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 | 0.215485 | 0.942424 | 0.420667 | 0.423206 | 0.421932 | 0.696378 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
1 | GMM | 0.057478 | 0.964802 | 0.638747 | 0.670020 | 0.654010 | 0.825111 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
2 | HBOS | 0.921637 | 0.949817 | 0.000000 | 0.000000 | 0.000000 | 0.499720 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
3 | IForest | 1.873893 | 0.964169 | 0.633269 | 0.661301 | 0.646982 | 0.820647 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
4 | INNE | 2.152318 | 0.964202 | 0.634541 | 0.657948 | 0.646032 | 0.819075 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
5 | KNN | 0.105908 | 0.960306 | 0.598941 | 0.606975 | 0.602931 | 0.792871 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
6 | LODA | 0.140978 | 0.949817 | 0.000000 | 0.000000 | 0.000000 | 0.499720 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
7 | LOF | 0.186561 | 0.906327 | 0.027182 | 0.025486 | 0.026307 | 0.488916 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
8 | MCD | 0.017931 | 0.964802 | 0.638747 | 0.670020 | 0.654010 | 0.825111 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
9 | PCA | 0.006987 | 0.947153 | 0.468000 | 0.470825 | 0.469408 | 0.721432 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | None |
10 | ROD | 5.380978 | 0.900766 | 0.001340 | 0.001341 | 0.001340 | 0.474549 | False | pyod | 0.05 | 90090 | [amt] | 0.050117 | 30030 | 0.04965 | 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 | 0.023447 | 0.952208 | 0.425051 | 0.394286 | 0.409091 | 0.685464 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
1 | GMM | 0.021602 | 0.965635 | 0.598480 | 0.549841 | 0.573130 | 0.766843 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
2 | HBOS | 0.006001 | 0.957616 | 0.000000 | 0.000000 | 0.000000 | 0.499778 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
3 | IForest | 2.398027 | 0.965635 | 0.598344 | 0.550476 | 0.573413 | 0.767146 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
4 | INNE | 2.700611 | 0.965795 | 0.600000 | 0.554286 | 0.576238 | 0.769051 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
5 | KNN | 0.137947 | 0.963983 | 0.576318 | 0.534603 | 0.554677 | 0.758696 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
6 | LODA | 0.173405 | 0.957616 | 0.000000 | 0.000000 | 0.000000 | 0.499778 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
7 | LOF | 0.236837 | 0.914593 | 0.028340 | 0.031111 | 0.029661 | 0.492198 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
8 | MCD | 0.021117 | 0.965635 | 0.598480 | 0.549841 | 0.573130 | 0.766843 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
9 | PCA | 0.007238 | 0.957137 | 0.488420 | 0.455238 | 0.471245 | 0.717178 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | None |
10 | ROD | 5.345124 | 0.918536 | 0.000000 | 0.000000 | 0.000000 | 0.479382 | False | pyod | 0.04 | 112612 | [amt] | 0.039347 | 37538 | 0.041957 | 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 | 0.030533 | 0.961778 | 0.385501 | 0.361270 | 0.372992 | 0.671280 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
1 | GMM | 0.027331 | 0.969071 | 0.508772 | 0.497143 | 0.502890 | 0.740774 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
2 | HBOS | 0.007710 | 0.968232 | 0.000000 | 0.000000 | 0.000000 | 0.499845 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
3 | IForest | 3.194997 | 0.969091 | 0.509103 | 0.497143 | 0.503052 | 0.740784 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
4 | INNE | 3.582502 | 0.964056 | 0.427555 | 0.419683 | 0.423582 | 0.700713 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
5 | KNN | 0.176555 | 0.969051 | 0.508442 | 0.497143 | 0.502729 | 0.740763 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
6 | LODA | 0.233562 | 0.968232 | 0.000000 | 0.000000 | 0.000000 | 0.499845 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
7 | LOF | 0.297428 | 0.933546 | 0.030563 | 0.036190 | 0.033140 | 0.499446 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
8 | MCD | 0.028167 | 0.969071 | 0.508772 | 0.497143 | 0.502890 | 0.740774 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
9 | PCA | 0.009130 | 0.968032 | 0.491672 | 0.468571 | 0.479844 | 0.726416 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | None |
10 | ROD | 6.976347 | 0.938781 | 0.000671 | 0.000635 | 0.000652 | 0.484949 | False | pyod | 0.03 | 150150 | [amt] | 0.02951 | 50050 | 0.031469 | 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 | 0.044714 | 0.974212 | 0.345406 | 0.349153 | 0.347269 | 0.667946 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
1 | GMM | 0.048464 | 0.980060 | 0.492647 | 0.499661 | 0.496129 | 0.744674 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
2 | HBOS | 0.010373 | 0.979900 | 0.000000 | 0.000000 | 0.000000 | 0.499769 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
3 | IForest | 4.829999 | 0.980153 | 0.494949 | 0.498305 | 0.496622 | 0.744057 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
4 | INNE | 5.439951 | 0.978701 | 0.456461 | 0.440678 | 0.448430 | 0.715081 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
5 | KNN | 0.304592 | 0.978475 | 0.452716 | 0.457627 | 0.455158 | 0.723270 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
6 | LODA | 0.344242 | 0.979900 | 0.000000 | 0.000000 | 0.000000 | 0.499769 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
7 | LOF | 0.524626 | 0.959014 | 0.002484 | 0.002712 | 0.002593 | 0.490446 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
8 | MCD | 0.040554 | 0.980060 | 0.492647 | 0.499661 | 0.496129 | 0.744674 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
9 | PCA | 0.013512 | 0.980233 | 0.496928 | 0.493559 | 0.495238 | 0.741773 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | None |
10 | ROD | 9.216612 | 0.955604 | 0.000000 | 0.000000 | 0.000000 | 0.487378 | False | pyod | 0.02 | 225225 | [amt] | 0.020118 | 75075 | 0.019647 | 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 | 0.085884 | 0.984968 | 0.234973 | 0.232275 | 0.233616 | 0.612371 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
1 | GMM | 0.074160 | 0.989497 | 0.467168 | 0.461175 | 0.464152 | 0.727968 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
2 | HBOS | 0.019325 | 0.989863 | 0.000000 | 0.000000 | 0.000000 | 0.499862 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
3 | IForest | 9.515494 | 0.989570 | 0.470669 | 0.460500 | 0.465529 | 0.727670 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
4 | INNE | 11.160023 | 0.990050 | 0.495160 | 0.449021 | 0.470963 | 0.722230 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
5 | KNN | 0.666262 | 0.987992 | 0.389118 | 0.381499 | 0.385271 | 0.687766 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
6 | LODA | 0.693432 | 0.989863 | 0.000000 | 0.000000 | 0.000000 | 0.499862 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
7 | LOF | 1.075679 | 0.981239 | 0.000747 | 0.000675 | 0.000709 | 0.495841 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
8 | MCD | 0.081412 | 0.989497 | 0.467168 | 0.461175 | 0.464152 | 0.727968 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
9 | PCA | 0.026227 | 0.989497 | 0.467168 | 0.461175 | 0.464152 | 0.727968 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | None |
10 | ROD | 10.522309 | 0.979880 | 0.000000 | 0.000000 | 0.000000 | 0.494821 | False | pyod | 0.01 | 450450 | [amt] | 0.010046 | 150150 | 0.009863 | 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 | 0.156907 | 0.989948 | 0.121999 | 0.127978 | 0.124917 | 0.561393 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
