[FRAUD] fuction

Author

김보람

Published

January 23, 2024

import pandas as pd
import numpy as np
import torch
import sklearn.model_selection
from sklearn.model_selection import train_test_split
from sklearn.metrics import f1_score, roc_auc_score, recall_score, precision_score, accuracy_score

import networkx as nx
fraudTrain = pd.read_csv("~/Desktop/fraudTrain.csv").iloc[:,1:]
fraudTrain = fraudTrain.assign(trans_date_trans_time= list(map(lambda x: pd.to_datetime(x), fraudTrain.trans_date_trans_time)))
fraudTrain
trans_date_trans_time cc_num merchant category amt first last gender street city ... lat long city_pop job dob trans_num unix_time merch_lat merch_long is_fraud
0 2019-01-01 00:00:00 2.703190e+15 fraud_Rippin, Kub and Mann misc_net 4.97 Jennifer Banks F 561 Perry Cove Moravian Falls ... 36.0788 -81.1781 3495 Psychologist, counselling 1988-03-09 0b242abb623afc578575680df30655b9 1325376018 36.011293 -82.048315 0
1 2019-01-01 00:00:00 6.304230e+11 fraud_Heller, Gutmann and Zieme grocery_pos 107.23 Stephanie Gill F 43039 Riley Greens Suite 393 Orient ... 48.8878 -118.2105 149 Special educational needs teacher 1978-06-21 1f76529f8574734946361c461b024d99 1325376044 49.159047 -118.186462 0
2 2019-01-01 00:00:00 3.885950e+13 fraud_Lind-Buckridge entertainment 220.11 Edward Sanchez M 594 White Dale Suite 530 Malad City ... 42.1808 -112.2620 4154 Nature conservation officer 1962-01-19 a1a22d70485983eac12b5b88dad1cf95 1325376051 43.150704 -112.154481 0
3 2019-01-01 00:01:00 3.534090e+15 fraud_Kutch, Hermiston and Farrell gas_transport 45.00 Jeremy White M 9443 Cynthia Court Apt. 038 Boulder ... 46.2306 -112.1138 1939 Patent attorney 1967-01-12 6b849c168bdad6f867558c3793159a81 1325376076 47.034331 -112.561071 0
4 2019-01-01 00:03:00 3.755340e+14 fraud_Keeling-Crist misc_pos 41.96 Tyler Garcia M 408 Bradley Rest Doe Hill ... 38.4207 -79.4629 99 Dance movement psychotherapist 1986-03-28 a41d7549acf90789359a9aa5346dcb46 1325376186 38.674999 -78.632459 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
1048570 2020-03-10 16:07:00 6.011980e+15 fraud_Fadel Inc health_fitness 77.00 Haley Wagner F 05561 Farrell Crescent Annapolis ... 39.0305 -76.5515 92106 Accountant, chartered certified 1943-05-28 45ecd198c65e81e597db22e8d2ef7361 1362931649 38.779464 -76.317042 0
1048571 2020-03-10 16:07:00 4.839040e+15 fraud_Cremin, Hamill and Reichel misc_pos 116.94 Meredith Campbell F 043 Hanson Turnpike Hedrick ... 41.1826 -92.3097 1583 Geochemist 1999-06-28 c00ce51c6ebb7657474a77b9e0b51f34 1362931670 41.400318 -92.726724 0
1048572 2020-03-10 16:08:00 5.718440e+11 fraud_O'Connell, Botsford and Hand home 21.27 Susan Mills F 005 Cody Estates Louisville ... 38.2507 -85.7476 736284 Engineering geologist 1952-04-02 17c9dc8b2a6449ca2473726346e58e6c 1362931711 37.293339 -84.798122 0
1048573 2020-03-10 16:08:00 4.646850e+18 fraud_Thompson-Gleason health_fitness 9.52 Julia Bell F 576 House Crossroad West Sayville ... 40.7320 -73.1000 4056 Film/video editor 1990-06-25 5ca650881b48a6a38754f841c23b77ab 1362931718 39.773077 -72.213209 0
1048574 2020-03-10 16:08:00 2.283740e+15 fraud_Buckridge PLC misc_pos 6.81 Shannon Williams F 9345 Spencer Junctions Suite 183 Alpharetta ... 34.0770 -84.3033 165556 Prison officer 1997-12-27 8d0a575fe635bbde12f1a2bffc126731 1362931730 33.601468 -83.891921 0

