Agent Conversation: anthropic/claude-opus-4.6
Model: anthropic/claude-opus-4.6
Total steps: 5
Messages: 11
UserStep 0
Task: ts-anomaly-detection
Time Series Anomaly Detection: Custom Model Design
Objective
Design and implement a custom deep learning model for unsupervised time series anomaly detection via reconstruction. Your code goes in the Model class in models/Custom.py. Three reference implementations (DLinear, TimesNet, PatchTST) are provided as read-only.
Evaluation
Trained and evaluated on three anomaly detection datasets:
- PSM (25 variables, server machine dataset)
- MSL (55 variables, Mars Science Laboratory)
- SMAP (25 variables, Soil Moisture Active Passive satellite)
All use seq_len=100, anomaly_ratio=1. Metric: F-score (higher is better).
Time-Series-Library/models/Custom.py [EDITABLE — entire file only]
1: import torch
2: import torch.nn as nn
3:
4:
5: class Model(nn.Module):
6: """
7: Custom model for time series anomaly detection.
8:
9: Forward signature: forward(x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None)
10: - x_enc: [batch, seq_len, enc_in] — input time series
11: - x_mark_enc: not used for anomaly detection (None)
12: - x_dec: not used for anomaly detection (None)
13: - x_mark_dec: not used for anomaly detection (None)
14:
15: Must return: [batch, seq_len, c_out] — reconstructed sequence
16: The framework computes MSE between input and output for anomaly scoring.
17: """
18:
19: def __init__(self, configs):
20: super(Model, self).__init__()
21: self.task_name = configs.task_name
22: self.seq_len = configs.seq_len
23: self.pred_len = configs.seq_len # For anomaly detection, pred_len = seq_len
24: self.enc_in = configs.enc_in
25: self.c_out = configs.c_out
26: # TODO: Define your model architecture here
27:
28: def anomaly_detection(self, x_enc):
29: """
30: Anomaly detection: reconstruct the input sequence.
31: Input: x_enc [batch, seq_len, enc_in]
32: Output: [batch, seq_len, c_out]
33: """
34: # TODO: Implement your reconstruction logic
35: return x_enc # Placeholder: identity reconstruction
36:
37: def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
38: if self.task_name == 'anomaly_detection':
39: dec_out = self.anomaly_detection(x_enc)
40: return dec_out
41: return None
Time-Series-Library/models/DLinear.py [READ-ONLY — do not edit]
1: import torch
2: import torch.nn as nn
3: import torch.nn.functional as F
4: from layers.Autoformer_EncDec import series_decomp
5:
6:
7: class Model(nn.Module):
8: """
9: Paper link: https://arxiv.org/pdf/2205.13504.pdf
10: """
11:
12: def __init__(self, configs, iAssistantStep 1edit
Tool Input
1{
2 "op": "replace",
3 "filename": "Time-Series-Library/models/Custom.py",
4 "start_line": 1,
5 "end_line": 41,
6 "content": "import torch\nimport torch.nn as nn\nimport torch.nn.functional as F\n\n\nclass SpectralBottleneckBlock(nn.Module):\n \"\"\"\n Novel block: Low-rank spectral projection bottleneck combined with\n depthwise separable temporal convolution feed-forward.\n \n The bottleneck compresses n_freq spectral coefficients to k < n_freq\n via learned linear projections (with GELU nonlinearity), creating a\n genuine information bottleneck in the frequency domain. Normal data\n patterns with consistent spectral signatures are well-reconstructed,\n while anomalous patterns with unusual frequency characteristics\n suffer higher reconstruction error.\n \"\"\"\n def __init__(self, d_model, d_ff, seq_len, bottleneck_ratio=0.5, dropout=0.1):\n super().__init__()\n n_freq = seq_len // 2 + 1\n k = max(int(n_freq * bottleneck_ratio), 4)\n\n # Low-rank spectral bottleneck: n_freq -> k -> n_freq\n # Separate paths for real and imaginary parts\n self.enc_r = nn.Linear(n_freq, k)\n self.enc_i = nn.Linear(n_freq, k)\n self.dec_r = nn.Linear(k, n_freq)\n self.dec_i = nn.Linear(k, n_freq)\n self.norm1 = nn.LayerNorm(d_model)\n\n # Depthwise separable temporal convolution feed-forward\n self.ff = nn.Sequential(\n nn.Conv1d(d_model, d_ff, 1),\n nn.GELU(),\n nn.Conv1d(d_ff, d_ff, 3, padding=1, groups=d_ff),\n nn.GELU(),\n nn.Conv1d(d_ff, d_model, 1),\n )\n self.norm2 = nn.LayerNorm(d_model)\n