1 | GMM | 0.131852 | 0.993051 | 0.384363 | 0.398230 | 0.391174 | 0.697317 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
2 | HBOS | 0.025950 | 0.994108 | 0.000000 | 0.000000 | 0.000000 | 0.499856 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
3 | IForest | 18.571275 | 0.993058 | 0.384565 | 0.396869 | 0.390620 | 0.696644 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
4 | INNE | 21.641263 | 0.990383 | 0.046592 | 0.036760 | 0.041096 | 0.516260 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
5 | KNN | 1.642282 | 0.992253 | 0.313373 | 0.320626 | 0.316958 | 0.658333 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
6 | LODA | 1.218959 | 0.994108 | 0.000000 | 0.000000 | 0.000000 | 0.499856 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
7 | LOF | 2.041921 | 0.989193 | 0.002191 | 0.002042 | 0.002114 | 0.498400 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
8 | MCD | 0.134544 | 0.993051 | 0.384363 | 0.398230 | 0.391174 | 0.697317 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
9 | PCA | 0.046515 | 0.993051 | 0.384363 | 0.398230 | 0.391174 | 0.697317 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | None |
10 | ROD | 12.957345 | 0.990639 | 0.000000 | 0.000000 | 0.000000 | 0.498112 | False | pyod | 0.00573 | 786126 | [amt] | 0.005771 | 262042 | 0.005606 | 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 | 0.150555 | 0.989758 | 0.121376 | 0.125000 | 0.123161 | 0.559882 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
1 | GMM | 0.125489 | 0.992907 | 0.388852 | 0.406944 | 0.397693 | 0.701621 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
2 | HBOS | 0.022511 | 0.993914 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
3 | IForest | 17.988920 | 0.992915 | 0.388926 | 0.404861 | 0.396734 | 0.700590 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
4 | INNE | 20.341954 | 0.992040 | 0.305907 | 0.302083 | 0.303983 | 0.649058 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
5 | KNN | 1.267952 | 0.992064 | 0.311203 | 0.312500 | 0.311850 | 0.654248 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
6 | LODA | 1.175276 | 0.993914 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
7 | LOF | 1.946808 | 0.988779 | 0.000730 | 0.000694 | 0.000712 | 0.497596 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
8 | MCD | 0.133159 | 0.992907 | 0.388852 | 0.406944 | 0.397693 | 0.701621 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
9 | PCA | 0.045812 | 0.992907 | 0.388852 | 0.406944 | 0.397693 | 0.701621 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | None |
10 | ROD | 12.714323 | 0.986681 | 0.000000 | 0.000000 | 0.000000 | 0.496196 | False | pyod | 0.006 | 750750 | [amt] | 0.006082 | 250250 | 0.005754 | 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 | 0.125775 | 0.988340 | 0.162347 | 0.157512 | 0.159893 | 0.575873 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
1 | GMM | 0.115203 | 0.992051 | 0.431108 | 0.401721 | 0.415896 | 0.698980 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
2 | HBOS | 0.019187 | 0.992373 | 0.000000 | 0.000000 | 0.000000 | 0.499707 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
3 | IForest | 15.196773 | 0.992084 | 0.433735 | 0.405030 | 0.418891 | 0.700639 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
4 | INNE | 17.377946 | 0.992014 | 0.408015 | 0.296492 | 0.343427 | 0.646720 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
5 | KNN | 1.036415 | 0.990900 | 0.345912 | 0.327598 | 0.336506 | 0.661602 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
6 | LODA | 0.997776 | 0.992373 | 0.000000 | 0.000000 | 0.000000 | 0.499707 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
7 | LOF | 1.584724 | 0.987319 | 0.002469 | 0.001985 | 0.002201 | 0.498148 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
8 | MCD | 0.110441 | 0.992051 | 0.431108 | 0.401721 | 0.415896 | 0.698980 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
9 | PCA | 0.037883 | 0.992051 | 0.431108 | 0.401721 | 0.415896 | 0.698980 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | None |
10 | ROD | 10.144907 | 0.990350 | 0.000000 | 0.000000 | 0.000000 | 0.498688 | False | pyod | 0.007 | 643500 | [amt] | 0.006985 | 214500 | 0.007044 | 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 | 0.108740 | 0.986653 | 0.182051 | 0.187707 | 0.184836 | 0.590426 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
1 | GMM | 0.098187 | 0.990964 | 0.437966 | 0.426966 | 0.432396 | 0.711257 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
2 | HBOS | 0.016854 | 0.991592 | 0.000000 | 0.000000 | 0.000000 | 0.499825 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
3 | IForest | 12.728060 | 0.991054 | 0.442039 | 0.418374 | 0.429881 | 0.707041 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
4 | INNE | 14.641332 | 0.991054 | 0.442039 | 0.418374 | 0.429881 | 0.707041 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
5 | KNN | 0.855135 | 0.989445 | 0.343583 | 0.339722 | 0.341642 | 0.667224 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
6 | LODA | 0.857619 | 0.991592 | 0.000000 | 0.000000 | 0.000000 | 0.499825 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
7 | LOF | 1.349225 | 0.984394 | 0.000000 | 0.000000 | 0.000000 | 0.496197 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
8 | MCD | 0.099369 | 0.990964 | 0.437966 | 0.426966 | 0.432396 | 0.711257 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
9 | PCA | 0.033864 | 0.990964 | 0.437966 | 0.426966 | 0.432396 | 0.711257 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | None |
10 | ROD | 9.787888 | 0.985977 | 0.000000 | 0.000000 | 0.000000 | 0.496995 | False | pyod | 0.008 | 563062 | [amt] | 0.00798 | 187688 | 0.008061 | 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 | 0.098144 | 0.985728 | 0.218543 | 0.215545 | 0.217034 | 0.604203 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
1 | GMM | 0.082140 | 0.990104 | 0.460784 | 0.460483 | 0.460634 | 0.727746 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
2 | HBOS | 0.014923 | 0.990446 | 0.000000 | 0.000000 | 0.000000 | 0.499809 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
3 | IForest | 12.402523 | 0.990152 | 0.463012 | 0.457871 | 0.460427 | 0.726476 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
4 | INNE | 12.438793 | 0.990128 | 0.461436 | 0.453298 | 0.457331 | 0.724199 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
5 | KNN | 0.742061 | 0.988683 | 0.381710 | 0.376225 | 0.378947 | 0.685290 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
6 | LODA | 0.745574 | 0.990446 | 0.000000 | 0.000000 | 0.000000 | 0.499809 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
7 | LOF | 1.171870 | 0.982480 | 0.001433 | 0.001306 | 0.001367 | 0.496437 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
8 | MCD | 0.089324 | 0.990104 | 0.460784 | 0.460483 | 0.460634 | 0.727746 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
9 | PCA | 0.030662 | 0.990104 | 0.460784 | 0.460483 | 0.460634 | 0.727746 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | None |
10 | ROD | 9.356593 | 0.977894 | 0.000463 | 0.000653 | 0.000542 | 0.493799 | False | pyod | 0.009 | 500499 | [amt] | 0.008941 | 166834 | 0.009177 | 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 | 2.535909 | 0.998444 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
1 | COPOD | 0.009517 | 0.976746 | 0.042088 | 0.641026 | 0.078989 | 0.809147 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