1048575 rows × 22 columns

함수 만들기

ref: https://guebin.github.io/PP2023/posts/01_PythonBasic/2023-04-05-5wk-2.html

https://guebin.github.io/PP2023/posts/Appendix/2022-06-14-final.html#%EA%B0%80%EC%9C%84-%EB%B0%94%EC%9C%84-%EB%B3%B4-%ED%95%98%EB%82%98%EB%B9%BC%EA%B8%B0-150%EC%A0%90

Class Metting0115:   
    def throw(df, fraud_rate):  # 사기 거래 비율에 맞춰 버려지는 함수!
        df1 = df[df['is_fraud'] == 1].copy()
        df0 = df[df['is_fraud'] == 0].copy()
        df0_downsample = (len(df1) * (1-fraud_rate)) / (len(df0) * fraud_rate)
        df0_down = df0.sample(frac=df0_downsample, random_state=42)
        df_p = pd.concat([df1, df0_down])
        return df_p
    
    def split_dataframe(data_frame, test_fraud_rate, test_rate=0.3):
        n = len(data_frame)
    
        # 사기 거래와 정상 거래를 분리
        fraud_data = data_frame[data_frame['is_fraud'] == 1]
        normal_data = data_frame[data_frame['is_fraud'] == 0]

        # 테스트 데이터 크기 계산
        test_samples = int(test_fraud_rate * (n * test_rate))
        remaining_test_samples = int(n * test_rate) - test_samples
    
        # 사기 거래 및 정상 거래에서 무작위로 테스트 데이터 추출
        test_fraud_data = fraud_data.sample(n=test_samples, replace=False)
        test_normal_data = normal_data.sample(n=remaining_test_samples, replace=False)

        # 테스트 데이터 합치기
        test_data = pd.concat([test_normal_data, test_fraud_data])

        # 훈련 데이터 생성
        train_data = data_frame[~data_frame.index.isin(test_data.index)]

        return train_data, test_data
    
    def concat(df_tr, df_tst):   
        df = pd.concat([df_tr, df_tst])
        train_mask = np.concatenate((np.full(len(df_tr), True), np.full(len(df_tst), False)))    # index꼬이는거 방지하기 위해서? ★ (이거,, 훔,,?(
        test_mask =  np.concatenate((np.full(len(df_tr), False), np.full(len(df_tst), True))) 
        mask = (train_mask, test_mask)
        return df, mask
        
    def evaluation(y, yhat):
        metrics = [sklearn.metrics.accuracy_score,
                   sklearn.metrics.precision_score,
                   sklearn.metrics.recall_score,
                   sklearn.metrics.f1_score,
                   sklearn.metrics.roc_auc_score]
        return pd.DataFrame({m.__name__:[m(y,yhat).round(6)] for m in metrics})
        
    def compute_time_difference(group):
    n = len(group)
    result = []
    for i in range(n):
        for j in range(n):
            time_difference = abs((group.iloc[i].trans_date_trans_time - group.iloc[j].trans_date_trans_time).total_seconds())
            result.append([group.iloc[i].name, group.iloc[j].name, time_difference])
    return result

    def edge_index(df, unique_col, theta, gamma, hms='s'):
        groups = df.groupby(unique_col)
        edge_index = np.array([item for sublist in (compute_time_difference(group) for _, group in groups) for item in sublist])
        edge_index = edge_index.astype(np.float64)
        #filename = f"edge_index{str(unique_col).replace(' ', '').replace('_', '')}.npy"  # 저장
        #np.save(filename, edge_index)
        #tetha = edge_index_plust_itme[:,].mean()
    
        
        edge_index[:,2] = (np.exp(-edge_index[:,2]/(theta)) != 1)*(np.exp(-edge_index[:,2]/(theta))).tolist()
        edge_index = torch.tensor([(int(row[0]), int(row[1])) for row in edge_index if row[2] > gamma], dtype=torch.long).t()
        return edge_index
        
