Scheduler

Scheduler defines how often to run and make inferences, as well as what timerange to use to train the model. Is specified in scheduler section of a config for VictoriaMetrics Anomaly Detection.

Note: Starting from v1.11.0 scheduler section in config supports multiple schedulers via aliasing.
Also, vmanomaly expects scheduler section to be named schedulers. Using old (flat) format with scheduler key is deprecated and will be removed in future versions.

schedulers:
  scheduler_periodic_1m:
    # class: "periodic" # or class: "scheduler.periodic.PeriodicScheduler" until v1.13.0 with class alias support)
    infer_every: "1m"
    fit_every: "2m"
    fit_window: "3h"
  scheduler_periodic_5m:
    # class: "periodic" # or class: "scheduler.periodic.PeriodicScheduler" until v1.13.0 with class alias support)
    infer_every: "5m"
    fit_every: "10m"
    fit_window: "3h"
...

Old-style configs (< 1.11.0)

scheduler:
  # class: "periodic" # or class: "scheduler.periodic.PeriodicScheduler" until v1.13.0 with class alias support)
  infer_every: "1m"
  fit_every: "2m"
  fit_window: "3h"
...

will be implicitly converted to

schedulers:
  default_scheduler:  # default scheduler alias added, for backward compatibility
    class: "scheduler.periodic.PeriodicScheduler"
    infer_every: "1m"
    fit_every: "2m"
    fit_window: "3h"
...

Parameters#

class: str, default="scheduler.periodic.PeriodicScheduler", options={"scheduler.periodic.PeriodicScheduler", "scheduler.oneoff.OneoffScheduler", "scheduler.backtesting.BacktestingScheduler"}

  • "scheduler.periodic.PeriodicScheduler": periodically runs the models on new data. Useful for consecutive re-trainings to counter data drift and model degradation over time.
  • "scheduler.oneoff.OneoffScheduler": runs the process once and exits. Useful for testing.
  • "scheduler.backtesting.BacktestingScheduler": imitates consecutive backtesting runs of OneoffScheduler. Runs the process once and exits. Use to get more granular control over testing on historical data.

Note: starting from v.1.13.0, class aliases are supported, so "scheduler.periodic.PeriodicScheduler" can be substituted to "periodic", "scheduler.oneoff.OneoffScheduler" - to "oneoff", "scheduler.backtesting.BacktestingScheduler" - to "backtesting"

Depending on selected class, different parameters should be used

Periodic scheduler#

Parameters#

For periodic scheduler parameters are defined as differences in times, expressed in difference units, e.g. days, hours, minutes, seconds.

Examples: "50s", "4m", "3h", "2d", "1w".

Time granularity
sseconds
mminutes
hhours
ddays
wweeks
ParameterTypeExampleDescription
fit_windowstr"14d"What time range to use for training the models. Must be at least 1 second.
infer_everystr"1m"How often a model will write its conclusions on newly added data. Must be at least 1 second.
fit_everystr, Optional"1h"How often to completely retrain the models. If missing value of infer_every is used and retrain on every inference run.

Periodic scheduler config example#

schedulers:
  periodic_scheduler_alias:
    class: "periodic"
    # (or class: "scheduler.periodic.PeriodicScheduler" until v1.13.0 with class alias support)
    fit_window: "14d" 
    infer_every: "1m" 
    fit_every: "1h" 

This part of the config means that vmanomaly will calculate the time window of the previous 14 days and use it to train a model. Every hour model will be retrained again on 14 days’ data, which will include + 1 hour of new data. The time window is strictly the same 14 days and doesn’t extend for the next retrains. Every minute vmanomaly will produce model inferences for newly added data points by using the model that is kept in memory at that time.

Oneoff scheduler#

Parameters#

For Oneoff scheduler timeframes can be defined in Unix time in seconds or ISO 8601 string format. ISO format supported time zone offset formats are:

  • Z (UTC)
  • ±HH:MM
  • ±HHMM
  • ±HH

If a time zone is omitted, a timezone-naive datetime is used.

Defining fitting timeframe#

FormatParameterTypeExampleDescription
ISO 8601fit_start_isostr"2022-04-01T00:00:00Z", "2022-04-01T00:00:00+01:00", "2022-04-01T00:00:00+0100", "2022-04-01T00:00:00+01"Start datetime to use for training a model. ISO string or UNIX time in seconds.
UNIX timefit_start_sfloat1648771200
ISO 8601fit_end_isostr"2022-04-10T00:00:00Z", "2022-04-10T00:00:00+01:00", "2022-04-10T00:00:00+0100", "2022-04-10T00:00:00+01"End datetime to use for training a model. Must be greater than fit_start_*. ISO string or UNIX time in seconds.
UNIX timefit_end_sfloat1649548800