2 | ECOD | 0.009471 | 0.960791 | 0.013402 | 0.333333 | 0.025768 | 0.647551 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
3 | GMM | 0.011066 | 0.984564 | 0.042105 | 0.410256 | 0.076372 | 0.697858 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
4 | HBOS | 0.003393 | 0.998245 | 0.000000 | 0.000000 | 0.000000 | 0.499900 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
5 | IForest | 1.049790 | 0.984644 | 0.042328 | 0.410256 | 0.076739 | 0.697897 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
6 | INNE | 1.078408 | 0.983407 | 0.041363 | 0.435897 | 0.075556 | 0.710079 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
7 | KDE | 50.022221 | 0.982729 | 0.041860 | 0.461538 | 0.076759 | 0.722540 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
8 | KNN | 0.050192 | 0.980575 | 0.031381 | 0.384615 | 0.058027 | 0.683060 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
9 | LODA | 0.073967 | 0.998245 | 0.000000 | 0.000000 | 0.000000 | 0.499900 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
10 | LOF | 0.087011 | 0.924973 | 0.003772 | 0.179487 | 0.007388 | 0.552811 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
11 | MCD | 0.009805 | 0.984564 | 0.042105 | 0.410256 | 0.076372 | 0.697858 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
12 | OCSVM | 131.738376 | 0.982211 | 0.038549 | 0.435897 | 0.070833 | 0.709480 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
13 | PCA | 0.004337 | 0.973994 | 0.018838 | 0.307692 | 0.035503 | 0.641362 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | None |
14 | ROD | 3.712238 | 0.928722 | 0.000000 | 0.000000 | 0.000000 | 0.465085 | False | pyod | 0.063751 | 45045 | [amt] | 0.098368 | 25071 | 0.001556 | 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 | 1.149793 | 0.998674 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
1 | COPOD | 0.005654 | 0.970952 | 0.027888 | 0.617647 | 0.053367 | 0.794534 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
2 | ECOD | 0.005484 | 0.944516 | 0.010571 | 0.441176 | 0.020647 | 0.693180 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
3 | GMM | 0.007448 | 0.994931 | 0.112903 | 0.411765 | 0.177215 | 0.703735 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
4 | HBOS | 0.002558 | 0.998323 | 0.000000 | 0.000000 | 0.000000 | 0.499824 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
5 | IForest | 0.598845 | 0.981986 | 0.024444 | 0.323529 | 0.045455 | 0.653195 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
6 | INNE | 0.580197 | 0.966507 | 0.012987 | 0.323529 | 0.024972 | 0.645445 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
7 | KDE | 11.685877 | 0.979959 | 0.025692 | 0.382353 | 0.048148 | 0.681552 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
8 | KNN | 0.023973 | 0.978048 | 0.018215 | 0.294118 | 0.034305 | 0.636537 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
9 | LODA | 0.041146 | 0.998323 | 0.000000 | 0.000000 | 0.000000 | 0.499824 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
10 | LOF | 0.040807 | 0.882208 | 0.002333 | 0.205882 | 0.004613 | 0.544494 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
11 | MCD | 0.006230 | 0.994931 | 0.112903 | 0.411765 | 0.177215 | 0.703735 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
12 | OCSVM | 27.242269 | 0.979413 | 0.028626 | 0.441176 | 0.053763 | 0.710652 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
13 | PCA | 0.003173 | 0.919250 | 0.002443 | 0.147059 | 0.004805 | 0.533667 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | None |
14 | ROD | 2.774923 | 0.907670 | 0.000000 | 0.000000 | 0.000000 | 0.454437 | False | pyod | 0.094293 | 22522 | [amt] | 0.20016 | 25647 | 0.001326 | 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 | 0.807096 | 0.998800 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
1 | COPOD | 0.004366 | 0.965822 | 0.023490 | 0.677419 | 0.045405 | 0.821794 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
2 | ECOD | 0.004172 | 0.931256 | 0.004543 | 0.258065 | 0.008929 | 0.595065 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
3 | GMM | 0.006388 | 0.995239 | 0.057692 | 0.193548 | 0.088889 | 0.594875 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
4 | HBOS | 0.002274 | 0.998452 | 0.000000 | 0.000000 | 0.000000 | 0.499826 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
5 | IForest | 0.454341 | 0.982079 | 0.011312 | 0.161290 | 0.021142 | 0.572177 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
6 | INNE | 0.404955 | 0.931682 | 0.001151 | 0.064516 | 0.002261 | 0.498620 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
7 | KDE | 4.877100 | 0.969654 | 0.007843 | 0.193548 | 0.015075 | 0.582067 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
8 | KNN | 0.017089 | 0.971163 | 0.006906 | 0.161290 | 0.013245 | 0.566713 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
9 | LODA | 0.030604 | 0.998452 | 0.000000 | 0.000000 | 0.000000 | 0.499826 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
10 | LOF | 0.029848 | 0.854151 | 0.000801 | 0.096774 | 0.001590 | 0.475918 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
11 | MCD | 0.005008 | 0.995239 | 0.057692 | 0.193548 | 0.088889 | 0.594875 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
12 | OCSVM | 10.923152 | 0.967757 | 0.007371 | 0.193548 | 0.014201 | 0.581118 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
13 | PCA | 0.002875 | 0.843313 | 0.000000 | 0.000000 | 0.000000 | 0.422163 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | None |
14 | ROD | 1.926554 | 0.998761 | 0.000000 | 0.000000 | 0.000000 | 0.499981 | False | pyod | 0.111579 | 15015 | [amt] | 0.301499 | 25835 | 0.0012 | 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 | 0.628257 | 0.998264 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
1 | COPOD | 0.003717 | 0.963166 | 0.036660 | 0.800000 | 0.070107 | 0.881725 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
2 | ECOD | 0.003578 | 0.925753 | 0.010926 | 0.466667 | 0.021352 | 0.696609 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
3 | GMM | 0.006066 | 0.995102 | 0.140351 | 0.355556 | 0.201258 | 0.675885 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
4 | HBOS | 0.002137 | 0.998072 | 0.000000 | 0.000000 | 0.000000 | 0.499903 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
5 | IForest | 0.371490 | 0.979288 | 0.028736 | 0.333333 | 0.052910 | 0.656872 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
6 | INNE | 0.317849 | 0.911174 | 0.002205 | 0.111111 | 0.004323 | 0.511838 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
7 | KDE | 2.806262 | 0.949744 | 0.009360 | 0.266667 | 0.018086 | 0.608799 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
8 | KNN | 0.012062 | 0.962086 | 0.010438 | 0.222222 | 0.019940 | 0.592797 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
9 | LODA | 0.025498 | 0.998072 | 0.000000 | 0.000000 | 0.000000 | 0.499903 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
10 | LOF | 0.020565 | 0.848768 | 0.001543 | 0.133333 | 0.003051 | 0.491672 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
11 | MCD | 0.004548 | 0.995102 | 0.140351 | 0.355556 | 0.201258 | 0.675885 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
12 | OCSVM | 6.097080 | 0.950052 | 0.010955 | 0.311111 | 0.021164 | 0.631137 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
13 | PCA | 0.002755 | 0.810198 | 0.000000 | 0.000000 | 0.000000 | 0.405803 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | None |
