import pandas as pd
import numpy as np
import sklearn
import pickle
import time
import datetime
4/9
4/9 v2
4/10 v3
4/10 v4
4/10 v5
4/11 v6
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
pyod_preprocess4(비율 다 같게)
*pyod_preprocess4(fraudTrain, 0.05)) 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 | 0.278803 | 0.941192 | 0.409772 | 0.422431 | 0.416005 | 0.695344 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
1 | GMM | 0.110044 | 0.964569 | 0.642140 | 0.644728 | 0.643432 | 0.812992 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
2 | HBOS | 1.641861 | 0.949650 | 0.367816 | 0.021491 | 0.040609 | 0.509782 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
3 | IForest | 2.604720 | 0.964302 | 0.639465 | 0.642042 | 0.640751 | 0.811578 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
4 | INNE | 2.759747 | 0.963137 | 0.629755 | 0.622565 | 0.626140 | 0.801735 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
5 | KNN | 0.114098 | 0.959774 | 0.596036 | 0.585628 | 0.590786 | 0.782460 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
6 | LODA | 0.221817 | 0.949650 | 0.367816 | 0.021491 | 0.040609 | 0.509782 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
7 | LOF | 0.252110 | 0.896204 | 0.019481 | 0.022163 | 0.020735 | 0.481983 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
8 | MCD | 0.020916 | 0.964569 | 0.642140 | 0.644728 | 0.643432 | 0.812992 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
9 | PCA | 0.007429 | 0.946154 | 0.458603 | 0.476158 | 0.467216 | 0.723416 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
10 | ROD | 7.672475 | 0.900300 | 0.001985 | 0.002015 | 0.002000 | 0.474589 | False | pyod | 0.05 | 90090 | [amt] | 0.050139 | 30030 | 0.049584 | None |
*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 | 0.024458 | 0.952049 | 0.403569 | 0.387097 | 0.395161 | 0.681485 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
1 | GMM | 0.053764 | 0.965981 | 0.581317 | 0.569454 | 0.575324 | 0.776079 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
2 | HBOS | 0.006364 | 0.958442 | 0.152542 | 0.005925 | 0.011407 | 0.502268 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
3 | IForest | 2.519186 | 0.965928 | 0.581081 | 0.566162 | 0.573525 | 0.774474 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
4 | INNE | 2.772511 | 0.965901 | 0.581681 | 0.560237 | 0.570758 | 0.771623 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
5 | KNN | 0.153281 | 0.963877 | 0.556558 | 0.527979 | 0.541892 | 0.755119 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
6 | LODA | 0.264235 | 0.958442 | 0.152542 | 0.005925 | 0.011407 | 0.502268 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
7 | LOF | 0.291415 | 0.913634 | 0.025344 | 0.030283 | 0.027594 | 0.490585 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
8 | MCD | 0.022942 | 0.965981 | 0.581317 | 0.569454 | 0.575324 | 0.776079 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
9 | PCA | 0.009472 | 0.958202 | 0.482566 | 0.455563 | 0.468676 | 0.717481 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
10 | ROD | 6.733922 | 0.920054 | 0.000000 | 0.000000 | 0.000000 | 0.479428 | False | pyod | 0.04 | 112612 | [amt] | 0.039845 | 37538 | 0.040466 | None |
*pyod_preprocess4(fraudTrain, 0.03)) 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 | 0.032413 | 0.962837 | 0.395094 | 0.398697 | 0.396887 | 0.689692 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
1 | GMM | 0.074976 | 0.970270 | 0.514771 | 0.533550 | 0.523992 | 0.758819 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
2 | HBOS | 0.018481 | 0.968931 | 0.000000 | 0.000000 | 0.000000 | 0.499794 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
3 | IForest | 3.339116 | 0.970310 | 0.515497 | 0.530945 | 0.523107 | 0.757578 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
4 | INNE | 3.695184 | 0.970290 | 0.515171 | 0.530945 | 0.522939 | 0.757568 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
5 | KNN | 0.192343 | 0.970170 | 0.513444 | 0.522476 | 0.517921 | 0.753405 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
6 | LODA | 0.430894 | 0.968931 | 0.000000 | 0.000000 | 0.000000 | 0.499794 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
7 | LOF | 0.489782 | 0.935085 | 0.034239 | 0.041042 | 0.037333 | 0.502207 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
8 | MCD | 0.035399 | 0.970270 | 0.514771 | 0.533550 | 0.523992 | 0.758819 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
9 | PCA | 0.014358 | 0.968631 | 0.488760 | 0.495765 | 0.492238 | 0.739679 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
10 | ROD | 11.586664 | 0.939580 | 0.000671 | 0.000651 | 0.000661 | 0.484970 | False | pyod | 0.03 | 150150 | [amt] | 0.029777 | 50050 | 0.030669 | None |
*pyod_preprocess4(fraudTrain, 0.02)) 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 | 0.046958 | 0.973786 | 0.341611 | 0.340241 | 0.340924 | 0.663454 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
1 | GMM | 0.051372 | 0.979807 | 0.493280 | 0.490642 | 0.491957 | 0.740197 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
2 | HBOS | 0.010684 | 0.979860 | 0.000000 | 0.000000 | 0.000000 | 0.499891 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
3 | IForest | 5.286441 | 0.979820 | 0.493611 | 0.490642 | 0.492122 | 0.740204 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
4 | INNE | 5.624534 | 0.980233 | 0.504190 | 0.482620 | 0.493169 | 0.736485 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
5 | KNN | 0.335924 | 0.977889 | 0.445114 | 0.444519 | 0.444816 | 0.716626 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
6 | LODA | 0.493319 | 0.979860 | 0.000000 | 0.000000 | 0.000000 | 0.499891 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
7 | LOF | 0.579964 | 0.960519 | 0.003383 | 0.003342 | 0.003362 | 0.491661 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
8 | MCD | 0.043730 | 0.979807 | 0.493280 | 0.490642 | 0.491957 | 0.740197 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
9 | PCA | 0.016483 | 0.979873 | 0.494874 | 0.483957 | 0.489355 | 0.736957 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
10 | ROD | 9.482680 | 0.957269 | 0.000583 | 0.000668 | 0.000623 | 0.488694 | False | pyod | 0.02 | 225225 | [amt] | 0.020024 | 75075 | 0.019927 | None |
*pyod_preprocess4(fraudTrain, 0.01)) 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 | 0.091953 | 0.984589 | 0.245497 | 0.237266 | 0.241311 | 0.614828 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
1 | GMM | 0.188682 | 0.989311 | 0.482330 | 0.475177 | 0.478727 | 0.734927 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