self.drop = nn.Dropout(dropout)\n\n def forward(self, x):\n B, T, D = x.shape\n\n # --- Spectral Bottleneck (no skip - hard bottleneck) ---\n X = torch.fft.rfft(x, dim=1) # [B, n_freq, D]\n\n # Compress: [B, D, n_freq] -> [B, D, k]\n r = F.gelu(self.enc_r(X.real.transpose(1, 2)))\n i = F.gelu(self.enc_i(X.imag.transpose(1, 2)))\n\n # Decompress: [B, D, k] -> [B, D, n_freq]\n r = self.dec_r(r).transpose(1, 2) # [B, n_freq, D]\n i = self.dec_i(i).transpose(1, 2) # [B, n_freq, D]\n\n # Reconstruct time domain signal\n x = torch.fft.irfft(torch.complex(r, i), n=T, dim=1) # [B, T, D]\n x = self.norm1(x)\n\n # --- Temporal Feed-Forward with residual ---\n res = x\n h = self.ff(x.transpose(1, 2)).transpose(1, 2)\n x = self.norm2(res + self.drop(h))\n\n return x\n\n\nclass Model(nn.Module):\n \"\"\"\n Spectral Bottleneck Reconstruction Network (SBRNet) for Anomaly Detection.\n\n Novel algorithmic contribution: Low-rank spectral projection bottleneck.\n \n Key ideas:\n 1. Transform input to frequency domain via FFT\n 2. Compress spectral coefficients through a learned low-rank projection\n (n_freq -> k -> n_freq where k < n_freq), with GELU nonlinearity\n in the latent space\n 3. Reconstruct via IFFT, then refine with temporal convolutions\n \n This creates a frequency-domain information bottleneck that:\n - During training: learns the most important spectral features for\n reconstructing normal time series patterns\n - During testing: anomalous data with unusual spectral characteristics\n cannot be well-reconstructed through the bottleneck, yielding higher\n reconstruction error for better anomaly detection\n \n Unlike TimesNet (which uses FFT for period discovery) or GFNet (which\n uses frequency for token mixing), this approach uses frequency-domain\n compression as a reconstruction bottleneck.\n \"\"\"\n\n def __init__(self, configs):\n super(Model, self).__init__()\n self.task_name = configs.task_name\n self.seq_len = configs.seq_len\n self.pred_len = configs.seq_len\n self.enc_in = configs.enc_in\n self.c_out = configs.c_out\n\n d_model = configs.d_model\n d_ff = configs.d_ff\n e_layers = configs.e_layers\n dropout = configs.dropout\n\n # Token embedding via circular convolution (same as standard)\n self.embed = nn.Conv1d(\n self.enc_in, d_model, kernel_size=3, padding=1,\n padding_mode='circular', bias=False\n )\n nn.init.kaiming_normal_(\n self.embed.weight, mode='fan_in', nonlinearity='leaky_relu'\n )\n\n # Learnable positional embedding\n self.pos = nn.Parameter(torch.zeros(1, self.seq_len, d_model))\n nn.init.normal_(self.pos, std=0.02)\n self.embed_drop = nn.Dropout(dropout)\n\n # Stack of spectral bottleneck blocks\n self.blocks = nn.ModuleList([\n SpectralBottleneckBlock(\n d_model, d_ff, self.seq_len,\n bottleneck_ratio=0.5, dropout=dropout\n )\n for _ in range(e_layers)\n ])\n\n # Output projection\n self.norm = nn.LayerNorm(d_model)\n self.proj = nn.Linear(d_model, self.c_out)\n\n def anomaly_detection(self, x_enc):\n \"\"\"\n Reconstruct input via spectral bottleneck network.\n Input: x_enc [batch, seq_len, enc_in]\n Output: [batch, seq_len, c_out]\n \"\"\"\n # Instance normalization (Non-stationary Transformer style)\n means = x_enc.mean(1, keepdim=True).detach()\n x_enc = x_enc - means\n stdev = torch.sqrt(\n torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)\n x_enc = x_enc / stdev\n\n # Embedding\n x = self.embed(x_enc.transpose(1, 2)).transpose(1, 2) # [B, T, d_model]\n x = self.embed_drop(x + self.pos)\n\n # Process through spectral bottleneck blocks\n for blk in self.blocks:\n x = blk(x)\n\n # Output projection\n dec_out = self.proj(self.norm(x))\n\n # De-normalization\n dec_out = dec_out * stdev[:, 0, :].unsqueeze(1).repeat(\n 1, self.seq_len, 1)\n dec_out = dec_out + means[:, 0, :].unsqueeze(1).repeat(\n 1, self.seq_len, 1)\n return dec_out\n\n def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):\n if self.task_name == 'anomaly_detection':\n dec_out = self.anomaly_detection(x_enc)\n return dec_out\n return None\n"
7}Tool ResultStep 1
OK: Replaced lines 1..41 with 168 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.