14 | ROD | 1.610515 | 0.998264 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.122109 | 11261 | [amt] | 0.399254 | 25927 | 0.001736 | 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 | 0.513475 | 0.998845 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
1 | COPOD | 0.003306 | 0.961928 | 0.022886 | 0.766667 | 0.044444 | 0.864410 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
2 | ECOD | 0.003209 | 0.921161 | 0.005392 | 0.366667 | 0.010628 | 0.644234 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
3 | GMM | 0.005530 | 0.996266 | 0.096386 | 0.266667 | 0.141593 | 0.631888 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
4 | HBOS | 0.002074 | 0.998614 | 0.000000 | 0.000000 | 0.000000 | 0.499884 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
5 | IForest | 0.324964 | 0.942180 | 0.002703 | 0.133333 | 0.005298 | 0.538224 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
6 | INNE | 0.261853 | 0.875313 | 0.000933 | 0.100000 | 0.001849 | 0.488105 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
7 | KDE | 1.900880 | 0.941564 | 0.003338 | 0.166667 | 0.006545 | 0.554563 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
8 | KNN | 0.009369 | 0.954498 | 0.004303 | 0.166667 | 0.008389 | 0.561038 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
9 | LODA | 0.021968 | 0.998614 | 0.000000 | 0.000000 | 0.000000 | 0.499884 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
10 | LOF | 0.015975 | 0.831851 | 0.000691 | 0.100000 | 0.001372 | 0.466349 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
11 | MCD | 0.004099 | 0.996266 | 0.096386 | 0.266667 | 0.141593 | 0.631888 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
12 | OCSVM | 3.776082 | 0.942488 | 0.004065 | 0.200000 | 0.007968 | 0.571673 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
13 | PCA | 0.002546 | 0.783000 | 0.000000 | 0.000000 | 0.000000 | 0.391953 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | None |
14 | ROD | 1.637666 | 0.998845 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.128852 | 9009 | [amt] | 0.497058 | 25977 | 0.001155 | 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 | 3.230120 | 0.998237 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
1 | COPOD | 0.011822 | 0.977284 | 0.052991 | 0.704545 | 0.098569 | 0.841155 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
2 | ECOD | 0.011770 | 0.964223 | 0.022497 | 0.454545 | 0.042872 | 0.709834 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
3 | GMM | 0.055667 | 0.983253 | 0.063084 | 0.613636 | 0.114407 | 0.798771 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
4 | HBOS | 0.004632 | 0.997837 | 0.000000 | 0.000000 | 0.000000 | 0.499799 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
5 | IForest | 1.450632 | 0.982973 | 0.060046 | 0.590909 | 0.109015 | 0.787287 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
6 | INNE | 1.661278 | 0.977644 | 0.037770 | 0.477273 | 0.070000 | 0.727900 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
7 | KDE | 71.262674 | 0.982412 | 0.060134 | 0.613636 | 0.109533 | 0.798350 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
8 | KNN | 0.061291 | 0.980569 | 0.049080 | 0.545455 | 0.090056 | 0.763396 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
9 | LODA | 0.131766 | 0.997837 | 0.000000 | 0.000000 | 0.000000 | 0.499799 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
10 | LOF | 0.134313 | 0.924880 | 0.002175 | 0.090909 | 0.004249 | 0.508631 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
11 | MCD | 0.012015 | 0.983253 | 0.063084 | 0.613636 | 0.114407 | 0.798771 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
12 | OCSVM | 187.261724 | 0.981611 | 0.055675 | 0.590909 | 0.101761 | 0.786605 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
13 | PCA | 0.014000 | 0.978446 | 0.037453 | 0.454545 | 0.069204 | 0.716958 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | None |
14 | ROD | 7.488965 | 0.938101 | 0.000000 | 0.000000 | 0.000000 | 0.469879 | False | pyod | 0.060459 | 50049 | [amt] | 0.089732 | 24960 | 0.001763 | 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 | 4.189796 | 0.998226 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
1 | COPOD | 0.014530 | 0.976777 | 0.041379 | 0.545455 | 0.076923 | 0.761499 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
2 | ECOD | 0.014443 | 0.965811 | 0.019139 | 0.363636 | 0.036364 | 0.665259 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
3 | GMM | 0.038358 | 0.983067 | 0.048077 | 0.454545 | 0.086957 | 0.719276 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
4 | HBOS | 0.004105 | 0.997944 | 0.000000 | 0.000000 | 0.000000 | 0.499859 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
5 | IForest | 1.553486 | 0.983389 | 0.049020 | 0.454545 | 0.088496 | 0.719437 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
6 | INNE | 1.848711 | 0.982502 | 0.048611 | 0.477273 | 0.088235 | 0.730336 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
7 | KDE | 88.011782 | 0.982220 | 0.045767 | 0.454545 | 0.083160 | 0.718852 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
8 | KNN | 0.071372 | 0.980809 | 0.036481 | 0.386364 | 0.066667 | 0.684114 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
9 | LODA | 0.137621 | 0.997944 | 0.000000 | 0.000000 | 0.000000 | 0.499859 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
10 | LOF | 0.159186 | 0.930371 | 0.001776 | 0.068182 | 0.003462 | 0.500043 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
11 | MCD | 0.013139 | 0.983067 | 0.048077 | 0.454545 | 0.086957 | 0.719276 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
12 | OCSVM | 260.031710 | 0.981131 | 0.043103 | 0.454545 | 0.078740 | 0.718306 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
13 | PCA | 0.005343 | 0.977140 | 0.028829 | 0.363636 | 0.053422 | 0.670933 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | None |
14 | ROD | 6.357995 | 0.939322 | 0.000000 | 0.000000 | 0.000000 | 0.470496 | False | pyod | 0.05627 | 56306 | [amt] | 0.080276 | 24803 | 0.001774 | 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 | 2.958657 | 0.998740 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
1 | COPOD | 0.014501 | 0.978627 | 0.039106 | 0.677419 | 0.073944 | 0.828213 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
2 | ECOD | 0.014122 | 0.969241 | 0.019841 | 0.483871 | 0.038119 | 0.726862 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
3 | GMM | 0.048176 | 0.983422 | 0.045783 | 0.612903 | 0.085202 | 0.798396 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
4 | HBOS | 0.004385 | 0.998497 | 0.000000 | 0.000000 | 0.000000 | 0.499878 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
5 | IForest | 1.564718 | 0.983422 | 0.045783 | 0.612903 | 0.085202 | 0.798396 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
6 | INNE | 1.577002 | 0.983463 | 0.041463 | 0.548387 | 0.077098 | 0.766199 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
7 | KDE | 123.222591 | 0.983056 | 0.044811 | 0.612903 | 0.083516 | 0.798213 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
8 | KNN | 0.075100 | 0.980700 | 0.031646 | 0.483871 | 0.059406 | 0.732599 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
9 | LODA | 0.157073 | 0.998497 | 0.000000 | 0.000000 | 0.000000 | 0.499878 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
10 | LOF | 0.204140 | 0.946528 | 0.000777 | 0.032258 | 0.001517 | 0.489970 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
11 | MCD | 0.015097 | 0.983422 | 0.045783 | 0.612903 | 0.085202 | 0.798396 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