2 | HBOS | 0.019990 | 0.989297 | 0.000000 | 0.000000 | 0.000000 | 0.499812 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
3 | IForest | 10.309046 | 0.989364 | 0.484868 | 0.475177 | 0.479974 | 0.734954 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
4 | INNE | 11.587905 | 0.988551 | 0.441909 | 0.411992 | 0.426426 | 0.703281 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
5 | KNN | 0.738189 | 0.987672 | 0.401961 | 0.396518 | 0.399221 | 0.695180 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
6 | LODA | 1.021827 | 0.989297 | 0.000000 | 0.000000 | 0.000000 | 0.499812 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
7 | LOF | 1.178627 | 0.980799 | 0.002242 | 0.001934 | 0.002077 | 0.496475 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
8 | MCD | 0.087823 | 0.989311 | 0.482330 | 0.475177 | 0.478727 | 0.734927 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
9 | PCA | 0.034722 | 0.989311 | 0.482330 | 0.475177 | 0.478727 | 0.734927 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
10 | ROD | 12.191079 | 0.980027 | 0.000000 | 0.000000 | 0.000000 | 0.495128 | False | pyod | 0.01 | 450450 | [amt] | 0.00989 | 150150 | 0.01033 | None |
*pyod_preprocess4(fraudTrain, 0.00573)) 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 | 0.158358 | 0.989879 | 0.125419 | 0.121824 | 0.123596 | 0.558409 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
1 | GMM | 0.141996 | 0.992719 | 0.376244 | 0.369381 | 0.372781 | 0.682886 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
2 | HBOS | 0.024028 | 0.993894 | 0.000000 | 0.000000 | 0.000000 | 0.499875 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
3 | IForest | 20.984150 | 0.992711 | 0.371134 | 0.351792 | 0.361204 | 0.674140 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
4 | INNE | 28.093153 | 0.992723 | 0.369748 | 0.343974 | 0.356396 | 0.670260 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
5 | KNN | 1.493901 | 0.991753 | 0.292715 | 0.287948 | 0.290312 | 0.641924 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
6 | LODA | 1.799448 | 0.993894 | 0.000000 | 0.000000 | 0.000000 | 0.499875 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
7 | LOF | 2.173422 | 0.989322 | 0.000791 | 0.000651 | 0.000714 | 0.497900 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
8 | MCD | 0.148124 | 0.992719 | 0.376244 | 0.369381 | 0.372781 | 0.682886 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
9 | PCA | 0.048707 | 0.992719 | 0.376244 | 0.369381 | 0.372781 | 0.682886 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
10 | ROD | 16.201856 | 0.987865 | 0.000000 | 0.000000 | 0.000000 | 0.496843 | False | pyod | 0.00573 | 786126 | [amt] | 0.005687 | 262042 | 0.005858 | None |
*pyod_preprocess4(fraudTrain, 0.006)) 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 | 0.174866 | 0.989199 | 0.125547 | 0.133644 | 0.129469 | 0.564008 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
1 | GMM | 0.187869 | 0.992563 | 0.387806 | 0.410239 | 0.398708 | 0.703162 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
2 | HBOS | 0.032669 | 0.993638 | 0.000000 | 0.000000 | 0.000000 | 0.499823 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
3 | IForest | 21.531300 | 0.992575 | 0.388258 | 0.408910 | 0.398316 | 0.702507 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
4 | INNE | 24.299248 | 0.992184 | 0.351511 | 0.355718 | 0.353602 | 0.675875 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
5 | KNN | 1.402553 | 0.991449 | 0.293774 | 0.301197 | 0.297439 | 0.648409 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
6 | LODA | 1.776887 | 0.993638 | 0.000000 | 0.000000 | 0.000000 | 0.499823 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
7 | LOF | 2.963069 | 0.987644 | 0.001256 | 0.001330 | 0.001292 | 0.497469 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
8 | MCD | 0.150010 | 0.992563 | 0.387806 | 0.410239 | 0.398708 | 0.703162 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
9 | PCA | 0.056235 | 0.992563 | 0.387806 | 0.410239 | 0.398708 | 0.703162 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
10 | ROD | 17.144474 | 0.983704 | 0.000388 | 0.000665 | 0.000490 | 0.495156 | False | pyod | 0.006 | 750750 | [amt] | 0.005997 | 250250 | 0.00601 | None |
*pyod_preprocess4(fraudTrain, 0.007)) 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 | 0.129939 | 0.988056 | 0.163758 | 0.156410 | 0.160000 | 0.575279 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
1 | GMM | 0.166437 | 0.991795 | 0.435980 | 0.436538 | 0.436259 | 0.716201 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
2 | HBOS | 0.024746 | 0.992406 | 0.000000 | 0.000000 | 0.000000 | 0.499838 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
3 | IForest | 16.622064 | 0.991804 | 0.436293 | 0.434615 | 0.435453 | 0.715251 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
4 | INNE | 18.597704 | 0.991795 | 0.433155 | 0.415385 | 0.424084 | 0.705701 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
5 | KNN | 1.188036 | 0.990597 | 0.351527 | 0.346795 | 0.349145 | 0.671054 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
6 | LODA | 1.165222 | 0.992406 | 0.000000 | 0.000000 | 0.000000 | 0.499838 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
7 | LOF | 2.215409 | 0.986569 | 0.000756 | 0.000641 | 0.000694 | 0.497216 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
8 | MCD | 0.125098 | 0.991795 | 0.435980 | 0.436538 | 0.436259 | 0.716201 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
9 | PCA | 0.043251 | 0.991795 | 0.435980 | 0.436538 | 0.436259 | 0.716201 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
10 | ROD | 15.157212 | 0.991627 | 0.000000 | 0.000000 | 0.000000 | 0.499446 | False | pyod | 0.007 | 643500 | [amt] | 0.006909 | 214500 | 0.007273 | None |
*pyod_preprocess4(fraudTrain, 0.008)) 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 | 0.116077 | 0.987197 | 0.189959 | 0.188046 | 0.188998 | 0.590817 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
1 | GMM | 0.147164 | 0.991310 | 0.451503 | 0.443922 | 0.447680 | 0.719805 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
2 | HBOS | 0.025614 | 0.991811 | 0.000000 | 0.000000 | 0.000000 | 0.499871 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
3 | IForest | 13.008739 | 0.991315 | 0.451811 | 0.443922 | 0.447832 | 0.719807 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
4 | INNE | 15.111057 | 0.988683 | 0.228400 | 0.179315 | 0.200903 | 0.587235 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
