#!/usr/bin/env python3 """Small released-checkpoint probe on generated contextual anomalies. This is not the paper's full contextual benchmark. It is a sanity check that the public univariate checkpoint can run zero-shot on contextual anomaly series and emit anomaly-head scores end to end in this reproduction environment. """ from __future__ import annotations import json import os import sys from pathlib import Path import numpy as np ROOT = Path(__file__).resolve().parents[1] TIME_RCD = ROOT / "official_Time-RCD" OUT = ROOT / "outputs" / "deep_repro" def best_f1(scores: np.ndarray, labels: np.ndarray) -> dict[str, float]: scores = np.asarray(scores, dtype=float).reshape(-1) labels = np.asarray(labels, dtype=int).reshape(-1) n = min(len(scores), len(labels)) scores, labels = scores[:n], labels[:n] thresholds = np.unique(np.quantile(scores, np.linspace(0, 1, 201))) best = {"f1": 0.0, "precision": 0.0, "recall": 0.0, "threshold": float(thresholds[0])} for threshold in thresholds: pred = scores >= threshold tp = int(np.sum(pred & (labels == 1))) fp = int(np.sum(pred & (labels == 0))) fn = int(np.sum((~pred) & (labels == 1))) precision = tp / (tp + fp) if tp + fp else 0.0 recall = tp / (tp + fn) if tp + fn else 0.0 f1 = 2 * precision * recall / (precision + recall) if precision + recall else 0.0 if f1 > best["f1"]: best = {"f1": float(f1), "precision": float(precision), "recall": float(recall), "threshold": float(threshold)} return best def make_contextual(n_series: int = 20, length: int = 512) -> tuple[np.ndarray, np.ndarray]: rng = np.random.default_rng(12052) series = [] labels = [] for i in range(n_series): t = np.arange(length) period = rng.uniform(42, 90) phase = rng.uniform(0, 2 * np.pi) y = np.sin(2 * np.pi * t / period + phase) y += 0.24 * np.sin(2 * np.pi * t / (period / 3.0) + phase / 3) y += rng.normal(0, 0.06, length) lab = np.zeros(length, dtype=int) if i >= n_series // 2: start = int(rng.integers(150, 330)) width = int(rng.integers(45, 85)) end = min(length, start + width) local = np.arange(end - start) # Contextual: in-range and smooth, but locally violates the context # relationship between dominant and harmonic components. y[start:end] = 0.38 * np.sin(2 * np.pi * local / (period * 0.52) + phase) y[start:end] += rng.normal(0, 0.05, end - start) lab[start:end] = 1 series.append(y) labels.append(lab) return np.concatenate(series).reshape(-1, 1).astype("float32"), np.concatenate(labels) def reconstruction_like(data: np.ndarray) -> np.ndarray: flat = data.reshape(-1) return np.abs(flat - np.r_[flat[0], flat[:-1]]) def main() -> None: OUT.mkdir(parents=True, exist_ok=True) sys.path.insert(0, str(TIME_RCD)) old_cwd = Path.cwd() os.chdir(TIME_RCD) try: from models.TimeRCD import TimeRCDPretrainTester from models.time_rcd.time_rcd_config import default_config data, labels = make_contextual() config = default_config config.ts_config.patch_size = 16 config.ts_config.num_features = 1 config.win_size = 512 config.batch_size = 4 tester = TimeRCDPretrainTester("best_model/pretrain_checkpoint_best_uni.pth", config) score_batches, logit_batches = tester.zero_shot(data) finally: os.chdir(old_cwd) scores = np.concatenate([np.asarray(x).reshape(-1) for x in score_batches]) logits = np.concatenate([np.asarray(x).reshape(-1) for x in logit_batches]) rec = reconstruction_like(data) result = { "probe_scope": "20 generated contextual series, length 512; released univariate checkpoint; CPU/GPU auto device", "data_points": int(data.shape[0]), "anomaly_points": int(labels.sum()), "checkpoint": "https://huggingface.co/thu-sail-lab/Time-RCD", "code": "https://github.com/thu-sail-lab/Time-RCD", "anomaly_probability_best_f1": best_f1(scores, labels), "anomaly_logit_best_f1": best_f1(logits, labels), "reconstruction_like_best_f1": best_f1(rec, labels), "score_summary": { "prob_min": float(np.min(scores)), "prob_max": float(np.max(scores)), "prob_mean": float(np.mean(scores)), "logit_min": float(np.min(logits)), "logit_max": float(np.max(logits)), "logit_mean": float(np.mean(logits)), }, } path = OUT / "timercd_checkpoint_probe.json" path.write_text(json.dumps(result, indent=2), encoding="utf-8") print(json.dumps(result, indent=2)) print(f"wrote {path}") if __name__ == "__main__": main()