[Current file: Time-Series-Library/models/Custom.py | editable: 1–168 | total: 168 lines]
1 import torch
2 import torch.nn as nn
3 import torch.nn.functional as F
4
5
6 class SpectralBottleneckBlock(nn.Module):
7 """
8 Novel block: Low-rank spectral projection bottleneck combined with
9 depthwise separable temporal convolution feed-forward.
10
11 The bottleneck compresses n_freq spectral coefficients to k < n_freq
12 via learned linear projections (with GELU nonlinearity), creating a
13 genuine information bottleneck in the frequency domain. Normal data
14 patterns with consistent spectral signatures are well-reconstructed,
15 while anomalous patterns with unusual frequency characteristics
16 suffer higher reconstruction error.
17 """
AssistantStep 2test
Tool ResultStep 2
[Test #1] (2 tests remaining; call submit(n=1) to submit this result) ## Seed 42 ### PSM (scripts/psm.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.0632063 vali_loss=0.0302527 test_loss=0.0305207 TRAIN_METRICS epoch=2 train_loss=0.0178471 vali_loss=0.0131062 test_loss=0.0127190 TRAIN_METRICS epoch=3 train_loss=0.0106278 vali_loss=0.0099008 test_loss=0.0095685 Test results (PSM): F-score: 0.9339, Precision: 0.9823, Recall: 0.8899, Accuracy: 0.9650 ### MSL (scripts/msl.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.5936022 vali_loss=0.4907481 test_loss=1.4530705 TRAIN_METRICS epoch=2 train_loss=0.4011278 vali_loss=0.1563110 test_loss=0.6261001 TRAIN_METRICS epoch=3 train_loss=0.1044431 vali_loss=0.0880725 test_loss=0.4675301 Test results (MSL): F-score: 0.7744, Precision: 0.8769, Recall: 0.6934, Accuracy: 0.9574 ## Seed 123 ### PSM (scripts/psm.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.0486929 vali_l
AssistantStep 3edit
Tool Input
1{
2 "op": "replace",
3 "filename": "Time-Series-Library/models/Custom.py",
4 "start_line": 1,
5 "end_line": 168,
6 "content": "import torch\nimport torch.nn as nn\nimport torch.nn.functional as F\n\n\nclass SpectralAttentionBlock(nn.Module):\n \"\"\"\n Novel block: Spectral Bottleneck + Adaptive Gating + Temporal Self-Attention.\n \n Three-stage processing:\n 1. Spectral Bottleneck: FFT -> low-rank compress -> decompress -> IFFT\n Creates a frequency-domain information bottleneck (no skip connection).\n Normal patterns with consistent spectral signatures are preserved;\n anomalous patterns with unusual frequency content are distorted.\n 2. Adaptive Spectral Gating: Input-dependent soft mask over frequency\n components, making the bottleneck responsive to the input's spectrum.\n 3. Temporal Self-Attention + Feed-Forward: Captures temporal dependencies\n in the bottlenecked representation for better reconstruction.\n \"\"\"\n def __init__(self, d_model, d_ff, seq_len, n_heads,\n bottleneck_ratio=0.5, dropout=0.1):\n super().__init__()\n n_freq = seq_len // 2 + 1\n k = max(int(n_freq * bottleneck_ratio), 4)\n\n # Low-rank spectral bottleneck: n_freq -> k -> n_freq\n self.enc_r = nn.Linear(n_freq, k)\n self.enc_i = nn.Linear(n_freq, k)\n self.dec_r = nn.Linear(k, n_freq)\n self.dec_i = nn.Linear(k, n_freq)\n\n # Adaptive spectral gating: input-dependent frequency mask\n self.gate = nn.Sequential(\n nn.Linear(n_freq, k),\n nn.GELU(),\n nn.Linear(k, n_freq),\n nn.Sigmoid()\n )\n self.norm_spec = nn.LayerNorm(d_model)\n\n # Temporal self-attention for dependency modeling\n self.attn = nn.MultiheadAttention(\n d_model, n_heads, dropout=dropout, batch_first=True\n )\n self.norm_attn = nn.LayerNorm(d_model)\n\n # Feed-forward network\n self.ff = nn.Sequential(\n nn.Linear(d_model, d_ff),\n nn.GELU(),\n nn.Linear(d_ff, d_model),\n )\n self.norm_ff = nn.LayerNorm(d_model)\n self.drop = nn.Dropout(dropout)\n\n def forward(self, x):\n B, T, D = x.shape\n\n # === Stage 1+2: Spectral Bottleneck with Adaptive Gating ===\n X = torch.fft.rfft(x, dim=1) # [B, n_freq, D]\n\n # Low-rank compress: [B, D, n_freq] -> [B, D, k]\n r = F.gelu(self.enc_r(X.real.transpose(1, 2)))\n i = F.gelu(self.enc_i(X.imag.transpose(1, 2)))\n # Decompress: [B, D, k] -> [B, D, n_freq]\n r = self.dec_r(r).transpose(1, 2)\n i = self.dec_i(i).transpose(1, 2)\n\n # Input-adaptive frequency gating\n amp = X.abs().mean(-1) # [B, n_freq] - spectral signature\n g = self.gate(amp).unsqueeze(-1) # [B, n_freq, 1]\n X_out = torch.complex(r, i) * g\n\n # Back to time domain (no skip - hard bottleneck)\n x = torch.fft.irfft(X_out, n=T, dim=1)\n x = self.norm_spec(x)\n\n # === Stage 3: Temporal Self-Attention (with skip) ===\n attn_out, _ = self.attn(x, x, x)\n x = self.norm_attn(x + self.drop(attn_out))\n\n # === Feed-Forward (with skip) ===\n res = x\n x = self.norm_ff(res + self.drop(self.ff(x)))\n\n return x\n\n\nclass Model(nn.Module):\n \"\"\"\n Spectral Bottleneck Attention Network (SBANet) for Anomaly Detection.\n\n Novel algorithmic contribution: Combines three mechanisms for\n reconstruction-based anomaly detection:\n \n 1. Low-rank Spectral Projection Bottleneck - Compresses n_freq spectral\n coefficients to k < n_freq via learned projections with GELU\n nonlinearity. This forces the model to learn the most important\n frequency-domain features for reconstructing normal patterns.\n \n 2. Input-Adaptive Spectral Gating - A learned network that takes the\n input's amplitude spectrum and produces a soft frequency mask.\n This makes the bottleneck responsive to the input's spectral\n characteristics, enabling better discrimination between normal\n and anomalous patterns at test time.\n \n 3. Temporal Self-Attention - After the spectral bottleneck, self-attention\n captures temporal dependencies in the compressed representation,\n improving reconstruction quality for normal patterns while maintaining\n the bottleneck's discriminative power.\n \"\"\"\n\n def __init__(self, configs):\n super(Model, self).__init__()\n self.task_name = configs.task_name\n self.seq_len = configs.seq_len\n self.pred_len = configs.seq_len\n self.enc_in = configs.enc_in\n self.c_out = configs.c_out\n\n d_model = configs.d_model\n d_ff = configs.d_ff\n e_layers = configs.e_layers\n n_heads = configs.n_heads\n dropout = configs.dropout\n\n # Token embedding via circular convolution\n self.embed = nn.Conv1d(\n self.enc_in, d_model, kernel_size=3, padding=1,\n padding_mode='circular', bias=False\n )\n nn.init.kaiming_normal_(\n self.embed.weight, mode='fan_in', nonlinearity='leaky_relu'\n )\n\n # Learnable positional embedding\n self.pos = nn.Parameter(torch.zeros(1, self.seq_len, d_model))\n nn.init.normal_(self.pos, std=0.02)\n self.embed_drop = nn.Dropout(dropout)\n\n # Stack of spectral bottleneck + attention blocks\n self.blocks = nn.ModuleList([\n SpectralAttentionBlock(\n d_model, d_ff, self.seq_len, n_heads,\n bottleneck_ratio=0.4, dropout=dropout\n )\n for _ in range(e_layers)\n ])\n\n # Output projection\n self.norm = nn.LayerNorm(d_model)\n self.proj = nn.Linear(d_model, self.c_out)\n\n def anomaly_detection(self, x_enc):\n \"\"\"\n Reconstruct input via spectral bottleneck + attention network.\n \"\"\"\n # Instance normalization (Non-stationary Transformer style)\n means = x_enc.mean(1, keepdim=True).detach()\n x_enc = x_enc - means\n stdev = torch.sqrt(\n torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)\n x_enc = x_enc / stdev\n\n # Embedding\n x = self.embed(x_enc.transpose(1, 2)).transpose(1, 2)\n x = self.embed_drop(x + self.pos)\n\n # Process through spectral bottleneck + attention blocks\n for blk in self.blocks:\n x = blk(x)\n\n # Output projection\n dec_out = self.proj(self.norm(x))\n\n # De-normalization\n dec_out = dec_out * stdev[:, 0, :].unsqueeze(1).repeat(\n 1, self.seq_len, 1)\n dec_out = dec_out + means[:, 0, :].unsqueeze(1).repeat(\n 1, self.seq_len, 1)\n return dec_out\n\n def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):\n if self.task_name == 'anomaly_detection':\n dec_out = self.anomaly_detection(x_enc)\n return dec_out\n return None\n"
7}Tool ResultStep 3
OK: Replaced lines 1..168 with 187 line(s) in Time-Series-Library/models/Custom.py. Editable range: entire file.
