Upload 3 files
Browse files- pages/CDM_Trial_1.py +953 -0
- pages/CDM_Trial_2.py +953 -0
- pages/CDM_Trial_3.py +957 -0
pages/CDM_Trial_1.py
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|
| 1 |
+
|
| 2 |
+
import os
|
| 3 |
+
import random
|
| 4 |
+
import numpy as np
|
| 5 |
+
import pandas as pd
|
| 6 |
+
import matplotlib.pyplot as plt
|
| 7 |
+
import matplotlib.image as mpimg
|
| 8 |
+
import seaborn as sns
|
| 9 |
+
from matplotlib.pyplot import subplots
|
| 10 |
+
from sklearn.model_selection import train_test_split
|
| 11 |
+
from sklearn.model_selection import KFold
|
| 12 |
+
from sklearn.metrics import mean_poisson_deviance, mean_gamma_deviance, make_scorer
|
| 13 |
+
from scipy.stats import ks_2samp
|
| 14 |
+
from sklearn.decomposition import PCA
|
| 15 |
+
from sklearn.preprocessing import StandardScaler
|
| 16 |
+
from mpl_toolkits.mplot3d import Axes3D
|
| 17 |
+
from sklearn.linear_model import TweedieRegressor
|
| 18 |
+
import shap
|
| 19 |
+
from sklearn.mixture import GaussianMixture
|
| 20 |
+
from joblib import dump
|
| 21 |
+
from joblib import load
|
| 22 |
+
import streamlit as st
|
| 23 |
+
|
| 24 |
+
import warnings
|
| 25 |
+
warnings.filterwarnings('ignore')
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
DEFAULT_RANDOM_SEED = 0
|
| 29 |
+
random.seed(DEFAULT_RANDOM_SEED)
|
| 30 |
+
os.environ['PYTHONHASHSEED'] = str(DEFAULT_RANDOM_SEED)
|
| 31 |
+
np.random.seed(DEFAULT_RANDOM_SEED)
|
| 32 |
+
|
| 33 |
+
st.title("Conditional Diffusion Model: Synthetic Data Generation Analysis")
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
def compare_real_vs_synthetic(real_df, synthetic_df, columns=None, kind='hist', bins=30, figsize=(15, 10)):
|
| 37 |
+
if columns is None:
|
| 38 |
+
columns = [col for col in real_df.columns if real_df[col].dtype != 'object']
|
| 39 |
+
|
| 40 |
+
n_cols = 2
|
| 41 |
+
n_rows = (len(columns) + 1) // n_cols
|
| 42 |
+
|
| 43 |
+
fig= plt.figure(figsize=figsize)
|
| 44 |
+
|
| 45 |
+
for idx, col in enumerate(columns, 1):
|
| 46 |
+
plt.subplot(n_rows, n_cols, idx)
|
| 47 |
+
|
| 48 |
+
if kind == 'hist':
|
| 49 |
+
sns.histplot(real_df[col], color='blue', label='Real', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 50 |
+
sns.histplot(synthetic_df[col], color='red', label='Synthetic', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 51 |
+
|
| 52 |
+
elif kind == 'kde':
|
| 53 |
+
sns.kdeplot(real_df[col], color='blue', label='Real')
|
| 54 |
+
sns.kdeplot(synthetic_df[col], color='red', label='Synthetic')
|
| 55 |
+
|
| 56 |
+
elif kind == 'box':
|
| 57 |
+
sns.boxplot(data=[real_df[col], synthetic_df[col]], palette=['blue', 'red'])
|
| 58 |
+
plt.xticks([0, 1], ['Real', 'Synthetic'])
|
| 59 |
+
|
| 60 |
+
else:
|
| 61 |
+
raise ValueError("Unsupported plot kind. Choose from 'hist', 'kde', or 'box'.")
|
| 62 |
+
|
| 63 |
+
plt.title(f"Comparison for '{col}'")
|
| 64 |
+
plt.legend()
|
| 65 |
+
|
| 66 |
+
plt.tight_layout()
|
| 67 |
+
st.pyplot(fig)
|
| 68 |
+
|
| 69 |
+
|
| 70 |
+
def run_glm_frequency_analysis(
|
| 71 |
+
X_train, X_test, model=None, clip_exposure=False, random_state=0, label="Model", var=None):
|
| 72 |
+
np.random.seed(0)
|
| 73 |
+
|
| 74 |
+
if clip_exposure:
|
| 75 |
+
X_train = X_train.copy()
|
| 76 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 77 |
+
|
| 78 |
+
mask_tr = X_train['Exposure'] > 0
|
| 79 |
+
mask_te = X_test['Exposure'] > 0
|
| 80 |
+
X_train_f = X_train[mask_tr].copy()
|
| 81 |
+
X_test_f = X_test[mask_te].copy()
|
| 82 |
+
|
| 83 |
+
y_train = X_train_f['ClaimNb']
|
| 84 |
+
y_test = X_test_f['ClaimNb']
|
| 85 |
+
exposure_train = X_train_f['Exposure']
|
| 86 |
+
exposure_test = X_test_f['Exposure']
|
| 87 |
+
|
| 88 |
+
X_train_ = X_train_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 89 |
+
X_test_ = X_test_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 90 |
+
|
| 91 |
+
if model is None:
|
| 92 |
+
model = TweedieRegressor(power=1, link='log')
|
| 93 |
+
|
| 94 |
+
cv = KFold(n_splits=5)
|
| 95 |
+
mpd_scores = []
|
| 96 |
+
|
| 97 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 98 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 99 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 100 |
+
w_tr, w_val = exposure_train.iloc[train_idx], exposure_train.iloc[val_idx]
|
| 101 |
+
|
| 102 |
+
model.fit(X_tr, y_tr / w_tr, sample_weight=w_tr)
|
| 103 |
+
y_pred = model.predict(X_val)
|
| 104 |
+
|
| 105 |
+
score = mean_poisson_deviance(y_val / w_val, y_pred)
|
| 106 |
+
mpd_scores.append(score)
|
| 107 |
+
|
| 108 |
+
model.fit(X_train_, y_train / exposure_train, sample_weight=exposure_train)
|
| 109 |
+
|
| 110 |
+
pred_train = model.predict(X_train_)
|
| 111 |
+
pred_test = model.predict(X_test_)
|
| 112 |
+
|
| 113 |
+
mpd_train = mean_poisson_deviance(y_train / exposure_train, pred_train)
|
| 114 |
+
mpd_test = mean_poisson_deviance(y_test / exposure_test, pred_test)
|
| 115 |
+
|
| 116 |
+
st.write(f"Train Poisson {var} Deviance: {mpd_train:.4f}")
|
| 117 |
+
st.write(f"Test Poisson {var} Deviance: {mpd_test:.4f}")
|
| 118 |
+
|
| 119 |
+
return model, {
|
| 120 |
+
"cv_scores": mpd_scores,
|
| 121 |
+
"mpd_train": mpd_train,
|
| 122 |
+
"mpd_test": mpd_test,
|
| 123 |
+
"train_predictions": pred_train,
|
| 124 |
+
"test_predictions": pred_test
|
| 125 |
+
}
|
| 126 |
+
|
| 127 |
+
|
| 128 |
+
def run_glm_cost_analysis(X_train, X_test, is_sampled=False, verbose=True, var=None):
|
| 129 |
+
np.random.seed(0)
|
| 130 |
+
|
| 131 |
+
if is_sampled:
|
| 132 |
+
X_train = X_train.copy()
|
| 133 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 134 |
+
|
| 135 |
+
X_train_co = X_train.copy()
|
| 136 |
+
X_test_co = X_test.copy()
|
| 137 |
+
|
| 138 |
+
X_train_co['Acost'] = np.where(X_train_co['ClaimNb'] != 0,
|
| 139 |
+
X_train_co['ClaimAmount'] / X_train_co['ClaimNb'], 0)
|
| 140 |
+
X_test_co['Acost'] = np.where(X_test_co['ClaimNb'] != 0,
|
| 141 |
+
X_test_co['ClaimAmount'] / X_test_co['ClaimNb'], 0)
|
| 142 |
+
|
| 143 |
+
X_train_cost = X_train_co[X_train_co['ClaimAmount'] != 0].copy()
|
| 144 |
+
X_test_cost = X_test_co[X_test_co['ClaimAmount'] != 0].copy()
|
| 145 |
+
|
| 146 |
+
y_train = X_train_cost['Acost']
|
| 147 |
+
claim_tr = X_train_cost['ClaimNb']
|
| 148 |
+
y_test = X_test_cost['Acost']
|
| 149 |
+
claim_te = X_test_cost['ClaimNb']
|
| 150 |
+
|
| 151 |
+
drop_cols = ['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb']
|
| 152 |
+
X_train_ = X_train_cost.drop(columns=drop_cols)
|
| 153 |
+
X_test_ = X_test_cost.drop(columns=drop_cols)
|
| 154 |
+
|
| 155 |
+
glm_cl = TweedieRegressor(power=2, link='log')
|
| 156 |
+
|
| 157 |
+
cv = KFold(n_splits=5, shuffle=True, random_state=0)
|
| 158 |
+
mgd_scores = []
|
| 159 |
+
|
| 160 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 161 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 162 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 163 |
+
w_tr, w_val = claim_tr.iloc[train_idx], claim_tr.iloc[val_idx]
|
| 164 |
+
|
| 165 |
+
glm_cl.fit(X_tr, y_tr, sample_weight=w_tr)
|
| 166 |
+
y_pred_val = glm_cl.predict(X_val)
|
| 167 |
+
score = mean_gamma_deviance(y_val, y_pred_val)
|
| 168 |
+
mgd_scores.append(score)
|
| 169 |
+
|
| 170 |
+
glm_cl.fit(X_train_, y_train, sample_weight=claim_tr)
|
| 171 |
+
|
| 172 |
+
y_pred_train = glm_cl.predict(X_train_)
|
| 173 |
+
y_pred_test = glm_cl.predict(X_test_)
|
| 174 |
+
|
| 175 |
+
mgd_train = mean_gamma_deviance(y_train, y_pred_train)
|
| 176 |
+
mgd_test = mean_gamma_deviance(y_test, y_pred_test)
|
| 177 |
+
|
| 178 |
+
if verbose:
|
| 179 |
+
st.write(f"Train Gamma {var} Deviance: {mgd_train:.4f}")
|
| 180 |
+
st.write(f"Test Gamma {var} Deviance: {mgd_test:.4f}")