5 | KNN | 0.919514 | 0.989674 | 0.351815 | 0.357958 | 0.354860 | 0.676342 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
6 | LODA | 1.292849 | 0.991811 | 0.000000 | 0.000000 | 0.000000 | 0.499871 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
7 | LOF | 1.466568 | 0.984410 | 0.002768 | 0.002686 | 0.002727 | 0.497474 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
8 | MCD | 0.111326 | 0.991310 | 0.451503 | 0.443922 | 0.447680 | 0.719805 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
9 | PCA | 0.043471 | 0.991310 | 0.451503 | 0.443922 | 0.447680 | 0.719805 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
10 | ROD | 11.847547 | 0.986744 | 0.000000 | 0.000000 | 0.000000 | 0.497317 | False | pyod | 0.008 | 563062 | [amt] | 0.008022 | 187688 | 0.007933 | None |
*pyod_preprocess4(fraudTrain, 0.009)) 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 | 0.139636 | 0.985321 | 0.206897 | 0.217966 | 0.212287 | 0.605157 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
1 | GMM | 0.269379 | 0.990314 | 0.467097 | 0.478203 | 0.472585 | 0.736604 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
2 | HBOS | 0.026403 | 0.990637 | 0.000000 | 0.000000 | 0.000000 | 0.499855 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
3 | IForest | 12.223087 | 0.990320 | 0.467398 | 0.478203 | 0.472739 | 0.736607 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
4 | INNE | 12.981607 | 0.990314 | 0.466000 | 0.461691 | 0.463835 | 0.728423 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
5 | KNN | 0.799722 | 0.988713 | 0.382857 | 0.398283 | 0.390418 | 0.696202 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
6 | LODA | 1.116318 | 0.990637 | 0.000000 | 0.000000 | 0.000000 | 0.499855 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
7 | LOF | 1.270941 | 0.981964 | 0.000668 | 0.000661 | 0.000664 | 0.495806 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
8 | MCD | 0.099654 | 0.990314 | 0.467097 | 0.478203 | 0.472585 | 0.736604 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
9 | PCA | 0.038666 | 0.990314 | 0.467097 | 0.478203 | 0.472585 | 0.736604 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
10 | ROD | 10.970350 | 0.985650 | 0.000000 | 0.000000 | 0.000000 | 0.497338 | False | pyod | 0.009 | 500499 | [amt] | 0.008975 | 166834 | 0.009075 | None |
pyod_preprocess7
def pyod_preprocess7(fraudTrain, ratio, n):
= throw(fraudTrain,ratio)
df50 = sklearn.model_selection.train_test_split(df50)
df_tr, a
= fraudTrain[::n]
dfn = dfn[~dfn.index.isin(df_tr.index)]
dfnn = dfnn.reset_index(drop=True)
dfnn = sklearn.model_selection.train_test_split(dfnn)
b, df_tst = concat(df_tr, df_tst)
df2, mask 'index'] = df2.index
df2[= df2.reset_index()
df
= pd.DataFrame(df_tr['amt'])
X = pd.DataFrame(df_tr['is_fraud'])
y = pd.DataFrame(df_tst['amt'])
XX = pd.DataFrame(df_tst['is_fraud'])
yy = df.is_fraud.mean()
fraud_ratio = {
predictors 'ABOD': ABOD(contamination=fraud_ratio),
# 'ALAD': ALAD(contamination=fraud_ratio),
# 'AnoGAN': AnoGAN(contamination=fraud_ratio),
# 'AutoEncoder':AutoEncoder(contamination=fraud_ratio),
## 'CBLOF': CBLOF(contamination=fraud_ratio,n_clusters=2),
## 'COF': COF(contamination=fraud_ratio),
## 'CD': CD(contamination=fraud_ratio),
'COPOD': COPOD(contamination=fraud_ratio),
# 'DeepSVDD': DeepSVDD(contamination=fraud_ratio),
# 'DIF': DIF(contamination=fraud_ratio),
'ECOD': ECOD(contamination=fraud_ratio),
# 'FeatureBagging': FeatureBagging(contamination=fraud_ratio),
'GMM': GMM(contamination=fraud_ratio),
'HBOS': HBOS(contamination=fraud_ratio),
'IForest': IForest(contamination=fraud_ratio),
'INNE': INNE(contamination=fraud_ratio),
'KDE': KDE(contamination=fraud_ratio),
'KNN': KNN(contamination=fraud_ratio),
#### 'KPCA': KPCA(contamination=fraud_ratio),
# 'PyODKernelPCA': PyODKernelPCA(contamination=fraud_ratio),
## 'LMDD': LMDD(contamination=fraud_ratio),
'LODA': LODA(contamination=fraud_ratio),
'LOF': LOF(contamination=fraud_ratio),
#### 'LOCI': LOCI(contamination=fraud_ratio),
# 'LUNAR': LUNAR(contamination=fraud_ratio),
'LODA': LODA(contamination=fraud_ratio),
# 'LSCP': LSCP(contamination=fraud_ratio),
# 'MAD': MAD(contamination=fraud_ratio),
'MCD': MCD(contamination=fraud_ratio),
# 'MO_GAAL': MO_GAAL(contamination=fraud_ratio),
'OCSVM': OCSVM(contamination=fraud_ratio),
'PCA': PCA(contamination=fraud_ratio),
### 'QMCD': QMCD(contamination=fraud_ratio),
#### 'RGraph': RGraph(contamination=fraud_ratio),
'ROD': ROD(contamination=fraud_ratio),
## 'Sampling': Sampling(contamination=fraud_ratio),
## 'SOD': SOD(contamination=fraud_ratio),
# 'SO_GAAL': SO_GAAL(contamination=fraud_ratio),
#### 'SOS': SOS(contamination=fraud_ratio),
# 'SUOD': SUOD(contamination=fraud_ratio),
# 'VAE': VAE(contamination=fraud_ratio),
# 'XGBOD': XGBOD(contamination=fraud_ratio),
}return X, XX, y, yy, predictors, fraud_ratio
def pyod(X,XX,y,yy,predictors,throw_rate):
= []
model = []
time_diff = []
acc = []
pre = []
rec = []
f1 = []
auc = []
graph_based = []
method = []
train_size = []
train_cols = []
train_frate = []
test_size = []
test_frate = []
hyper_params for name, predictor in predictors.items():
= time.time()
t1
predictor.fit(X,y)= time.time()
t2 = predictor.predict(XX)
yyhat = evaluate(yy,yyhat)
scores
model.append(name)-t1)
time_diff.append(t2'acc'])
acc.append(scores['pre'])
pre.append(scores['rec'])
rec.append(scores['f1'])
f1.append(scores['auc'])
auc.append(scores[False)
graph_based.append('pyod')
method.append(len(y)),
train_size.append(list(X.columns)),
train_cols.append(-1).mean()),
train_frate.append(np.array(y).reshape(len(yy)),
test_size.append(-1).mean())
test_frate.append(np.array(yy).reshape(None)
hyper_params.append(= pd.DataFrame(dict(
df_results = model,
model =time_diff,
time=acc,
acc=pre,
pre=rec,
rec=f1,
f1=auc,
auc= graph_based,
graph_based = method,
method = throw_rate,
throw_rate = train_size,
train_size = train_cols,
train_cols = train_frate,
train_frate = test_size,
test_size = test_frate,
test_frate = hyper_params
hyper_params
))= datetime.datetime.fromtimestamp(time.time()).strftime('%Y%m%d-%H%M%S')
ymdhms f'../results/{ymdhms}-pyod.csv',index=False)
df_results.to_csv(return df_results
*pyod_preprocess7(fraudTrain, 0.1,10)) 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 | ABOD | 2.907339 | 0.998405 | 0.000000 | 0.000 | 0.000000 | 0.500000 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
1 | COPOD | 0.010479 | 0.976233 | 0.041254 | 0.625 | 0.077399 | 0.800897 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
2 | ECOD | 0.010200 | 0.960242 | 0.015198 | 0.375 | 0.029211 | 0.668089 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
