This section describes `Models` component of VictoriaMetrics Anomaly Detection (or simply [`vmanomaly`](/anomaly-detection/overview.html)) and the guide of how to define a respective section of a config to launch the service.
vmanomaly includes various [built-in models](#built-in-models) and you can integrate your custom model with vmanomaly see [custom model](#custom-model-guide)
> **Note: Starting from [v1.10.0](/anomaly-detection/changelog#v1100) model section in config supports multiple models via aliasing. <br>Also, `vmanomaly` expects model section to be named `models`. Using old (flat) format with `model` key is deprecated and will be removed in future versions. Having `model` and `models` sections simultaneously in a config will result in only `models` being used:**
```yaml
models:
model_univariate_1:
class: "model.zscore.ZscoreModel"
z_threshold: 2.5
queries: ["query_alias2"] # referencing queries defined in `reader` section
default_model: # default model alias, backward compatibility
class: "model.zscore.ZscoreModel"
z_threshold: 2.5
# queries arg is created and propagated with all query aliases found in `queries` arg of `reader` section
queries: ["q1", "q2", "q3"] # i.e., if your `queries` in `reader` section has exactly q1, q2, q3 aliases
```
## Common args
From [1.10.0](/anomaly-detection/changelog#1100), **common args**, supported by *every model (and model type)* were introduced.
### Queries
Introduced in [1.10.0](/anomaly-detection/changelog#1100), as a part to support multi-model configs, `queries` arg is meant to define [queries from VmReader](https://docs.victoriametrics.com/anomaly-detection/components/reader/?highlight=queries#config-parameters) particular model should be run on (meaning, all the series returned by each of these queries will be used in such model for fitting and inferencing).
`queries` arg is supported for all [the built-in](/anomaly-detection/components/models/#built-in-models) (as well as for [custom](/anomaly-detection/components/models/#custom-model-guide)) models.
This arg is **backward compatible** - if there is no explicit `queries` arg, then the model, defined in a config, will be run on ALL queries found in reader section:
```yaml
models:
model_alias_1:
...
# no explicit `queries` arg is provided
```
will be implicitly converted to
```yaml
models:
model_alias_1:
...
# queries arg is created and propagated with all query aliases found in `queries` arg of `reader` section
queries: ["q1", "q2", "q3"] # i.e., if your `queries` in `reader` section has exactly q1, q2, q3 aliases
```
## Model types
There are **2 model types**, supported in `vmanomaly`, resulting in **4 possible combinations**:
- [Univariate models](#univariate-models)
- [Multivariate models](#multivariate-models)
Each of these models can be
- [rolling](#rolling-models)
- [non-rolling](#non-rolling-models)
### Univariate Models
For a univariate type, **one separate model** is fit/used for inference per **each time series**, defined in its [queries](#queries) arg.
For example, if you have some **univariate** model, defined to use 3 [MetricQL queries](https://docs.victoriametrics.com/metricsql/), each returning 5 time series, there will be 3*5=15 models created in total. Each such model produce **individual [output](#vmanomaly-output)** for each of time series.
If during an inference, you got a series having **new labelset** (not present in any of fitted models), the inference will be skipped until you get a model, trained particularly for such labelset during forthcoming re-fit step.
**Implications:** Univariate models are a go-to default, when your queries returns **changing** amount of **individual** time series of **different** magnitude, [trend](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#trend) or [seasonality](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#seasonality), so you won't be mixing incompatible data with different behavior within a single fit model (context isolation).
For a multivariate type, **one shared model** is fit/used for inference on **all time series** simultaneously, defined in its [queries](#queries) arg.
For example, if you have some **multivariate** model to use 3 [MetricQL queries](https://docs.victoriametrics.com/metricsql/), each returning 5 time series, there will be one shared model created in total. Once fit, this model will expect **exactly 15 time series with exact same labelsets as an input**. This model will produce **one shared [output](#vmanomaly-output)**.
If during an inference, you got a **different amount of series** or some series having a **new labelset** (not present in any of fitted models), the inference will be skipped until you get a model, trained particularly for such labelset during forthcoming re-fit step.
**Implications:** Multivariate models are a go-to default, when your queries returns **fixed** amount of **individual** time series (say, some aggregations), to be used for adding cross-series (and cross-query) context, useful for catching [collective anomalies](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-2/index.html#collective-anomalies) or [novelties](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-2/index.html#novelties) (expanded to multi-input scenario). For example, you may set it up for anomaly detection of CPU usage in different modes (`idle`, `user`, `system`, etc.) and use its cross-dependencies to detect **unseen (in fit data)** behavior.
A rolling model is a model that, once trained, **cannot be (naturally) used to make inference on data, not seen during its fit phase**.
An instance of rolling model is **simultaneously fit and used for inference** during its `infer` method call.
As a result, such model instances are **not stored** between consecutive re-fit calls (defined by `fit_every` [arg](/anomaly-detection/components/scheduler/?highlight=fit_every#periodic-scheduler) in `PeriodicScheduler`), leading to **lower RAM** consumption.