|
| 181 |
+
|
| 182 |
+
return {
|
| 183 |
+
"cv_scores": mgd_scores,
|
| 184 |
+
'mgd_train': mgd_train,
|
| 185 |
+
'mgd_test': mgd_test,
|
| 186 |
+
'y_pred_train': y_pred_train,
|
| 187 |
+
'y_pred_test': y_pred_test
|
| 188 |
+
}
|
| 189 |
+
|
| 190 |
+
|
| 191 |
+
def plot_glm_shap_importance(
|
| 192 |
+
X_train, X_test, y_train, sample_weight,
|
| 193 |
+
power: int, title: str, max_display: int = 10, figsize: tuple = (5, 5), seed: int = 0):
|
| 194 |
+
|
| 195 |
+
np.random.seed(seed)
|
| 196 |
+
|
| 197 |
+
model = TweedieRegressor(power=power, link='log')
|
| 198 |
+
model.fit(X_train, y_train, sample_weight=sample_weight)
|
| 199 |
+
|
| 200 |
+
masker = shap.maskers.Independent(X_train)
|
| 201 |
+
explainer = shap.LinearExplainer(model, masker=masker)
|
| 202 |
+
shap_values = explainer.shap_values(X_test)
|
| 203 |
+
|
| 204 |
+
plt.figure(figsize=figsize)
|
| 205 |
+
shap.summary_plot(
|
| 206 |
+
shap_values, features=X_test,
|
| 207 |
+
feature_names=X_test.columns,
|
| 208 |
+
plot_type='bar',
|
| 209 |
+
max_display=max_display,
|
| 210 |
+
show=False
|
| 211 |
+
)
|
| 212 |
+
plt.title(title, fontsize=12)
|
| 213 |
+
plt.tight_layout()
|
| 214 |
+
fig = plt.gcf()
|
| 215 |
+
st.pyplot(fig)
|
| 216 |
+
|
| 217 |
+
|
| 218 |
+
# ### Upload datasets
|
| 219 |
+
|
| 220 |
+
#-------------------
|
| 221 |
+
# DATASETS
|
| 222 |
+
#-------------------
|
| 223 |
+
df1=pd.read_csv('./data/ausprivauto0405.csv')
|
| 224 |
+
df2=pd.read_csv('./data/swmotorcycle.csv')
|
| 225 |
+
df1_synthetic=pd.read_csv('./CDM/d1_cdm_80_encod.csv')
|
| 226 |
+
df1_synthetic = df1_synthetic.drop(columns=["Unnamed: 0"])
|
| 227 |
+
df2_synthetic=pd.read_csv('./CDM/d2_cdm_80_encod.csv')
|
| 228 |
+
df2_synthetic = df2_synthetic.drop(columns=["Unnamed: 0"])
|
| 229 |
+
|
| 230 |
+
|
| 231 |
+
|
| 232 |
+
# ### dataset 1 and data handling
|
| 233 |
+
|
| 234 |
+
st.header('Dataset 1: ausprivauto0405')
|
| 235 |
+
|
| 236 |
+
df1_duplicated_rows=df1[df1.duplicated()]
|
| 237 |
+
df1=df1.drop_duplicates()
|
| 238 |
+
df1_duplicated_col=df1.columns[df1.columns.duplicated()]
|
| 239 |
+
|
| 240 |
+
|
| 241 |
+
# ### Encoding
|
| 242 |
+
|
| 243 |
+
df1_encod=df1.copy()
|
| 244 |
+
# VehAge
|
| 245 |
+
VehAge_group = {'old cars':'1','young cars':'2','oldest cars':'3','youngest cars':'4'}
|
| 246 |
+
df1_encod['VehAge'] = df1_encod['VehAge'].map(VehAge_group)
|
| 247 |
+
df1_encod['VehAge']= df1_encod['VehAge'].astype(int)
|
| 248 |
+
# DrivAge
|
| 249 |
+
DrivAge_group = {'young people':'1','older work. people':'2','oldest people':'3','working people':'4','old people':'5','youngest people':'6'}
|
| 250 |
+
df1_encod['DrivAge'] = df1_encod['DrivAge'].map(DrivAge_group)
|
| 251 |
+
df1_encod['DrivAge']= df1_encod['DrivAge'].astype(int)
|
| 252 |
+
# VehBody
|
| 253 |
+
VehBody_group = {'Hatchback':'1','Utility':'2','Station wagon':'3','Hardtop':'4','Panel van':'5','Sedan':'6','Truck':'7',\
|
| 254 |
+
'Coupe':'8', 'Minibus':'9', 'Motorized caravan':'10', 'Bus':'11', 'Convertible':'12','Roadster':'13'}
|
| 255 |
+
df1_encod['VehBody'] = df1_encod['VehBody'].map(VehBody_group)
|
| 256 |
+
df1_encod['VehBody']= df1_encod['VehBody'].astype(int)
|
| 257 |
+
# Gender
|
| 258 |
+
Gender_group = {'Female':'0','Male':'1'}
|
| 259 |
+
df1_encod['Gender'] = df1_encod['Gender'].map(Gender_group)
|
| 260 |
+
df1_encod['Gender']= df1_encod['Gender'].astype(int)
|
| 261 |
+
|
| 262 |
+
|
| 263 |
+
|
| 264 |
+
|
| 265 |
+
# ### Split dataset
|
| 266 |
+
# Split the dataset into train/test split
|
| 267 |
+
X_train, X_test = train_test_split(df1_encod, test_size=0.2, random_state=0)
|
| 268 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 269 |
+
|
| 270 |
+
|
| 271 |
+
# ### Use Generate Samples Dataframe
|
| 272 |
+
new_samples_df=df1_synthetic.copy()
|
| 273 |
+
|
| 274 |
+
# Check consistency
|
| 275 |
+
st.subheader(f"Check consistency")
|
| 276 |
+
# Find inconsistencies
|
| 277 |
+
inconsistent_records = new_samples_df[
|
| 278 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 279 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 280 |
+
]
|
| 281 |
+
|
| 282 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 283 |
+
st.write(inconsistent_records.head())
|
| 284 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 285 |
+
|
| 286 |
+
|
| 287 |
+
# ### Visual Comparison
|
| 288 |
+
|
| 289 |
+
# Compare selected variables using histograms
|
| 290 |
+
st.subheader(f"Univariate distribution comparison: real vs synthetic")
|
| 291 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 292 |
+
|
| 293 |
+
compare_real_vs_synthetic(
|
| 294 |
+
real_df=X_train,
|
| 295 |
+
synthetic_df=df1_synthetic,
|
| 296 |
+
columns=['Exposure','VehBody','VehValue','ClaimOcc','ClaimNb', 'ClaimAmount', 'DrivAge', 'VehAge','Gender'],
|
| 297 |
+
kind='hist'
|
| 298 |
+
)
|
| 299 |
+
|
| 300 |
+
|
| 301 |
+
st.subheader(f"Correlation matrix comparison: real vs synthetic")
|
| 302 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 303 |
+
|
| 304 |
+
# Compute correlation matrices
|
| 305 |
+
corr_matrix_X_train = X_train.corr()
|
| 306 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 307 |
+
|
| 308 |
+
fig=plt.figure(figsize=(30,15))
|
| 309 |
+
|
| 310 |
+
plt.subplot(1, 2, 1)
|
| 311 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 312 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 313 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 314 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 315 |
+
|
| 316 |
+
plt.subplot(1, 2, 2)
|
| 317 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 318 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 319 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 320 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 321 |
+
plt.tight_layout()
|
| 322 |
+
st.pyplot(fig)
|
| 323 |
+
|
| 324 |
+
# ### Statistical Analysis
|
| 325 |
+
# Kolmogorov-Smirnov test
|
| 326 |
+
st.subheader("Kolmogorov–Smirnov Test Results")
|
| 327 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 328 |
+
|
| 329 |
+
results = []
|
| 330 |
+
|
| 331 |
+
for column in X_train.columns:
|
| 332 |
+
original = X_train[column].values
|
| 333 |
+
generated = new_samples_df[column].values
|
| 334 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 335 |
+
|
| 336 |
+
results.append({
|
| 337 |
+
"Feature": column,
|
| 338 |
+
"KS Statistic": statistic,
|
| 339 |
+
"P-value": p_value
|
| 340 |
+
})
|
| 341 |
+
|
| 342 |
+
results_df = pd.DataFrame(results)
|
| 343 |
+
|
| 344 |
+
def color_pval(val):
|
| 345 |
+
color = "red" if val < 0.05 else "green"
|
| 346 |
+
return f"color: {color};"
|
| 347 |
+
|
| 348 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 349 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 350 |
+
|
| 351 |
+
st.markdown("""
|
| 352 |
+
**Legend:**
|
| 353 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 354 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 355 |
+
""", unsafe_allow_html=True)
|
| 356 |
+
st.dataframe(styled_df)
|
| 357 |
+
|
| 358 |
+
|
| 359 |
+
# ### PCA Analysis
|
| 360 |
+
|
| 361 |
+
st.subheader('PCA comparison')
|
| 362 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 363 |
+
# Load the saved models
|
| 364 |
+
scaler = load('./CDM/scaler_pca_model_d1_cdm_80.pkl')
|
| 365 |
+
pca = load('./CDM/pca_model_d1_cdm_80.pkl')
|
| 366 |
+
|
| 367 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 368 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 369 |
+
|
| 370 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 371 |
+
|
| 372 |
+
combined_scaled = scaler.transform(combined_df)
|
| 373 |
+
|
| 374 |
+