3 | GMM | 0.057448 | 0.983650 | 0.044335 | 0.450 | 0.080717 | 0.717251 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
4 | HBOS | 0.003545 | 0.998006 | 0.000000 | 0.000 | 0.000000 | 0.499800 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
5 | IForest | 1.201881 | 0.983650 | 0.044335 | 0.450 | 0.080717 | 0.717251 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
6 | INNE | 1.105065 | 0.984049 | 0.045455 | 0.450 | 0.082569 | 0.717451 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
7 | KDE | 57.790676 | 0.982334 | 0.038902 | 0.425 | 0.071279 | 0.704112 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
8 | KNN | 0.058075 | 0.979463 | 0.027833 | 0.350 | 0.051565 | 0.665234 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
9 | LODA | 0.098453 | 0.998006 | 0.000000 | 0.000 | 0.000000 | 0.499800 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
10 | LOF | 0.104929 | 0.916657 | 0.000974 | 0.050 | 0.001910 | 0.484021 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
11 | MCD | 0.010247 | 0.983650 | 0.044335 | 0.450 | 0.080717 | 0.717251 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
12 | OCSVM | 129.275689 | 0.981537 | 0.037199 | 0.425 | 0.068410 | 0.703713 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
13 | PCA | 0.004609 | 0.974080 | 0.021944 | 0.350 | 0.041298 | 0.662538 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
14 | ROD | 4.839609 | 0.928141 | 0.000000 | 0.000 | 0.000000 | 0.464812 | False | pyod | 0.064873 | 45045 | [amt] | 0.1001 | 25077 | 0.001595 | None |
*pyod_preprocess7(fraudTrain, 0.2,10)) 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 | ABOD | 1.780147 | 0.998401 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
1 | COPOD | 0.005826 | 0.969705 | 0.030612 | 0.585366 | 0.058182 | 0.777843 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
2 | ECOD | 0.005647 | 0.943504 | 0.008380 | 0.292683 | 0.016293 | 0.618615 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
3 | GMM | 0.041195 | 0.993645 | 0.082192 | 0.292683 | 0.128342 | 0.643725 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
4 | HBOS | 0.002820 | 0.998245 | 0.000000 | 0.000000 | 0.000000 | 0.499922 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
5 | IForest | 0.687688 | 0.982338 | 0.027523 | 0.292683 | 0.050314 | 0.638062 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
6 | INNE | 0.779023 | 0.948690 | 0.012987 | 0.414634 | 0.025185 | 0.682090 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
7 | KDE | 15.122882 | 0.976684 | 0.027165 | 0.390244 | 0.050794 | 0.683934 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
8 | KNN | 0.033299 | 0.975671 | 0.019769 | 0.292683 | 0.037037 | 0.634724 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
9 | LODA | 0.068192 | 0.998245 | 0.000000 | 0.000000 | 0.000000 | 0.499922 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
10 | LOF | 0.054378 | 0.878353 | 0.003227 | 0.243902 | 0.006369 | 0.561636 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
11 | MCD | 0.007565 | 0.993645 | 0.082192 | 0.292683 | 0.128342 | 0.643725 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
12 | OCSVM | 30.716032 | 0.975710 | 0.026059 | 0.390244 | 0.048855 | 0.683445 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
13 | PCA | 0.004047 | 0.920267 | 0.002483 | 0.121951 | 0.004866 | 0.521748 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
14 | ROD | 2.822113 | 0.874337 | 0.000000 | 0.000000 | 0.000000 | 0.437869 | False | pyod | 0.093087 | 22522 | [amt] | 0.197274 | 25648 | 0.001599 | None |
*pyod_preprocess7(fraudTrain, 0.3,10)) 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 | ABOD | 1.349740 | 0.998413 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
1 | COPOD | 0.005377 | 0.965428 | 0.032895 | 0.731707 | 0.062959 | 0.848753 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
2 | ECOD | 0.005137 | 0.932830 | 0.010970 | 0.463415 | 0.021433 | 0.698495 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
3 | GMM | 0.042679 | 0.995045 | 0.121739 | 0.341463 | 0.179487 | 0.668774 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
4 | HBOS | 0.002609 | 0.982578 | 0.016548 | 0.170732 | 0.030172 | 0.577300 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
5 | IForest | 0.526730 | 0.983159 | 0.033175 | 0.341463 | 0.060475 | 0.662821 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
6 | INNE | 0.546461 | 0.949206 | 0.008507 | 0.268293 | 0.016492 | 0.609291 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
7 | KDE | 5.674173 | 0.968138 | 0.019656 | 0.390244 | 0.037427 | 0.679650 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
8 | KNN | 0.018532 | 0.970732 | 0.016238 | 0.292683 | 0.030769 | 0.632246 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
9 | LODA | 0.082806 | 0.995780 | 0.113636 | 0.243902 | 0.155039 | 0.620439 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
10 | LOF | 0.039351 | 0.843631 | 0.000250 | 0.024390 | 0.000495 | 0.434662 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
11 | MCD | 0.006605 | 0.995045 | 0.121739 | 0.341463 | 0.179487 | 0.668774 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
12 | OCSVM | 11.964095 | 0.965931 | 0.017261 | 0.365854 | 0.032967 | 0.666369 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
13 | PCA | 0.003167 | 0.878204 | 0.001285 | 0.097561 | 0.002536 | 0.488503 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
14 | ROD | 2.706139 | 0.998374 | 0.000000 | 0.000000 | 0.000000 | 0.499981 | False | pyod | 0.111935 | 15015 | [amt] | 0.301765 | 25830 | 0.001587 | None |
*pyod_preprocess7(fraudTrain, 0.4,10)) 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 | ABOD | 1.056442 | 0.998072 | 0.000000 | 0.00 | 0.000000 | 0.500000 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
1 | COPOD | 0.004659 | 0.962744 | 0.034553 | 0.68 | 0.065764 | 0.821645 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
2 | ECOD | 0.004478 | 0.922365 | 0.010474 | 0.42 | 0.020438 | 0.671668 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
3 | GMM | 0.047131 | 0.995333 | 0.109890 | 0.20 | 0.141844 | 0.598435 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
4 | HBOS | 0.002315 | 0.997725 | 0.000000 | 0.00 | 0.000000 | 0.499826 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
5 | IForest | 0.439775 | 0.953720 | 0.008547 | 0.20 | 0.016393 | 0.577588 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
6 | INNE | 0.432797 | 0.927533 | 0.003798 | 0.14 | 0.007396 | 0.534527 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
