PCA Anomaly Detection Threshold #4039
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ganik
reviewed
Jul 26, 2019
| @@ -267,7 +267,7 @@ public sealed class AnomalyPredictionTransformer<TModel> : SingleFeaturePredicti | |||
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| [BestFriend] | |||
| internal AnomalyPredictionTransformer(IHostEnvironment env, TModel model, DataViewSchema inputSchema, string featureColumn, | |||
| float threshold = 0f, string thresholdColumn = DefaultColumnNames.Score) | |||
| float threshold = 0.5f, string thresholdColumn = DefaultColumnNames.Score) | |||
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float threshold = 0.5f, [](start = 12, length = 23)
Why 0.5? Why not 0.1 or 0.05?
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As you point out it is arbitrary. What do you suggest?
ganik
reviewed
Jul 26, 2019
| /// <param name="model">A trained <see cref="AnomalyPredictionTransformer{TModel}"/>.</param> | ||
| /// <param name="threshold">The new threshold value that will be used to determine the label of a data point | ||
| /// based on the predicted score by the model.</param> | ||
| public AnomalyPredictionTransformer<TModel> ChangeModelThreshold<TModel>(AnomalyPredictionTransformer<TModel> model, float threshold) |
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float threshold [](start = 125, length = 15)
I suggest to add the Threshold to option for constructor, like we do for majority of other transformers
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I can also add that to a constructor but that will change the signature of the constructor, so I can only a new one with this additional parameter. Is that what you would like me to do?
Where else are we setting the threshold from the constructor? I don't remember seeing that.
ghost
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Fixes #3990
In this PR I change the default threshold for PCA anomaly detection to 0.5 (see the issue for discussion on what that means).
I also add a method to change the threshold from MlContext in the same spirit as the BinaryClassification ChangeThreshold method.
I update the samples and add a test for the new method.