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, )