7 | KDE | 3.597681 | 0.953103 | 0.010906 | 0.26 | 0.020934 | 0.607221 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
8 | KNN | 0.016438 | 0.963979 | 0.012141 | 0.22 | 0.023013 | 0.592708 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
9 | LODA | 0.026018 | 0.997725 | 0.000000 | 0.00 | 0.000000 | 0.499826 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
10 | LOF | 0.021584 | 0.842339 | 0.002219 | 0.18 | 0.004384 | 0.511809 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
11 | MCD | 0.004568 | 0.995333 | 0.109890 | 0.20 | 0.141844 | 0.598435 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
12 | OCSVM | 8.187352 | 0.953681 | 0.011874 | 0.28 | 0.022783 | 0.617491 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
13 | PCA | 0.002958 | 0.795750 | 0.000191 | 0.02 | 0.000378 | 0.408624 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
14 | ROD | 1.792597 | 0.998072 | 0.000000 | 0.00 | 0.000000 | 0.500000 | False | pyod | 0.124146 | 11261 | [amt] | 0.405559 | 25929 | 0.001928 | None |
*pyod_preprocess7(fraudTrain, 0.5,10)) 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 | ABOD | 0.557842 | 0.998614 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
1 | COPOD | 0.003594 | 0.960348 | 0.021195 | 0.611111 | 0.040968 | 0.785972 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
2 | ECOD | 0.003449 | 0.919233 | 0.004803 | 0.277778 | 0.009443 | 0.598951 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
3 | GMM | 0.041062 | 0.995342 | 0.087379 | 0.250000 | 0.129496 | 0.623188 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
4 | HBOS | 0.002224 | 0.998268 | 0.000000 | 0.000000 | 0.000000 | 0.499827 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
5 | IForest | 0.442339 | 0.946027 | 0.002911 | 0.111111 | 0.005674 | 0.529148 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
6 | INNE | 0.358065 | 0.903642 | 0.002019 | 0.138889 | 0.003979 | 0.521796 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
7 | KDE | 2.430887 | 0.943101 | 0.004127 | 0.166667 | 0.008054 | 0.555423 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
8 | KNN | 0.012943 | 0.956960 | 0.005484 | 0.166667 | 0.010619 | 0.562362 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
9 | LODA | 0.032066 | 0.998537 | 0.000000 | 0.000000 | 0.000000 | 0.499961 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
10 | LOF | 0.021124 | 0.831267 | 0.002062 | 0.250000 | 0.004090 | 0.541037 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
11 | MCD | 0.005115 | 0.995342 | 0.087379 | 0.250000 | 0.129496 | 0.623188 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
12 | OCSVM | 6.036595 | 0.941022 | 0.004636 | 0.194444 | 0.009056 | 0.568252 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
13 | PCA | 0.003238 | 0.775716 | 0.000345 | 0.055556 | 0.000686 | 0.416136 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
14 | ROD | 2.498576 | 0.998614 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.129627 | 9009 | [amt] | 0.499389 | 25976 | 0.001386 | None |
*pyod_preprocess7(fraudTrain, 0.09,10)) 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 | ABOD | 3.736258 | 0.998316 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
1 | COPOD | 0.013021 | 0.976551 | 0.046745 | 0.666667 | 0.087363 | 0.821870 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
2 | ECOD | 0.012661 | 0.962642 | 0.017354 | 0.380952 | 0.033195 | 0.672288 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
3 | GMM | 0.041409 | 0.982804 | 0.051044 | 0.523810 | 0.093023 | 0.753694 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
4 | HBOS | 0.003763 | 0.997956 | 0.000000 | 0.000000 | 0.000000 | 0.499819 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
5 | IForest | 1.396689 | 0.982804 | 0.051044 | 0.523810 | 0.093023 | 0.753694 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
6 | INNE | 1.592116 | 0.979237 | 0.029644 | 0.357143 | 0.054745 | 0.668714 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
7 | KDE | 80.833243 | 0.981722 | 0.048035 | 0.523810 | 0.088000 | 0.753152 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
8 | KNN | 0.084362 | 0.980119 | 0.040486 | 0.476190 | 0.074627 | 0.728579 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
9 | LODA | 0.123417 | 0.997956 | 0.000000 | 0.000000 | 0.000000 | 0.499819 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
10 | LOF | 0.136605 | 0.925445 | 0.000549 | 0.023810 | 0.001074 | 0.475387 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
11 | MCD | 0.012548 | 0.982804 | 0.051044 | 0.523810 | 0.093023 | 0.753694 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
12 | OCSVM | 195.688388 | 0.981121 | 0.046512 | 0.523810 | 0.085437 | 0.752851 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
13 | PCA | 0.017854 | 0.977193 | 0.028623 | 0.380952 | 0.053245 | 0.679575 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
14 | ROD | 8.075977 | 0.933181 | 0.000000 | 0.000000 | 0.000000 | 0.467377 | False | pyod | 0.060562 | 50049 | [amt] | 0.089912 | 24948 | 0.001684 | None |
*pyod_preprocess7(fraudTrain, 0.08,10)) 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 | ABOD | 2.727145 | 0.998105 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
1 | COPOD | 0.013015 | 0.976733 | 0.047782 | 0.595745 | 0.088468 | 0.786601 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
2 | ECOD | 0.012713 | 0.965523 | 0.021327 | 0.382979 | 0.040404 | 0.674804 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
3 | GMM | 0.038543 | 0.982217 | 0.056306 | 0.531915 | 0.101833 | 0.757493 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
4 | HBOS | 0.004085 | 0.997782 | 0.000000 | 0.000000 | 0.000000 | 0.499838 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
5 | IForest | 1.462832 | 0.982217 | 0.054299 | 0.510638 | 0.098160 | 0.746875 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
6 | INNE | 1.422978 | 0.982217 | 0.056306 | 0.531915 | 0.101833 | 0.757493 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
7 | KDE | 83.840746 | 0.981249 | 0.051502 | 0.510638 | 0.093567 | 0.746391 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
8 | KNN | 0.073485 | 0.979515 | 0.047151 | 0.510638 | 0.086331 | 0.745522 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
9 | LODA | 0.134940 | 0.997782 | 0.000000 | 0.000000 | 0.000000 | 0.499838 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
10 | LOF | 0.158463 | 0.934231 | 0.000000 | 0.000000 | 0.000000 | 0.468003 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