pca_result = pca.transform(combined_scaled)
|
| 375 |
+
|
| 376 |
+
n_real = len(real_df)
|
| 377 |
+
real_pca = pca_result[:n_real]
|
| 378 |
+
synth_pca = pca_result[n_real:]
|
| 379 |
+
|
| 380 |
+
fig = plt.figure(figsize=(10, 8))
|
| 381 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 382 |
+
|
| 383 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 384 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 385 |
+
|
| 386 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 387 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 388 |
+
|
| 389 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 390 |
+
ax.set_xlabel("PC1")
|
| 391 |
+
ax.set_ylabel("PC2")
|
| 392 |
+
ax.set_zlabel("PC3")
|
| 393 |
+
|
| 394 |
+
ax.grid(False)
|
| 395 |
+
ax.legend()
|
| 396 |
+
plt.tight_layout()
|
| 397 |
+
st.pyplot(fig)
|
| 398 |
+
|
| 399 |
+
|
| 400 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df1_synthetic, scaler, pca)
|
| 401 |
+
|
| 402 |
+
|
| 403 |
+
# ### UMAP Analysis
|
| 404 |
+
|
| 405 |
+
st.subheader('UMAP comparison')
|
| 406 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 407 |
+
img = mpimg.imread('./CDM/umap_d1_80.png')
|
| 408 |
+
fig=plt.figure(figsize=(10, 8))
|
| 409 |
+
plt.imshow(img)
|
| 410 |
+
plt.axis('off')
|
| 411 |
+
st.pyplot(fig)
|
| 412 |
+
|
| 413 |
+
|
| 414 |
+
# ### GLM Frequency Analysis
|
| 415 |
+
st.subheader('Frequency GLM Analysis')
|
| 416 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 417 |
+
results_frequency_1 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 418 |
+
results_frequency_2 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped",var= 'Synthetic')
|
| 419 |
+
|
| 420 |
+
|
| 421 |
+
# ### GLM Cost Analysis
|
| 422 |
+
st.subheader('Severity GLM Analysis')
|
| 423 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 424 |
+
results_cost_1 = run_glm_cost_analysis(X_train, X_test,var='Real')
|
| 425 |
+
results_cost_2 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True,var='Synthetic')
|
| 426 |
+
|
| 427 |
+
|
| 428 |
+
# ### Feature Importance Analysis
|
| 429 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 430 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 431 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 432 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 433 |
+
y_train_freq = X_train['ClaimNb']
|
| 434 |
+
sample_weight_freq = X_train['Exposure']
|
| 435 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 436 |
+
mask_train_freq = sample_weight_freq > 0
|
| 437 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 438 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 439 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 440 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 441 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 442 |
+
|
| 443 |
+
plot_glm_shap_importance(
|
| 444 |
+
X_train=X_train_freq_filtered,
|
| 445 |
+
X_test=X_test_freq_filtered,
|
| 446 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 447 |
+
sample_weight=sample_weight_freq_filtered,
|
| 448 |
+
power=1,
|
| 449 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 450 |
+
max_display=10
|
| 451 |
+
)
|
| 452 |
+
|
| 453 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 454 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 455 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 456 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 457 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 458 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 459 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 460 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 461 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 462 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 463 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 464 |
+
|
| 465 |
+
plot_glm_shap_importance(
|
| 466 |
+
X_train=X_train_freq_synth_filtered,
|
| 467 |
+
X_test=X_test_freq_filtered,
|
| 468 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 469 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 470 |
+
power=1,
|
| 471 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 472 |
+
max_display=10
|
| 473 |
+
)
|
| 474 |
+
|
| 475 |
+
# --- SHAP Feature Importance for Severity ---
|
| 476 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 477 |
+
st.write('Assesses stability of model explanations for severity outcomes.')
|
| 478 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 479 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 480 |
+
|
| 481 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 482 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 483 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 484 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 485 |
+
|
| 486 |
+
plot_glm_shap_importance(
|
| 487 |
+
X_train=X_train_sev,
|
| 488 |
+
X_test=X_test_sev,
|
| 489 |
+
y_train=y_train_sev,
|
| 490 |
+
sample_weight=sample_weight_sev,
|
| 491 |
+
power=2,
|
| 492 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 493 |
+
max_display=10
|
| 494 |
+
)
|
| 495 |
+
|
| 496 |
+
|
| 497 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 498 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 499 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 500 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 501 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 502 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 503 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 504 |
+
|
| 505 |
+
|
| 506 |
+
plot_glm_shap_importance(
|
| 507 |
+
X_train=X_train_sev_synth,
|
| 508 |
+
X_test=X_test_sev_synth,
|
| 509 |
+
y_train=y_train_sev_synth,
|
| 510 |
+
sample_weight=sample_weight_sev_synth,
|
| 511 |
+
power=2,
|
| 512 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 513 |
+
max_display=10
|
| 514 |
+
)
|
| 515 |
+
|
| 516 |
+
|
| 517 |
+
# ### dataset 2 and data handling
|
| 518 |
+
st.header('Dataset 2: swmotorcycle')
|
| 519 |
+
|
| 520 |
+
df2_duplicated_rows=df2[df2.duplicated()]
|
| 521 |
+
df2=df2.drop_duplicates()
|
| 522 |
+
df2_duplicated_col=df2.columns[df2.columns.duplicated()]
|
| 523 |
+
|
| 524 |
+
|
| 525 |
+
# add ClaimOcc feature
|
| 526 |
+
df_2 = df2.copy()
|
| 527 |
+
df_2['ClaimOcc'] = np.where(df_2['ClaimNb'] > 0, 1, 0)
|
| 528 |
+
# Feature transformation
|
| 529 |
+
df_2['Exposure'] = df_2['Exposure'].clip(upper=1)
|
| 530 |
+
df_2['VehAge'] = df_2['VehAge'].clip(upper=20)
|
| 531 |
+
|
| 532 |
+
|
| 533 |
+
# ### Encoding
|
| 534 |
+
df2_encod=df_2.copy()
|
| 535 |
+
# RiskClass
|
| 536 |
+
RiskClass_group = {'EV ratio 13-15':'1','EV ratio 20-24':'2','EV ratio 9-12':'3','EV ratio <5':'4','EV ratio 6-8':'5',\
|
| 537 |
+
'EV ratio 16-19':'6','EV ratio >25':'7'}
|
| 538 |
+
df2_encod['RiskClass'] = df2_encod['RiskClass'].map(RiskClass_group)
|
| 539 |
+
df2_encod['RiskClass']= df2_encod['RiskClass'].astype(int)
|
| 540 |
+
# BonusClass
|
| 541 |
+
BonusClass_group = {'BM1':'1','BM2':'2','BM3':'3','BM4':'4','BM5':'5','BM6':'6','BM7':'7'}
|
| 542 |
+
df2_encod['BonusClass'] = df2_encod['BonusClass'].map(BonusClass_group)
|
| 543 |
+
df2_encod['BonusClass']= df2_encod['BonusClass'].astype(int)
|
| 544 |
+
# Area
|
| 545 |
+
Area_group = {"Central parts of Sweden's three largest cities":'1','Lesser towns except Gotland; Northern towns':'2',\
|
| 546 |
+
'Small towns; countryside except Gotland; Northern towns':'3','Suburbs; middle-sized cities':'4',\
|
| 547 |
+
'Northern countryside':'5','Northern towns':'6',"Gotland (Sweden's largest island)":'7'}
|
| 548 |
+
df2_encod['Area'] = df2_encod['Area'].map(Area_group)
|
| 549 |
+
df2_encod['Area']= df2_encod['Area'].astype(int)
