updated copod files

Author: sandeepmittal

include/Makefile.am

@@ -1 +1 @@
-nobase_include_HEADERS = chimbuko/chimbuko.hpp chimbuko/ad/FuncAnomalyMetrics.hpp chimbuko/ad/ADOutlier.hpp chimbuko/ad/ADLocalAnomalyMetrics.hpp chimbuko/ad/ADNetClient.hpp chimbuko/ad/FuncStats.hpp chimbuko/ad/ADAnomalyProvenance.hpp chimbuko/ad/ADParser.hpp chimbuko/ad/ADProvenanceDBengine.hpp chimbuko/ad/ADNormalEventProvenance.hpp chimbuko/ad/ADLocalFuncStatistics.hpp chimbuko/ad/ADMetadataParser.hpp chimbuko/ad/AnomalyData.hpp chimbuko/ad/ADDefine.hpp chimbuko/ad/ADglobalFunctionIndexMap.hpp chimbuko/ad/ADProvenanceDBclient.hpp chimbuko/ad/ADcombinedPSdata.hpp chimbuko/ad/ADEvent.hpp chimbuko/ad/ADCounter.hpp chimbuko/ad/ADLocalCounterStatistics.hpp chimbuko/ad/ExecData.hpp chimbuko/ad/utils.hpp chimbuko/ad/ADio.hpp chimbuko/verbose.hpp chimbuko/pserver/PSProvenanceDBclient.hpp chimbuko/pserver/GlobalAnomalyStats.hpp chimbuko/pserver/AggregateFuncAnomalyMetrics.hpp chimbuko/pserver/PSglobalFunctionIndexMap.hpp chimbuko/pserver/AggregateFuncStats.hpp chimbuko/pserver/AggregateAnomalyData.hpp chimbuko/pserver/NetPayloadRecvCombinedADdata.hpp chimbuko/pserver/PSstatSender.hpp chimbuko/pserver/GlobalAnomalyMetrics.hpp chimbuko/pserver/GlobalCounterStats.hpp chimbuko/param/sstd_param.hpp chimbuko/param/hbos_param.hpp chimbuko/AD.hpp chimbuko/message.hpp chimbuko/net.hpp chimbuko/pserver.hpp chimbuko/param.hpp chimbuko/net/zmqme_net.hpp chimbuko/net/mpi_net.hpp chimbuko/net/zmq_net.hpp chimbuko/net/local_net.hpp chimbuko/util/RunStats.hpp chimbuko/util/ADIOS2parseUtils.hpp chimbuko/util/environment.hpp chimbuko/util/time.hpp chimbuko/util/map.hpp chimbuko/util/error.hpp chimbuko/util/string.hpp chimbuko/util/DispatchQueue.hpp chimbuko/util/PerfStats.hpp chimbuko/util/RunMetric.hpp chimbuko/util/memutils.hpp chimbuko/util/Anomalies.hpp chimbuko/util/barrier.hpp chimbuko/util/threadPool.hpp chimbuko/util/hash.hpp chimbuko/util/mtQueue.hpp chimbuko/util/serialize.hpp chimbuko/util/commandLineParser.hpp 
+nobase_include_HEADERS = chimbuko/chimbuko.hpp chimbuko/ad/FuncAnomalyMetrics.hpp chimbuko/ad/ADOutlier.hpp chimbuko/ad/ADLocalAnomalyMetrics.hpp chimbuko/ad/ADNetClient.hpp chimbuko/ad/FuncStats.hpp chimbuko/ad/ADAnomalyProvenance.hpp chimbuko/ad/ADParser.hpp chimbuko/ad/ADProvenanceDBengine.hpp chimbuko/ad/ADNormalEventProvenance.hpp chimbuko/ad/ADLocalFuncStatistics.hpp chimbuko/ad/ADMetadataParser.hpp chimbuko/ad/AnomalyData.hpp chimbuko/ad/ADDefine.hpp chimbuko/ad/ADglobalFunctionIndexMap.hpp chimbuko/ad/ADProvenanceDBclient.hpp chimbuko/ad/ADcombinedPSdata.hpp chimbuko/ad/ADEvent.hpp chimbuko/ad/ADCounter.hpp chimbuko/ad/ADLocalCounterStatistics.hpp chimbuko/ad/ExecData.hpp chimbuko/ad/utils.hpp chimbuko/ad/ADio.hpp chimbuko/verbose.hpp chimbuko/pserver/PSProvenanceDBclient.hpp chimbuko/pserver/GlobalAnomalyStats.hpp chimbuko/pserver/AggregateFuncAnomalyMetrics.hpp chimbuko/pserver/PSglobalFunctionIndexMap.hpp chimbuko/pserver/AggregateFuncStats.hpp chimbuko/pserver/AggregateAnomalyData.hpp chimbuko/pserver/NetPayloadRecvCombinedADdata.hpp chimbuko/pserver/PSstatSender.hpp chimbuko/pserver/GlobalAnomalyMetrics.hpp chimbuko/pserver/GlobalCounterStats.hpp chimbuko/param/sstd_param.hpp chimbuko/param/hbos_param.hpp chimbuko/param/copod_param.hpp chimbuko/AD.hpp chimbuko/message.hpp chimbuko/net.hpp chimbuko/pserver.hpp chimbuko/param.hpp chimbuko/net/zmqme_net.hpp chimbuko/net/mpi_net.hpp chimbuko/net/zmq_net.hpp chimbuko/net/local_net.hpp chimbuko/util/RunStats.hpp chimbuko/util/ADIOS2parseUtils.hpp chimbuko/util/environment.hpp chimbuko/util/time.hpp chimbuko/util/map.hpp chimbuko/util/error.hpp chimbuko/util/string.hpp chimbuko/util/DispatchQueue.hpp chimbuko/util/PerfStats.hpp chimbuko/util/RunMetric.hpp chimbuko/util/memutils.hpp chimbuko/util/Anomalies.hpp chimbuko/util/barrier.hpp chimbuko/util/threadPool.hpp chimbuko/util/hash.hpp chimbuko/util/mtQueue.hpp chimbuko/util/serialize.hpp chimbuko/util/commandLineParser.hpp 