11 | MCD | 0.013061 | 0.982217 | 0.056306 | 0.531915 | 0.101833 | 0.757493 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
12 | OCSVM | 275.263872 | 0.980644 | 0.049896 | 0.510638 | 0.090909 | 0.746088 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
13 | PCA | 0.007308 | 0.977459 | 0.034545 | 0.404255 | 0.063652 | 0.691401 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
14 | ROD | 12.635955 | 0.940602 | 0.000000 | 0.000000 | 0.000000 | 0.471194 | False | pyod | 0.055915 | 56306 | [amt] | 0.079707 | 24799 | 0.001895 | None |
*pyod_preprocess7(fraudTrain, 0.07,10)) 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 | ABOD | 4.267090 | 0.998293 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
1 | COPOD | 0.015945 | 0.976062 | 0.034072 | 0.476190 | 0.063593 | 0.726553 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
2 | ECOD | 0.015757 | 0.967202 | 0.015209 | 0.285714 | 0.028881 | 0.627041 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
3 | GMM | 0.044259 | 0.980614 | 0.032258 | 0.357143 | 0.059172 | 0.669411 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
4 | HBOS | 0.004196 | 0.997846 | 0.000000 | 0.000000 | 0.000000 | 0.499776 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
5 | IForest | 1.737503 | 0.980695 | 0.032397 | 0.357143 | 0.059406 | 0.669452 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
6 | INNE | 2.118978 | 0.971347 | 0.023022 | 0.380952 | 0.043419 | 0.676655 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
7 | KDE | 155.396784 | 0.979841 | 0.030992 | 0.357143 | 0.057034 | 0.669025 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
8 | KNN | 0.075513 | 0.978785 | 0.023810 | 0.285714 | 0.043956 | 0.632842 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
9 | LODA | 0.152571 | 0.997846 | 0.000000 | 0.000000 | 0.000000 | 0.499776 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
10 | LOF | 0.163723 | 0.943589 | 0.002219 | 0.071429 | 0.004304 | 0.508254 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
11 | MCD | 0.014389 | 0.980614 | 0.032258 | 0.357143 | 0.059172 | 0.669411 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
12 | OCSVM | 310.532320 | 0.979313 | 0.030181 | 0.357143 | 0.055659 | 0.668760 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
13 | PCA | 0.005431 | 0.977891 | 0.024621 | 0.309524 | 0.045614 | 0.644279 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
14 | ROD | 5.789316 | 0.944849 | 0.000759 | 0.023810 | 0.001472 | 0.485117 | False | pyod | 0.051745 | 64350 | [amt] | 0.070878 | 24605 | 0.001707 | None |
*pyod_preprocess7(fraudTrain, 0.06,10)) 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 | ABOD | 3.492509 | 0.998561 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
1 | COPOD | 0.016448 | 0.977674 | 0.038182 | 0.600000 | 0.071795 | 0.789109 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
2 | ECOD | 0.016267 | 0.971301 | 0.023022 | 0.457143 | 0.043836 | 0.714592 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
3 | GMM | 0.055824 | 0.981333 | 0.041575 | 0.542857 | 0.077236 | 0.762411 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
4 | HBOS | 0.005898 | 0.996505 | 0.000000 | 0.000000 | 0.000000 | 0.498971 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
5 | IForest | 1.876080 | 0.981333 | 0.041575 | 0.542857 | 0.077236 | 0.762411 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
6 | INNE | 1.869527 | 0.984417 | 0.049738 | 0.542857 | 0.091127 | 0.763955 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
7 | KDE | 163.589160 | 0.981127 | 0.041126 | 0.542857 | 0.076459 | 0.762308 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
8 | KNN | 0.091178 | 0.980100 | 0.033264 | 0.457143 | 0.062016 | 0.718998 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
9 | LODA | 0.183160 | 0.996505 | 0.000000 | 0.000000 | 0.000000 | 0.498971 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
10 | LOF | 0.189077 | 0.952263 | 0.000000 | 0.000000 | 0.000000 | 0.476818 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
11 | MCD | 0.016378 | 0.981333 | 0.041575 | 0.542857 | 0.077236 | 0.762411 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
12 | OCSVM | 457.085269 | 0.980675 | 0.040169 | 0.542857 | 0.074803 | 0.762082 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
13 | PCA | 0.006485 | 0.980346 | 0.035639 | 0.485714 | 0.066406 | 0.733387 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
14 | ROD | 6.098860 | 0.951976 | 0.000000 | 0.000000 | 0.000000 | 0.476674 | False | pyod | 0.046259 | 75075 | [amt] | 0.060779 | 24321 | 0.001439 | None |
*pyod_preprocess7(fraudTrain, 0.05,10)) 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 | ABOD | 4.085661 | 0.998873 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
1 | COPOD | 0.020001 | 0.980379 | 0.035639 | 0.629630 | 0.067460 | 0.805202 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
2 | ECOD | 0.019580 | 0.976622 | 0.023256 | 0.481481 | 0.044369 | 0.729331 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
3 | GMM | 0.063468 | 0.982967 | 0.038741 | 0.592593 | 0.072727 | 0.788000 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
4 | HBOS | 0.014298 | 0.998581 | 0.000000 | 0.000000 | 0.000000 | 0.499854 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
5 | IForest | 2.366763 | 0.982884 | 0.038554 | 0.592593 | 0.072398 | 0.787958 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
6 | INNE | 2.973764 | 0.982967 | 0.038741 | 0.592593 | 0.072727 | 0.788000 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
7 | KDE | 241.789211 | 0.982383 | 0.037471 | 0.592593 | 0.070485 | 0.787708 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
8 | KNN | 0.113232 | 0.981798 | 0.029885 | 0.481481 | 0.056277 | 0.731922 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
9 | LODA | 0.206885 | 0.998581 | 0.000000 | 0.000000 | 0.000000 | 0.499854 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
10 | LOF | 0.225734 | 0.955665 | 0.000000 | 0.000000 | 0.000000 | 0.478372 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
11 | MCD | 0.019378 | 0.982967 | 0.038741 | 0.592593 | 0.072727 | 0.788000 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
12 | OCSVM | 622.701219 | 0.982341 | 0.037383 | 0.592593 | 0.070330 | 0.787687 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
13 | PCA | 0.008549 | 0.983134 | 0.036855 | 0.555556 | 0.069124 | 0.769586 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
14 | ROD | 10.039750 | 0.958546 | 0.000000 | 0.000000 | 0.000000 | 0.479814 | False | pyod | 0.039415 | 90090 | [amt] | 0.049595 | 23954 | 0.001127 | None |