|
| 550 |
+
# Gender
|
| 551 |
+
Gender_group = {'Female':'0','Male':'1'}
|
| 552 |
+
df2_encod['Gender'] = df2_encod['Gender'].map(Gender_group)
|
| 553 |
+
df2_encod['Gender']= df2_encod['Gender'].astype(int)
|
| 554 |
+
|
| 555 |
+
|
| 556 |
+
|
| 557 |
+
|
| 558 |
+
# ### Split dataset
|
| 559 |
+
# Split the dataset into train/test split
|
| 560 |
+
X_train, X_test = train_test_split(df2_encod, test_size=0.2, random_state=0)
|
| 561 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 562 |
+
|
| 563 |
+
|
| 564 |
+
# ### Use Generate Samples Dataframe
|
| 565 |
+
new_samples_df=df2_synthetic.copy()
|
| 566 |
+
|
| 567 |
+
# Check consistency
|
| 568 |
+
st.subheader(f"Check consistency")
|
| 569 |
+
# Find inconsistencies
|
| 570 |
+
inconsistent_records = new_samples_df[
|
| 571 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 572 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 573 |
+
]
|
| 574 |
+
|
| 575 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 576 |
+
st.write(inconsistent_records.head()) # Show a few inconsistent rows
|
| 577 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 578 |
+
|
| 579 |
+
|
| 580 |
+
# ### Visual Comparison
|
| 581 |
+
st.subheader('Univariate distribution comparison: real vs synthetic')
|
| 582 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 583 |
+
|
| 584 |
+
# Compare selected variables using histograms
|
| 585 |
+
compare_real_vs_synthetic(
|
| 586 |
+
real_df=X_train,
|
| 587 |
+
synthetic_df=df2_synthetic,
|
| 588 |
+
columns=['Exposure','VehAge','ClaimOcc','ClaimNb', 'ClaimAmount', 'RiskClass', 'Area','BonusClass','Gender'],
|
| 589 |
+
kind='hist'
|
| 590 |
+
)
|
| 591 |
+
|
| 592 |
+
st.subheader('Correlation matrix comparison: real vs synthetic')
|
| 593 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 594 |
+
|
| 595 |
+
# Compute correlation matrices
|
| 596 |
+
corr_matrix_X_train = X_train.corr()
|
| 597 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 598 |
+
|
| 599 |
+
fig=plt.figure(figsize=(30,15))
|
| 600 |
+
|
| 601 |
+
plt.subplot(1, 2, 1)
|
| 602 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 603 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 604 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 605 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 606 |
+
|
| 607 |
+
plt.subplot(1, 2, 2)
|
| 608 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 609 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 610 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 611 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 612 |
+
plt.tight_layout()
|
| 613 |
+
st.pyplot(fig)
|
| 614 |
+
|
| 615 |
+
|
| 616 |
+
# ### Statistical Analysis
|
| 617 |
+
# Kolmogorov-Smirnov test
|
| 618 |
+
st.subheader('Kolmogorov–Smirnov Test Results')
|
| 619 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 620 |
+
|
| 621 |
+
|
| 622 |
+
results = []
|
| 623 |
+
|
| 624 |
+
for column in X_train.columns:
|
| 625 |
+
original = X_train[column].values
|
| 626 |
+
generated = new_samples_df[column].values
|
| 627 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 628 |
+
|
| 629 |
+
results.append({
|
| 630 |
+
"Feature": column,
|
| 631 |
+
"KS Statistic": statistic,
|
| 632 |
+
"P-value": p_value
|
| 633 |
+
})
|
| 634 |
+
|
| 635 |
+
results_df = pd.DataFrame(results)
|
| 636 |
+
|
| 637 |
+
def color_pval(val):
|
| 638 |
+
color = "red" if val < 0.05 else "green"
|
| 639 |
+
return f"color: {color};"
|
| 640 |
+
|
| 641 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 642 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 643 |
+
|
| 644 |
+
st.markdown("""
|
| 645 |
+
**Legend:**
|
| 646 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 647 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 648 |
+
""", unsafe_allow_html=True)
|
| 649 |
+
st.dataframe(styled_df)
|
| 650 |
+
|
| 651 |
+
|
| 652 |
+
# ### PCA Analysis
|
| 653 |
+
st.subheader('PCA comparison')
|
| 654 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 655 |
+
# Load the saved models
|
| 656 |
+
scaler = load('./CDM/scaler_pca_model_d2_cdm_80.pkl')
|
| 657 |
+
pca = load('./CDM/pca_model_d2_cdm_80.pkl')
|
| 658 |
+
|
| 659 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 660 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 661 |
+
|
| 662 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 663 |
+
combined_scaled = scaler.transform(combined_df)
|
| 664 |
+
pca_result = pca.transform(combined_scaled)
|
| 665 |
+
n_real = len(real_df)
|
| 666 |
+
real_pca = pca_result[:n_real]
|
| 667 |
+
synth_pca = pca_result[n_real:]
|
| 668 |
+
fig = plt.figure(figsize=(10, 8))
|
| 669 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 670 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 671 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 672 |
+
|
| 673 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 674 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 675 |
+
|
| 676 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 677 |
+
ax.set_xlabel("PC1")
|
| 678 |
+
ax.set_ylabel("PC2")
|
| 679 |
+
ax.set_zlabel("PC3")
|
| 680 |
+
|
| 681 |
+
ax.grid(False)
|
| 682 |
+
ax.legend()
|
| 683 |
+
plt.tight_layout()
|
| 684 |
+
st.pyplot(fig)
|
| 685 |
+
|
| 686 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df2_synthetic, scaler, pca)
|
| 687 |
+
|
| 688 |
+
|
| 689 |
+
# ### UMAP Analysis
|
| 690 |
+
st.subheader('UMAP comparison')
|
| 691 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 692 |
+
img = mpimg.imread('./CDM/umap_d2_80.png')
|
| 693 |
+
fig=plt.figure(figsize=(10, 8))
|
| 694 |
+
plt.imshow(img)
|
| 695 |
+
plt.axis('off')
|
| 696 |
+
st.pyplot(fig)
|
| 697 |
+
|
| 698 |
+
|
| 699 |
+
# ### GLM Frequency Analysis
|
| 700 |
+
st.subheader('Frequency GLM Analysis')
|
| 701 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 702 |
+
results_frequency_3 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 703 |
+
results_frequency_4 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped", var='Synthetic')
|
| 704 |
+
|
| 705 |
+
|
| 706 |
+
# ### GLM Cost Analysis
|
| 707 |
+
st.subheader('Severity GLM Analysis')
|
| 708 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 709 |
+
results_cost_3 = run_glm_cost_analysis(X_train, X_test, var='Real')
|
| 710 |
+
results_cost_4 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True, var= 'Synthetic')
|
| 711 |
+
|
| 712 |
+
|
| 713 |
+
# ### Feature Importance Analysis
|
| 714 |
+
|
| 715 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 716 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 717 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 718 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 719 |
+
y_train_freq = X_train['ClaimNb']
|
| 720 |
+
sample_weight_freq = X_train['Exposure']
|
| 721 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 722 |
+
mask_train_freq = sample_weight_freq > 0
|
| 723 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 724 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 725 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 726 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 727 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 728 |
+
|
| 729 |
+
plot_glm_shap_importance(
|
| 730 |
+
X_train=X_train_freq_filtered,
|
| 731 |
+
X_test=X_test_freq_filtered,
|
| 732 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 733 |
+
sample_weight=sample_weight_freq_filtered,
|
| 734 |
+
power=1,
|
| 735 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 736 |
+
max_display=10
|
| 737 |
+
)
|
| 738 |
+
|