    def bipartite(df, node_1, node_2, graph_type=nx.Graph()):
        df=df.copy()
        mapping={x:node_id for node_id, x in enumerate(set(df[node_1].values.tolist()+\
                                                          df[node_2].values.tolist()))}
    
        df["from"]=df[node_1].apply(lambda x:mapping[x])  #엣지의 출발점
        df["to"]=df[node_2].apply(lambda x:mapping[x])  #엣지의 도착점
    
        df = df[['from', 'to', "amt", "is_fraud"]].groupby(['from','to']).agg({"is_fraud":"sum","amt":"sum"}).reset_index()
        df["is_fraud"]=df["is_fraud"].apply(lambda x:1 if x>0 else 0)
    
        G=nx.from_edgelist(df[["from","to"]].values, create_using=graph_type)
    
        nx.set_edge_attributes(G,{(int(x["from"]),int(x["to"])):x["is_fraud"] for idx, x in df[["from","to","is_fraud"]].iterrows()}, "label")   
        nx.set_edge_attributes(G,{(int(x["from"]),int(x["to"])):x["amt"] for idx,x in df[["from","to","amt"]].iterrows()}, "weight") 

        return G
        
    def tripartite(df, node_1, node_2,  graph_type=nx.Graph()):
        df=df.copy()
        mapping={x:node_id for node_id, x in enumerate(set(df.index.values.tolist() + 
                                                           df[node_1].values.tolist() +
                                                           df[node_2].values.tolist()))}
        df["in_node"]= df[node_1].apply(lambda x: mapping[x])
        df["out_node"]=df[node_2].apply(lambda x:mapping[x])
    
        
        G=nx.from_edgelist([(x["in_node"], mapping[idx]) for idx, x in df.iterrows()] +\
                            [(x["out_node"], mapping[idx]) for idx, x in df.iterrows()], create_using=graph_type)
    
        nx.set_edge_attributes(G,{(x["in_node"], mapping[idx]):x["is_fraud"] for idx, x in df.iterrows()}, "label")     
        nx.set_edge_attributes(G,{(x["out_node"], mapping[idx]):x["is_fraud"] for idx, x in df.iterrows()}, "label")   
        nx.set_edge_attributes(G,{(x["in_node"], mapping[idx]):x["amt"] for idx, x in df.iterrows()}, "weight")  
        nx.set_edge_attributes(G,{(x["out_node"], mapping[idx]):x["amt"] for idx, x in df.iterrows()}, "weight")