Such models put **more pressure** on your reader's source, i.e. if your model should be fit on large amount of data (say, 14 days with 1-minute resolution) and at the same time you have **frequent inference** (say, once per minute) on new chunks of data - that's because such models require (fit + infer) window of data to be fit first to be used later in each inference call.
> **Note**: Rolling models require `fit_every` to be set equal to `infer_every` in your [PeriodicScheduler](/anomaly-detection/components/scheduler/?highlight=fit_every#periodic-scheduler).
Everything that is not classified as [rolling](#rolling-models).
Produced models can be explicitly used to **infer on data, not seen during its fit phase**, thus, it **doesn't require re-fit procedure**.
Such models put **less pressure** on your reader's source, i.e. if you fit on large amount of data (say, 14 days with 1-minute resolution) but do it occasionally (say, once per day), at the same time you have **frequent inference**(say, once per minute) on new chunks of data
> **Note**: However, it's still highly recommended, to keep your model up-to-date with tendencies found in your data as it evolves in time.
Produced model instances are **stored in-memory** between consecutive re-fit calls (defined by `fit_every` [arg](/anomaly-detection/components/scheduler/?highlight=fit_every#periodic-scheduler) in `PeriodicScheduler`), leading to **higher RAM** consumption.
VM Anomaly Detection (`vmanomaly` hereinafter) models support 2 groups of parameters:
- **`vmanomaly`-specific** arguments - please refer to *Parameters specific for vmanomaly* and *Default model parameters* subsections for each of the models below.
- Arguments to **inner model** (say, [Facebook's Prophet](https://facebook.github.io/prophet/docs/quick_start.html#python-api)), passed in a `args` argument as key-value pairs, that will be directly given to the model during initialization to allow granular control. Optional.
**Note**: For users who may not be familiar with Python data types such as `list[dict]`, a [dictionary](https://www.w3schools.com/python/python_dictionaries.asp) in Python is a data structure that stores data values in key-value pairs. This structure allows for efficient data retrieval and management.
* [Prophet](#prophet) - the most versatile one for production usage, especially for complex data ([trends](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#trend), [change points](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-2/#novelties), [multi-seasonality](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#seasonality))
* [Z-score](#z-score) - useful for testing and for simpler data ([de-trended](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#trend) data without strict [seasonality](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#seasonality) and with anomalies of similar magnitude as your "normal" data)
* [Holt-Winters](#holt-winters) - well-suited for **data with moderate complexity**, exhibiting distinct [trends](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#trend) and/or [seasonal patterns](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#seasonality).
* [MAD (Median Absolute Deviation)](#mad-median-absolute-deviation) - similarly to Z-score, is effective for **identifying outliers in relatively consistent data** (useful for detecting sudden, stark deviations from the median)
* [Rolling Quantile](#rolling-quantile) - best for **data with evolving patterns**, as it adapts to changes over a rolling window.
* [Seasonal Trend Decomposition](#seasonal-trend-decomposition) - similarly to Holt-Winters, is best for **data with pronounced [seasonal](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#seasonality) and [trend](https://victoriametrics.com/blog/victoriametrics-anomaly-detection-handbook-chapter-1/#trend) components**
* [ARIMA](#arima) - use when your data shows **clear patterns or autocorrelation (the degree of correlation between values of the same series at different periods)**. However, good understanding of machine learning is required to tune.
* [Isolation forest (Multivariate)](#isolation-forest-multivariate) - useful for **metrics data interaction** (several queries/metrics -> single anomaly score) and **efficient in detecting anomalies in high-dimensional datasets**
Here we utilize the Facebook Prophet implementation, as detailed in their [library documentation](https://facebook.github.io/prophet/docs/quick_start.html#python-api). All parameters from this library are compatible and can be passed to the model.
*`class` (string) - model class name `"model.prophet.ProphetModel"`
*`seasonalities` (list[dict], optional) - Extra seasonalities to pass to Prophet. See [`add_seasonality()`](https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html#modeling-holidays-and-special-events:~:text=modeling%20the%20cycle-,Specifying,-Custom%20Seasonalities) Prophet param.
*`provide_series` (dict, optional) - model resulting metrics. If not specified [standard metrics](#vmanomaly-output) will be provided.
*`class` (string) - model class name `"model.zscore.ZscoreModel"`
*`z_threshold` (float, optional) - [standard score](https://en.wikipedia.org/wiki/Standard_score) for calculation boundaries and anomaly score. Defaults to `2.5`.
Here we use Holt-Winters Exponential Smoothing implementation from `statsmodels` [library](https://www.statsmodels.org/dev/generated/statsmodels.tsa.holtwinters.ExponentialSmoothing.html). All parameters from this library can be passed to the model.
*`frequency` (string) - Must be set equal to sampling_period. Model needs to know expected data-points frequency (e.g. '10m'). If omitted, frequency is guessed during fitting as **the median of intervals between fitting data timestamps**. During inference, if incoming data doesn't have the same frequency, then it will be interpolated. E.g. data comes at 15 seconds resolution, and our resample_freq is '1m'. Then fitting data will be downsampled to '1m' and internal model is trained at '1m' intervals. So, during inference, prediction data would be produced at '1m' intervals, but interpolated to "15s" to match with expected output, as output data must have the same timestamps. As accepted by pandas.Timedelta (e.g. '5m').
* If [parameter](https://www.statsmodels.org/dev/generated/statsmodels.tsa.holtwinters.ExponentialSmoothing.html#statsmodels.tsa.holtwinters.ExponentialSmoothing-parameters) `seasonal` is not specified, default value will be `add`.
* If [parameter](https://www.statsmodels.org/dev/generated/statsmodels.tsa.holtwinters.ExponentialSmoothing.html#statsmodels.tsa.holtwinters.ExponentialSmoothing-parameters) `initialization_method` is not specified, default value will be `estimated`.
The MAD model is a robust method for anomaly detection that is *less sensitive* to outliers in data compared to standard deviation-based models. It considers a point as an anomaly if the absolute deviation from the median is significantly large.
*`class` (string) - model class name `"model.mad.MADModel"`
*`threshold` (float, optional) - The threshold multiplier for the MAD to determine anomalies. Defaults to `2.5`. Higher values will identify fewer points as anomalies.
Here we use Seasonal Decompose implementation from `statsmodels` [library](https://www.statsmodels.org/dev/generated/statsmodels.tsa.seasonal.seasonal_decompose.html). Parameters from this library can be passed to the model. Some parameters are specifically predefined in vmanomaly and can't be changed by user(`model`='additive', `two_sided`=False).
*`provide_series` (list[string], optional) - List of columns to be produced and returned by the model. Defaults to `["anomaly_score", "yhat", "yhat_lower" "yhat_upper", "y"]`. Output can be **only a subset** of a given column list.
*`resample_freq` (string, optional) - Frequency to resample input data into, e.g. data comes at 15 seconds resolution, and resample_freq is '1m'. Then fitting data will be downsampled to '1m' and internal model is trained at '1m' intervals. So, during inference, prediction data would be produced at '1m' intervals, but interpolated to "15s" to match with expected output, as output data must have the same timestamps.
Detects anomalies using binary trees. The algorithm has a linear time complexity and a low memory requirement, which works well with high-volume data. It can be used on both univatiate and multivariate data, but it is more effective in multivariate case.
**Important**: Be aware of [the curse of dimensionality](https://en.wikipedia.org/wiki/Curse_of_dimensionality). Don't use single multivariate model if you expect your queries to return many time series of less datapoints that the number of metrics. In such case it is hard for a model to learn meaningful dependencies from too sparse data hypercube.
Here we use Isolation Forest implementation from `scikit-learn` [library](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html). All parameters from this library can be passed to the model.
*`contamination` (float or string, optional) - The amount of contamination of the data set, i.e. the proportion of outliers in the data set. Used when fitting to define the threshold on the scores of the samples. Default value - "auto". Should be either `"auto"` or be in the range (0.0, 0.5].
- It is designed in such a way that values from 0.0 to 1.0 indicate non-anomalous data.
- A value greater than 1.0 is generally classified as an anomaly, although this threshold can be adjusted in the alerting configuration.
- The decision to set the changepoint at 1 was made to ensure consistency across various models and alerting configurations, such that a score above 1 consistently signifies an anomaly.
-`yhat`: This represents the predicted expected value.
-`yhat_lower`: This indicates the predicted lower boundary.
-`yhat_upper`: This refers to the predicted upper boundary.
-`y`: This is the original value obtained from the query result.
**Important**: Be aware that if `NaN` (Not a Number) or `Inf` (Infinity) values are present in the input data during `infer` model calls, the model will produce `NaN` as the `anomaly_score` for these particular instances.
> **Note**: By default, each custom model is created as [**univariate**](#univariate-models) / [**non-rolling**](#non-rolling-models) model. If you want to override this behavior, define models inherited from `RollingModel` (to get a rolling model), or having `is_multivariate` class arg set to `True` (please refer to the code example below).
We'll create `custom_model.py` file with `CustomModel` class that will inherit from vmanomaly `Model` base class.
In the `CustomModel` class there should be three required methods - `__init__`, `fit` and `infer`:
*`__init__` method should initiate parameters for the model.
**Note**: if your model relies on configs that have `arg` [key-value pair argument](./models.md#section-overview), do not forget to use Python's `**kwargs` in method's signature and to explicitly call
```python
super().__init__(**kwargs)
```
to initialize the base class each model derives from
*`fit` method should contain the model training process. Please be aware that for `RollingModel` defining `fit` method is not needed, as the whole fit/infer process should be defined completely in `infer` method.
*`infer` should return Pandas.DataFrame object with model's inferences.
For the sake of simplicity, the model in this example will return one of two values of `anomaly_score` - 0 or 1 depending on input parameter `percentage`.