| 739 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 740 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 741 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 742 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 743 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 744 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 745 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 746 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 747 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 748 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 749 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 750 |
+
|
| 751 |
+
plot_glm_shap_importance(
|
| 752 |
+
X_train=X_train_freq_synth_filtered,
|
| 753 |
+
X_test=X_test_freq_filtered,
|
| 754 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 755 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 756 |
+
power=1,
|
| 757 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 758 |
+
max_display=10
|
| 759 |
+
)
|
| 760 |
+
|
| 761 |
+
# --- SHAP Feature Importance for Severity ---
|
| 762 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 763 |
+
st.write('Assesses stability of model explanations for severity outcomes')
|
| 764 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 765 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 766 |
+
|
| 767 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 768 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 769 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 770 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 771 |
+
|
| 772 |
+
plot_glm_shap_importance(
|
| 773 |
+
X_train=X_train_sev,
|
| 774 |
+
X_test=X_test_sev,
|
| 775 |
+
y_train=y_train_sev,
|
| 776 |
+
sample_weight=sample_weight_sev,
|
| 777 |
+
power=2,
|
| 778 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 779 |
+
max_display=10
|
| 780 |
+
)
|
| 781 |
+
|
| 782 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 783 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 784 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 785 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 786 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 787 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 788 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 789 |
+
|
| 790 |
+
plot_glm_shap_importance(
|
| 791 |
+
X_train=X_train_sev_synth,
|
| 792 |
+
X_test=X_test_sev_synth,
|
| 793 |
+
y_train=y_train_sev_synth,
|
| 794 |
+
sample_weight=sample_weight_sev_synth,
|
| 795 |
+
power=2,
|
| 796 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 797 |
+
max_display=10
|
| 798 |
+
)
|
| 799 |
+
|
| 800 |
+
|
| 801 |
+
# ### Results
|
| 802 |
+
st.subheader('Overall results')
|
| 803 |
+
# The dictionary dataset 1
|
| 804 |
+
metrics_dict_1 = results_frequency_1[1]
|
| 805 |
+
mpd_train_1 = metrics_dict_1['mpd_train']
|
| 806 |
+
mpd_test_1 = metrics_dict_1['mpd_test']
|
| 807 |
+
|
| 808 |
+
|
| 809 |
+
# The dictionary synthetic dataset 1
|
| 810 |
+
metrics_dict_2 = results_frequency_2[1]
|
| 811 |
+
mpd_train_2 = metrics_dict_2['mpd_train']
|
| 812 |
+
mpd_test_2 = metrics_dict_2['mpd_test']
|
| 813 |
+
|
| 814 |
+
|
| 815 |
+
|
| 816 |
+
# The dictionary dataset 2
|
| 817 |
+
metrics_dict_3 = results_frequency_3[1]
|
| 818 |
+
mpd_train_3 = metrics_dict_3['mpd_train']
|
| 819 |
+
mpd_test_3 = metrics_dict_3['mpd_test']
|
| 820 |
+
|
| 821 |
+
|
| 822 |
+
|
| 823 |
+
# The dictionary synthetic dataset 2
|
| 824 |
+
metrics_dict_4 = results_frequency_4[1]
|
| 825 |
+
mpd_train_4 = metrics_dict_4['mpd_train']
|
| 826 |
+
mpd_test_4 = metrics_dict_4['mpd_test']
|
| 827 |
+
|
| 828 |
+
|
| 829 |
+
|
| 830 |
+
# The dictionary dataset 1
|
| 831 |
+
mgd_train_1 = results_cost_1['mgd_train']
|
| 832 |
+
mgd_test_1 = results_cost_1['mgd_test']
|
| 833 |
+
|
| 834 |
+
|
| 835 |
+
|
| 836 |
+
# The dictionary synthetic dataset 1
|
| 837 |
+
mgd_train_2 = results_cost_2['mgd_train']
|
| 838 |
+
mgd_test_2 = results_cost_2['mgd_test']
|
| 839 |
+
|
| 840 |
+
|
| 841 |
+
|
| 842 |
+
# The dictionary dataset 2
|
| 843 |
+
mgd_train_3 = results_cost_3['mgd_train']
|
| 844 |
+
mgd_test_3 = results_cost_3['mgd_test']
|
| 845 |
+
|
| 846 |
+
|
| 847 |
+
|
| 848 |
+
# The dictionary synthetic dataset 2
|
| 849 |
+
mgd_train_4 = results_cost_4['mgd_train']
|
| 850 |
+
mgd_test_4 = results_cost_4['mgd_test']
|
| 851 |
+
|
| 852 |
+
|
| 853 |
+
|
| 854 |
+
# Create the DataFrame
|
| 855 |
+
results_df1 = {
|
| 856 |
+
'mpd_train': mpd_train_1,
|
| 857 |
+
'mpd_test': mpd_test_1,
|
| 858 |
+
'mgd_train': mgd_train_1,
|
| 859 |
+
'mgd_test': mgd_test_1,
|
| 860 |
+
}
|
| 861 |
+
results_df2 = {
|
| 862 |
+
'mpd_train': mpd_train_2,
|
| 863 |
+
'mpd_test': mpd_test_2,
|
| 864 |
+
'mgd_train': mgd_train_2,
|
| 865 |
+
'mgd_test': mgd_test_2,
|
| 866 |
+
}
|
| 867 |
+
results_df3 = {
|
| 868 |
+
'mpd_train': mpd_train_3,
|
| 869 |
+
'mpd_test': mpd_test_3,
|
| 870 |
+
'mgd_train': mgd_train_3,
|
| 871 |
+
'mgd_test': mgd_test_3,
|
| 872 |
+
}
|
| 873 |
+
results_df4 = {
|
| 874 |
+
'mpd_train': mpd_train_4,
|
| 875 |
+
'mpd_test': mpd_test_4,
|
| 876 |
+
'mgd_train': mgd_train_4,
|
| 877 |
+
'mgd_test': mgd_test_4,
|
| 878 |
+
}
|
| 879 |
+
d1=pd.DataFrame(results_df1, index=['dataset 1'])
|
| 880 |
+
d2=pd.DataFrame(results_df2, index=['synthetic dataset 1'])
|
| 881 |
+
d3=pd.DataFrame(results_df3, index=['dataset 2'])
|
| 882 |
+
d4=pd.DataFrame(results_df4, index=['synthetic dataset 2'])
|
| 883 |
+
df_tot= pd.concat([d1,d2,d3,d4])
|
| 884 |
+
st.dataframe(df_tot)
|
| 885 |
+
|
| 886 |
+
|
| 887 |
+
# barplot comparison
|
| 888 |
+
fig, ax = plt.subplots(figsize=(9, 5))
|
| 889 |
+
df_tot.plot(kind='bar', ax=ax)
|
| 890 |
+
ax.set_title('Comparison of MPD and MGD Metrics')
|
| 891 |
+
ax.set_ylabel('Value')
|
| 892 |
+
ax.set_xticklabels(ax.get_xticklabels(), rotation=45)
|
| 893 |
+
ax.legend(title='Metric')
|
| 894 |
+
for container in ax.containers:
|
| 895 |
+
labels = ax.bar_label(container, fmt='%.2f', label_type='edge', padding=2)
|
| 896 |
+
for label in labels:
|
| 897 |
+
label.set_fontsize(8)
|
| 898 |
+
|
| 899 |
+
plt.tight_layout()
|
| 900 |
+
st.pyplot(fig)
|
| 901 |
+
|
| 902 |
+
|
| 903 |
+
# MPD: Train vs Test Comparison
|
| 904 |
+
fig, axes = plt.subplots(1, 2, figsize=(15, 6))
|
| 905 |
+
|
| 906 |
+
# --- MPD Comparison ---
|
| 907 |
+
mpd_data = df_tot[['mpd_train', 'mpd_test']]
|
| 908 |
+
mpd_data.plot(kind='bar', ax=axes[0], color=['#2ecc71', '#e74c3c'])
|
| 909 |
+
|
| 910 |
+
axes[0].set_title('Mean Poisson Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 911 |
+
axes[0].set_ylabel('MPD Value', fontsize=14)
|
| 912 |
+
axes[0].set_xlabel('Dataset', fontsize=14)
|
| 913 |
+
axes[0].legend(['Train', 'Test'], fontsize=10)
|
| 914 |
+
|
| 915 |
+
# Larger tick labels
|
| 916 |
+
axes[0].tick_params(axis='x', labelsize=12, rotation=45)
|
| 917 |
+
axes[0].tick_params(axis='y', labelsize=12)
|
| 918 |
+
|
| 919 |
+
axes[0].grid(axis='y', alpha=0.3)
|
| 920 |
+
for container in axes[0].containers:
|
| 921 |
+
axes[0].bar_label(container, fmt='%.3f', fontsize=15)
|
| 922 |
+
|
| 923 |
+
# --- MGD Comparison ---
|
| 924 |
+
mgd_data = df_tot[['mgd_train', 'mgd_test']]
|
| 925 |
+
mgd_data.plot(kind='bar', ax=axes[1], color=['#3498db', '#f39c12'])
|
| 926 |
+
|
| 927 |
+
axes[1].set_title('Mean Gamma Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 928 |
+
axes[1].set_ylabel('MGD Value', fontsize=14)
|
| 929 |
+
axes[1].set_xlabel('Dataset', fontsize=14)
|
| 930 |
+
axes[1].legend(['Train', 'Test'], fontsize=10)
|
| 931 |
+
|
| 932 |
+
# Larger tick labels
|
| 933 |
+
axes[1].tick_params(axis='x', labelsize=12, rotation=45)
|
| 934 |
+
axes[1].tick_params(axis='y', labelsize=12)
