avatarAmy @GrabNGoInfo

Summary

This article discusses the use of One-Class Support Vector Machine (SVM) for anomaly detection, providing step-by-step guidance on training the model, predicting anomalies, customizing predictions, and visualizing results.

Abstract

The article begins by introducing the concept of One-Class SVM as an unsupervised model for anomaly detection. It then proceeds to provide a hands-on tutorial using Python's sklearn library to implement one-class SVM. The tutorial covers various aspects, including creating a synthetic dataset, training a one-class SVM model, predicting anomalies, customizing predictions using scores, and visualizing the results. The article also provides additional resources for further learning and references to relevant papers and documentation.

Opinions

  • The article emphasizes the usefulness of One-Class SVM in detecting outliers without the need for target labels.
  • It suggests that the radial basis function (rbf) kernel is a commonly used kernel type for mapping data from a low dimensional space to a high dimensional space.
  • The article highlights the importance of the nu hyperparameter in specifying the percentage of anomalies.
  • It suggests that the threshold for anomaly prediction can be customized to label more or fewer data points as outliers.
  • The article underscores the importance of visualizing the results for better understanding and interpretation.
  • It recommends learning about isolation forests for anomaly detection as an alternative method.
  • The article provides additional tutorials and references for further learning on the topic.

One-Class SVM For Anomaly Detection

Use unsupervised One-Class Support Vector Machine to detect outliers

Image Owned by GrabNGoInfo

One-Class Support Vector Machine (SVM) is an unsupervised model for anomaly or outlier detection. Unlike the regular supervised SVM, the one-class SVM does not have target labels for the model training process. Instead, it learns the boundary for the normal data points and identifies the data outside the border to be anomalies.

In this post, we will use Python’s sklearn library to implement one-class SVM. You will learn the following after reading the post:

  • How to train a one-class support vector machine (SVM) model
  • How to predict anomalies from a one-class SVM model
  • How to change the default threshold for anomaly prediction
  • How to visualize the prediction results

Resources for this post:

Let’s get started!

Step 1: Import Libraries

Firstly, let’s import the Python libraries. We need to import make_classification for synthetic dataset creation, import pandas, numpy, and Counter for data processing, import matplotlib for visualization, import OneClassSVM and train_test_split for modeling, and import classification_report for model performance evaluation.

# Synthetic dataset
from sklearn.datasets import make_classification
# Data processing
import pandas as pd
import numpy as np
from collections import Counter
# Visualization
import matplotlib.pyplot as plt
# Model and performance
from sklearn.svm import OneClassSVM
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report

Step 2: Create an Imbalanced Dataset

Using make_classification from the sklearn library, we created two classes with the ratio between the majority class and the minority class being 0.995:0.005. Two informative features were made as predictors. We did not include any redundant or repeated features in this dataset.

# Create an imbalanced dataset
X, y = make_classification(n_samples=100000, n_features=2, n_informative=2,
                           n_redundant=0, n_repeated=0, n_classes=2,
                           n_clusters_per_class=1,
                           weights=[0.995, 0.005],
                           class_sep=0.5, random_state=0)
# Convert the data from numpy array to a pandas dataframe
df = pd.DataFrame({'feature1': X[:, 0], 'feature2': X[:, 1], 'target': y})
# Check the target distribution
df['target'].value_counts(normalize = True)

The output shows that we have about 1% of the data in the minority class and 99% in the majority class.

0    0.9897
1    0.0103
Name: target, dtype: float64

Step 3: Train Test Split

In this step, we split the dataset into 80% training data and 20% validation data. random_state ensures that we have the same train test split every time. The seed number for random_state does not have to be 42, and it can be any number.

# Train test split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
# Check the number of records
print('The number of records in the training dataset is', X_train.shape[0])
print('The number of records in the test dataset is', X_test.shape[0])
print(f"The training dataset has {sorted(Counter(y_train).items())[0][1]} records for the majority class and {sorted(Counter(y_train).items())[1][1]} records for the minority class.")

The train test split gives us 80,000 records for the training dataset and 20,000 for the validation dataset. Thus, we have 79,183 data points from the majority class and 817 from the minority class in the training dataset.

The number of records in the training dataset is 80000
The number of records in the test dataset is 20000
The training dataset has 79183 records for the majority class and 817 records for the minority class.

Step 4: Train One-Class Support Vector Machine (SVM) Model

When training the one-class SVM, there are a few critical hyperparameters.