12 | OCSVM | 256.638857 | 0.982488 | 0.043379 | 0.612903 | 0.081023 | 0.797928 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
13 | PCA | 0.005676 | 0.978668 | 0.028626 | 0.483871 | 0.054054 | 0.731582 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
14 | ROD | 6.052641 | 0.946325 | 0.000000 | 0.000000 | 0.000000 | 0.473759 | False | pyod | 0.050606 | 64350 | [amt] | 0.069479 | 24611 | 0.00126 | None |
*pyod_preprocess7(fraudTrain, 0.06,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.05,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.04,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.03,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.02,10)) pyod(
*pyod_preprocess7(fraudTrain, 0.01,10)) pyod(
pyod_preproecess10: 비율 다르게 test_size정할수 잇음
*pyod_preprocess10(fraudTrain, 0.3, 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 | ABOD | 0.774618 | 0.950050 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
1 | COPOD | 0.004098 | 0.749417 | 0.138138 | 0.766667 | 0.234097 | 0.757589 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
2 | ECOD | 0.003965 | 0.719447 | 0.116768 | 0.703333 | 0.200285 | 0.711814 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
3 | GMM | 0.006296 | 0.706294 | 0.093785 | 0.563333 | 0.160799 | 0.638572 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
4 | HBOS | 0.002163 | 0.949717 | 0.000000 | 0.000000 | 0.000000 | 0.499825 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
5 | IForest | 0.421494 | 0.825674 | 0.189526 | 0.760000 | 0.303393 | 0.794564 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
6 | INNE | 0.374009 | 0.779387 | 0.140855 | 0.670000 | 0.232774 | 0.727569 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
7 | KDE | 4.314706 | 0.845155 | 0.213115 | 0.780000 | 0.334764 | 0.814290 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
8 | KNN | 0.015324 | 0.816683 | 0.176755 | 0.730000 | 0.284600 | 0.775620 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
9 | LODA | 0.028843 | 0.949717 | 0.000000 | 0.000000 | 0.000000 | 0.499825 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
10 | LOF | 0.026128 | 0.511988 | 0.051483 | 0.503333 | 0.093412 | 0.507888 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
11 | MCD | 0.004677 | 0.847486 | 0.215867 | 0.780000 | 0.338150 | 0.815517 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
12 | OCSVM | 8.785761 | 0.808525 | 0.171561 | 0.740000 | 0.278545 | 0.776064 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
13 | PCA | 0.002809 | 0.454545 | 0.020619 | 0.213333 | 0.037603 | 0.340280 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
14 | ROD | 1.670733 | 0.583417 | 0.027062 | 0.210000 | 0.047945 | 0.406525 | False | pyod | 0.3 | 14014 | [amt] | 0.407164 | 6006 | 0.04995 | None |
*pyod_preprocess10(fraudTrain, 0.3, 0.005)) 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 | 0.769284 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
1 | COPOD | 0.004046 | 0.722611 | 0.015976 | 0.900000 | 0.031395 | 0.810860 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
2 | ECOD | 0.003975 | 0.712121 | 0.013738 | 0.800000 | 0.027012 | 0.755840 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
3 | GMM | 0.006271 | 0.703130 | 0.010609 | 0.633333 | 0.020868 | 0.668407 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
4 | HBOS | 0.002160 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
5 | IForest | 0.423568 | 0.837496 | 0.027000 | 0.900000 | 0.052427 | 0.868591 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
6 | INNE | 0.371282 | 0.764902 | 0.014747 | 0.700000 | 0.028886 | 0.732614 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
7 | KDE | 4.280936 | 0.835498 | 0.026680 | 0.900000 | 0.051823 | 0.867587 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
8 | KNN | 0.015303 | 0.805361 | 0.020219 | 0.800000 | 0.039441 | 0.802694 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
9 | LODA | 0.028646 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
10 | LOF | 0.026170 | 0.494339 | 0.003632 | 0.366667 | 0.007192 | 0.430823 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
11 | MCD | 0.004618 | 0.835997 | 0.026759 | 0.900000 | 0.051973 | 0.867838 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
12 | OCSVM | 8.879913 | 0.776557 | 0.019062 | 0.866667 | 0.037303 | 0.821386 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
13 | PCA | 0.002808 | 0.419414 | 0.000866 | 0.100000 | 0.001718 | 0.260509 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
14 | ROD | 1.891805 | 0.561605 | 0.001150 | 0.100000 | 0.002274 | 0.331961 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.2, 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 | ABOD | 1.091977 | 0.950050 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
1 | COPOD | 0.005299 | 0.855256 | 0.223803 | 0.768889 | 0.346693 | 0.814343 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
2 | ECOD | 0.005203 | 0.806971 | 0.151056 | 0.620000 | 0.242926 | 0.718401 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
3 | GMM | 0.007281 | 0.807193 | 0.136646 | 0.537778 | 0.217920 | 0.679568 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
4 | HBOS | 0.002413 | 0.949828 | 0.000000 | 0.000000 | 0.000000 | 0.499883 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
5 | IForest | 0.563117 | 0.907759 | 0.321796 | 0.764444 | 0.452930 | 0.839869 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
6 | INNE | 0.537732 | 0.903985 | 0.309458 | 0.748889 | 0.437947 | 0.830514 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
7 | KDE | 10.283546 | 0.905206 | 0.313653 | 0.755556 | 0.443286 | 0.834315 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
8 | KNN | 0.021698 | 0.894439 | 0.283865 | 0.731111 | 0.408950 | 0.817069 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
9 | LODA | 0.039037 | 0.949828 | 0.000000 | 0.000000 | 0.000000 | 0.499883 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
10 | LOF | 0.037507 | 0.662893 | 0.055040 | 0.355556 | 0.095323 | 0.517303 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
11 | MCD | 0.005883 | 0.908980 | 0.325142 | 0.764444 | 0.456233 | 0.840512 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
12 | OCSVM | 20.635448 | 0.905428 | 0.314233 | 0.755556 | 0.443864 | 0.834432 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
13 | PCA | 0.003042 | 0.667999 | 0.027520 | 0.164444 | 0.047149 | 0.429459 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
14 | ROD | 2.520514 | 0.688534 | 0.017609 | 0.095556 | 0.029737 | 0.407633 | False | pyod | 0.2 | 21021 | [amt] | 0.264307 | 9009 | 0.04995 | None |
*pyod_preprocess10(fraudTrain, 0.2, 0.005)) 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 | 1.095272 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
1 | COPOD | 0.005250 | 0.837829 | 0.024194 | 0.800000 | 0.046967 | 0.819009 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
2 | ECOD | 0.005125 | 0.805639 | 0.016988 | 0.666667 | 0.033131 | 0.736502 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
3 | GMM | 0.007286 | 0.804973 | 0.013636 | 0.533333 | 0.026593 | 0.669835 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
4 | HBOS | 0.002410 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
5 | IForest | 0.563799 | 0.909757 | 0.042857 | 0.800000 | 0.081356 | 0.855154 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
6 | INNE | 0.528354 | 0.892219 | 0.034205 | 0.755556 | 0.065448 | 0.824230 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
7 | KDE | 10.531130 | 0.903985 | 0.040359 | 0.800000 | 0.076841 | 0.852253 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
