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feat!: old vanilla AE #368

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wants to merge 22 commits into from
Closed

feat!: old vanilla AE #368

wants to merge 22 commits into from
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ab93
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@ab93 ab93 commented Apr 19, 2024 •
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Summary of changes:

  • Change the order of postprocess operations; compute feature aggregation first, before postprocess
  • Introduce a robust scaling mechanism to lessen the effect of outliers in training

Config to be deployed:

model:
  name: LSTMAE
  conf:
    seq_len: 10
    no_features: 2
    embedding_dim: 2
    loss_fn: "mse"
    weight_decay: 1e-4
preprocess:
  - name: LogTransformer
    conf:
      add_factor: 2
  - name: PercentileScaler
    conf:
        max_percentile: 90
threshold:
  name: MaxPercentileThreshold
  conf:
    min_threshold: 0.1
trainer:
  batch_size: 256
  pltrainer_conf:
    accelerator: cpu
    max_epochs: 40
    deterministic: true
score:
  window_agg:
    method: EXP
    conf:
        beta: 0.85
  feature_agg:
    method: WEIGHTED_AVG
    conf:
        weights: [ 0.7, 0.3 ]

Image: quay.io/numaio/numalogic/udf:v0.9.1a0

@ab93 ab93 self-assigned this Apr 19, 2024
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codecov bot commented Apr 19, 2024 •
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Codecov Report

Attention: Patch coverage is 74.17840% with 55 lines in your changes are missing coverage. Please review.

Project coverage is 91.95%. Comparing base (f29f771) to head (b20f343).

Files Patch % Lines
numalogic/transforms/_scaler.py 33.33% 24 Missing ⚠️
numalogic/connectors/druid/_druid.py 53.33% 12 Missing and 2 partials ⚠️
numalogic/models/threshold/_median.py 45.45% 5 Missing and 1 partial ⚠️
numalogic/transforms/_postprocess.py 42.85% 4 Missing ⚠️
numalogic/backtest/_prom.py 82.35% 1 Missing and 2 partials ⚠️
numalogic/models/autoencoder/variants/vanilla.py 94.87% 0 Missing and 2 partials ⚠️
numalogic/udfs/postprocess.py 83.33% 1 Missing and 1 partial ⚠️
Additional details and impacted files 
@@            Coverage Diff             @@
##             main     #368      +/-   ##
==========================================
- Coverage   93.07%   91.95%   -1.13%     
==========================================
  Files          97       98       +1     
  Lines        4492     4612     +120     
  Branches      387      409      +22     
==========================================
+ Hits         4181     4241      +60     
- Misses        231      281      +50     
- Partials       80       90      +10

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

@ab93 ab93 changed the title feat: add PercentileScaler feat!: add PercentileScaler Apr 19, 2024
@ab93 ab93 marked this pull request as ready for review April 19, 2024 02:51
@ab93 ab93 requested review from gulshan02 and shashank10456 April 19, 2024 02:51
@ab93 ab93 marked this pull request as draft April 21, 2024 21:23
Gulshan Bhatia and others added 2 commits April 22, 2024 15:19
correct struct log for ack_insuf_data
8321914 
Signed-off-by: Gulshan Bhatia <[email protected]>
@ab93
chore: bump version
88ccf66 
Signed-off-by: Avik Basu <[email protected]>
ab93 added 5 commits April 23, 2024 14:40
@ab93
fix: adjust factor
eed9ad4 
Signed-off-by: Avik Basu <[email protected]>
@ab93
chore: bump version
edcb9e6 
Signed-off-by: Avik Basu <[email protected]>
@ab93
feat: enable feature transforms
8b2e939 
Signed-off-by: Avik Basu <[email protected]>
@ab93
try: replicate og vanilla ae
cbf4dbd 
Signed-off-by: Avik Basu <[email protected]>
@ab93
chore: update version
6e41a79 
Signed-off-by: Avik Basu <[email protected]>
@ab93 ab93 changed the title feat!: add PercentileScaler feat!: old vanilla AE Apr 26, 2024
@s0nicboOm
Static filter (#373)
98c5766 
Static_filters support

---------

Signed-off-by: s0nicboOm <[email protected]>
nkoppisetty and others added 2 commits May 2, 2024 17:20
@nkoppisetty
feat: multi column pivot for druid connector (#374)
e1ae3ee 
Explain what this PR does.

Implemented pivot with multiple columns in druid connector

---------

Signed-off-by: Nandita Koppisetty <[email protected]>
@s0nicboOm
Postproc support for None (#375)
141e9a0 
Support for None for postproc.

---------

Signed-off-by: Kushal Batra <[email protected]>
@nkoppisetty
Fix: Changing pivot to pivot_table to support aggregation (#376)
402aabf 
Explain what this PR does.

Changing pivot to pivot_table to support aggregation

---------

Signed-off-by: Nandita Koppisetty <[email protected]>
@nkoppisetty
feat: agg from conf for multi pivot (#378)
984650b 
Explain what this PR does.

Adding agg to pivot config for multi pivot

---------

Signed-off-by: Nandita Koppisetty <[email protected]>
s0nicboOm and others added 4 commits May 8, 2024 10:49
@s0nicboOm
fix: threshold and filters
bbcfd47 
Signed-off-by: Kushal Batra <[email protected]>
@s0nicboOm
fix: filters
87c16da 
Signed-off-by: Kushal Batra <[email protected]>
@s0nicboOm @ab93
fix: filters
6f46250 
Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Avik Basu <[email protected]>
@ab93
Merge branch 'main' into feat/postproc-order
b20f343
@ab93 ab93 marked this pull request as ready for review May 8, 2024 20:39
@ab93 ab93 temporarily deployed to production May 8, 2024 22:41 — with GitHub Actions Inactive
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ab93 commented May 10, 2024

Closing

@ab93 ab93 closed this May 10, 2024
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@qhuai qhuai Awaiting requested review from qhuai qhuai is a code owner

@nkoppisetty nkoppisetty Awaiting requested review from nkoppisetty nkoppisetty is a code owner

@s0nicboOm s0nicboOm Awaiting requested review from s0nicboOm s0nicboOm is a code owner

@gulshan02 gulshan02 Awaiting requested review from gulshan02

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