|
| 935 |
+
|
| 936 |
+
axes[1].grid(axis='y', alpha=0.3)
|
| 937 |
+
for container in axes[1].containers:
|
| 938 |
+
axes[1].bar_label(container, fmt='%.3f', fontsize=15)
|
| 939 |
+
|
| 940 |
+
plt.tight_layout()
|
| 941 |
+
st.pyplot(fig)
|
| 942 |
+
|
| 943 |
+
# Create a heatmap
|
| 944 |
+
fig, ax = plt.subplots(figsize=(10, 6))
|
| 945 |
+
|
| 946 |
+
sns.heatmap(df_tot, annot=True, fmt='.3f', cmap='RdYlGn_r',
|
| 947 |
+
linewidths=0.5, ax=ax, cbar_kws={'label': 'Deviance Value'})
|
| 948 |
+
ax.set_title('Performance Heatmap: All Metrics Across Datasets', fontsize=15, fontweight='bold', pad=20)
|
| 949 |
+
ax.set_xlabel('Metrics')
|
| 950 |
+
ax.set_ylabel('Datasets')
|
| 951 |
+
|
| 952 |
+
plt.tight_layout()
|
| 953 |
+
st.pyplot(fig)
|
pages/CDM_Trial_2.py
ADDED
|
@@ -0,0 +1,953 @@
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| 1 |
+
|
| 2 |
+
import os
|
| 3 |
+
import random
|
| 4 |
+
import numpy as np
|
| 5 |
+
import pandas as pd
|
| 6 |
+
import matplotlib.pyplot as plt
|
| 7 |
+
import matplotlib.image as mpimg
|
| 8 |
+
import seaborn as sns
|
| 9 |
+
from matplotlib.pyplot import subplots
|
| 10 |
+
from sklearn.model_selection import train_test_split
|
| 11 |
+
from sklearn.model_selection import KFold
|
| 12 |
+
from sklearn.metrics import mean_poisson_deviance, mean_gamma_deviance, make_scorer
|
| 13 |
+
from scipy.stats import ks_2samp
|
| 14 |
+
from sklearn.decomposition import PCA
|
| 15 |
+
from sklearn.preprocessing import StandardScaler
|
| 16 |
+
from mpl_toolkits.mplot3d import Axes3D
|
| 17 |
+
from sklearn.linear_model import TweedieRegressor
|
| 18 |
+
import shap
|
| 19 |
+
from sklearn.mixture import GaussianMixture
|
| 20 |
+
from joblib import dump
|
| 21 |
+
from joblib import load
|
| 22 |
+
import streamlit as st
|
| 23 |
+
|
| 24 |
+
import warnings
|
| 25 |
+
warnings.filterwarnings('ignore')
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
DEFAULT_RANDOM_SEED = 0
|
| 29 |
+
random.seed(DEFAULT_RANDOM_SEED)
|
| 30 |
+
os.environ['PYTHONHASHSEED'] = str(DEFAULT_RANDOM_SEED)
|
| 31 |
+
np.random.seed(DEFAULT_RANDOM_SEED)
|
| 32 |
+
|
| 33 |
+
st.title("Conditional Diffusion Model: Synthetic Data Generation Analysis")
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
def compare_real_vs_synthetic(real_df, synthetic_df, columns=None, kind='hist', bins=30, figsize=(15, 10)):
|
| 37 |
+
if columns is None:
|
| 38 |
+
columns = [col for col in real_df.columns if real_df[col].dtype != 'object']
|
| 39 |
+
|
| 40 |
+
n_cols = 2
|
| 41 |
+
n_rows = (len(columns) + 1) // n_cols
|
| 42 |
+
|
| 43 |
+
fig= plt.figure(figsize=figsize)
|
| 44 |
+
|
| 45 |
+
for idx, col in enumerate(columns, 1):
|
| 46 |
+
plt.subplot(n_rows, n_cols, idx)
|
| 47 |
+
|
| 48 |
+
if kind == 'hist':
|
| 49 |
+
sns.histplot(real_df[col], color='blue', label='Real', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 50 |
+
sns.histplot(synthetic_df[col], color='red', label='Synthetic', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 51 |
+
|
| 52 |
+
elif kind == 'kde':
|
| 53 |
+
sns.kdeplot(real_df[col], color='blue', label='Real')
|
| 54 |
+
sns.kdeplot(synthetic_df[col], color='red', label='Synthetic')
|
| 55 |
+
|
| 56 |
+
elif kind == 'box':
|
| 57 |
+
sns.boxplot(data=[real_df[col], synthetic_df[col]], palette=['blue', 'red'])
|
| 58 |
+
plt.xticks([0, 1], ['Real', 'Synthetic'])
|
| 59 |
+
|
| 60 |
+
else:
|
| 61 |
+
raise ValueError("Unsupported plot kind. Choose from 'hist', 'kde', or 'box'.")
|
| 62 |
+
|
| 63 |
+
plt.title(f"Comparison for '{col}'")
|
| 64 |
+
plt.legend()
|
| 65 |
+
|
| 66 |
+
plt.tight_layout()
|
| 67 |
+
st.pyplot(fig)
|
| 68 |
+
|
| 69 |
+
|
| 70 |
+
def run_glm_frequency_analysis(
|
| 71 |
+
X_train, X_test, model=None, clip_exposure=False, random_state=0, label="Model", var=None):
|
| 72 |
+
np.random.seed(0)
|
| 73 |
+
|
| 74 |
+
if clip_exposure:
|
| 75 |
+
X_train = X_train.copy()
|
| 76 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 77 |
+
|
| 78 |
+
mask_tr = X_train['Exposure'] > 0
|
| 79 |
+
mask_te = X_test['Exposure'] > 0
|
| 80 |
+
X_train_f = X_train[mask_tr].copy()
|
| 81 |
+
X_test_f = X_test[mask_te].copy()
|
| 82 |
+
|
| 83 |
+
y_train = X_train_f['ClaimNb']
|
| 84 |
+
y_test = X_test_f['ClaimNb']
|
| 85 |
+
exposure_train = X_train_f['Exposure']
|
| 86 |
+
exposure_test = X_test_f['Exposure']
|
| 87 |
+
|
| 88 |
+
X_train_ = X_train_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 89 |
+
X_test_ = X_test_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 90 |
+
|
| 91 |
+
if model is None:
|
| 92 |
+
model = TweedieRegressor(power=1, link='log')
|
| 93 |
+
|
| 94 |
+
cv = KFold(n_splits=5)
|
| 95 |
+
mpd_scores = []
|
| 96 |
+
|
| 97 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 98 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 99 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 100 |
+
w_tr, w_val = exposure_train.iloc[train_idx], exposure_train.iloc[val_idx]
|
| 101 |
+
|
| 102 |
+
model.fit(X_tr, y_tr / w_tr, sample_weight=w_tr)
|
| 103 |
+
y_pred = model.predict(X_val)
|
| 104 |
+
|
| 105 |
+
score = mean_poisson_deviance(y_val / w_val, y_pred)
|
| 106 |
+
mpd_scores.append(score)
|
| 107 |
+
|
| 108 |
+
model.fit(X_train_, y_train / exposure_train, sample_weight=exposure_train)
|
| 109 |
+
|
| 110 |
+
pred_train = model.predict(X_train_)
|
| 111 |
+
pred_test = model.predict(X_test_)
|
| 112 |
+
|
| 113 |
+
mpd_train = mean_poisson_deviance(y_train / exposure_train, pred_train)
|
| 114 |
+
mpd_test = mean_poisson_deviance(y_test / exposure_test, pred_test)
|
| 115 |
+
|
| 116 |
+
st.write(f"Train Poisson {var} Deviance: {mpd_train:.4f}")
|
| 117 |
+
st.write(f"Test Poisson {var} Deviance: {mpd_test:.4f}")
|
| 118 |
+
|
| 119 |
+
return model, {
|
| 120 |
+
"cv_scores": mpd_scores,
|
| 121 |
+
"mpd_train": mpd_train,
|
| 122 |
+
"mpd_test": mpd_test,
|
| 123 |
+
"train_predictions": pred_train,
|
| 124 |
+
"test_predictions": pred_test
|
| 125 |
+
}
|
| 126 |
+
|
| 127 |
+
|
| 128 |
+
def run_glm_cost_analysis(X_train, X_test, is_sampled=False, verbose=True, var=None):
|
| 129 |
+
np.random.seed(0)
|
| 130 |
+
|
| 131 |
+
if is_sampled:
|
| 132 |
+
X_train = X_train.copy()
|
| 133 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 134 |
+
|
| 135 |
+
X_train_co = X_train.copy()
|
| 136 |
+
X_test_co = X_test.copy()
|
| 137 |
+
|
| 138 |
+
X_train_co['Acost'] = np.where(X_train_co['ClaimNb'] != 0,
|
| 139 |
+
X_train_co['ClaimAmount'] / X_train_co['ClaimNb'], 0)
|
| 140 |
+
X_test_co['Acost'] = np.where(X_test_co['ClaimNb'] != 0,
|
| 141 |
+
X_test_co['ClaimAmount'] / X_test_co['ClaimNb'], 0)
|
| 142 |
+
|
| 143 |
+
X_train_cost = X_train_co[X_train_co['ClaimAmount'] != 0].copy()
|
| 144 |
+
X_test_cost = X_test_co[X_test_co['ClaimAmount'] != 0].copy()
|
| 145 |
+
|
| 146 |
+
y_train = X_train_cost['Acost']
|
| 147 |
+
claim_tr = X_train_cost['ClaimNb']
|
| 148 |
+
y_test = X_test_cost['Acost']
|
| 149 |
+
claim_te = X_test_cost['ClaimNb']
|
| 150 |
+
|
| 151 |
+
drop_cols = ['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb']
|
| 152 |
+
X_train_ = X_train_cost.drop(columns=drop_cols)
|
| 153 |
+
X_test_ = X_test_cost.drop(columns=drop_cols)
|
| 154 |
+
|
| 155 |
+
glm_cl = TweedieRegressor(power=2, link='log')
|
| 156 |
+
|
| 157 |
+
cv = KFold(n_splits=5, shuffle=True, random_state=0)
|
| 158 |
+
mgd_scores = []
|
| 159 |
+
|
| 160 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 161 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 162 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 163 |
+
w_tr, w_val = claim_tr.iloc[train_idx], claim_tr.iloc[val_idx]
|
| 164 |
+
