Source code for gluonts.nursery.anomaly_detection.supervised_metrics.utils

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from typing import List, Tuple

import numpy as np
from numba import jit


[docs]def range_overlap( left_range: range, right_range: range, ) -> bool: """ Checks if two ranges have an overlap. Here each range is assumed to be consecutive, i.e., `step` field of `range` is always 1. Parameters ---------- left_range right_range Returns ------- True or False depending on the overlap. """ if left_range[0] <= right_range[-1] and left_range[-1] >= right_range[0]: return True return False
[docs]@jit(nopython=True) def labels_to_ranges_numba(labels: np.ndarray) -> List[Tuple]: """ Converts the given list of labels to list of anomaly (defined by positive label) ranges where range is represented by a pair of integers (to make numba work). Parameters ---------- labels Boolean list of labels. Returns ------- List of ranges. """ ranges_ls = [] start_ix = None stop_ix = None for ix, label in enumerate(labels): if label: # this might be the last positive label in the anomaly range stop_ix = ix + 1 if start_ix is None: # a new positive label is seen start_ix = ix elif start_ix is not None: # a consecutive sequence of positive labels is ended assert stop_ix is not None ranges_ls.append((start_ix, stop_ix)) start_ix = None if start_ix is not None: # the last element of `labels` is True, we never ended that range assert stop_ix is not None ranges_ls.append((start_ix, stop_ix)) return ranges_ls
[docs]def labels_to_ranges(labels: List[bool]) -> List[range]: """ Converts the given list of labels to list of anomaly (defined by positive label) ranges. Parameters ---------- labels Boolean list of labels. Returns ------- List of ranges. """ labels_np = np.array(labels) labels_np[np.isnan(labels_np)] = 0 ls_pairs = labels_to_ranges_numba(labels_np) return [range(pair[0], pair[1]) for pair in ls_pairs]
[docs]def ranges_to_singletons( ranges: List[range], ) -> List[range]: """ Convenient function to convert list of consecutive ranges to list of singleton ranges. Parameters ---------- ranges List of ranges. Returns ------- List of singleton ranges. """ assert all( r.step == 1 and r.start >= 0 and r.stop >= 0 for r in ranges ), "Ranges should be consecutive and contain non-negative indices." return [range(i, i + 1) for r in ranges for i in r]