synbench/generator.py

from copula import CopulaGenerator
from gmm import make_NdMclusterGMM
from scm import make_structuralSCM

import math
import os
import random

import numpy as np
import torch
from sklearn.metrics import roc_auc_score
from sklearn.neighbors import LocalOutlierFactor
from tqdm import tqdm

#========== Helper functions =========================#
def set_seed(seed: int = 0):
     # Python built-in RNG
    random.seed(seed)
    # NumPy RNG
    np.random.seed(seed)
    # PyTorch CPU RNG
    torch.manual_seed(seed)
    # PyTorch CUDA RNG (all GPUs)
    if torch.cuda.is_available():
        torch.cuda.manual_seed(seed)
        torch.cuda.manual_seed_all(seed)
    torch.backends.cudnn.deterministic = True
    torch.backends.cudnn.benchmark = False
    
def evaluate_with_lof(X, y, num_outliers):
    contamination = num_outliers / len(y)
    lof = LocalOutlierFactor(n_neighbors=20, contamination=contamination)
    _ = lof.fit_predict(X)
    scores = -lof.negative_outlier_factor_
    return roc_auc_score(y, scores)


def run_generation(
    model_builder,
    save_path_builder,
    accept_auc,
    base_seed,
    dimension_range,
    samples_per_dim_range=32,
    device='cuda:0',
):
    for j, dimension in tqdm(enumerate(dimension_range)):
        count = 0
        i = 0
        begin_idx = j * samples_per_dim_range

        while count < samples_per_dim_range:
            set_seed(base_seed + i)
            dim = np.random.randint(low=dimension[0], high=dimension[1])

            num_inliers = np.random.randint(1_000, 5_000)
            outliers_ratio = np.random.uniform(0.05, 0.15)
            num_outliers = int(outliers_ratio * num_inliers)

            model = model_builder(dim=dim, device=device)
            X_in, X_out = model.draw_batched_data(num_inliers, num_outliers)

            X = torch.cat([X_in, X_out]).cpu().numpy()
            y = np.concatenate([np.zeros(num_inliers), np.ones(num_outliers)])

            auc = evaluate_with_lof(X, y, num_outliers)
            if accept_auc(auc):
                saved = begin_idx + count
                output_path = save_path_builder(saved)
                os.makedirs(os.path.dirname(output_path), exist_ok=True)
                np.savez(output_path, X=X, y=y)
                count += 1
            i += 1

        print(
            f"For dimension [{dimension[0]}, {dimension[1]}), accepted ratio:",
            (count / i),
        )


def build_gmm_model(dim, device):
    num_cluster = np.random.randint(low=2, high=6)
    max_mean = np.random.randint(low=2, high=6)
    max_var = np.random.randint(low=2, high=6)
    return make_NdMclusterGMM(
        dim=dim,
        num_cluster=num_cluster,
        weights=torch.tensor([1 / num_cluster] * num_cluster, device=device),
        max_mean=max_mean,
        max_var=max_var,
        inflate_full=False,
        sub_dims=None,
        percentile=0.9,
        delta=0.05,
        device=device,
    )


def build_copula_model(dim, device):
    return CopulaGenerator(num_dims=dim, device=device)


def build_scm_model(dim, device):
    max_num_layer = 5
    min_num_layer = max(int(np.sqrt(dim)) - 3, 2)
    min_hidden_size = max(int(math.floor(dim / min_num_layer)) + 2, 2)
    max_hidden_size = min(min_hidden_size + 7, 40)
    return make_structuralSCM(
        max_feature_dim=dim,
        min_num_layer=min_num_layer,
        max_num_layer=max_num_layer,
        min_hidden_size=min_hidden_size,
        max_hidden_size=max_hidden_size,
        alpha=1.5,
        beta=4.0,
        device=device,
    )


if __name__ == '__main__':
    dimension_range = [(2, 21), (21, 41), (41, 61), (61, 81), (81, 101)]

    print('generate GMM based')
    run_generation(
        model_builder=build_gmm_model,
        save_path_builder=lambda saved: f"gaussian/gaussian_{saved}.npz",
        accept_auc=lambda auc: auc < 0.95,
        base_seed=52324,
        dimension_range=dimension_range,
    )

    print('generate copula based')
    run_generation(
        model_builder=build_copula_model,
        save_path_builder=lambda saved: f"copula_disturb/copuladisturb_{saved}.npz",
        accept_auc=lambda auc: 0.5 < auc < 0.95,
        base_seed=52324,
        dimension_range=dimension_range,
    )

    print('generate scm based')
    run_generation(
        model_builder=build_scm_model,
        save_path_builder=lambda saved: f"scm_contextual/scmcontextual_{saved}.npz",
        accept_auc=lambda auc: 0.5 < auc < 0.95,
        base_seed=52324,
        dimension_range=dimension_range,
    )