|
| 165 |
+
glm_cl.fit(X_tr, y_tr, sample_weight=w_tr)
|
| 166 |
+
y_pred_val = glm_cl.predict(X_val)
|
| 167 |
+
score = mean_gamma_deviance(y_val, y_pred_val)
|
| 168 |
+
mgd_scores.append(score)
|
| 169 |
+
|
| 170 |
+
glm_cl.fit(X_train_, y_train, sample_weight=claim_tr)
|
| 171 |
+
|
| 172 |
+
y_pred_train = glm_cl.predict(X_train_)
|
| 173 |
+
y_pred_test = glm_cl.predict(X_test_)
|
| 174 |
+
|
| 175 |
+
mgd_train = mean_gamma_deviance(y_train, y_pred_train)
|
| 176 |
+
mgd_test = mean_gamma_deviance(y_test, y_pred_test)
|
| 177 |
+
|
| 178 |
+
if verbose:
|
| 179 |
+
st.write(f"Train Gamma {var} Deviance: {mgd_train:.4f}")
|
| 180 |
+
st.write(f"Test Gamma {var} Deviance: {mgd_test:.4f}")
|
| 181 |
+
|
| 182 |
+
return {
|
| 183 |
+
"cv_scores": mgd_scores,
|
| 184 |
+
'mgd_train': mgd_train,
|
| 185 |
+
'mgd_test': mgd_test,
|
| 186 |
+
'y_pred_train': y_pred_train,
|
| 187 |
+
'y_pred_test': y_pred_test
|
| 188 |
+
}
|
| 189 |
+
|
| 190 |
+
|
| 191 |
+
def plot_glm_shap_importance(
|
| 192 |
+
X_train, X_test, y_train, sample_weight,
|
| 193 |
+
power: int, title: str, max_display: int = 10, figsize: tuple = (5, 5), seed: int = 0):
|
| 194 |
+
|
| 195 |
+
np.random.seed(seed)
|
| 196 |
+
|
| 197 |
+
model = TweedieRegressor(power=power, link='log')
|
| 198 |
+
model.fit(X_train, y_train, sample_weight=sample_weight)
|
| 199 |
+
|
| 200 |
+
masker = shap.maskers.Independent(X_train)
|
| 201 |
+
explainer = shap.LinearExplainer(model, masker=masker)
|
| 202 |
+
shap_values = explainer.shap_values(X_test)
|
| 203 |
+
|
| 204 |
+
plt.figure(figsize=figsize)
|
| 205 |
+
shap.summary_plot(
|
| 206 |
+
shap_values, features=X_test,
|
| 207 |
+
feature_names=X_test.columns,
|
| 208 |
+
plot_type='bar',
|
| 209 |
+
max_display=max_display,
|
| 210 |
+
show=False
|
| 211 |
+
)
|
| 212 |
+
plt.title(title, fontsize=12)
|
| 213 |
+
plt.tight_layout()
|
| 214 |
+
fig = plt.gcf()
|
| 215 |
+
st.pyplot(fig)
|
| 216 |
+
|
| 217 |
+
|
| 218 |
+
# ### Upload datasets
|
| 219 |
+
|
| 220 |
+
#-------------------
|
| 221 |
+
# DATASETS
|
| 222 |
+
#-------------------
|
| 223 |
+
df1=pd.read_csv('./data/ausprivauto0405.csv')
|
| 224 |
+
df2=pd.read_csv('./data/swmotorcycle.csv')
|
| 225 |
+
df1_synthetic=pd.read_csv('./CDM/d1_cdm_60_encod.csv')
|
| 226 |
+
df1_synthetic = df1_synthetic.drop(columns=["Unnamed: 0"])
|
| 227 |
+
df2_synthetic=pd.read_csv('./CDM/d2_cdm_60_encod.csv')
|
| 228 |
+
df2_synthetic = df2_synthetic.drop(columns=["Unnamed: 0"])
|
| 229 |
+
|
| 230 |
+
|
| 231 |
+
|
| 232 |
+
# ### dataset 1 and data handling
|
| 233 |
+
|
| 234 |
+
st.header('Dataset 1: ausprivauto0405')
|
| 235 |
+
|
| 236 |
+
df1_duplicated_rows=df1[df1.duplicated()]
|
| 237 |
+
df1=df1.drop_duplicates()
|
| 238 |
+
df1_duplicated_col=df1.columns[df1.columns.duplicated()]
|
| 239 |
+
|
| 240 |
+
|
| 241 |
+
# ### Encoding
|
| 242 |
+
|
| 243 |
+
df1_encod=df1.copy()
|
| 244 |
+
# VehAge
|
| 245 |
+
VehAge_group = {'old cars':'1','young cars':'2','oldest cars':'3','youngest cars':'4'}
|
| 246 |
+
df1_encod['VehAge'] = df1_encod['VehAge'].map(VehAge_group)
|
| 247 |
+
df1_encod['VehAge']= df1_encod['VehAge'].astype(int)
|
| 248 |
+
# DrivAge
|
| 249 |
+
DrivAge_group = {'young people':'1','older work. people':'2','oldest people':'3','working people':'4','old people':'5','youngest people':'6'}
|
| 250 |
+
df1_encod['DrivAge'] = df1_encod['DrivAge'].map(DrivAge_group)
|
| 251 |
+
df1_encod['DrivAge']= df1_encod['DrivAge'].astype(int)
|
| 252 |
+
# VehBody
|
| 253 |
+
VehBody_group = {'Hatchback':'1','Utility':'2','Station wagon':'3','Hardtop':'4','Panel van':'5','Sedan':'6','Truck':'7',\
|
| 254 |
+
'Coupe':'8', 'Minibus':'9', 'Motorized caravan':'10', 'Bus':'11', 'Convertible':'12','Roadster':'13'}
|
| 255 |
+
df1_encod['VehBody'] = df1_encod['VehBody'].map(VehBody_group)
|
| 256 |
+
df1_encod['VehBody']= df1_encod['VehBody'].astype(int)
|
| 257 |
+
# Gender
|
| 258 |
+
Gender_group = {'Female':'0','Male':'1'}
|
| 259 |
+
df1_encod['Gender'] = df1_encod['Gender'].map(Gender_group)
|
| 260 |
+
df1_encod['Gender']= df1_encod['Gender'].astype(int)
|
| 261 |
+
|
| 262 |
+
|
| 263 |
+
|
| 264 |
+
|
| 265 |
+
# ### Split dataset
|
| 266 |
+
# Split the dataset into train/test split
|
| 267 |
+
X_train, X_test = train_test_split(df1_encod, test_size=0.2, random_state=0)
|
| 268 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 269 |
+
|
| 270 |
+
|
| 271 |
+
# ### Use Generate Samples Dataframe
|
| 272 |
+
new_samples_df=df1_synthetic.copy()
|
| 273 |
+
|
| 274 |
+
# Check consistency
|
| 275 |
+
st.subheader(f"Check consistency")
|
| 276 |
+
# Find inconsistencies
|
| 277 |
+
inconsistent_records = new_samples_df[
|
| 278 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 279 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 280 |
+
]
|
| 281 |
+
|
| 282 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 283 |
+
st.write(inconsistent_records.head())
|
| 284 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 285 |
+
|
| 286 |
+
|
| 287 |
+
# ### Visual Comparison
|
| 288 |
+
|
| 289 |
+
# Compare selected variables using histograms
|
| 290 |
+
st.subheader(f"Univariate distribution comparison: real vs synthetic")
|
| 291 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 292 |
+
|
| 293 |
+
compare_real_vs_synthetic(
|
| 294 |
+
real_df=X_train,
|
| 295 |
+
synthetic_df=df1_synthetic,
|
| 296 |
+
columns=['Exposure','VehBody','VehValue','ClaimOcc','ClaimNb', 'ClaimAmount', 'DrivAge', 'VehAge','Gender'],
|
| 297 |
+
kind='hist'
|
| 298 |
+
)
|
| 299 |
+
|
| 300 |
+
|
| 301 |
+
st.subheader(f"Correlation matrix comparison: real vs synthetic")
|
| 302 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 303 |
+
|
| 304 |
+
# Compute correlation matrices
|
| 305 |
+
corr_matrix_X_train = X_train.corr()
|
| 306 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 307 |
+
|
| 308 |
+
fig=plt.figure(figsize=(30,15))
|
| 309 |
+
|
| 310 |
+
plt.subplot(1, 2, 1)
|
| 311 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 312 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 313 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 314 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 315 |
+
|
| 316 |
+
plt.subplot(1, 2, 2)
|
| 317 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 318 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 319 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 320 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 321 |
+
plt.tight_layout()
|
| 322 |
+
st.pyplot(fig)
|
| 323 |
+
|
| 324 |
+
# ### Statistical Analysis
|
| 325 |
+
# Kolmogorov-Smirnov test
|
| 326 |
+
st.subheader("Kolmogorov–Smirnov Test Results")
|
| 327 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 328 |
+
|
| 329 |
+
results = []
|
| 330 |
+
|
| 331 |
+
for column in X_train.columns:
|
| 332 |
+
original = X_train[column].values
|
| 333 |
+
generated = new_samples_df[column].values
|
| 334 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 335 |
+
|
| 336 |
+
results.append({
|
| 337 |
+
"Feature": column,
|
| 338 |
+
"KS Statistic": statistic,
|
| 339 |
+
"P-value": p_value
|
| 340 |
+
})
|
| 341 |
+
|
| 342 |
+
results_df = pd.DataFrame(results)
|
| 343 |
+
|
| 344 |
+
def color_pval(val):
|
| 345 |
+
color = "red" if val < 0.05 else "green"
|
| 346 |
+
return f"color: {color};"
|
| 347 |
+
|
| 348 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 349 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 350 |
+
|
| 351 |
+
st.markdown("""
|
| 352 |
+
**Legend:**
|
| 353 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 354 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 355 |
+
""", unsafe_allow_html=True)
