de.lmu.ifi.dbs.elki.algorithm.outlier

Class GaussianModel<V extends NumberVector<V,?>>

java.lang.Object

de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm<OutlierResult>

de.lmu.ifi.dbs.elki.algorithm.outlier.GaussianModel<V>

Type Parameters:

V - Vector type

All Implemented Interfaces:

Algorithm, OutlierAlgorithm, InspectionUtilFrequentlyScanned, Parameterizable

@Title(value="Gaussian Model Outlier Detection")
@Description(value="Fit a multivariate gaussian model onto the data, and use the PDF to compute an outlier score.")
public class GaussianModel<V extends NumberVector<V,?>>
extends AbstractAlgorithm<OutlierResult>
implements OutlierAlgorithm

Outlier have smallest GMOD_PROB: the outlier scores is the probability density of the assumed distribution.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GaussianModel.Parameterizer<V extends NumberVector<V,?>> Parameterization class.

Field Summary

Fields

Modifier and Type	Field and Description
private boolean	invert Invert the result
static OptionID	INVERT_ID OptionID for inversion flag.
private static Logging	logger The logger for this class.
private static double	SINGULARITY_CHEAT Small value to increment diagonally of a matrix in order to avoid singularity before building the inverse.

Constructor Summary

Constructors

Constructor and Description
GaussianModel(boolean invert) Constructor with actual parameters.

Method Summary

Methods

Modifier and Type	Method and Description
TypeInformation[]	getInputTypeRestriction() Get the input type restriction used for negotiating the data query.
protected Logging	getLogger() Get the (STATIC) logger for this class.
OutlierResult	run(Relation<V> relation)

Methods inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

makeParameterDistanceFunction, run

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.algorithm.outlier.OutlierAlgorithm

run

Field Detail

logger

private static final Logging logger

The logger for this class.

INVERT_ID

public static final OptionID INVERT_ID

OptionID for inversion flag.

SINGULARITY_CHEAT

private static final double SINGULARITY_CHEAT

Small value to increment diagonally of a matrix in order to avoid singularity before building the inverse.

See Also:

Constant Field Values

invert

private boolean invert

Invert the result

Constructor Detail

GaussianModel

public GaussianModel(boolean invert)

Constructor with actual parameters.

Parameters:

invert - inversion flag.

Method Detail

run

public OutlierResult run(Relation<V> relation)
                  throws IllegalStateException

Throws:

IllegalStateException

getInputTypeRestriction

public TypeInformation[] getInputTypeRestriction()

Description copied from class: AbstractAlgorithm

Get the input type restriction used for negotiating the data query.

Specified by:

getInputTypeRestriction in interface Algorithm

Specified by:

getInputTypeRestriction in class AbstractAlgorithm<OutlierResult>

Returns:

Type restriction

getLogger

protected Logging getLogger()

Description copied from class: AbstractAlgorithm

Get the (STATIC) logger for this class.

Specified by:

getLogger in class AbstractAlgorithm<OutlierResult>

Returns:

the static logger