  • nu is to specify the percentage of anomalies. nu=0.01 means that we have around 1% outliers in the dataset.
  • Kernel specifies the kernel type. The radial basis function (rbf) kernel is a commonly used kernel type. It maps data from a low dimensional space to a high dimensional space to help the SVM model draw a decision boundary.
  • gamma is a kernel coefficient, and it is for 'rbf', 'poly', and 'sigmoid' kernels. When setting it to 'auto', the kernel coefficient is 1 over the number of features.
# Train the one class support vector machine (SVM) model
one_class_svm = OneClassSVM(nu=0.01, kernel = 'rbf', gamma = 'auto').fit(X_train)

Step 5: Predict Anomalies

After training the one-class SVM model on the training dataset, we make predictions on the testing dataset. By default, one-class SVM labels the normal data points as 1s and anomalies as -1s. To compare the labels with the ground truth in the testing dataset, we changed the anomalies’ labels from -1 to 1, and the normal labels from 1 to 0.

# Predict the anomalies
prediction = one_class_svm.predict(X_test)
# Change the anomalies' values to make it consistent with the true values
prediction = [1 if i==-1 else 0 for i in prediction]
# Check the model performance
print(classification_report(y_test, prediction))

The model has a recall values of 6%, meaning that it captures 6% of the anomaly data points.

           precision    recall  f1-score   support
      0       0.99      0.99      0.99     19787
      1       0.06      0.06      0.06       213
accuracy                           0.98     20000
macro avg       0.53      0.53      0.53     20000
weighted avg       0.98      0.98      0.98     20000

Step 6: Customize Predictions Using Scores

Instead of using the default threshold for identifying outliers, we can customize the threshold and label more or fewer data points as outliers. For example, in the code below, we find the score for 2% of the data points and use it as the prediction threshold.

# Get the scores for the testing dataset
score = one_class_svm.score_samples(X_test)
# Check the score for 2% of outliers
score_threshold = np.percentile(score, 2)
print(f'The customized score threshold for 2% of outliers is {score_threshold:.2f}')
# Check the model performance at 2% threshold
customized_prediction = [1 if i < score_threshold else 0 for i in score]
# # Check the prediction performance
print(classification_report(y_test, customized_prediction))

The recall value increased from 6% to 10% because we increased the threshold for anomalies.

The customized score threshold for 2% of outliers is 182.62
                 precision    recall  f1-score   support
         0       0.99      0.98      0.99     19787
         1       0.06      0.10      0.07       213
accuracy                              0.97     20000
macro avg         0.52       0.54     0.53     20000
weighted avg      0.98      0.97      0.98     20000

Step 7: Visualization

This step will plot the data points and check the differences between actual, one-class SVM prediction and customized one-class SVM prediction.

# Put the testing dataset and predictions in the same dataframe
df_test = pd.DataFrame(X_test, columns=['feature1', 'feature2'])
df_test['y_test'] = y_test
df_test['one_class_svm_prediction'] = prediction
df_test['one_class_svm_prediction_cutomized'] = customized_prediction
# Visualize the actual and predicted anomalies
fig, (ax0, ax1, ax2)=plt.subplots(1,3, sharey=True, figsize=(20,6))
# Ground truth
ax0.set_title('Original')
ax0.scatter(df_test['feature1'], df_test['feature2'], c=df_test['y_test'], cmap='rainbow')
# One-Class SVM Predictions
ax1.set_title('One-Class SVM Predictions')
ax1.scatter(df_test['feature1'], df_test['feature2'], c=df_test['one_class_svm_prediction'], cmap='rainbow')
# One-Class SVM Predictions With Customized Threshold
ax2.set_title('One-Class SVM Predictions With Customized Threshold')
ax2.scatter(df_test['feature1'], df_test['feature2'], c=df_test['one_class_svm_prediction_cutomized'], cmap='rainbow')

We can see that one-class SVM has a clear boundary and labeled the data points out of the boundary to be anomalies. When we increase the threshold for the score, more data points are labeled as anomalies.

One-class SVM anomaly detection visualization — GrabNGoInfo.com

Summary

In this article, we created a synthetic dataset with anomalies and used it to go through using a One-Class Support Vector Machine (SVM) to make anomaly detection. You learned:

  • How to train a one-class support vector machine (SVM) model
  • How to predict anomalies from a one-class SVM model
  • How to change the default threshold for anomaly prediction
  • How to visualize the prediction results

To learn how to use isolation forests to do anomaly detection, please check my article Isolation Forest For Anomaly Detection.

More tutorials are available on GrabNGoInfo YouTube Channel and GrabNGoInfo.com

Recommended tutorials

References

Anomaly Detection
Machine Learning
Unsupervised Learning
Outlier Detection
Support Vector Machine
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