metron-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From cestella <...@git.apache.org>
Subject [GitHub] metron pull request #870: METRON-1364: Add an implementation of Robust PCA o...
Date Fri, 15 Dec 2017 21:40:25 GMT
GitHub user cestella opened a pull request:

    https://github.com/apache/metron/pull/870

    METRON-1364: Add an implementation of Robust PCA outlier detection

    ## Contributor Comments
    With short circuiting in Stellar, we have the opportunity to delve into more computationally
intensive outlier detection techniques. Generally these would be executed only if simpler
outlier detection techniques indicated an outlier (e.g. statistical outlier tests).
    As the first one of these supported, I'd suggest a Robust PCA based technique similar
to Netflix's Surus. See https://medium.com/netflix-techblog/rad-outlier-detection-on-big-data-d6b0494371cc
and https://metamarkets.com/2012/algorithmic-trendspotting-the-meaning-of-interesting/ for
more detail.
    It should be noted that there are some caveats with this approach around sparsity and
orderedness.
    Regarding sparsity,this outlier detection algorithm presumes dense output, which is not
the case for data spanning profiles (e.g. the profiler does not write out data every period
if no data was seen). To deal with this, I am suggesting a modification to the profiler to
allow PROFILE_GET to return a default value. That will be done in a separate JIRA.
    Regarding well-orderedness, this is an outlier detector for time series data, so it is
sensitive to order to a certain extent. Given its computational intensity, it is likely to
be used with a sample of the data to shrink the size of the data. To that end, uniform sampling
is not sensible here, but rather a biased sample for recency. Without this, you may get poor
results from this outlier detector. This sampler should be done in a separate JIRA, but I
will ensure the infrastructure to add it is contributed in METRON-1350.
    
    ## Pull Request Checklist
    
    Thank you for submitting a contribution to Apache Metron.  
    Please refer to our [Development Guidelines](https://cwiki.apache.org/confluence/pages/viewpage.action?pageId=61332235)
for the complete guide to follow for contributions.  
    Please refer also to our [Build Verification Guidelines](https://cwiki.apache.org/confluence/display/METRON/Verifying+Builds?show-miniview)
for complete smoke testing guides.  
    
    
    In order to streamline the review of the contribution we ask you follow these guidelines
and ask you to double check the following:
    
    ### For all changes:
    - [x] Is there a JIRA ticket associated with this PR? If not one needs to be created at
[Metron Jira](https://issues.apache.org/jira/browse/METRON/?selectedTab=com.atlassian.jira.jira-projects-plugin:summary-panel).

    - [x] Does your PR title start with METRON-XXXX where XXXX is the JIRA number you are
trying to resolve? Pay particular attention to the hyphen "-" character.
    - [x] Has your PR been rebased against the latest commit within the target branch (typically
master)?
    
    
    ### For code changes:
    - [x] Have you included steps to reproduce the behavior or problem that is being changed
or addressed?
    - [ ] Have you included steps or a guide to how the change may be verified and tested
manually?
    - [x] Have you ensured that the full suite of tests and checks have been executed in the
root metron folder via:
      ```
      mvn -q clean integration-test install && build_utils/verify_licenses.sh 
      ```
    
    - [x] Have you written or updated unit tests and or integration tests to verify your changes?
    - [x] If adding new dependencies to the code, are these dependencies licensed in a way
that is compatible for inclusion under [ASF 2.0](http://www.apache.org/legal/resolved.html#category-a)?

    - [ ] Have you verified the basic functionality of the build by building and running locally
with Vagrant full-dev environment or the equivalent?
    
    ### For documentation related changes:
    - [x] Have you ensured that format looks appropriate for the output in which it is rendered
by building and verifying the site-book? If not then run the following commands and the verify
changes via `site-book/target/site/index.html`:
    
      ```
      cd site-book
      mvn site
      ```
    
    #### Note:
    Please ensure that once the PR is submitted, you check travis-ci for build issues and
submit an update to your PR as soon as possible.
    It is also recommended that [travis-ci](https://travis-ci.org) is set up for your personal
repository such that your branches are built there before submitting a pull request.
    


You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/cestella/incubator-metron RAD_outlier

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/metron/pull/870.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #870
    
----
commit 767725385fc1057321c5e7542864a3b0afdd9ae9
Author: cstella <cestella@gmail.com>
Date:   2017-12-13T21:38:29Z

    RAD infrastructure.

commit 36b395b5307cdaabc1b3b989046017c1bf1e7e52
Author: cstella <cestella@gmail.com>
Date:   2017-12-15T18:54:52Z

    Initial commit for RAD

commit 5bfce65da838062c360f4793241469fddde69021
Author: cstella <cestella@gmail.com>
Date:   2017-12-15T21:28:26Z

    Updating docs and tests.

----


---

Mime
View raw message