*pyod_preprocess7(fraudTrain, 0.04,10)) 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 | ABOD | 7.909420 | 0.998461 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
1 | COPOD | 0.027455 | 0.982302 | 0.047847 | 0.555556 | 0.088106 | 0.769257 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
2 | ECOD | 0.026967 | 0.980164 | 0.022321 | 0.277778 | 0.041322 | 0.629512 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
3 | GMM | 0.068350 | 0.984696 | 0.055249 | 0.555556 | 0.100503 | 0.770456 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
4 | HBOS | 0.006628 | 0.998076 | 0.000000 | 0.000000 | 0.000000 | 0.499807 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
5 | IForest | 2.978932 | 0.984781 | 0.055556 | 0.555556 | 0.101010 | 0.770499 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
6 | INNE | 3.737252 | 0.985551 | 0.058480 | 0.555556 | 0.105820 | 0.770884 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
7 | KDE | 421.779969 | 0.983328 | 0.048469 | 0.527778 | 0.088785 | 0.755904 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
8 | KNN | 0.209061 | 0.983541 | 0.039578 | 0.416667 | 0.072289 | 0.700541 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
9 | LODA | 0.206327 | 0.998076 | 0.000000 | 0.000000 | 0.000000 | 0.499807 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
10 | LOF | 0.328736 | 0.958875 | 0.002151 | 0.055556 | 0.004141 | 0.507911 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
11 | MCD | 0.024410 | 0.984696 | 0.055249 | 0.555556 | 0.100503 | 0.770456 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
12 | OCSVM | 854.252254 | 0.983328 | 0.048469 | 0.527778 | 0.088785 | 0.755904 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
13 | PCA | 0.008249 | 0.985251 | 0.046921 | 0.444444 | 0.084881 | 0.715265 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
14 | ROD | 7.228343 | 0.964988 | 0.000000 | 0.000000 | 0.000000 | 0.483238 | False | pyod | 0.033403 | 112612 | [amt] | 0.040022 | 23392 | 0.001539 | None |
*pyod_preprocess7(fraudTrain, 0.03,10)) 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 | ABOD | 6.561160 | 0.998796 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
1 | COPOD | 0.031500 | 0.985460 | 0.034268 | 0.407407 | 0.063218 | 0.696782 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
2 | ECOD | 0.031440 | 0.983408 | 0.022161 | 0.296296 | 0.041237 | 0.640267 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
3 | GMM | 0.052276 | 0.987289 | 0.039286 | 0.407407 | 0.071661 | 0.697698 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
4 | HBOS | 0.007717 | 0.998573 | 0.000000 | 0.000000 | 0.000000 | 0.499888 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
5 | IForest | 3.936411 | 0.987423 | 0.039711 | 0.407407 | 0.072368 | 0.697765 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
6 | INNE | 4.891718 | 0.985237 | 0.027950 | 0.333333 | 0.051576 | 0.659678 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
7 | KDE | 763.987734 | 0.985014 | 0.030395 | 0.370370 | 0.056180 | 0.678063 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
8 | KNN | 0.185139 | 0.984791 | 0.032738 | 0.407407 | 0.060606 | 0.696447 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
9 | LODA | 0.252817 | 0.998573 | 0.000000 | 0.000000 | 0.000000 | 0.499888 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
10 | LOF | 0.301671 | 0.965568 | 0.002670 | 0.074074 | 0.005155 | 0.520358 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
11 | MCD | 0.027325 | 0.987289 | 0.039286 | 0.407407 | 0.071661 | 0.697698 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
12 | OCSVM | 1225.329087 | 0.985059 | 0.030488 | 0.370370 | 0.056338 | 0.678085 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
13 | PCA | 0.010429 | 0.987958 | 0.038023 | 0.370370 | 0.068966 | 0.679536 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
14 | ROD | 6.394123 | 0.960974 | 0.000000 | 0.000000 | 0.000000 | 0.481066 | False | pyod | 0.026233 | 150150 | [amt] | 0.02997 | 22421 | 0.001204 | None |
*pyod_preprocess7(fraudTrain, 0.02,10)) 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 | ABOD | 9.028171 | 0.998058 | 0.000000 | 0.000 | 0.000000 | 0.500000 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
1 | COPOD | 0.045171 | 0.990094 | 0.077320 | 0.375 | 0.128205 | 0.683145 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
2 | ECOD | 0.044993 | 0.986889 | 0.032520 | 0.200 | 0.055944 | 0.594210 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
3 | GMM | 0.042218 | 0.990579 | 0.081522 | 0.375 | 0.133929 | 0.683389 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
4 | HBOS | 0.011112 | 0.997960 | 0.000000 | 0.000 | 0.000000 | 0.499951 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
5 | IForest | 4.834637 | 0.990628 | 0.081967 | 0.375 | 0.134529 | 0.683413 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
6 | INNE | 5.690203 | 0.990968 | 0.085227 | 0.375 | 0.138889 | 0.683583 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
7 | KDE | 1351.110822 | 0.989608 | 0.073529 | 0.375 | 0.122951 | 0.682902 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
8 | KNN | 0.300749 | 0.989462 | 0.072464 | 0.375 | 0.121457 | 0.682829 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
9 | LODA | 0.348524 | 0.997960 | 0.000000 | 0.000 | 0.000000 | 0.499951 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
10 | LOF | 0.486616 | 0.978051 | 0.000000 | 0.000 | 0.000000 | 0.489977 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
11 | MCD | 0.041067 | 0.990579 | 0.081522 | 0.375 | 0.133929 | 0.683389 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
12 | OCSVM | 3636.119318 | 0.989462 | 0.076555 | 0.400 | 0.128514 | 0.695305 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
13 | PCA | 0.014660 | 0.990579 | 0.081522 | 0.375 | 0.133929 | 0.683389 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
14 | ROD | 8.397770 | 0.966445 | 0.000000 | 0.000 | 0.000000 | 0.484163 | False | pyod | 0.018225 | 225225 | [amt] | 0.019714 | 20593 | 0.001942 | None |
*pyod_preprocess7(fraudTrain, 0.01,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.009,10)) 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 | ABOD | 19.123987 | 0.996802 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
1 | COPOD | 0.095501 | 0.993312 | 0.207317 | 0.386364 | 0.269841 | 0.690812 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
2 | ECOD | 0.094668 | 0.990841 | 0.090000 | 0.204545 | 0.125000 | 0.598955 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
