Fix deep learning bug on Windows. (#148)

* Add CI for Windows.

* Update copyright years.

* Skip spark tests on Windows.

Spark API is designed for spark-on-k8s with Linux.

* Update version.

* Add n_jobs argument to IsolationForest.

* Set use_gpu=True by default.

.github/workflows/tests.yml

@@ -8,7 +8,6 @@ on:
 
 jobs:
   tests:
-
     runs-on: ubuntu-latest
     strategy:
       fail-fast: false
@@ -22,15 +21,19 @@ jobs:
       with:
         python-version: ${{ matrix.python-version }}
 
+    - name: Set up Java 17
+      uses: actions/setup-java@v3
+      with:
+        distribution: adopt
+        java-version: 17
+
     - name: Install Merlion
       run: |
-        sudo apt-get update -y
-        sudo apt-get install bc openjdk-11-jre-headless -y --fix-missing
         python -m pip install --upgrade pip setuptools wheel build
         python -m pip install pytest coverage
         python -m build
-        for f in dist/*.whl; do pip install $f[all]; done
-        pip install -e ts_datasets/
+        for f in dist/*.whl; do python -m pip install $f[all]; done
+        python -m pip install -e ts_datasets/
 
     - name: Test with pytest
       id: test
@@ -86,3 +89,35 @@ jobs:
         BRANCH: badges
         FOLDER: .github/badges
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+
+  tests_windows:
+
+    runs-on: windows-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.7", "3.8", "3.9", "3.10"]
+
+    steps:
+    - uses: actions/checkout@v3
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Set up Java 17
+      uses: actions/setup-java@v3
+      with:
+        distribution: microsoft
+        java-version: 17
+
+    - name: Install Merlion
+      run: |
+        python -m pip install --upgrade pip setuptools wheel build pytest
+        python -m pip install ".[all]"
+        python -m pip install -e ts_datasets/
+
+    - name: Test with pytest
+      id: test
+      run: pytest -v -s --ignore=tests/spark

merlion/dashboard/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/__main__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/callbacks/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/callbacks/anomaly.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/callbacks/data.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/callbacks/forecast.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/models/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/models/data.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/models/utils.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/pages/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/pages/anomaly.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/pages/data.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/pages/forecast.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -96,7 +96,7 @@ def create_control_panel() -> html.Div:
             html.Br(),
             html.P("Algorithm Setting"),
             html.Div(id="forecasting-param-table", children=[create_param_table()]),
-            html.Progress(id="forecasting-progressbar", style={"width": "100%", 'color':'#1AB9FF'}),
+            html.Progress(id="forecasting-progressbar", style={"width": "100%", "color": "#1AB9FF"}),
             html.Br(),
             html.Div(
                 children=[

merlion/dashboard/pages/utils.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/server.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/settings.py

@@ -1,8 +1,8 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
 #
 TABLE_HEADER_COLOR = "#014486"
-TABLE_DATA_COLOR = 'white'
+TABLE_DATA_COLOR = "white"

merlion/dashboard/utils/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/utils/file_manager.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/utils/layout.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -9,8 +9,8 @@
 
 
 tab_style = {
-    "borderBottom": "1px solid #d6d6d6", 
-    "padding": "6px", 
+    "borderBottom": "1px solid #d6d6d6",
+    "padding": "6px",
     "fontWeight": "bold",
     "backgroundColor": "#1B96FF",
     "color": "white",

merlion/dashboard/utils/log.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/dashboard/utils/plot.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/evaluate/anomaly.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -118,7 +118,7 @@ def f_beta(self, score_type: ScoreType = ScoreType.RevisedPointAdjusted, beta=1.
             prec_score_type = rec_score_type = score_type
         p = self.precision(prec_score_type)
         r = self.recall(rec_score_type)
-        return 0.0 if p == 0 or r == 0 else (1 + beta ** 2) * p * r / (beta ** 2 * p + r)
+        return 0.0 if p == 0 or r == 0 else (1 + beta**2) * p * r / (beta**2 * p + r)
 
     def mean_time_to_detect(self):
         t = np.mean(self.tp_detection_delays) if self.tp_detection_delays else 0

merlion/evaluate/base.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/evaluate/forecast.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/autoencoder.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/base.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/change_point/bocpd.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/dagmm.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/dbl.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/deep_point_anomaly_detector.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/base.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/mses.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/prophet.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/isolation_forest.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -29,7 +29,7 @@ class IsolationForestConfig(DetectorConfig):
 
     _default_transform = TransformSequence([DifferenceTransform(), Shingle(size=2, stride=1)])
 
-    def __init__(self, max_n_samples: int = None, n_estimators: int = 100, **kwargs):
+    def __init__(self, max_n_samples: int = None, n_estimators: int = 100, n_jobs=-1, **kwargs):
         """
         :param max_n_samples: Maximum number of samples to allow the isolation
             forest to train on. Specify ``None`` to use all samples in the
@@ -38,6 +38,7 @@ def __init__(self, max_n_samples: int = None, n_estimators: int = 100, **kwargs)
         """
         self.max_n_samples = 1.0 if max_n_samples is None else max_n_samples
         self.n_estimators = n_estimators
+        self.n_jobs = n_jobs
         # Isolation forest's uncalibrated scores are between 0 and 1
         kwargs["max_score"] = 1.0
         super().__init__(**kwargs)
@@ -54,7 +55,7 @@ class IsolationForest(DetectorBase):
     def __init__(self, config: IsolationForestConfig):
         super().__init__(config)
         self.model = skl_IsolationForest(
-            max_samples=config.max_n_samples, n_estimators=config.n_estimators, random_state=0
+            max_samples=config.max_n_samples, n_estimators=config.n_estimators, random_state=0, n_jobs=config.n_jobs
         )
 
     @property

merlion/models/anomaly/lstm_ed.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/random_cut_forest.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/spectral_residual.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/stat_threshold.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause