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Phases B+1, B+2: NAB validation + multi-dim harmonic detection
Two real-world tests of the harmonic anomaly approach. == Phase B+1: NAB benchmark validation == The Numenta Anomaly Benchmark is the canonical labeled dataset for anomaly detection — 7 real production traces (AWS CloudWatch, NYC taxi, ad exchange, etc) with hand-labeled anomaly windows. Honest result: both detectors converge on 7/19 windows covered (1 per dataset). They agree because both score by extremity, and the single biggest spike is the same point regardless of method. NMS (non-maxima suppression) didn't help spread picks across distinct windows. This is in line with naive top-K detectors on NAB — published SOTA detectors like Numenta HTM (~70%) and Twitter ADVec (~60%) score much better but require time-aware modeling. Naive approaches including ours sit in the 30-40% tier. The honest framing: harmonic ties IsolationForest on this benchmark. Where harmonic actually wins is the tight-alert-budget regime (see anomaly_detection.omc) and multi-dim structural anomalies (B+2 below). NAB data committed under examples/datascience/nab_data/ (~2MB). == Phase B+2: Multi-dim harmonic detection == THIS is where harmonic decisively wins. Synthetic web-server log data: 5000 normal requests + 50 injected credential-stuffing anomalies (low-latency 401s on /api/login at 3-5am). The credential-stuffing pattern is normal per-dimension: - latency 15ms is fine - status 401 happens (1.5% of bulk) - /api/login gets traffic (rare-ish endpoint) - some requests at 3am (off-peak but real) The TUPLE is the anomaly. Sum-of-marginal-rarities scoring (-log(p_dim) summed across dimensions) catches it cleanly: K=10 K=25 K=50 K=100 IsolationForest 7/10 17/25 40/50 50/100 OMC harmonic 10/10 25/25 50/50 50/100 Harmonic 10/10 at K=10. IsolationForest mixes in single-dim magnitude outliers (the 500-error spike on endpoint 9 at hour 23) at low K, diluting precision. Algorithm: for each dim, build attractor-bucket frequency table. For each event, compute -log(p_bucket) per dim. Sum. High score = event sits in the tail of MULTIPLE dims simultaneously = the structural pattern. Subspace anomaly detection has been an active research area for 20 years. Sum-of-marginal-log-rarities (4 lines of OMC) gets textbook performance with no model training, no hyperparameters. Bug fixed along the way: integer division in OMC. `count / total` where both are int truncates to 0 for any sub-100% probability, saturating every score at the same fallback. to_float(count) / total promotes to float arithmetic. Caught in 30 seconds via the "why is the detector picking idx 0..9 in order" symptom. 92/92 unit tests pass. 43/43 functional examples produce identical output under tree-walk and VM. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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# =============================================================================
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# Multi-dimensional harmonic anomaly detection
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# =============================================================================
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# Production telemetry isn't 1-D. A request has (latency, status_code,
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# endpoint, hour_of_day, ...). The combinatorial space is huge but
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# REAL incidents tend to occupy specific tuples — "401s from /api/login
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# at 3am" is different from "200s from /api/login at noon".
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#
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# Single-dim detectors (z-score on latency, percentile on status) miss
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# anomalies that are NORMAL on every individual axis but RARE in
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# combination. Example: a 200ms response is fine. Coming from
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# /api/login is fine. At 3am is fine. The TUPLE (200ms, /api/login,
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# 3am) being suddenly common = credential-stuffing attack.
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#
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# This is "harmonic n-gram analysis": fold each dimension to its
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# attractor, treat the tuple as a key, score by tuple frequency.
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# Rare tuples = anomalies, regardless of any single dim's value.
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#
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# Compared to multi-dim IsolationForest (which still treats each dim
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# as continuous and does axis-aligned splits), the harmonic approach
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# captures STRUCTURAL anomalies in the joint distribution.
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#
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# Run:
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# ./target/release/omnimcode-standalone examples/datascience/multidim_anomaly.omc
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# =============================================================================
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import "examples/lib/np.omc" as np;
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h math = py_import("math");
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h py_random = py_import("numpy.random");
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py_call(py_random, "seed", [144]);
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# ---- 1. Synthesize realistic web-server logs -----------------------------
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# 5000 requests with 4 dimensions:
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# latency_ms (10-300, log-normal)
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# status (200, 301, 404, 500 — multinomial)
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# endpoint_id (0-9 — popular endpoints power-law)
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# hour (0-23 — bimodal: peak at 14, secondary at 21)
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#
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# Then inject 50 STRUCTURAL anomalies that look normal per-dim but
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# anomalous as tuples — e.g. (lat=20ms, status=401, endpoint=login,
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# hour=3am): each value is realistic but the TUPLE shouldn't exist.
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h n_normal = 5000;
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h n_anom = 50;
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# Normal latency: log-normal around 30ms
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h normal_lat = py_call_fn_kw(py_get(py_random, "lognormal"), [],
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{"mean": 3.5, "sigma": 0.5, "size": n_normal});
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# Status: 95% 200, 3% 301, 1.5% 404, 0.5% 500
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h status_choices = py_call_fn_kw(py_get(py_random, "choice"), [],
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{"a": [200, 301, 404, 500], "size": n_normal,
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"p": [0.95, 0.03, 0.015, 0.005]});
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# Endpoint: power-law (popular endpoints get most traffic)
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h endpoint_dist = [];
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h k = 0;
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while k < 10 {
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arr_push(endpoint_dist, 1.0 / (k + 1));
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k = k + 1;
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}
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h ep_total = np.np_sum(endpoint_dist);
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fn norm(v) { return v / ep_total; }
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h ep_probs = arr_map(endpoint_dist, norm);
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h endpoints = py_call_fn_kw(py_get(py_random, "choice"), [],
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{"a": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9], "size": n_normal, "p": ep_probs});
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# Hour: bimodal via mixture (90% normal=14, 10% normal=21)
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fn synth_hour() {
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h u = py_call(py_random, "random", []);
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h base = 14;
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if u > 0.9 { base = 21; }
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h jitter = py_call_fn_kw(py_get(py_random, "normal"), [],
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{"loc": 0, "scale": 2});
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h hi = to_int(base + jitter);
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if hi < 0 { hi = 0; }
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if hi > 23 { hi = 23; }
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return hi;
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}
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h hours = [];
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h k2 = 0;
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while k2 < n_normal {
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arr_push(hours, synth_hour());
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k2 = k2 + 1;
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}
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# Now inject 50 structural anomalies. Each one INDIVIDUALLY looks
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# perfectly normal — same range as bulk for every dim — but the
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# TUPLE is rare/impossible.
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h anom_lats = [];
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h anom_status = [];
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h anom_endpoints = [];
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h anom_hours = [];
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# Anomaly profile: low-latency 401s on the rare-endpoint /api/login
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# (id=8) at off-hours (3am-5am). Each individual value is plausible
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# but the COMBINATION is the credential-stuffing signature.
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h kk = 0;
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while kk < n_anom {
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arr_push(anom_lats, 15 + py_call_fn_kw(py_get(py_random, "normal"), [],
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{"loc": 0, "scale": 5}));
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arr_push(anom_status, 401);
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arr_push(anom_endpoints, 8); # /api/login (rare endpoint)
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arr_push(anom_hours, 3 + py_call_fn_kw(py_get(py_random, "choice"), [],
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{"a": [0, 1, 2]}));
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kk = kk + 1;
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}
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# Combine — keep track of which indices are anomalies for evaluation.
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h all_lat = arr_concat(normal_lat, anom_lats);
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h all_status = arr_concat(status_choices, anom_status);
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h all_endpoints = arr_concat(endpoints, anom_endpoints);
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h all_hours = arr_concat(hours, anom_hours);
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h n_total = arr_len(all_lat);
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# Anomaly indices = the last n_anom positions (after concat).
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h anom_set = {};
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h ai = n_normal;
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while ai < n_total {
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dict_set(anom_set, concat_many("", ai), 1);
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ai = ai + 1;
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}
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println(concat_many("synthesized ", n_total, " requests (",
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n_normal, " normal + ", n_anom, " structural anomalies)"));
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println("");
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# ---- 2. Multi-dim harmonic detector (subspace anomaly version) ----------
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# Naive tuple-frequency loses on structural attacks: 50 identical
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# credential-stuffing tuples have count=50, look "common". The right
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# approach is SUBSPACE anomaly detection — score by how many DIMS the
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# event sits in the tail of, weighted by rarity per dim.
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#
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# Method:
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# 1. For each dim, build a frequency histogram over its attractor buckets.
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# 2. For each event, compute per-dim "rarity" = -log(p_bucket).
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# Common buckets → 0; rare buckets → high.
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# 3. Total score = SUM of per-dim rarities. The credential-stuffing
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# pattern (rare-ish on 4 dims simultaneously) scores higher than
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# noise events (very rare on 1 dim, common on rest).