        return G

throw

def throw(df, fraud_rate):  # 사기 거래 비율에 맞춰 버려지는 함수!
    df1 = df[df['is_fraud'] == 1].copy()
    df0 = df[df['is_fraud'] == 0].copy()
    df0_downsample = (len(df1) * (1-fraud_rate)) / (len(df0) * fraud_rate)
    df0_down = df0.sample(frac=df0_downsample, random_state=42)
    df_p = pd.concat([df1, df0_down])
    return df_p
df = throw(fraudTrain, 0.5)
df
trans_date_trans_time cc_num merchant category amt first last gender street city ... lat long city_pop job dob trans_num unix_time merch_lat merch_long is_fraud
2449 2019-01-02 01:06:00 4.613310e+12 fraud_Rutherford-Mertz grocery_pos 281.06 Jason Murphy M 542 Steve Curve Suite 011 Collettsville ... 35.9946 -81.7266 885 Soil scientist 1988-09-15 e8a81877ae9a0a7f883e15cb39dc4022 1325466397 36.430124 -81.179483 1
2472 2019-01-02 01:47:00 3.401870e+14 fraud_Jenkins, Hauck and Friesen gas_transport 11.52 Misty Hart F 27954 Hall Mill Suite 575 San Antonio ... 29.4400 -98.4590 1595797 Horticultural consultant 1960-10-28 bc7d41c41103877b03232f03f1f8d3f5 1325468849 29.819364 -99.142791 1
2523 2019-01-02 03:05:00 3.401870e+14 fraud_Goodwin-Nitzsche grocery_pos 276.31 Misty Hart F 27954 Hall Mill Suite 575 San Antonio ... 29.4400 -98.4590 1595797 Horticultural consultant 1960-10-28 b98f12f4168391b2203238813df5aa8c 1325473523 29.273085 -98.836360 1
2546 2019-01-02 03:38:00 4.613310e+12 fraud_Erdman-Kertzmann gas_transport 7.03 Jason Murphy M 542 Steve Curve Suite 011 Collettsville ... 35.9946 -81.7266 885 Soil scientist 1988-09-15 397894a5c4c02e3c61c784001f0f14e4 1325475483 35.909292 -82.091010 1
2553 2019-01-02 03:55:00 3.401870e+14 fraud_Koepp-Parker grocery_pos 275.73 Misty Hart F 27954 Hall Mill Suite 575 San Antonio ... 29.4400 -98.4590 1595797 Horticultural consultant 1960-10-28 7863235a750d73a244c07f1fb7f0185a 1325476547 29.786426 -98.683410 1
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
490138 2019-08-02 14:26:00 2.242540e+15 fraud_Kerluke-Abshire shopping_net 226.12 Samuel Jenkins M 43235 Mckenzie Views Apt. 837 Westport ... 38.4921 -85.4524 564 Pensions consultant 1996-04-10 7f7585873fbe12b0aab9dc95ba3cecab 1343917615 37.706700 -85.806080 0
658275 2019-10-07 07:50:00 2.131640e+14 fraud_Erdman-Kertzmann gas_transport 71.13 Mark Tyler M 82201 Bradley Radial Suite 703 Avera ... 33.1410 -82.5150 741 Claims inspector/assessor 1986-04-28 305f6d8297b81a36f7e57e10c1036451 1349596244 33.359566 -82.730195 0
767052 2019-11-24 15:38:00 4.464460e+12 fraud_Ritchie, Oberbrunner and Cremin travel 2.00 Breanna Rodriguez F 118 Cabrera Springs Apt. 105 Lanark Village ... 29.8826 -84.5964 217 Television production assistant 1990-01-24 3fcaef8c9a2e3654b51eb0b0b84ff424 1353771522 29.239729 -84.247963 0
234186 2019-04-28 06:15:00 5.020130e+11 fraud_Kassulke PLC shopping_net 202.12 Sherry Martinez F 144 Yu Locks Apt. 754 Garrattsville ... 42.6315 -75.1866 165 Naval architect 1945-09-20 dc14c572855f13df2e55e6e844b2dd89 1335593704 43.461382 -75.910293 0
340364 2019-06-09 21:16:00 2.297450e+15 fraud_Medhurst Inc home 16.46 Laura Walker F 611 Michael Rue Cisco ... 39.9972 -88.6962 478 Landscape architect 1960-01-13 e53dd35b00303fb8bb022f2f015b55ec 1339276596 39.827886 -88.134687 0

12012 rows × 22 columns

split_dataframe

def split_dataframe(data_frame, test_fraud_rate, test_rate=0.3):
    n = len(data_frame)
    
    # 사기 거래와 정상 거래를 분리
    fraud_data = data_frame[data_frame['is_fraud'] == 1]
    normal_data = data_frame[data_frame['is_fraud'] == 0]

    # 테스트 데이터 크기 계산
    test_samples = int(test_fraud_rate * (n * test_rate))
    remaining_test_samples = int(n * test_rate) - test_samples

    # 사기 거래 및 정상 거래에서 무작위로 테스트 데이터 추출
    test_fraud_data = fraud_data.sample(n=test_samples, replace=False)
    test_normal_data = normal_data.sample(n=remaining_test_samples, replace=False)

