Go言語でオンライン外れ値検出エンジンSmartSifterを実装した/smartsifter_in_golang

Fukuoka.go#10
https://fukuokago.connpass.com/event/81056/

Transcript

1. ࡾ୐༔հ / Pepabo R&D Institute, GMO Pepabo, Inc.
   2018.03.28 Fukuoka.go#10
   GoݴޠͰΦϯϥΠϯ֎Ε஋ݕग़
   ΤϯδϯSmartSifterΛ࣮૷ͨ͠
   

   View Slide

2. ϓϦϯγύϧΤϯδχΞ
   ࡾ୐༔հ!NPOPDISPNFHBOF
   (.0ϖύϘגࣜձࣾϖύϘݚڀॴ
   IUUQCMPHNPOPDISPNFHBOFDPN
   

   View Slide

3. View Slide

4. ҟৗݕ஌
   

   View Slide

5. ҟৗݕ஌
   5
   

   View Slide

6. • ݴ͏·Ͱ΋ͳ͘ਖ਼ৗͷ൓ର
   • ਖ਼ৗͱ͸͍ͭ΋ͷঢ়ଶɽͭ·Γɼ͍ͭ΋ͷঢ়ଶͰ͸ͳ͍͜ͱɽ
   • ඞͣ͠΋ෆਖ਼ͱ͸ݶΒͳ͍
   • Ͱ͸ɼ͍ͭ΋ͷঢ়ଶͱɼͦ͏Ͱ͸ͳ͍͜ͱΛ੾Γ෼͚Δ৚݅͸Կ͔ɽ

   ·ͨɼͦ΋ͦ΋໌֬ʹ੾Γ෼͚Δ͜ͱ͕Ͱ͖Δͷ͔
   6
   ҟৗݕ஌ʹ͓͚Δɼҟৗͱ͸
   

   View Slide

7. • ೖྗσʔλ͔Βσʔλൃੜ෼෍ͷ֬཰ϞσϧΛֶश͠ɼͦͷϞσϧΛجʹɼσʔ
   λͷҟৗ౓߹͍ɼ·ͨ͸ϞσϧͷҟৗͳมԽ౓߹͍ΛείΞϦϯά͢Δɽ
   7
   ౷ܭతҟৗݕ஌
   ग़య: σʔλϚΠχϯάʹΑΔҟৗݕ஌ (ࢁ੢݈࢘)
   ೖྗ ֬཰Ϟσϧ ݕग़ର৅
   ֎Ε஋ݕग़ ଟ࣍ݩϕΫτϧ ಠཱϞσϧ ֎Ε஋
   มԽ఺ݕग़ ଟ࣍ݩ࣌ܥྻ ࣌ܥྻϞσϧ ࣌ܥྻͷٸܹͳมԽ
   σʔλϚΠχϯάʹΑΔҟৗݕ஌ (ࢁ੢݈࢘) ʹ͓͚Δҟৗݕ஌ͷ෼ྨʢൈਮʣ
   

   View Slide

8. ҟৗݕ஌
   8
   ֎Ε஋ݕग़
   ಠཱϞσϧΛԾఆͯ͠ɼ૬ରతʹಛҟ
   ͳσʔλΛݕग़͢Δ
   มԽ఺ݕग़
   ࣌ܥྻϞσϧΛԾఆͯ͠ɼٸܹͳมԽ
   Λݕग़͢Δ
   

   View Slide

9. ҟৗݕ஌
   9
   ֎Ε஋ݕग़
   ಠཱϞσϧΛԾఆͯ͠ɼ૬ରతʹಛҟ
   ͳσʔλΛݕग़͢Δ
   

   View Slide

10. ΦϯϥΠϯ֎Ε஋ݕग़Τϯδϯ
    SmartSifter
    Proposed by Yamanishi, K., Takeuchi, J., Williams, G. et al. (2004)
    

    View Slide

11. • ҟৗΛᮢ஋΍ϗϫΠτϦετʹΑͬͯݕग़͢Δݻఆతͳ൑அج४͸ɼط஌ͷൣ
    ғͰͷ൑அͱͳΔ
    • ҟৗΛଞͷҰൠతͳσʔλͱҟͳΔ΋ͷͱߟ͑Δ͜ͱͰ͖ΔͳΒ͹ɼະ஌ͷࣄ
    ৅΋൑அͰ͖ΔͷͰ͸ -> ֎Ε஋ݕग़
    • ୯७ͳ౷ܭతͳ֎Ε஋ݕग़ʢϚϋϥϊϏεڑ཭౳ʣͰ͸σʔλͷൃੜػߏ͕ม
    Խ͠ͳ͍͜ͱΛલఏͱ͍ͯ͠Δ
    11
    ֎Ε஋ݕग़ͱͦͷ՝୊
    

