KDD-OpenSource / DeepADoTS

Repository of the paper "A Systematic Evaluation of Deep Anomaly Detection Methods for Time Series".

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Training missing outliers (75%) on DAGMM throws Exception

maxifischer opened this issue · comments

/home/maxi/.local/lib/python3.6/site-packages/numpy/linalg/linalg.py:1874: RuntimeWarning: invalid value encountered in det
  r = _umath_linalg.det(a, signature=signature)
2018-06-13 06:23:52 [ERROR] src.evaluation.evaluator: An exception occured while training DAGMM on Syn Extreme Outliers (mis=0.75): Threshold is NaN
2018-06-13 06:23:52 [ERROR] src.evaluation.evaluator: Traceback (most recent call last):
  File "../src/evaluation/evaluator.py", line 68, in evaluate
    score = det.predict(X_test)
  File "../src/algorithms/dagmm.py", line 262, in predict
    raise Exception("Threshold is NaN")
Exception: Threshold is NaN

/home/maxi/.local/lib/python3.6/site-packages/numpy/lib/function_base.py:4291: RuntimeWarning: Invalid value encountered in percentile
  interpolation=interpolation)

Already inspected this error. The variable z is alread an array with nan values. I guess the calculations of std and mean in the lib are broken.

Fixed via #123