Merge branch 'dt-lgb' of github.com:Neo9061/amazon-sagemaker-examples into dt-lgb

Author: Neo9061

README.md

@@ -62,6 +62,7 @@ These examples provide a gentle introduction to machine learning concepts as the
 - [Traffic violations forecasting using DeepAR](introduction_to_applying_machine_learning/deepar_chicago_traffic_violations) is an example to use daily traffic violation data to predict pattern and seasonality to use Amazon DeepAR alogorithm.
 - [Visual Inspection Automation with Pre-trained Amazon SageMaker Models](introduction_to_applying_machine_learning/visual_object_detection) is an example for fine-tuning pre-trained Amazon Sagemaker models on a target dataset.
 - [Create SageMaker Models Using the PyTorch Model Zoo](introduction_to_applying_machine_learning/sagemaker_pytorch_model_zoo) contains an example notebook to create a SageMaker model leveraging the PyTorch Model Zoo and visualize the results.
+- [Fraud Detection Using Graph Neural Networks](introduction_to_applying_machine_learning/fraud_detection_using_graph_neural_networks) is an example to identify fraudulent transactions from transaction and user identity datasets.
 - [Identify key insights from textual document](introduction_to_applying_machine_learning/identify_key_insights_from_textual_document) contains comphrensive notebooks for five natural language processing tasks Document Summarization, Text Classification, Question and Answering, Name Entity Recognition, and Semantic Relation Extracion.
 - [Synthetic Churn Prediction with Text](introduction_to_applying_machine_learning/synthetic_churn_prediction_with_text) contains an example notebook to train, deploy and use a churn prediction model that processed numerical, categorical and textual features to make its prediction.
 

introduction_to_applying_machine_learning/README.md

@@ -17,4 +17,5 @@ These examples provide a gentle introduction to machine learning concepts as the
 - [Traffic violations forecasting using DeepAR](deepar_chicago_traffic_violations) is an example to use daily traffic violation data to predict pattern and seasonality to use Amazon DeepAR alogorithm.
 - [Visual Inspection Automation with Pre-trained Amazon SageMaker Models](visual_object_detection) is an example for fine-tuning pre-trained Amazon Sagemaker models on a target dataset.
 - [Create SageMaker Models Using the PyTorch Model Zoo](sagemaker_pytorch_model_zoo) contains an example notebook to create a SageMaker model leveraging the PyTorch Model Zoo and visualize the results.
+- [Fraud Detection Using Graph Neural Networks](fraud_detection_using_graph_neural_networks) is an example to identify fraudulent transactions from transaction and user identity datasets.
 - [Identify key insights from textual document](identify_key_insights_from_textual_document) contains comphrensive notebooks for five natural language processing tasks Document Summarization, Text Classification, Question and Answering, Name Entity Recognition, and Semantic Relation Extracion.

introduction_to_applying_machine_learning/fraud_detection_using_graph_neural_networks/baselines/utils.py

@@ -0,0 +1,33 @@
+import os
+import pandas as pd
+
+def get_data():
+    data_prefix = "preprocessed-data/"
+
+    if not os.path.exists(data_prefix):
+        print("""Expected the following folder {} to contain the preprocessed data. 
+                 Run data processing first in main notebook before running baselines comparisons""".format(data_prefix))
+        return
+
+    features = pd.read_csv(data_prefix + "features_xgboost.csv", header=None)
+    labels = pd.read_csv(data_prefix + "tags.csv").set_index('TransactionID')
+    valid_users = pd.read_csv(data_prefix + "validation.csv", header=None)
+    test_users = pd.read_csv(data_prefix + "test.csv", header=None)
+    
+    valid_X = features.merge(valid_users, on=[0], how='inner')
+    test_X = features.merge(test_users, on=[0], how='inner')
+    
+    train_index = ~((features[0].isin(test_users[0].values) | (features[0].isin(valid_users[0].values))))   
+    train_X = features[train_index]
+    valid_y = labels.loc[valid_X[0]]
+    test_y = labels.loc[test_X[0]]
+    train_y = labels.loc[train_X[0]]
+    
+    train_X.set_index([0], inplace=True)
+    valid_X.set_index([0], inplace=True)
+    test_X.set_index([0], inplace=True)
+
+    train_data = train_y.join(train_X)  # first column is the label 'isFraud'
+    valid_data = valid_y.join(valid_X)
+    test_data = test_y.join(test_X)
+    return train_data, valid_data, test_data

