import pandas as pd
import numpy as np
import sklearn
import pickle
import time
import datetime
2/20
4/5
4/8
ref: https://pyod.readthedocs.io/en/latest/pyod.models.html#all-models
1. Imports
import warnings
'ignore') warnings.filterwarnings(
%run ../functions_pyod2.py
with open('../fraudTrain.pkl', 'rb') as file:
= pickle.load(file) fraudTrain
2.
*pyod_preprocess4(fraudTrain, 0.04)) pyod(
model | time | acc | pre | rec | f1 | auc | graph_based | method | throw_rate | train_size | train_cols | train_frate | test_size | test_frate | hyper_params | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | ECOD | 0.023506 | 0.951995 | 0.407220 | 0.426110 | 0.416451 | 0.700065 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
1 | GMM | 0.035906 | 0.967260 | 0.589629 | 0.610338 | 0.599805 | 0.796273 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
2 | HBOS | 0.006652 | 0.959401 | 0.000000 | 0.000000 | 0.000000 | 0.499792 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
3 | IForest | 2.369873 | 0.967100 | 0.588387 | 0.604374 | 0.596273 | 0.793333 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
4 | INNE | 2.631451 | 0.964729 | 0.560261 | 0.569914 | 0.565046 | 0.775589 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
5 | KNN | 0.148018 | 0.965049 | 0.563263 | 0.581180 | 0.572081 | 0.781153 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
6 | LODA | 0.182127 | 0.959401 | 0.000000 | 0.000000 | 0.000000 | 0.499792 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
7 | LOF | 0.265123 | 0.914114 | 0.025457 | 0.030484 | 0.027744 | 0.490803 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
8 | MCD | 0.033004 | 0.967260 | 0.589629 | 0.610338 | 0.599805 | 0.796273 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
9 | PCA | 0.010788 | 0.956551 | 0.462346 | 0.496355 | 0.478747 | 0.736090 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |
10 | ROD | 7.429507 | 0.918030 | 0.000637 | 0.000663 | 0.000650 | 0.478557 | False | pyod | 0.04 | 112612 | [amt] | 0.039934 | 37538 | 0.040199 | None |