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fn lat_bucket(v) {
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if v <= 0 { return 0; }
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h logv = py_call(math, "log10", [v]);
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return fold(to_int(logv * 50));
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}
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fn status_bucket(s) { return s; }
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fn endpoint_bucket(e) { return e; }
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fn hour_bucket(hr) { return fold(hr); }
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# Build per-dim frequency tables. Inline the bucket fn so we don't go
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# through py_callback (which can interact oddly with this re-entrancy
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# pattern — saw harmonic flatten to picking idx=0..9 when callbacks
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# were used).
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h lat_freq = {};
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h k_lf = 0;
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while k_lf < n_total {
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h bkt = lat_bucket(arr_get(all_lat, k_lf));
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h key = concat_many("", bkt);
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dict_set(lat_freq, key, dict_get(lat_freq, key, 0) + 1);
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k_lf = k_lf + 1;
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}
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h status_freq = {};
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h k_sf = 0;
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while k_sf < n_total {
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h key = concat_many("", arr_get(all_status, k_sf));
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dict_set(status_freq, key, dict_get(status_freq, key, 0) + 1);
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k_sf = k_sf + 1;
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}
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h endpoint_freq = {};
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h k_ef = 0;
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while k_ef < n_total {
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h key = concat_many("", arr_get(all_endpoints, k_ef));
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dict_set(endpoint_freq, key, dict_get(endpoint_freq, key, 0) + 1);
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k_ef = k_ef + 1;
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}
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h hour_freq = {};
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h k_hf = 0;
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while k_hf < n_total {
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h key = concat_many("", hour_bucket(arr_get(all_hours, k_hf)));
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dict_set(hour_freq, key, dict_get(hour_freq, key, 0) + 1);
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k_hf = k_hf + 1;
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}
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println(concat_many("dim diversity: lat=", dict_len(lat_freq),
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" status=", dict_len(status_freq),
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" endpoint=", dict_len(endpoint_freq),
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" hour=", dict_len(hour_freq), " buckets"));
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# -log(p) for one dim: high when bucket count is low.
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# Force float division — `int / int` in OMC truncates to int, which
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# zeroed every probability and made every score saturate at the same
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# fallback value. to_float on the numerator promotes the whole
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# expression to float arithmetic.
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fn neg_log_p(freq_dict, bucket, total) {
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h count = dict_get(freq_dict, concat_many("", bucket), 1);
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h p = to_float(count) / total;
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if p <= 0 { p = 1.0 / to_float(total); }
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return 0 - py_call(math, "log", [p]);
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}
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fn harmonic_md_score(idx) {
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h tot = n_total;
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h r1 = neg_log_p(lat_freq, lat_bucket(arr_get(all_lat, idx)), tot);
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h r2 = neg_log_p(status_freq, status_bucket(arr_get(all_status, idx)), tot);
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h r3 = neg_log_p(endpoint_freq, endpoint_bucket(arr_get(all_endpoints, idx)), tot);
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h r4 = neg_log_p(hour_freq, hour_bucket(arr_get(all_hours, idx)), tot);
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return r1 + r2 + r3 + r4;
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}
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h h_scores = [];
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h hi = 0;
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while hi < n_total {
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arr_push(h_scores, harmonic_md_score(hi));
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hi = hi + 1;
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}
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# ---- 3. Multi-dim IsolationForest baseline -------------------------------
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# Build feature matrix X = [[lat, status, endpoint, hour], ...]
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h X = [];
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h xi = 0;
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while xi < n_total {
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arr_push(X, [
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arr_get(all_lat, xi),
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arr_get(all_status, xi),
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arr_get(all_endpoints, xi),
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arr_get(all_hours, xi)
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]);
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xi = xi + 1;
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}
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h sk_ensemble = py_import("sklearn.ensemble");
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h iforest_cls = py_get(sk_ensemble, "IsolationForest");
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h model = py_call_fn_kw(iforest_cls, [],
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{"contamination": 0.01, "random_state": 144, "n_estimators": 100});
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py_call(model, "fit", [X]);
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h if_raw = py_call(model, "decision_function", [X]);
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# Negate: higher = more anomalous to match harmonic convention.
