Unsupervised Projects (Anomaly Detection)

When the data is not labelled and the problem can be interpreted either as anomaly detection or time series anomaly detection, projects in unsupervised mode become useful.

Creating Unsupervised Projects

In order to create an unsupervised project set unsupervised_mode to True when setting the target.

>>> import datarobot as dr
>>> project = Project.create('dataset.csv', project_name='unsupervised')
>>> project.set_target(unsupervised_mode=True)

Creating Time Series Unsupervised Projects

To create a time series unsupervised project pass unsupervised_mode=True to datetime partitioning creation and to project aim. The forecast window will be automatically set to nowcasting, i.e. forecast distance zero (FW = 0, 0).

>>> import datarobot as dr
>>> project = Project.create('dataset.csv', project_name='unsupervised')
>>> spec = DatetimePartitioningSpecification('date',
...    use_time_series=True, unsupervised_mode=True,
...    feature_derivation_window_start=-4, feature_derivation_window_end=0)

# this step is optional - preview the default partitioning which will be applied
>>> partitioning_preview = DatetimePartitioning.generate(project.id, spec)
>>> full_spec = partitioning_preview.to_specification()
>>> project.set_target(unsupervised_mode=True, partitioning_method=full_spec)

Unsupervised Project Metrics

In unsupervised projects, metrics are not used for the model optimization. Instead, they are used for the purpose of model ranking. There are two available unsupervised metrics – Synthetic AUC and synthetic LogLoss – both of which are calculated on artificially-labelled validation samples.

Estimating Accuracy of Unsupervised Anomaly Detection Datetime Partitioned Models

For datatime partitioned unsupervised model you can retrieve the Anomaly over Time plot. To do so use DatetimeModel.get_anomaly_over_time_plot. You can also retrieve the detailed metadata using DatetimeModel.get_anomaly_over_time_plots_metadata, and the preview plot using DatetimeModel.get_anomaly_over_time_plot_preview.

Explaining Unsupervised Time Series Anomaly Detection Models Predictions

Within a timeseries unsupervised project for models supporting calculation of Shapley values, Anomaly Assessment insight can be computed to explain anomalies.

Example 1: computation, retrieval and deletion of the anomaly assessment insight.

>>> import datarobot as dr
# Initialize Anomaly Assessment for the backtest 0, training subset and series "series1"
>>> model = dr.DatetimeModel.get(project_id, model_id)
>>> anomaly_assessment_record = model.initialize_anomaly_assessment(0, "training", "series1")
# Get available Anomaly Assessment for the project and model
>>> all_records = model.get_anomaly_assessment_records()
# Get most recent anomaly assessment explanations
>>> all_records[0].get_latest_explanations()
# Get anomaly assessment explanations in the range
>>> all_records[0].get_explanations(start_date="2020-01-01", points_count=500)
 # Get anomaly assessment predictions preview
>>> all_records[0].get_predictions_preview()
# Delete record
>>> all_records[0].delete()

Example 2: Find explanations for the anomalous regions (regions with maximum anomaly score >=0.6) for the multiseries project. Leave only explanations for the rows with anomaly score >= 0.5.

>>> def collect_explanations(model, backtest, source, series_ids):
... for series in series_ids:
...     try:
...         model.initialize_anomaly_assessment(backtest, source, series)
...      except ClientError:
...         # when insight was already computed
...         pass
... records_for_series = model.get_anomaly_assessment_records(source=source, backtest=backtest, with_data_only=True, limit=0)
... result = {}
... for record in records_for_series:
...     preview = record.get_predictions_preview()
...     anomalous_regions = preview.find_anomalous_regions(max_prediction_threshold=0.6)
...     if anomalous_regions:
...         result[record.series_id] = record.get_explanations_data_in_regions(anomalous_regions, prediction_threshold=0.5)
... return result
>>> import datarobot as dr
>>> model = dr.DatetimeModel.get(project_id, model_id)
>>> collect_explanations(model, 0, "validation", series_ids)

Assessing Unsupervised Anomaly Detection Models on External Test Set

In unsupervised projects, if there is some labelled data, it may be used to assess anomaly detection models by checking computed classification metrics such as AUC and LogLoss, etc. and insights such as ROC and Lift. Such data is uploaded as a prediction dataset with a specified actual value column name, and, if it is a time series project, a prediction date range. The actual value column can contain only zeros and ones or True/False, and it should not have been seen during training time.

Requesting External Scores and Insights (Time Series)

There are two ways to specify an actual value column and compute scores and insights:

1. Upload a prediction dataset, specifying predictions_start_date, predictions_end_date, and actual_value_column, and request predictions on that dataset using a specific model.

>>> import datarobot as dr
# Upload dataset
>>> project = dr.Project(project_id)
>>> dataset = project.upload_dataset(
...    './data_to_predict.csv',
...    predictions_start_date=datetime(2000, 1, 1),
...    predictions_end_date=datetime(2015, 1, 1),
...    actual_value_column='actuals'
...    )
# run prediction job which also will calculate requested scores and insights.
>>> predict_job = model.request_predictions(dataset.id)
# prediction output will have column with actuals
>>> result = pred_job.get_result_when_complete()

2. Upload a prediction dataset without specifying any options, and request predictions for a specific model with predictions_start_date, predictions_end_date, and actual_value_column specified. Note, these settings cannot be changed for the dataset after making predictions.

>>> import datarobot as dr
# Upload dataset
>>> project = dr.Project(project_id)
>>> dataset = project.upload_dataset('./data_to_predict.csv')
# Check which columns are candidates for actual value columns
>>> dataset.detected_actual_value_columns
[{'missing_count': 25, 'name': 'label_column'}]

# run prediction job which also will calculate requested scores and insights.
>>> predict_job = model.request_predictions(
...    dataset.id,
...    predictions_start_date=datetime(2000, 1, 1),
...    predictions_end_date=datetime(2015, 1, 1),
...    actual_value_column='label_column'
...  )
>>> result = pred_job.get_result_when_complete()

Requesting External Scores and Insights for AutoML models

To compute scores and insights on an external dataset for unsupervised AutoML models (Non Time series)

Upload a prediction dataset that contains label column(s), request compute external test on one of PredictionDataset.detected_actual_value_columns

import datarobot as dr
# Upload dataset
project = dr.Project(project_id)
dataset = project.upload_dataset('./test_set.csv')
>>>['label_column_1', 'label_column_2']
# request external test to compute metric scores and insights on dataset
external_test_job = model.request_external_test(dataset.id, actual_value_column='label_column_1')
# once job is complete, scores and insights are ready for retrieving

Retrieving External Scores and Insights

Upon completion of prediction, external scores and insights can be retrieved to assess model performance. For unsupervised projects Lift Chart and ROC Curve are computed. If the dataset is too small insights will not be computed. If the actual value column contained only one class, the ROC Curve will not be computed. Information about the dataset can be retrieved using PredictionDataset.get.

 >>> import datarobot as dr
# Check which columns are candidates for actual value columns
 >>> scores_list = ExternalScores.list(project_id)
 >>> scores = ExternalScores.get(project_id, dataset_id=dataset_id, model_id=model_id)
 >>> lift_list = ExternalLiftChart.list(project_id, model_id)
 >>> roc = ExternalRocCurve.get(project_id, model, dataset_id)
# check dataset warnings, need to be called after predictions are computed.
 >>> dataset = PredictionDataset.get(project_id, dataset_id)
 >>> dataset.data_quality_warnings
{'single_class_actual_value_column': True,
'insufficient_rows_for_evaluating_models': False,
'has_kia_missing_values_in_forecast_window': False}