8 | KNN | 0.021430 | 0.893884 | 0.033777 | 0.733333 | 0.064579 | 0.814012 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
9 | LODA | 0.038733 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
10 | LOF | 0.037428 | 0.660340 | 0.004926 | 0.333333 | 0.009709 | 0.497657 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
11 | MCD | 0.005760 | 0.908314 | 0.042204 | 0.800000 | 0.080178 | 0.854429 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
12 | OCSVM | 20.519797 | 0.902875 | 0.039911 | 0.800000 | 0.076030 | 0.851696 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
13 | PCA | 0.003253 | 0.669331 | 0.002037 | 0.133333 | 0.004012 | 0.402677 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
14 | ROD | 2.924760 | 0.744145 | 0.000442 | 0.022222 | 0.000867 | 0.384996 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.2, 0.0005)) 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 | 1.092710 | 0.999556 | 0.000000 | 0.00 | 0.000000 | 0.500000 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
1 | COPOD | 0.005288 | 0.835942 | 0.002027 | 0.75 | 0.004043 | 0.792990 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
2 | ECOD | 0.005159 | 0.805528 | 0.001710 | 0.75 | 0.003413 | 0.777776 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
3 | GMM | 0.010358 | 0.804529 | 0.000569 | 0.25 | 0.001134 | 0.527388 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
4 | HBOS | 0.002431 | 0.999223 | 0.000000 | 0.00 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
5 | IForest | 0.564802 | 0.908536 | 0.003632 | 0.75 | 0.007229 | 0.829303 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
6 | INNE | 0.526330 | 0.856921 | 0.001552 | 0.50 | 0.003094 | 0.678540 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
7 | KDE | 10.406649 | 0.904096 | 0.003464 | 0.75 | 0.006897 | 0.827082 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
8 | KNN | 0.021723 | 0.894439 | 0.002103 | 0.50 | 0.004188 | 0.697307 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
9 | LODA | 0.039089 | 0.999223 | 0.000000 | 0.00 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
10 | LOF | 0.037239 | 0.661672 | 0.000984 | 0.75 | 0.001965 | 0.705816 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
11 | MCD | 0.005762 | 0.908425 | 0.003628 | 0.75 | 0.007220 | 0.829248 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
12 | OCSVM | 20.567278 | 0.902431 | 0.003405 | 0.75 | 0.006780 | 0.826249 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
13 | PCA | 0.003019 | 0.671329 | 0.000000 | 0.00 | 0.000000 | 0.335813 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
14 | ROD | 2.454930 | 0.748363 | 0.000000 | 0.00 | 0.000000 | 0.374348 | False | pyod | 0.2 | 21021 | [amt] | 0.285524 | 9009 | 0.000444 | None |
*pyod_preprocess10(fraudTrain, 0.1, 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 | ABOD | 1.946881 | 0.950050 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
1 | COPOD | 0.008923 | 0.940004 | 0.442246 | 0.770000 | 0.561816 | 0.859471 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
2 | ECOD | 0.008774 | 0.900155 | 0.251245 | 0.504444 | 0.335427 | 0.712702 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
3 | GMM | 0.010457 | 0.955045 | 0.535322 | 0.757778 | 0.627415 | 0.861597 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
4 | HBOS | 0.003158 | 0.949495 | 0.000000 | 0.000000 | 0.000000 | 0.499708 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
5 | IForest | 0.962415 | 0.952103 | 0.514111 | 0.748889 | 0.609679 | 0.855838 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
6 | INNE | 1.006637 | 0.955156 | 0.535881 | 0.763333 | 0.629698 | 0.864287 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
7 | KDE | 43.868710 | 0.947441 | 0.482682 | 0.727778 | 0.580416 | 0.843384 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
8 | KNN | 0.044747 | 0.941947 | 0.446715 | 0.680000 | 0.539207 | 0.817860 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
9 | LODA | 0.084089 | 0.949495 | 0.000000 | 0.000000 | 0.000000 | 0.499708 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
10 | LOF | 0.076161 | 0.821567 | 0.075541 | 0.228889 | 0.113593 | 0.540809 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
11 | MCD | 0.009043 | 0.955433 | 0.537802 | 0.766667 | 0.632158 | 0.866012 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
12 | OCSVM | 92.559464 | 0.945943 | 0.473188 | 0.725556 | 0.572807 | 0.841543 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
13 | PCA | 0.004151 | 0.890054 | 0.195493 | 0.385556 | 0.259439 | 0.651067 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
14 | ROD | 3.441422 | 0.822233 | 0.001299 | 0.003333 | 0.001870 | 0.434311 | False | pyod | 0.1 | 42042 | [amt] | 0.12145 | 18018 | 0.04995 | None |
*pyod_preprocess10(fraudTrain, 0.3, 0.005)) 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 | 0.771734 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
1 | COPOD | 0.004185 | 0.722611 | 0.015976 | 0.900000 | 0.031395 | 0.810860 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
2 | ECOD | 0.004011 | 0.712121 | 0.013738 | 0.800000 | 0.027012 | 0.755840 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
3 | GMM | 0.006114 | 0.703130 | 0.010609 | 0.633333 | 0.020868 | 0.668407 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
4 | HBOS | 0.002146 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
5 | IForest | 0.422542 | 0.822178 | 0.024725 | 0.900000 | 0.048128 | 0.860894 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
6 | INNE | 0.359052 | 0.640693 | 0.007863 | 0.566667 | 0.015511 | 0.603865 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
7 | KDE | 4.289624 | 0.835498 | 0.026680 | 0.900000 | 0.051823 | 0.867587 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
8 | KNN | 0.015256 | 0.805361 | 0.020219 | 0.800000 | 0.039441 | 0.802694 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
9 | LODA | 0.029047 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
10 | LOF | 0.026283 | 0.494339 | 0.003632 | 0.366667 | 0.007192 | 0.430823 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
11 | MCD | 0.004666 | 0.835997 | 0.026759 | 0.900000 | 0.051973 | 0.867838 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
12 | OCSVM | 8.597896 | 0.776557 | 0.019062 | 0.866667 | 0.037303 | 0.821386 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
13 | PCA | 0.002833 | 0.419414 | 0.000866 | 0.100000 | 0.001718 | 0.260509 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
14 | ROD | 1.817225 | 0.561605 | 0.001150 | 0.100000 | 0.002274 | 0.331961 | False | pyod | 0.3 | 14014 | [amt] | 0.426431 | 6006 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.2, 0.005)) 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 | 1.079066 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
1 | COPOD | 0.005168 | 0.837829 | 0.024194 | 0.800000 | 0.046967 | 0.819009 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
2 | ECOD | 0.005130 | 0.805639 | 0.016988 | 0.666667 | 0.033131 | 0.736502 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
3 | GMM | 0.007339 | 0.804973 | 0.013636 | 0.533333 | 0.026593 | 0.669835 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
4 | HBOS | 0.002404 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
5 | IForest | 0.569661 | 0.907981 | 0.042056 | 0.800000 | 0.079911 | 0.854261 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
6 | INNE | 0.514986 | 0.877123 | 0.029255 | 0.733333 | 0.056266 | 0.805589 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