introduction_to_applying_machine_learning/fraud_detection_using_graph_neural_networks/data-generation/generate_data.py

@@ -0,0 +1,88 @@
+from faker import Faker
+import datetime
+import itertools
+import numpy as np
+import pandas as pd
+Faker.seed(0)
+np.random.seed(0)
+
+NUM_UNIQUE_CCS = 40*10**3
+START_TRANS_DATE = datetime.datetime(2012, 1, 15)
+END_TRANS_DATE = datetime.datetime(2012, 3, 15)
+
+def gen_fraud_data(num_unique_ccs=NUM_UNIQUE_CCS, start_trans_date=START_TRANS_DATE, end_trans_date=END_TRANS_DATE):
+    fake = Faker()
+    cc_nums = [fake.credit_card_number() for _ in range(num_unique_ccs)]
+    cc_types = [fake.credit_card_provider()for _ in range(num_unique_ccs)]
+    num_trans_per_cc = np.ceil(np.random.exponential(scale=3, size=num_unique_ccs)).astype(np.int32)
+    cc_ipv4 = [fake.ipv4() for _ in range(num_unique_ccs)]
+    cc_phone_number = [fake.phone_number()for _ in range(num_unique_ccs)]
+    cc_device_id = [fake.msisdn()for _ in range(num_unique_ccs)]
+
+    data = {
+        'TransactionID': [fake.uuid4() for _ in range(sum(num_trans_per_cc))],
+        'TransactionDT': [fake.date_time_between_dates(datetime_start=start_trans_date, datetime_end=end_trans_date) 
+                          for _ in range(sum(num_trans_per_cc))],
+        'card_no': list(itertools.chain.from_iterable([[cc_num]*num_trans for cc_num, num_trans in zip(cc_nums, num_trans_per_cc)])),
+        'card_type': list(itertools.chain.from_iterable([[card]*num_trans for card, num_trans in zip(cc_types, num_trans_per_cc)])),
+        'email_domain': [fake.ascii_email().split("@")[1] for _ in range(sum(num_trans_per_cc))],
+        'ProductCD': np.random.choice(['45', 'AB', 'L', 'Y', 'T'], size=sum(num_trans_per_cc)),
+        'TransactionAmt': np.abs(np.ceil(np.random.exponential(scale=10, size=sum(num_trans_per_cc))*100)).astype(np.int32),
+    }
+    transactions = pd.DataFrame(data).sort_values(by=['TransactionDT'])
+    
+    # if you want to make the # of observations in the identity table less than that in the transactions table which may be more realistic in a practical scenario, change the size argument below.
+    identity_transactions_idx = np.random.choice(transactions.shape[0], size=int(transactions.shape[0]*1.0), replace=False)
+    id_data = {
+        'IpAddress': list(itertools.chain.from_iterable([[ipv4]*num_trans for ipv4, num_trans in zip(cc_ipv4, num_trans_per_cc)])),
+        'PhoneNo' : list(itertools.chain.from_iterable([[phone_num]*num_trans for phone_num, num_trans in zip(cc_phone_number, num_trans_per_cc)])),
+        'DeviceID': list(itertools.chain.from_iterable([[device_id]*num_trans for device_id, num_trans in zip(cc_device_id, num_trans_per_cc)])),
+    }
+    identity = pd.DataFrame(id_data)
+    identity["TransactionID"] = transactions.TransactionID
+    assert identity.shape[0] == transactions.shape[0]
