MIDAS

This repo is forked from Stream-AD/MIDAS. The core is written in C++. This repo added a Python wrapper to it.

Blog post: https://blog.munhou.com/2021/03/27/Network-Anomaly-Detection-with%20MIDAS-MIDAS-R-and-MIDAS-F/

Requirements

• Cmake >= 3.15
• C++11
• C++ standard libraries

Installation

1. Make sure you clone this repo with --recursive
2. Open a terminal
3. cd to the project root MIDAS/
4. Install with pip: pip install .
5. Run following code to test.

fromMIDASimportMIDAS, MIDASR, MIDASFnum_row=2num_col=1024factor=0.5threshold=1e3midas=MIDAS(num_row=num_row, num_col=num_col)
midas_r=MIDASR(num_row=num_row, num_col=num_col, factor=factor)
midas_f=MIDASF(num_row=num_row, num_col=num_col, threshold=threshold, factor=factor)
example_source=3example_destination=5example_timestamp=1score=midas.add_edge(source=example_source, destination=example_destination, timestamp=example_timestamp)
score_r=midas_r.add_edge(source=example_source, destination=example_destination, timestamp=example_timestamp)
score_f=midas_f.add_edge(source=example_source, destination=example_destination, timestamp=example_timestamp)
# dump model midas.dump('midas.json')
midas_r.dump('midas_r.json')
midas_f.dump('midas_f.json')
# load modelmidas=MIDAS.load('midas.json')
midas_r=MIDASR.load('midas_r.json')
midas_f=MIDASF.load('midas_f.json')

Citation

If you use this code for your research, please consider citing the original authors' arXiv preprint

@misc{bhatia2020realtime,
title={Real-Time Streaming Anomaly Detection in Dynamic Graphs},
author={Siddharth Bhatia and Rui Liu and Bryan Hooi and Minji Yoon and Kijung Shin and Christos Faloutsos},
year={2020},
eprint={2009.08452},
archivePrefix={arXiv},
primaryClass={cs.LG}
}

or their AAAI paper

@inproceedings{bhatia2020midas,
title="MIDAS: Microcluster-Based Detector of Anomalies in Edge Streams",
author="Siddharth {Bhatia} and Bryan {Hooi} and Minji {Yoon} and Kijung {Shin} and Christos {Faloutsos}",
booktitle="AAAI 2020 : The Thirty-Fourth AAAI Conference on Artificial Intelligence",
year="2020"
}