7 | KDE | 10.367432 | 0.903985 | 0.040359 | 0.800000 | 0.076841 | 0.852253 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
8 | KNN | 0.021266 | 0.893884 | 0.033777 | 0.733333 | 0.064579 | 0.814012 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
9 | LODA | 0.038907 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
10 | LOF | 0.036725 | 0.660340 | 0.004926 | 0.333333 | 0.009709 | 0.497657 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
11 | MCD | 0.005748 | 0.908314 | 0.042204 | 0.800000 | 0.080178 | 0.854429 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
12 | OCSVM | 20.289997 | 0.902875 | 0.039911 | 0.800000 | 0.076030 | 0.851696 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
13 | PCA | 0.003034 | 0.669331 | 0.002037 | 0.133333 | 0.004012 | 0.402677 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
14 | ROD | 2.956641 | 0.744145 | 0.000442 | 0.022222 | 0.000867 | 0.384996 | False | pyod | 0.2 | 21021 | [amt] | 0.283574 | 9009 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.09, 0.005)) 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 | 2.118368 | 0.995005 | 0.000000 | 0.00 | 0.000000 | 0.500000 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
1 | COPOD | 0.009918 | 0.936810 | 0.059046 | 0.78 | 0.109782 | 0.858799 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
2 | ECOD | 0.009780 | 0.910435 | 0.029461 | 0.53 | 0.055819 | 0.721172 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
3 | GMM | 0.012681 | 0.963784 | 0.097812 | 0.76 | 0.173318 | 0.862404 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
4 | HBOS | 0.003287 | 0.994655 | 0.000000 | 0.00 | 0.000000 | 0.499824 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
5 | IForest | 1.057976 | 0.958190 | 0.081725 | 0.72 | 0.146789 | 0.839693 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
6 | INNE | 1.072577 | 0.962436 | 0.089421 | 0.71 | 0.158837 | 0.836851 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
7 | KDE | 51.495988 | 0.956491 | 0.080522 | 0.74 | 0.145240 | 0.848789 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
8 | KNN | 0.050351 | 0.953644 | 0.069647 | 0.67 | 0.126177 | 0.812534 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
9 | LODA | 0.075929 | 0.994655 | 0.000000 | 0.00 | 0.000000 | 0.499824 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
10 | LOF | 0.086652 | 0.839752 | 0.004780 | 0.15 | 0.009265 | 0.496608 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
11 | MCD | 0.009637 | 0.966032 | 0.103825 | 0.76 | 0.182692 | 0.863533 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
12 | OCSVM | 116.052746 | 0.955992 | 0.078749 | 0.73 | 0.142162 | 0.843563 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
13 | PCA | 0.004285 | 0.901444 | 0.017517 | 0.34 | 0.033317 | 0.622131 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
14 | ROD | 4.076229 | 0.850242 | 0.000345 | 0.01 | 0.000667 | 0.432230 | False | pyod | 0.09 | 46714 | [amt] | 0.126429 | 20019 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.08, 0.005)) 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 | 2.355942 | 0.995027 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
1 | COPOD | 0.011052 | 0.945076 | 0.064965 | 0.750000 | 0.119573 | 0.848025 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
2 | ECOD | 0.010783 | 0.924296 | 0.033392 | 0.508929 | 0.062672 | 0.717650 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
3 | GMM | 0.011898 | 0.968431 | 0.106439 | 0.723214 | 0.185567 | 0.846435 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
4 | HBOS | 0.003509 | 0.994583 | 0.000000 | 0.000000 | 0.000000 | 0.499777 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
5 | IForest | 1.144744 | 0.967587 | 0.101804 | 0.705357 | 0.177928 | 0.837127 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
6 | INNE | 1.216866 | 0.967587 | 0.100775 | 0.696429 | 0.176072 | 0.832686 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
7 | KDE | 64.947974 | 0.962703 | 0.089165 | 0.705357 | 0.158317 | 0.834673 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
8 | KNN | 0.059123 | 0.958929 | 0.074346 | 0.633929 | 0.133083 | 0.797241 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
9 | LODA | 0.083192 | 0.994583 | 0.000000 | 0.000000 | 0.000000 | 0.499777 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
10 | LOF | 0.101365 | 0.853921 | 0.004367 | 0.125000 | 0.008439 | 0.491282 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
11 | MCD | 0.010848 | 0.970429 | 0.114206 | 0.732143 | 0.197590 | 0.851881 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
12 | OCSVM | 147.615001 | 0.961105 | 0.085683 | 0.705357 | 0.152805 | 0.833870 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
13 | PCA | 0.004609 | 0.922787 | 0.023433 | 0.357143 | 0.043980 | 0.641378 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
14 | ROD | 6.129475 | 0.872081 | 0.000361 | 0.008929 | 0.000694 | 0.442662 | False | pyod | 0.08 | 52553 | [amt] | 0.112153 | 22522 | 0.004973 | None |
*pyod_preprocess10(fraudTrain, 0.07, 0.005)) 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 | 2.627215 | 0.995027 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
1 | COPOD | 0.012201 | 0.951360 | 0.073596 | 0.757812 | 0.134163 | 0.855070 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
2 | ECOD | 0.011990 | 0.932129 | 0.035571 | 0.484375 | 0.066275 | 0.709371 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
3 | GMM | 0.013061 | 0.972416 | 0.122078 | 0.734375 | 0.209354 | 0.853991 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
4 | HBOS | 0.003768 | 0.994639 | 0.000000 | 0.000000 | 0.000000 | 0.499805 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
5 | IForest | 1.307437 | 0.970008 | 0.112981 | 0.734375 | 0.195833 | 0.852780 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
6 | INNE | 1.337039 | 0.972688 | 0.123198 | 0.734375 | 0.210999 | 0.854127 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
7 | KDE | 84.247617 | 0.965035 | 0.094538 | 0.703125 | 0.166667 | 0.834734 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
8 | KNN | 0.070247 | 0.964452 | 0.087958 | 0.656250 | 0.155125 | 0.811121 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
9 | LODA | 0.094346 | 0.994639 | 0.000000 | 0.000000 | 0.000000 | 0.499805 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
10 | LOF | 0.120878 | 0.880575 | 0.005040 | 0.117188 | 0.009665 | 0.500789 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
11 | MCD | 0.011881 | 0.972416 | 0.122078 | 0.734375 | 0.209354 | 0.853991 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
12 | OCSVM | 201.603599 | 0.965229 | 0.095037 | 0.703125 | 0.167442 | 0.834832 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
13 | PCA | 0.004737 | 0.936713 | 0.031815 | 0.398438 | 0.058925 | 0.668920 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
14 | ROD | 4.642633 | 0.886869 | 0.000359 | 0.007812 | 0.000686 | 0.449537 | False | pyod | 0.07 | 60060 | [amt] | 0.097869 | 25740 | 0.004973 | None |
*pyod_preprocess10(fraudTrain, 0.06, 0.005)) 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 | 2.976102 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
1 | COPOD | 0.014337 | 0.956876 | 0.079353 | 0.720000 | 0.142952 | 0.839033 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
2 | ECOD | 0.014195 | 0.938795 | 0.039301 | 0.480000 | 0.072654 | 0.710549 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
3 | GMM | 0.014622 | 0.974126 | 0.127229 | 0.713333 | 0.215943 | 0.844384 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