3 | GMM | 0.082705 | 0.993385 | 0.209877 | 0.386364 | 0.272000 | 0.690848 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
4 | HBOS | 0.021790 | 0.996438 | 0.000000 | 0.000000 | 0.000000 | 0.499818 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
5 | IForest | 10.652711 | 0.993240 | 0.197531 | 0.363636 | 0.256000 | 0.679448 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
6 | INNE | 12.664726 | 0.990114 | 0.057692 | 0.136364 | 0.081081 | 0.564609 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
7 | KDE | 7850.544608 | 0.992731 | 0.174419 | 0.340909 | 0.230769 | 0.667866 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
8 | KNN | 0.720972 | 0.992513 | 0.175824 | 0.363636 | 0.237037 | 0.679084 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
9 | LODA | 0.847339 | 0.996438 | 0.000000 | 0.000000 | 0.000000 | 0.499818 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
10 | LOF | 1.163180 | 0.988370 | 0.000000 | 0.000000 | 0.000000 | 0.495770 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
11 | MCD | 0.085525 | 0.993385 | 0.209877 | 0.386364 | 0.272000 | 0.690848 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
12 | OCSVM | 16540.327188 | 0.992658 | 0.172414 | 0.340909 | 0.229008 | 0.667829 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
13 | PCA | 0.029995 | 0.993385 | 0.209877 | 0.386364 | 0.272000 | 0.690848 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
14 | ROD | 9.163085 | 0.971796 | 0.000000 | 0.000000 | 0.000000 | 0.487457 | False | pyod | 0.008852 | 500499 | [amt] | 0.009007 | 13757 | 0.003198 | None |
*pyod_preprocess7(fraudTrain, 0.008,10)) 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 | ABOD | 22.084092 | 0.997192 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
1 | COPOD | 0.108229 | 0.994797 | 0.269841 | 0.500000 | 0.350515 | 0.748095 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
2 | ECOD | 0.108099 | 0.992071 | 0.092105 | 0.205882 | 0.127273 | 0.600084 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
3 | GMM | 0.095033 | 0.994962 | 0.278689 | 0.500000 | 0.357895 | 0.748178 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
4 | HBOS | 0.024087 | 0.996779 | 0.000000 | 0.000000 | 0.000000 | 0.499793 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
5 | IForest | 11.894886 | 0.994962 | 0.278689 | 0.500000 | 0.357895 | 0.748178 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
6 | INNE | 14.018602 | 0.994962 | 0.278689 | 0.500000 | 0.357895 | 0.748178 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
7 | KDE | 9508.246075 | 0.994219 | 0.218750 | 0.411765 | 0.285714 | 0.703812 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
8 | KNN | 0.852808 | 0.993723 | 0.200000 | 0.411765 | 0.269231 | 0.703563 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
9 | LODA | 0.915292 | 0.996779 | 0.000000 | 0.000000 | 0.000000 | 0.499793 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
10 | LOF | 1.328066 | 0.990089 | 0.000000 | 0.000000 | 0.000000 | 0.496439 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
11 | MCD | 0.093521 | 0.994962 | 0.278689 | 0.500000 | 0.357895 | 0.748178 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
12 | OCSVM | 31912.189598 | 0.994219 | 0.218750 | 0.411765 | 0.285714 | 0.703812 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
13 | PCA | 0.042245 | 0.994962 | 0.278689 | 0.500000 | 0.357895 | 0.748178 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
14 | ROD | 19.189596 | 0.976957 | 0.000000 | 0.000000 | 0.000000 | 0.489854 | False | pyod | 0.007822 | 563062 | [amt] | 0.00793 | 12108 | 0.002808 | None |
*pyod_preprocess7(fraudTrain, 0.007,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.006,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.15,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.25,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.35,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.45,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.55,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.015,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.025,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.035,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.045,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.055,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.065,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.075,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.085,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.095,10)) pyod(
pyod_preproecess10: 비율 다르게 test_size정할수 잇음
*pyod_preprocess10(fraudTrain, 0.3, 0.05)) pyod(
*pyod_preprocess10(fraudTrain, 0.3, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.2, 0.05)) pyod(
*pyod_preprocess10(fraudTrain, 0.2, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.2, 0.0005)) pyod(
*pyod_preprocess10(fraudTrain, 0.1, 0.05)) pyod(
*pyod_preprocess10(fraudTrain, 0.3, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.2, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.09, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.08, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.07, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.06, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.05, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.15, 0.005)) pyod(
*pyod_preprocess10(fraudTrain, 0.25, 0.005)) pyod(
pyod_preprocess3: 비율 다 다르게 n
*pyod_preprocess3(fraudTrain, 10)) pyod(
*pyod_preprocess3(fraudTrain, 9)) pyod(
*pyod_preprocess3(fraudTrain, 5)) pyod(
*pyod_preprocess3(fraudTrain, 4)) pyod(
*pyod_preprocess3(fraudTrain, 2)) pyod(
안됨(Replace has to be set to True
when upsampling the population frac
> 1.)
*pyod_preprocess4(fraudTrain, 0.005))
pyod(
*pyod_preprocess7(fraudTrain, 0.005,10))
pyod(
*pyod_preprocess7(fraudTrain, 0.004,10))
pyod(
*pyod_preprocess7(fraudTrain, 0.003,10))
pyod(
*pyod_preprocess7(fraudTrain, 0.002,10))
pyod(
*pyod_preprocess7(fraudTrain, 0.001,10)) pyod(
contamination must be in (0, 0.5], got: 0.5~ 오류로 아래 것들 안 됨
*pyod_preprocess3(fraudTrain, 8))
pyod(
*pyod_preprocess3(fraudTrain, 7))
pyod(
*pyod_preprocess3(fraudTrain, 6))
pyod(
*pyod_preprocess3(fraudTrain, 3))
pyod(
*pyod_preprocess3(fraudTrain, 1))
pyod(
*pyod_preprocess10(fraudTrain, 0.5, 0.5))
pyod(
*pyod_preprocess10(fraudTrain, 0.5, 0.05))
pyod(
*pyod_preprocess10(fraudTrain, 0.5, 0.005))
pyod(
*pyod_preprocess10(fraudTrain, 0.5, 0.0005))
pyod(
*pyod_preprocess10(fraudTrain, 0.7, 0.005))
pyod(
*pyod_preprocess10(fraudTrain, 0.6, 0.005))
pyod(
*pyod_preprocess10(fraudTrain, 0.4, 0.005)) pyod(