    # 테스트 데이터 합치기
    test_data = pd.concat([test_normal_data, test_fraud_data])

    # 훈련 데이터 생성
    train_data = data_frame[~data_frame.index.isin(test_data.index)]

    return train_data, test_data
df_tr, df_ts = split_dataframe(df, 0.3)
df_tr.is_fraud.mean(), df_ts.is_fraud.mean()
(0.5856820073730526, 0.3000277546489037)
len(df_tr)/len(df), len(df_ts)/len(df)
(0.7000499500499501, 0.2999500499500499)

concat

df_tr.shape, df_ts.shape
((8409, 22), (3603, 22))
def concat(df_tr, df_tst):  
    df = pd.concat([df_tr, df_tst])
    train_mask = np.concatenate((np.full(len(df_tr), True), np.full(len(df_tst), False)))    # index꼬이는거 방지하기 위해서?
    test_mask =  np.concatenate((np.full(len(df_tr), False), np.full(len(df_tst), True))) 
    mask = (train_mask, test_mask)
    return df, mask

- 예시

df, mask = concat(df_tr, df_ts)
mask
(array([ True,  True,  True, ..., False, False, False]),
 array([False, False, False, ...,  True,  True,  True]))
mask[1].sum()
3603

evaluation

def evaluation(y, yhat):
    metrics = [sklearn.metrics.accuracy_score,
               sklearn.metrics.precision_score,
               sklearn.metrics.recall_score,
               sklearn.metrics.f1_score,
               sklearn.metrics.roc_auc_score]
    return pd.DataFrame({m.__name__:[m(y,yhat).round(6)] for m in metrics})

- 예시

y = [1, 0, 1, 1, 0, 1, 0, 0]
yhat = [1, 0, 1, 0, 1, 1, 0, 1]
evaluation(y,yhat)
accuracy_score precision_score recall_score f1_score roc_auc_score
0 0.625 0.6 0.75 0.666667 0.625

generate_w

def generate_w(df, r, time):
    
    
    
    
    return W
  • 입력: df, unique_col, theta, gamma —> 출력: edge_index_select

def compute_time_difference(group):
    n = len(group)
    result = []
    for i in range(n):
        for j in range(n):
            time_difference = abs(group.iloc[i].trans_date_trans_time.value - group.iloc[j].trans_date_trans_time.value)
            result.append([group.iloc[i].name, group.iloc[j].name, time_difference])
    return result


def edge_index(df, unique_col, theta, gamma, hms='s'):
    groups = df.groupby(unique_col)
    edge_index = np.array([item for sublist in (compute_time_difference(group) for _, group in groups) for item in sublist])
    edge_index = edge_index.astype(np.float64)
    #filename = f"edge_index{str(unique_col).replace(' ', '').replace('_', '')}.npy"  # 저장
    #np.save(filename, edge_index)
    #tetha = edge_index_plust_itme[:,].mean()
    
    # compute_time_difference로 계산한 시간 차이의 value값은 total_seconds()에 10**9가 곱해져 있음
#     if hms == 's':
#         hms = 1e9
#     elif hms == 'm':
#         hms = 1e9 * 60
#     elif hms == 'h':
#         hms = 1e9 * 3600
        
    edge_index[:,2] = (np.exp(-edge_index[:,2]/theta) != 1)*(np.exp(-edge_index[:,2]/theta)).tolist()
    edge_index = torch.tensor([(int(row[0]), int(row[1])) for row in edge_index if row[2] > gamma], dtype=torch.long).t()
    return edge_index
def compute_time_difference(group):
    n = len(group)
    result = []
    for i in range(n):
        for j in range(n):
            time_difference = abs((group.iloc[i].trans_date_trans_time - group.iloc[j].trans_date_trans_time).total_seconds())
            result.append([group.iloc[i].name, group.iloc[j].name, time_difference])
    return result
def edge_index(df, unique_col, theta, gamma, hms='s'):
    groups = df.groupby(unique_col)
    edge_index = np.array([item for sublist in (compute_time_difference(group) for _, group in groups) for item in sublist])
    edge_index = edge_index.astype(np.float64)
    #filename = f"edge_index{str(unique_col).replace(' ', '').replace('_', '')}.npy"  # 저장
    #np.save(filename, edge_index)
    #tetha = edge_index_plust_itme[:,].mean()
    
        
    edge_index[:,2] = (np.exp(-edge_index[:,2]/(theta)) != 1)*(np.exp(-edge_index[:,2]/(theta))).tolist()
    edge_index = torch.tensor([(int(row[0]), int(row[1])) for row in edge_index if row[2] > gamma], dtype=torch.long).t()
    return edge_index

