambanerjee/Rupam_Workspace/madi/.venv/lib/python3.11/site-packages/pip/_vendor/pyproject_hooks/_in_process/_in_process.py", line 118, in get_requires_for_build_wheel
          return hook(config_settings)
                 ^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/build_meta.py", line 325, in get_requires_for_build_wheel
          return self._get_build_requires(config_settings, requirements=['wheel'])
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/build_meta.py", line 295, in _get_build_requires
          self.run_setup()
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/build_meta.py", line 311, in run_setup
          exec(code, locals())
        File "<string>", line 1, in <module>
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/__init__.py", line 103, in setup
          return distutils.core.setup(**attrs)
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/_distutils/core.py", line 159, in setup
          dist.parse_config_files()
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/dist.py", line 623, in parse_config_files
          setupcfg.parse_configuration(
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/config/setupcfg.py", line 178, in parse_configuration
          options.parse()
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/config/setupcfg.py", line 501, in parse
          section_parser_method(section_options)
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/config/setupcfg.py", line 476, in parse_section
          self[name] = value
          ~~~~^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/config/setupcfg.py", line 294, in __setitem__
          parsed = self.parsers.get(option_name, lambda x: x)(value)
                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/_vendor/packaging/specifiers.py", line 714, in __init__
          parsed.add(Specifier(specifier))
                     ^^^^^^^^^^^^^^^^^^^^
        File "/private/var/folders/17/s2nhcpmx4tq129q4yy42k67r0000gn/T/pip-build-env-oi9px9fg/overlay/lib/python3.11/site-packages/setuptools/_vendor/packaging/specifiers.py", line 245, in __init__
          raise InvalidSpecifier(f"Invalid specifier: '{spec}'")
      setuptools.extern.packaging.specifiers.InvalidSpecifier: Invalid specifier: '>=3.6.*'
      [end of output]
  
  note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error

× Getting requirements to build wheel did not run successfully.
│ exit code: 1
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.

Is the fix updating the setup.cfg file as follows?
python_requires = >=3.6.* -> python_requires = >=3.6

Can someone please help me here?

[Question] Categorical features

Hi and thank you for your work.

For the negative sampling, how would you handle a mixed-type dataset with both numerical and categorical features (including boolean features)?

Clearly, I can't extend the values range for categorical features (e.g. for a boolean feature, it doesn't make sense to extend 0/1 values to -0.05/1.05). How would you handle categorical features? Would you just randomly pick one category?

Thanks.

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