numenta/NAB

Is optimizer working correctly?

breznak opened this issue · 1 comments

I've implemented a new, simple detector, see #347

Now it runs, but when I get to optimizer stage, nothing is improved and weird thresholds are outputed. Is it that the detector is just that bad, or the optimizer is not working?

Running optimize step
Optimizer found a max score of -116.0 with anomaly threshold 1.1.
Optimizer found a max score of -116.0 with anomaly threshold 1.1.
Optimizer found a max score of -232.0 with anomaly threshold 1.1.

The same threshold, and all out of bounds. Seems odd.

 "naive": {
+        "reward_low_FN_rate": {
+            "score": -232.0,
+            "threshold": 1.1
+        },
+        "reward_low_FP_rate": {
+            "score": -116.0,
+            "threshold": 1.1
+        },
+        "standard": {
+            "score": -116.0,
+            "threshold": 1.1
+        }
+    },

results in lame results.

See PR #244