pythresh initial commit

[KulikDM]

All Submissions Basics:

• Have you followed the guidelines in our Contributing document?
• Have you checked to ensure there aren't other open Pull Requests for the same update/change?
• Have you checked all Issues to tie the PR to a specific one?

All Submissions Cores:

• Have you added an explanation of what your changes do and why you'd like us to include them?
• Have you written new tests for your core changes, as applicable?
• Have you successfully ran tests with your changes locally?
• Does your submission pass tests, including CircleCI, Travis CI, and AppVeyor?
• Does your submission have appropriate code coverage? The cutoff threshold is 95% by Coversall.

New Model Submissions:

• Have you created a .py in ~/pyod/models/?
• Have you created a _example.py in ~/examples/?
• Have you created a test_.py in ~/pyod/test/?
• Have you lint your code locally prior to submission?

###Integration of PyThresh

PyThresh is an outlier contamination library that finds the contamination of a dataset from the outlier decision scores. It can added as an optional install to PyOD to be used as a more statistical approach to contamination selection, and it includes over 30 thresholding methods. This addition to PyOD will hopefully add an additional layer to its capabilities as a front runner in outlier detection.

[coveralls]

Pull Request Test Coverage Report for Build 3421484907

• 202 of 205 (98.54%) changed or added relevant lines in 4 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.2%) to 93.855%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
pyod/test/test_thresholds.py	95	96	98.96%
pyod/utils/data.py	4	6	66.67%

Totals
Change from base Build 3309317301:	0.2%
Covered Lines:	8584
Relevant Lines:	9146

---

💛 - Coveralls

[KulikDM]

@yzhao062 any progress on this pull request yet?

[yzhao062]

Sorry for being late. I will gradually get to this in December. Attending conferences and interviews make it hard.

…

On Fri, Dec 2, 2022 at 12:38 PM KulikDM ***@***.***> wrote: @yzhao062 <https://github.com/yzhao062> any progress on this pull request yet? — Reply to this email directly, view it on GitHub <#454 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ADTBN2QG2PQCIHE23JQRLMTWLIXX5ANCNFSM6AAAAAARYR4QHQ> . You are receiving this because you were mentioned.Message ID: ***@***.***>

-- *Yue Zhao* Ph.D. Student Carnegie Mellon University <https://www.cmu.edu/> 1 412-877-7836 | ***@***.*** ***@***.***>* Homepage <https://www.andrew.cmu.edu/user/yuezhao2/> | GitHub <https://github.com/yzhao062>| Google Scholar <https://scholar.google.com/citations?user=zoGDYsoAAAAJ&hl> | LinkedIn <http://www.linkedin.com/in/yzhao062> | CV <https://www.andrew.cmu.edu/user/yuezhao2/files/ZHAO_YUE_CV.pdf>

[KulikDM]

@yzhao062 no worries. Thanks for the update and all the best with the conferences and interviews!

[yzhao062]

I will also do some local cleanup :)

[yzhao062]

Any thoughts to be acknowledged here? https://pyod.readthedocs.io/en/latest/about.html

Yue Zhao (Ph.D. Student @ Carnegie Mellon University):

- Initialized the project in 2017
- `Homepage <https://www.andrew.cmu.edu/user/yuezhao2/>`_
- `LinkedIn (Yue Zhao) <https://www.linkedin.com/in/yzhao062/>`_

Something like this will do the trick

[KulikDM]

@yzhao062 , this is such great news! Thank you for being so open to contributions and to receive acknowledgements. Much appreciated.

Will something like this work?

Daniel Kulik (Machine Learning Developer; MSc Student @ University of the Free State):

• Joined 2022 (implemented integration with PyThresh and more)
• LinkedIn (Daniel Kulik) <https://www.linkedin.com/in/daniel-kulik-148256223>_