[Current file: Time-Series-Library/models/Custom.py | editable: 1–187 | total: 187 lines]
1 import torch
2 import torch.nn as nn
3 import torch.nn.functional as F
4
5
6 class SpectralAttentionBlock(nn.Module):
7 """
8 Novel block: Spectral Bottleneck + Adaptive Gating + Temporal Self-Attention.
9
10 Three-stage processing:
11 1. Spectral Bottleneck: FFT -> low-rank compress -> decompress -> IFFT
12 Creates a frequency-domain information bottleneck (no skip connection).
13 Normal patterns with consistent spectral signatures are preserved;
14 anomalous patterns with unusual frequency content are distorted.
15 2. Adaptive Spectral Gating: Input-dependent soft mask over frequency
16 components, making the bottleneck responsive to the in
AssistantStep 4test
Tool ResultStep 4
[Test #2] (1 test remaining; call submit(n=2) to submit this result)
### PSM (scripts/psm.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=1 train_loss=0.0582260 vali_loss=0.0413988 test_loss=0.0430074
TRAIN_METRICS epoch=2 train_loss=0.0330001 vali_loss=0.0358557 test_loss=0.0353778
TRAIN_METRICS epoch=3 train_loss=0.0281641 vali_loss=0.0344489 test_loss=0.0326840
Test results (PSM):
F-score: 0.9643, Precision: 0.9863, Recall: 0.9432, Accuracy: 0.9806
### MSL (scripts/msl.sh)
Training metrics (last epochs):
TRAIN_METRICS epoch=1 train_loss=0.6025759 vali_loss=0.5053612 test_loss=1.5569396
TRAIN_METRICS epoch=2 train_loss=0.5634535 vali_loss=0.4987376 test_loss=1.5281937
TRAIN_METRICS epoch=3 train_loss=0.5452326 vali_loss=0.4892133 test_loss=1.4953440
Test results (MSL):
F-score: 0.8096, Precision: 0.8916, Recall: 0.7413, Accuracy: 0.9632
[Leaderboard] Results saved: {'f_score_PSM': 0.9643, 'precision_PSM': 0.9863, 'recall_PSM': 0.9432, 'elapsed_PSM': 458, 'f_score_MSL':
AssistantStep 5submit
Tool Input
1{
2 "n": 2
3}Tool ResultStep 5
[submit] Submitting result from test #2 as final. ### PSM (scripts/psm.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.0582260 vali_loss=0.0413988 test_loss=0.0430074 TRAIN_METRICS epoch=2 train_loss=0.0330001 vali_loss=0.0358557 test_loss=0.0353778 TRAIN_METRICS epoch=3 train_loss=0.0281641 vali_loss=0.0344489 test_loss=0.0326840 Test results (PSM): F-score: 0.9643, Precision: 0.9863, Recall: 0.9432, Accuracy: 0.9806 ### MSL (scripts/msl.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.6025759 vali_loss=0.5053612 test_loss=1.5569396 TRAIN_METRICS epoch=2 train_loss=0.5634535 vali_loss=0.4987376 test_loss=1.5281937 TRAIN_METRICS epoch=3 train_loss=0.5452326 vali_loss=0.4892133 test_loss=1.4953440 Test results (MSL): F-score: 0.8096, Precision: 0.8916, Recall: 0.7413, Accuracy: 0.9632 ### SMAP (scripts/smap.sh) Training metrics (last epochs): TRAIN_METRICS epoch=1 train_loss=0.8750215 vali_loss=0.2238287 test_loss=0.5782483 TRAIN_METRI