    View Slide

12. • ΦϯϥΠϯ֎Ε஋ݕग़Τϯδϯ
    • ࣌ؒ͝ͱʹมԽ͍ͯ͘͠σʔλൃੜػߏʹରͯ͠దԠతʹֶश͠ɼείΞϦϯ
    ά͢Δ
    • ֶशͱείΞϦϯάΛσʔλೖྗ͝ͱʹஞ࣍ΦϯϥΠϯͰߦ͏
    12
    SmartSifter
    On-line Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms.
    Proposed by Yamanishi, K., Takeuchi, J., Williams, G. et al. (2004)
    Refs: http://cs.fit.edu/~pkc/id/related/yamanishi-kdd00.pdf
    

    View Slide

13. SmartSifter
    13
    (
    x
    ,
    y
    )
    SDLE (Sequentially Discounting Laplace Estimation)
    SDEM (Sequentially Discounting Expectation and Miximizing) or
    SPDU (Sequentially Discounting Prototype Updating)
    Log loss or Hellinger score
    ཭ࢄ஋ϕΫτϧ x
    ࿈ଓ஋ϕΫτϧ y
    p(
    x
    )
    p(
    y
    |
    x
    )
    ※ SDLEʹΑͬͯಉఆ͞Ε֤ͨηϧ͝ͱʹϞσϧ͕ଘࡏ͢Δ p(
    x
    )
    p
    (
    y
    |
    x
    )
    SDEM (Sequentially Discounting Expectation and Miximizing) or
    SPDU (Sequentially Discounting Prototype Updating)
    SDEM (Sequentially Discounting Expectation and Miximizing) or
    SPDU (Sequentially Discounting Prototype Updating)
    SDEM (Sequentially Discounting Expectation and Miximizing) or
    SPDU (Sequentially Discounting Prototype Updating)
    ϞσϧΛߋ৽
    ֘౰͢Δηϧʹ֘౰͢ΔϞσϧΛߋ৽
    Ψ΢εࠞ߹෼෍
    ώετάϥϜີ౓
    SL(xt,
    yt) = log p
    (t 1)
    (xt,
    yt)
    

    View Slide

14. SmartSifter
    14
    Refs: http://cs.fit.edu/~pkc/id/related/yamanishi-kdd00.pdf
    

    View Slide

15. Written in Golang !
    

    View Slide

16. monochromegane/go-smartsifter
    16
    https://github.com/monochromegane/smartsifter
    

    View Slide

17. monochromegane/go-smartsifter
    17
    r := 0.1 // Discounting parameter.
    alpha := 1.5 // Hyper parameter for continuous variables.
    beta := 1.0 // Hyper parameter for categorical variables.
    cellNum := 0 // Only continuous variables.
    mixtureNum := 2 // Number of mixtures for GMM.
    dim := 2 // Number of dimentions for GMM.
    ss := smartsifter.NewSmartSifter(r, alpha, beta, cellNum, mixtureNum, dim)
    logLoss := ss.Input(nil, []float64{0.1, 0.2}, true)
    fmt.Println("Score using logLoss: %f\n", logLoss)
    

    View Slide

18. SmartSifter
    18
    

    View Slide

19. SmartSifter -SDLE
    19
    

    View Slide

20. SmartSifter - SDEM
    20
    

    View Slide

21. • ϕΫτϧɼߦྻͷԋࢉ͸ɼgonumΛ࢖༻
    • ཭ࢄ஋ϕΫτϧ͸ࠓͷͱ͜ɼ1࣍ݩͷΈ
    • ϊϯύϥϝτϦοΫͳSPDUͱϔϦϯδϟʔείΞ͸·ͩະ࣮૷
    21
    monochromegane/go-smartsifter
    

    View Slide

22. • ग़యຊͰ͸ɼૹड৴ͷωοτϫʔΫύέοτ৘ใΛجʹͨ͠ωοτϫʔΫ৵ೖ
    ݕ஌΍ෆ৹ҩྍσʔλݕग़ͷલॲཧͰɽ
    • ΧςΰϦΧϧʹ෼཭͠ͳ͕Βσʔλൃੜಛੑ͕ҟͳΔ΋ͷʹ༗ޮͦ͏
    • σʔλϕʔεલஈͰςʔϒϧ΍ΧϥϜ͝ͱͷύϥϝλ஋΍ૹड৴ྔͳͲ
    • ୯ҰWebϦΫΤετ౳ΤϑΟϝϥϧͳঢ়ଶͷڍಈͷࠩҟΛجʹͨ͠ਪન
    • ๨٫܎਺ͳͲͷ࠷దͳϋΠύʔύϥϝʔλͷௐ੔͸ܦݧʹґଘ͢ΔͷͰ͸ɽ
    • Let’s discussion
    22
    ΦϯϥΠϯ֎Ε஋ݕग़ɼͲ͏࢖͍͔ͬͯ͘
    

    View Slide

23. ݚڀһɺੵۃతʹืूதʂ
    http://rand.pepabo.com/
    

    View Slide