Defining inference timeframe#

FormatParameterTypeExampleDescription
ISO 8601infer_start_isostr"2022-04-11T00:00:00Z", "2022-04-11T00:00:00+01:00", "2022-04-11T00:00:00+0100", "2022-04-11T00:00:00+01"Start datetime to use for a model inference. ISO string or UNIX time in seconds.
UNIX timeinfer_start_sfloat1649635200
ISO 8601infer_end_isostr"2022-04-14T00:00:00Z", "2022-04-14T00:00:00+01:00", "2022-04-14T00:00:00+0100", "2022-04-14T00:00:00+01"End datetime to use for a model inference. Must be greater than infer_start_*. ISO string or UNIX time in seconds.
UNIX timeinfer_end_sfloat1649894400

ISO format scheduler config example#

schedulers:
  oneoff_scheduler_alias:
    class: "oneoff"
    # (or class: "scheduler.oneoff.OneoffScheduler" until v1.13.0 with class alias support)
    fit_start_iso: "2022-04-01T00:00:00Z"
    fit_end_iso: "2022-04-10T00:00:00Z"
    infer_start_iso: "2022-04-11T00:00:00Z"
    infer_end_iso: "2022-04-14T00:00:00Z"

UNIX time format scheduler config example#

schedulers:
  oneoff_scheduler_alias:
    class: "oneoff"
    # (or class: "scheduler.oneoff.OneoffScheduler" until v1.13.0 with class alias support)
    fit_start_s: 1648771200
    fit_end_s: 1649548800
    infer_start_s: 1649635200
    infer_end_s: 1649894400

Backtesting scheduler#

Parameters#

As for Oneoff scheduler, timeframes can be defined in Unix time in seconds or ISO 8601 string format. ISO format supported time zone offset formats are:

  • Z (UTC)
  • ±HH:MM
  • ±HHMM
  • ±HH

If a time zone is omitted, a timezone-naive datetime is used.

Parallelization#

ParameterTypeExampleDescription
n_jobsint1Allows proportionally faster (yet more resource-intensive) evaluations of a config on historical data. Default value is 1, that implies sequential execution. Introduced in v1.13.0

Defining overall timeframe#

This timeframe will be used for slicing on intervals (fit_window, infer_window == fit_every), starting from the latest available time point, which is to_* and going back, until no full fit_window + infer_window interval exists within the provided timeframe.

FormatParameterTypeExampleDescription
ISO 8601from_isostr"2022-04-01T00:00:00Z", "2022-04-01T00:00:00+01:00", "2022-04-01T00:00:00+0100", "2022-04-01T00:00:00+01"Start datetime to use for backtesting.
UNIX timefrom_sfloat1648771200
ISO 8601to_isostr"2022-04-10T00:00:00Z", "2022-04-10T00:00:00+01:00", "2022-04-10T00:00:00+0100", "2022-04-10T00:00:00+01"End datetime to use for backtesting. Must be greater than from_start_*.
UNIX timeto_sfloat1649548800

Defining training timeframe#

The same explicit logic as in Periodic scheduler

FormatParameterTypeExampleDescription
ISO 8601fit_windowstr"PT1M", "P1H"What time range to use for training the models. Must be at least 1 second.
Prometheus-compatible"1m", "1h"

Defining inference timeframe#

In BacktestingScheduler, the inference window is implicitly defined as a period between 2 consecutive model fit_every runs. The latest inference window starts from to_s - fit_every and ends on the latest available time point, which is to_s. The previous periods for fit/infer are defined the same way, by shifting fit_every seconds backwards until we get the last full fit period of fit_window size, which start is >= from_s.

FormatParameterTypeExampleDescription
ISO 8601fit_everystr"PT1M", "P1H"What time range to use previously trained model to infer on new data until next retrain happens.
Prometheus-compatible"1m", "1h"

ISO format scheduler config example#

schedulers:
  backtesting_scheduler_alias:
    class: "backtesting"
    # (or class: "scheduler.backtesting.BacktestingScheduler" until v1.13.0 with class alias support)
    from_iso: '2021-01-01T00:00:00Z'
    to_iso: '2021-01-14T00:00:00Z'
    fit_window: 'P14D'
    fit_every: 'PT1H'
    n_jobs: 1  # default = 1 (sequential), set it up to # of CPUs for parallel execution

UNIX time format scheduler config example#

schedulers:
  backtesting_scheduler_alias:
    class: "backtesting"
    # (or class: "scheduler.backtesting.BacktestingScheduler" until v1.13.0 with class alias support)
    from_s: 167253120
    to_s: 167443200
    fit_window: '14d'
    fit_every: '1h'
    n_jobs: 1  # default = 1 (sequential), set it up to # of CPUs for parallel execution