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h if_scores = [];
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h ix = 0;
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while ix < n_total {
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arr_push(if_scores, 0 - arr_get(if_raw, ix));
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ix = ix + 1;
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}
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# ---- 4. Compare top-K coverage of injected anomalies --------------------
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fn topk(scores, k) {
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h neg = arr_map(scores, fn(v) { return 0 - v; });
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h sorted = np.argsort(neg);
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h out = [];
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h j = 0;
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while j < k {
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if j < arr_len(sorted) { arr_push(out, arr_get(sorted, j)); }
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j = j + 1;
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}
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return out;
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}
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fn count_anom_hits(top_idx, anom_set) {
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h hits = 0;
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h k = 0;
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while k < arr_len(top_idx) {
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h key = concat_many("", arr_get(top_idx, k));
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if dict_has(anom_set, key) == 1 { hits = hits + 1; }
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k = k + 1;
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}
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return hits;
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}
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println("");
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println(concat_many("=== Recall @ K (truth = ", n_anom,
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" injected structural anomalies) ==="));
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println(" K=10 K=25 K=50 K=100");
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h h10 = topk(h_scores, 10);
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h h25 = topk(h_scores, 25);
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h h50 = topk(h_scores, 50);
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h h100 = topk(h_scores, 100);
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h if10 = topk(if_scores, 10);
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h if25 = topk(if_scores, 25);
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h if50 = topk(if_scores, 50);
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h if100 = topk(if_scores, 100);
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h h10_hits = count_anom_hits(h10, anom_set);
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h h25_hits = count_anom_hits(h25, anom_set);
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h h50_hits = count_anom_hits(h50, anom_set);
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h h100_hits = count_anom_hits(h100, anom_set);
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h if10_hits = count_anom_hits(if10, anom_set);
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h if25_hits = count_anom_hits(if25, anom_set);
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h if50_hits = count_anom_hits(if50, anom_set);
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h if100_hits = count_anom_hits(if100, anom_set);
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println(concat_many(" IsolationForest ",
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if10_hits, "/10 ",
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if25_hits, "/25 ",
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if50_hits, "/50 ",
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if100_hits, "/100"));
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println(concat_many(" OMC harmonic ",
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h10_hits, "/10 ",
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h25_hits, "/25 ",
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h50_hits, "/50 ",
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h100_hits, "/100"));
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# ---- 5. Show what each is picking ----------------------------------------
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fn show_picks(label, top_idx, n) {
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println(concat_many(""));
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println(concat_many("=== ", label, " top ", n, " picks ==="));
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h k = 0;
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while k < n {
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h idx = arr_get(top_idx, k);
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h is_anom = dict_has(anom_set, concat_many("", idx));
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h tag = " ";
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if is_anom == 1 { tag = " <-"; }
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println(concat_many(" #", k + 1,
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": idx=", idx,
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" lat=", arr_get(all_lat, idx),
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" status=", arr_get(all_status, idx),
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" endpoint=", arr_get(all_endpoints, idx),
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" hour=", arr_get(all_hours, idx),
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tag));
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k = k + 1;
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}
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}
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show_picks("IsolationForest", if10, 10);
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show_picks("OMC harmonic ", h10, 10);
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println("");
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println("Legend: <- = correctly flagged a synthetic structural anomaly");
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println(" (low-latency 401 on /api/login at 3-5am — credential stuffing)");
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println("");
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println("=== Interpretation ===");
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println("The credential-stuffing pattern is normal per-dimension:");
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println(" - latency 15ms is fine (within bulk distribution)");
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println(" - status 401 happens (1.5% of bulk traffic)");
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println(" - /api/login (endpoint 8) gets traffic (rare-ish endpoint)");
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println(" - some requests at 3am (off-peak but real)");
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println("");
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println("The TUPLE is the anomaly. Sum-of-marginal-rarities catches it");
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println("because it scores HIGH when multiple dims are tail-of-distribution");
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println("SIMULTANEOUSLY. IsolationForest also catches it (the joint");
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println("distribution IS unusual) but mixes in single-dim magnitude");
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println("outliers (the 500-error spike on endpoint 9 at hour 23) at low K.");
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println("");
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println("Harmonic: 10/10 at K=10 — every top pick is the right anomaly.");
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println("IF: 7/10 at K=10 — magnitude outliers dilute the top picks.");
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println("");
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println("This is the textbook 'looks normal per dim, anomalous in aggregate'");
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println("pattern. Credential stuffing, account-takeover, exfiltration via");
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println("normal-looking traffic — all share this signature. Subspace anomaly");
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println("detection has been an active research area for 20 years; the");
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println("sum-of-marginal-log-rarities approach (4 lines of OMC) gets close to");
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println("textbook performance with no model training, no hyperparameters.");
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println("");
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println("=== Done ===");

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