bipartite

def bipartite(df, node_1, node_2, graph_type=nx.Graph()):
    df=df.copy()
    mapping={x:node_id for node_id, x in enumerate(set(df[node_1].values.tolist()+\
                                                      df[node_2].values.tolist()))}
    
    df["from"]=df[node_1].apply(lambda x:mapping[x])  #엣지의 출발점
    df["to"]=df[node_2].apply(lambda x:mapping[x])  #엣지의 도착점
    
    df = df[['from', 'to', "amt", "is_fraud"]].groupby(['from','to']).agg({"is_fraud":"sum","amt":"sum"}).reset_index()
    df["is_fraud"]=df["is_fraud"].apply(lambda x:1 if x>0 else 0)
    
    G=nx.from_edgelist(df[["from","to"]].values, create_using=graph_type)
    
    nx.set_edge_attributes(G,{(int(x["from"]),int(x["to"])):x["is_fraud"] for idx, x in df[["from","to","is_fraud"]].iterrows()}, "label")   
    nx.set_edge_attributes(G,{(int(x["from"]),int(x["to"])):x["amt"] for idx,x in df[["from","to","amt"]].iterrows()}, "weight") 

    return G


    
    
G  = bipartite(df, node_1 = 'cc_num', node_2 = 'merchant')

tripartite


def tripartite(df, node_1, node_2,  graph_type=nx.Graph()):
    df=df.copy()
    mapping={x:node_id for node_id, x in enumerate(set(df.index.values.tolist() + 
                                                       df[node_1].values.tolist() +
                                                       df[node_2].values.tolist()))}
    df["in_node"]= df[node_1].apply(lambda x: mapping[x])
    df["out_node"]=df[node_2].apply(lambda x:mapping[x])
    
        
    G=nx.from_edgelist([(x["in_node"], mapping[idx]) for idx, x in df.iterrows()] +\
                        [(x["out_node"], mapping[idx]) for idx, x in df.iterrows()], create_using=graph_type)
    
    nx.set_edge_attributes(G,{(x["in_node"], mapping[idx]):x["is_fraud"] for idx, x in df.iterrows()}, "label")     
    nx.set_edge_attributes(G,{(x["out_node"], mapping[idx]):x["is_fraud"] for idx, x in df.iterrows()}, "label")   
    nx.set_edge_attributes(G,{(x["in_node"], mapping[idx]):x["amt"] for idx, x in df.iterrows()}, "weight")  
    nx.set_edge_attributes(G,{(x["out_node"], mapping[idx]):x["amt"] for idx, x in df.iterrows()}, "weight")

    return G
G = tripartite(df, 'cc_num', 'merchant')

불균형 데이터 tr/ts 1. 오토글루온 2. pyod 3. tripartite + auto 4. proposed(gnn)

4 > 3 > 2 > 1 이 되어야한당..

학회 균형데이터 tr/s 1. 오토글루온 2. bibpartite(이상쓰…) 3. proposed

G_split



def G_split(G, test_size):
    train_edges, test_edges, train_labels, test_labels = train_test_split(list(range(len(G.edges))), 
                                                                      list(nx.get_edge_attributes(G, "label").values()), 
                                                                      test_size=test_size, 
                                                                      random_state=42)
    edgs = list(G.edges)
    
    train_graph = G.edge_subgraph([edgs[x] for x in train_edges]).copy()
    train_graph.add_nodes_from(list(set(G.nodes) - set(train_graph.nodes)))
    test_graph = G.edge_subgraph([edgs[x] for x in test_edges]).copy()
    test_graph.add_nodes_from(list(set(G.nodes) - set(test_graph.nodes)))
    
    return train_graph, test_graph
train_graph, test_graph = G_split(G, test_size=0.2)
G_
from node2vec import Node2Vec
from node2vec.edges import HadamardEmbedder, AverageEmbedder, WeightedL1Embedder, WeightedL2Embedder

node2vec_train = Node2Vec(G_split(G,0.2), weight_key='weight')
model_train = node2vec_train.fit(window=10)
Generating walks (CPU: 1): 100%|██████████| 10/10 [00:03<00:00,  2.53it/s]