4 | HBOS | 0.004169 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
5 | IForest | 1.487215 | 0.971395 | 0.114255 | 0.700000 | 0.196445 | 0.836379 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
6 | INNE | 1.617119 | 0.974659 | 0.129697 | 0.713333 | 0.219487 | 0.844652 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
7 | KDE | 130.171108 | 0.968165 | 0.100990 | 0.680000 | 0.175862 | 0.824806 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
8 | KNN | 0.074384 | 0.967766 | 0.092629 | 0.620000 | 0.161179 | 0.794756 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
9 | LODA | 0.111742 | 0.994672 | 0.000000 | 0.000000 | 0.000000 | 0.499833 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
10 | LOF | 0.126019 | 0.902231 | 0.002500 | 0.046667 | 0.004746 | 0.476596 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
11 | MCD | 0.013644 | 0.974126 | 0.127229 | 0.713333 | 0.215943 | 0.844384 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
12 | OCSVM | 301.447370 | 0.967566 | 0.098441 | 0.673333 | 0.171769 | 0.821188 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
13 | PCA | 0.005391 | 0.944988 | 0.038130 | 0.413333 | 0.069820 | 0.680495 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
14 | ROD | 4.724332 | 0.902131 | 0.000716 | 0.013333 | 0.001359 | 0.459963 | False | pyod | 0.06 | 70070 | [amt] | 0.083574 | 30030 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.05, 0.005)) 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 | 3.488629 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
1 | COPOD | 0.016961 | 0.965673 | 0.098099 | 0.716667 | 0.172575 | 0.841795 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
2 | ECOD | 0.016851 | 0.951632 | 0.049048 | 0.472222 | 0.088866 | 0.713130 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
3 | GMM | 0.016793 | 0.977966 | 0.143023 | 0.683333 | 0.236538 | 0.831389 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
4 | HBOS | 0.004723 | 0.993451 | 0.075758 | 0.027778 | 0.040650 | 0.513038 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
5 | IForest | 1.739545 | 0.977522 | 0.142857 | 0.700000 | 0.237288 | 0.839458 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
6 | INNE | 1.911777 | 0.975941 | 0.129450 | 0.666667 | 0.216802 | 0.822080 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
7 | KDE | 187.149441 | 0.971917 | 0.108286 | 0.638889 | 0.185185 | 0.806239 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
8 | KNN | 0.094257 | 0.971612 | 0.104225 | 0.616667 | 0.178313 | 0.795030 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
9 | LODA | 0.131656 | 0.993451 | 0.075758 | 0.027778 | 0.040650 | 0.513038 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
10 | LOF | 0.160287 | 0.919192 | 0.002549 | 0.038889 | 0.004785 | 0.481250 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
11 | MCD | 0.015904 | 0.977966 | 0.143023 | 0.683333 | 0.236538 | 0.831389 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
12 | OCSVM | 487.274559 | 0.972167 | 0.109953 | 0.644444 | 0.187854 | 0.809128 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
13 | PCA | 0.006028 | 0.958930 | 0.054184 | 0.438889 | 0.096459 | 0.700215 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
14 | ROD | 5.554918 | 0.921023 | 0.000749 | 0.011111 | 0.001404 | 0.468351 | False | pyod | 0.05 | 84084 | [amt] | 0.069288 | 36036 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.15, 0.005)) 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 | 1.375164 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
1 | COPOD | 0.006505 | 0.882118 | 0.034341 | 0.833333 | 0.065963 | 0.857848 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
2 | ECOD | 0.006317 | 0.856976 | 0.024656 | 0.716667 | 0.047672 | 0.787174 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
3 | GMM | 0.009687 | 0.881868 | 0.027140 | 0.650000 | 0.052104 | 0.766516 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
4 | HBOS | 0.002680 | 0.993756 | 0.394366 | 0.466667 | 0.427481 | 0.731534 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
5 | IForest | 0.710505 | 0.915668 | 0.044890 | 0.783333 | 0.084914 | 0.849833 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
6 | INNE | 0.675775 | 0.899767 | 0.034202 | 0.700000 | 0.065217 | 0.800385 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
7 | KDE | 17.303729 | 0.924076 | 0.051579 | 0.816667 | 0.097030 | 0.870641 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
8 | KNN | 0.030849 | 0.919497 | 0.045135 | 0.750000 | 0.085147 | 0.835174 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
9 | LODA | 0.049980 | 0.993756 | 0.394366 | 0.466667 | 0.427481 | 0.731534 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
10 | LOF | 0.053216 | 0.743007 | 0.003282 | 0.166667 | 0.006437 | 0.456283 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
11 | MCD | 0.006773 | 0.931069 | 0.056582 | 0.816667 | 0.105832 | 0.874155 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
12 | OCSVM | 38.577748 | 0.919747 | 0.048902 | 0.816667 | 0.092279 | 0.868466 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
13 | PCA | 0.003425 | 0.800949 | 0.008435 | 0.333333 | 0.016454 | 0.568315 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
14 | ROD | 3.166535 | 0.732850 | 0.000634 | 0.033333 | 0.001245 | 0.384848 | False | pyod | 0.15 | 28028 | [amt] | 0.212145 | 12012 | 0.004995 | None |
*pyod_preprocess10(fraudTrain, 0.25, 0.005)) 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 | 0.887434 | 0.995005 | 0.000000 | 0.000000 | 0.000000 | 0.500000 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
1 | COPOD | 0.004493 | 0.787568 | 0.020526 | 0.888889 | 0.040125 | 0.837974 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
2 | ECOD | 0.004322 | 0.757319 | 0.016375 | 0.805556 | 0.032097 | 0.781316 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
3 | GMM | 0.006501 | 0.753157 | 0.012311 | 0.611111 | 0.024136 | 0.682490 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
4 | HBOS | 0.002240 | 0.994450 | 0.000000 | 0.000000 | 0.000000 | 0.499721 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
5 | IForest | 0.485034 | 0.855280 | 0.029879 | 0.888889 | 0.057814 | 0.872000 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
6 | INNE | 0.428517 | 0.793950 | 0.016032 | 0.666667 | 0.031311 | 0.730628 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
7 | KDE | 6.820246 | 0.868184 | 0.032720 | 0.888889 | 0.063116 | 0.878484 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
8 | KNN | 0.016207 | 0.854170 | 0.027027 | 0.805556 | 0.052299 | 0.829985 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
9 | LODA | 0.032871 | 0.994450 | 0.000000 | 0.000000 | 0.000000 | 0.499721 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
10 | LOF | 0.028483 | 0.578327 | 0.003636 | 0.305556 | 0.007187 | 0.442626 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
11 | MCD | 0.005033 | 0.870681 | 0.033333 | 0.888889 | 0.064257 | 0.879739 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
12 | OCSVM | 12.390678 | 0.862495 | 0.031403 | 0.888889 | 0.060664 | 0.875626 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
13 | PCA | 0.002873 | 0.573054 | 0.001639 | 0.138889 | 0.003239 | 0.357061 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
14 | ROD | 2.206045 | 0.687942 | 0.000902 | 0.055556 | 0.001775 | 0.373336 | False | pyod | 0.25 | 16817 | [amt] | 0.354998 | 7207 | 0.004995 | None |
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(