+    
+    identity = identity.loc[identity_transactions_idx]
+    identity.reset_index(drop=True, inplace=True)
+    identity = identity[["TransactionID", "IpAddress", "PhoneNo", "DeviceID"]]
+    identity = pd.DataFrame(id_data)
+    
+    
+    # join two tables for the convenience of generating label column 'isFraud'
+    full_two_df = transactions[["TransactionID", "card_no", "card_type", "email_domain", "ProductCD", "TransactionAmt"]].merge(identity, on='TransactionID', how='left')
+
+    is_fraud = []
+    for idx, row in full_two_df.iterrows():
+        card_no, card_type, email, product_type, transcation_amount, ip_address, phone_no, device_id = str(row["card_no"]), row["card_type"], row["email_domain"], row["ProductCD"], row["TransactionAmt"], str(row["IpAddress"]), str(row["PhoneNo"]), str(row["DeviceID"])
+        
+        if email in ["hotmail.com", "gmail.com", "yahoo.com"]:
+            if product_type in ["45"]:
+                is_fraud.append(int(np.random.uniform() < 0.9))
+            else:
+                if (device_id != "nan") and (device_id.endswith("16") or device_id.endswith("78") or device_id.endswith("23")):
+                    is_fraud.append(int(np.random.uniform() < 0.1))
+                else:
+                    is_fraud.append(int(np.random.uniform() < 0.05))
+        else:
+            if transcation_amount > 3000:
+                is_fraud.append(int(np.random.uniform() < 0.8))
+            else:
+                if card_type in ["Diners Club / Carte Blanche", "JCB 15 digit", "Maestro"]: # about 35,000 observations are in this categires
+                    if (card_no.endswith("001") or card_no.endswith("002") or card_no.endswith("003") or card_no.endswith("004") or card_no.endswith("005") or card_no.endswith("007") or card_no.endswith("008") or card_no.endswith("009")) or ((phone_no != "nan") and (phone_no.endswith(".227") or phone_no.endswith(".104") or phone_no.endswith(".251") or phone_no.endswith(".181"))): 
+                        is_fraud.append(int(np.random.uniform() < 0.3))
+                    else:
+                        if (ip_address != "nan") and (ip_address.endswith(".227") or ip_address.endswith(".104") or ip_address.endswith(".251") or ip_address.endswith(".181")):
+                            is_fraud.append(int(np.random.uniform() < 0.2))
+                        else:
+                            is_fraud.append(int(np.random.uniform() < 0.1))
+                else:
+                    is_fraud.append(int(np.random.uniform() < 0.0001))
+    print("fraud ratio", sum(is_fraud)/ len(is_fraud))
+    
+    transactions['isFraud'] = is_fraud
+    return transactions, identity
+
+if __name__ == '__main__':
+    transaction, identity = gen_fraud_data()
+    transaction.to_csv('raw_data/transaction.csv', index=False)
+    identity.to_csv('raw_data/identity.csv', index=False)