include/chimbuko/ad/ADOutlier.hpp

@@ -245,5 +245,70 @@ namespace chimbuko {
 
   };
 
+  /**
+   * @brief COPOD anomaly detection algorithm
+   *
+   */
+  class ADOutlierCOPOD : public ADOutlier {
+  public:
+
+    /**
+     * @brief Construct a new ADOutlierHBOS object
+     *
+     */
+    ADOutlierCOPOD(OutlierStatistic stat = ExclusiveRuntime, double threshold = 0.99, bool use_global_threshold = true);
+
+    /**
+     * @brief Destroy the ADOutlierHBOS object
+     *
+     */
+    ~ADOutlierCOPOD();
+
+    /**
+     * @brief Set the alpha value
+     *
+     * @param regularizer alpha value
+     */
+    void set_alpha(double alpha) { m_alpha = alpha; }
+
+    /**
+     * @brief run HBOS anomaly detection algorithm
+     *
+     * @param step step (or frame) number
+     * @return data structure containing captured anomalies
+     */
+    Anomalies run(int step=0) override;
+
+  protected:
+    /**
+     * @brief compute outliers (or anomalies) of the list of function calls
+     *
+     * @param[out] outliers Array of function calls that were tagged as outliers
+     * @param func_id function id
+     * @param data[in,out] a list of function calls to inspect
+     * @return unsigned long the number of outliers (or anomalies)
+     */
+    unsigned long compute_outliers(Anomalies &outliers,
+				   const unsigned long func_id, std::vector<CallListIterator_t>& data) override;
+
+    /**
+     * @brief Scott's rule for bin_width estimation during histogram formation
+     */
+    double _scott_binWidth(std::vector<double>& vals);
+
+    /**
+     * @brief Assigns samples to corresponding bins in Histogram. Similar to numpy digitize in Python
+     */
+    int np_digitize_get_bin_inds(const double& X, const std::vector<double>& bin_edges);
+
+  private:
+    double m_alpha; /**< Used to prevent log2 overflow */
+    double m_threshold; /**< Threshold used to filter anomalies in HBOS*/
+    bool m_use_global_threshold; /**< Flag to use global threshold*/
+    //double m_threshold; /** sync with global threshold */
+    OutlierStatistic m_statistic; /** Which statistic to use for outlier detection */
+
+  };
+
 
 } // end of AD namespace