introduction_to_applying_machine_learning/fraud_detection_using_graph_neural_networks/data-preprocessing/graph_data_preprocessor.py

@@ -0,0 +1,144 @@
+import argparse
+import logging
+import os
+
+import pandas as pd
+import numpy as np
+from itertools import combinations
+
+
+def parse_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument('--data-dir', type=str, default='/opt/ml/processing/input')
+    parser.add_argument('--output-dir', type=str, default='/opt/ml/processing/output')
+    parser.add_argument('--transactions', type=str, default='transaction.csv', help='name of file with transactions')
+    parser.add_argument('--identity', type=str, default='identity.csv', help='name of file with identity info')
+    parser.add_argument('--id-cols', type=str, default='', help='comma separated id cols in transactions table')
+    parser.add_argument('--cat-cols', type=str, default='', help='comma separated categorical cols in transactions')
+    parser.add_argument('--cat-cols-xgboost', type=str, default='', help='comma separated categorical cols that can be used as features for xgboost in transactions')
+    parser.add_argument('--train-data-ratio', type=float, default=0.7, help='fraction of data to use in training set')
+    parser.add_argument('--valid-data-ratio', type=float, default=0.2, help='fraction of data to use in validation set')
+    parser.add_argument('--construct-homogeneous', action="store_true", default=False,
+                        help='use bipartite graphs edgelists to construct homogenous graph edgelist')
+    return parser.parse_args()
+
+
+def get_logger(name):
+    logger = logging.getLogger(name)
+    log_format = '%(asctime)s %(levelname)s %(name)s: %(message)s'
+    logging.basicConfig(format=log_format, level=logging.INFO)
+    logger.setLevel(logging.INFO)
+    return logger
+
+
+def load_data(data_dir, transaction_data, identity_data, train_data_ratio, valid_data_ratio, output_dir):
+    transaction_df = pd.read_csv(os.path.join(data_dir, transaction_data))
+    logging.info("Shape of transaction data is {}".format(transaction_df.shape))
+    logging.info("# Tagged transactions: {}".format(len(transaction_df) - transaction_df.isFraud.isnull().sum()))
+
+    identity_df = pd.read_csv(os.path.join(data_dir, identity_data))
+    logging.info("Shape of identity data is {}".format(identity_df.shape))
+
+    # extract out transactions for train, validation, and test data
+    logging.info("Training, validation, and test data fraction are {}, {}, and {}, respectively".format(train_data_ratio, valid_data_ratio, 1-train_data_ratio-valid_data_ratio))
+    assert train_data_ratio + valid_data_ratio < 1, "The sum of training and validation ratio is found more than or equal to 1."
+    n_train = int(transaction_df.shape[0]*train_data_ratio)
+    n_valid = int(transaction_df.shape[0]*(train_data_ratio+valid_data_ratio))
+    valid_ids = transaction_df.TransactionID.values[n_train:n_valid]
+    test_ids = transaction_df.TransactionID.values[n_valid:]
+    
+    get_fraud_frac = lambda series: 100 * sum(series)/len(series)
+    logging.info("Percentage of fraud transactions for train data: {}".format(get_fraud_frac(transaction_df.isFraud[:n_train])))
+    logging.info("Percentage of fraud transactions for validation data: {}".format(get_fraud_frac(transaction_df.isFraud[n_train:n_valid])))
+    logging.info("Percentage of fraud transactions for test data: {}".format(get_fraud_frac(transaction_df.isFraud[n_valid:])))
+    logging.info("Percentage of fraud transactions for all data: {}".format(get_fraud_frac(transaction_df.isFraud)))
+
+    with open(os.path.join(output_dir, 'validation.csv'), 'w') as f:
+        f.writelines(map(lambda x: str(x) + "\n", valid_ids))
+    logging.info("Wrote validaton data to file: {}".format(os.path.join(output_dir, 'validation.csv')))
+    
+    with open(os.path.join(output_dir, 'test.csv'), 'w') as f:
+        f.writelines(map(lambda x: str(x) + "\n", test_ids))
+    logging.info("Wrote test data to file: {}".format(os.path.join(output_dir, 'test.csv')))
+
+    return transaction_df, identity_df, valid_ids, test_ids
+
+
+def get_features_and_labels(transactions_df, transactions_id_cols, transactions_cat_cols, transactions_cat_cols_xgboost, output_dir):
+    # Get features
+    non_feature_cols = ['isFraud', 'TransactionDT'] + transactions_id_cols.split(",")
+    feature_cols = [col for col in transactions_df.columns if col not in non_feature_cols]
+    logging.info("Categorical columns: {}".format(transactions_cat_cols.split(",")))
+    features = pd.get_dummies(transactions_df[feature_cols], columns=transactions_cat_cols.split(",")).fillna(0)
+    features['TransactionAmt'] = features['TransactionAmt'].apply(np.log10)
+    logging.info("Transformed feature columns: {}".format(list(features.columns)))
+    logging.info("Shape of features: {}".format(features.shape))
+    features.to_csv(os.path.join(output_dir, 'features.csv'), index=False, header=False)
+    logging.info("Wrote features to file: {}".format(os.path.join(output_dir, 'features.csv')))
+    
+    
+    logging.info("Processing feature columns for XGBoost.")
+    cat_cols_xgb = transactions_cat_cols_xgboost.split(",")
+    logging.info("Categorical feature columns for XGBoost: {}".format(cat_cols_xgb))
+    logging.info("Numerical feature column for XGBoost: 'TransactionAmt'")
+    features_xgb = pd.get_dummies(transactions_df[['TransactionID']+cat_cols_xgb], columns=cat_cols_xgb).fillna(0)
+    features_xgb['TransactionAmt'] = features['TransactionAmt']
+    features_xgb.to_csv(os.path.join(output_dir, 'features_xgboost.csv'), index=False, header=False)
+    logging.info("Wrote features to file: {}".format(os.path.join(output_dir, 'features_xgboost.csv')))
+    
+    # Get labels
+    transactions_df[['TransactionID', 'isFraud']].to_csv(os.path.join(output_dir, 'tags.csv'), index=False)
+    logging.info("Wrote labels to file: {}".format(os.path.join(output_dir, 'tags.csv')))
+
+
+def get_relations_and_edgelist(transactions_df, identity_df, transactions_id_cols, output_dir):
+    # Get relations
+    edge_types = transactions_id_cols.split(",") + list(identity_df.columns)
+    logging.info("Found the following distinct relation types: {}".format(edge_types))
+    id_cols = ['TransactionID'] + transactions_id_cols.split(",")
+    full_identity_df = transactions_df[id_cols].merge(identity_df, on='TransactionID', how='left')
+    logging.info("Shape of identity columns: {}".format(full_identity_df.shape))
+
+    # extract edges
+    edges = {}
+    for etype in edge_types:
+        edgelist = full_identity_df[['TransactionID', etype]].dropna()
+        edgelist.to_csv(os.path.join(output_dir, 'relation_{}_edgelist.csv').format(etype), index=False, header=True)
+        logging.info("Wrote edgelist to: {}".format(os.path.join(output_dir, 'relation_{}_edgelist.csv').format(etype)))
+        edges[etype] = edgelist
+    return edges
+
+
+def create_homogeneous_edgelist(edges, output_dir):
+    homogeneous_edges = []
+    for etype, relations in edges.items():
+        for edge_relation, frame in relations.groupby(etype):
+            new_edges = [(a, b) for (a, b) in combinations(frame.TransactionID.values, 2)
+                         if (a, b) not in homogeneous_edges and (b, a) not in homogeneous_edges]
+            homogeneous_edges.extend(new_edges)
+
+    with open(os.path.join(output_dir, 'homogeneous_edgelist.csv'), 'w') as f:
+        f.writelines(map(lambda x: "{}, {}\n".format(x[0], x[1]), homogeneous_edges))
+    logging.info("Wrote homogeneous edgelist to file: {}".format(os.path.join(output_dir, 'homogeneous_edgelist.csv')))
+
+
+if __name__ == '__main__':
+    logging = get_logger(__name__)
+
+    args = parse_args()
+
+    transactions, identity, _, _ = load_data(args.data_dir,
+                                                          args.transactions,
+                                                          args.identity,
+                                                          args.train_data_ratio,
+                                                          args.valid_data_ratio,
+                                                          args.output_dir)
+
+    get_features_and_labels(transactions, args.id_cols, args.cat_cols, args.cat_cols_xgboost, args.output_dir)
+    relational_edges = get_relations_and_edgelist(transactions, identity, args.id_cols, args.output_dir)
+
+    if args.construct_homogeneous:
+        create_homogeneous_edgelist(relational_edges, args.output_dir)
+
+
+