|
| 356 |
+
st.dataframe(styled_df)
|
| 357 |
+
|
| 358 |
+
|
| 359 |
+
# ### PCA Analysis
|
| 360 |
+
|
| 361 |
+
st.subheader('PCA comparison')
|
| 362 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 363 |
+
# Load the saved models
|
| 364 |
+
scaler = load('./CDM/scaler_pca_model_d1_cdm_60.pkl')
|
| 365 |
+
pca = load('./CDM/pca_model_d1_cdm_60.pkl')
|
| 366 |
+
|
| 367 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 368 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 369 |
+
|
| 370 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 371 |
+
|
| 372 |
+
combined_scaled = scaler.transform(combined_df)
|
| 373 |
+
|
| 374 |
+
pca_result = pca.transform(combined_scaled)
|
| 375 |
+
|
| 376 |
+
n_real = len(real_df)
|
| 377 |
+
real_pca = pca_result[:n_real]
|
| 378 |
+
synth_pca = pca_result[n_real:]
|
| 379 |
+
|
| 380 |
+
fig = plt.figure(figsize=(10, 8))
|
| 381 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 382 |
+
|
| 383 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 384 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 385 |
+
|
| 386 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 387 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 388 |
+
|
| 389 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 390 |
+
ax.set_xlabel("PC1")
|
| 391 |
+
ax.set_ylabel("PC2")
|
| 392 |
+
ax.set_zlabel("PC3")
|
| 393 |
+
|
| 394 |
+
ax.grid(False)
|
| 395 |
+
ax.legend()
|
| 396 |
+
plt.tight_layout()
|
| 397 |
+
st.pyplot(fig)
|
| 398 |
+
|
| 399 |
+
|
| 400 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df1_synthetic, scaler, pca)
|
| 401 |
+
|
| 402 |
+
|
| 403 |
+
# ### UMAP Analysis
|
| 404 |
+
|
| 405 |
+
st.subheader('UMAP comparison')
|
| 406 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 407 |
+
img = mpimg.imread('./CDM/umap_d1_60.png')
|
| 408 |
+
fig=plt.figure(figsize=(10, 8))
|
| 409 |
+
plt.imshow(img)
|
| 410 |
+
plt.axis('off')
|
| 411 |
+
st.pyplot(fig)
|
| 412 |
+
|
| 413 |
+
|
| 414 |
+
# ### GLM Frequency Analysis
|
| 415 |
+
st.subheader('Frequency GLM Analysis')
|
| 416 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 417 |
+
results_frequency_1 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 418 |
+
results_frequency_2 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped",var= 'Synthetic')
|
| 419 |
+
|
| 420 |
+
|
| 421 |
+
# ### GLM Cost Analysis
|
| 422 |
+
st.subheader('Severity GLM Analysis')
|
| 423 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 424 |
+
results_cost_1 = run_glm_cost_analysis(X_train, X_test,var='Real')
|
| 425 |
+
results_cost_2 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True,var='Synthetic')
|
| 426 |
+
|
| 427 |
+
|
| 428 |
+
# ### Feature Importance Analysis
|
| 429 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 430 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 431 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 432 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 433 |
+
y_train_freq = X_train['ClaimNb']
|
| 434 |
+
sample_weight_freq = X_train['Exposure']
|
| 435 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 436 |
+
mask_train_freq = sample_weight_freq > 0
|
| 437 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 438 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 439 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 440 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 441 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 442 |
+
|
| 443 |
+
plot_glm_shap_importance(
|
| 444 |
+
X_train=X_train_freq_filtered,
|
| 445 |
+
X_test=X_test_freq_filtered,
|
| 446 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 447 |
+
sample_weight=sample_weight_freq_filtered,
|
| 448 |
+
power=1,
|
| 449 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 450 |
+
max_display=10
|
| 451 |
+
)
|
| 452 |
+
|
| 453 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 454 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 455 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 456 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 457 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 458 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 459 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 460 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 461 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 462 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 463 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 464 |
+
|
| 465 |
+
plot_glm_shap_importance(
|
| 466 |
+
X_train=X_train_freq_synth_filtered,
|
| 467 |
+
X_test=X_test_freq_filtered,
|
| 468 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 469 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 470 |
+
power=1,
|
| 471 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 472 |
+
max_display=10
|
| 473 |
+
)
|
| 474 |
+
|
| 475 |
+
# --- SHAP Feature Importance for Severity ---
|
| 476 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 477 |
+
st.write('Assesses stability of model explanations for severity outcomes.')
|
| 478 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 479 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 480 |
+
|
| 481 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 482 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 483 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 484 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 485 |
+
|
| 486 |
+
plot_glm_shap_importance(
|
| 487 |
+
X_train=X_train_sev,
|
| 488 |
+
X_test=X_test_sev,
|
| 489 |
+
y_train=y_train_sev,
|
| 490 |
+
sample_weight=sample_weight_sev,
|
| 491 |
+
power=2,
|
| 492 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 493 |
+
max_display=10
|
| 494 |
+
)
|
| 495 |
+
|
| 496 |
+
|
| 497 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 498 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 499 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 500 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 501 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 502 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 503 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 504 |
+
|
| 505 |
+
|
| 506 |
+
plot_glm_shap_importance(
|
| 507 |
+
X_train=X_train_sev_synth,
|
| 508 |
+
X_test=X_test_sev_synth,
|
| 509 |
+
y_train=y_train_sev_synth,
|
| 510 |
+
sample_weight=sample_weight_sev_synth,
|
| 511 |
+
power=2,
|
| 512 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 513 |
+
max_display=10
|
| 514 |
+
)
|
| 515 |
+
|
| 516 |
+
|
| 517 |
+
# ### dataset 2 and data handling
|
| 518 |
+
st.header('Dataset 2: swmotorcycle')
|
| 519 |
+
|
| 520 |
+
df2_duplicated_rows=df2[df2.duplicated()]
|
| 521 |
+
df2=df2.drop_duplicates()
|
| 522 |
+
df2_duplicated_col=df2.columns[df2.columns.duplicated()]
|
| 523 |
+
|
| 524 |
+
|
| 525 |
+
# add ClaimOcc feature
|
| 526 |
+
df_2 = df2.copy()
|
| 527 |
+
df_2['ClaimOcc'] = np.where(df_2['ClaimNb'] > 0, 1, 0)
|
| 528 |
+
# Feature transformation
|
| 529 |
+
df_2['Exposure'] = df_2['Exposure'].clip(upper=1)
|
| 530 |
+
df_2['VehAge'] = df_2['VehAge'].clip(upper=20)
|
| 531 |
+
|
| 532 |
+
|
| 533 |
+
# ### Encoding
|
| 534 |
+
df2_encod=df_2.copy()
|
| 535 |
+
# RiskClass
|
| 536 |
+
RiskClass_group = {'EV ratio 13-15':'1','EV ratio 20-24':'2','EV ratio 9-12':'3','EV ratio <5':'4','EV ratio 6-8':'5',\
|
| 537 |
+
'EV ratio 16-19':'6','EV ratio >25':'7'}
|
| 538 |
+
df2_encod['RiskClass'] = df2_encod['RiskClass'].map(RiskClass_group)
|
| 539 |
+
df2_encod['RiskClass']= df2_encod['RiskClass'].astype(int)
|
| 540 |
+
# BonusClass
|
| 541 |
+
BonusClass_group = {'BM1':'1','BM2':'2','BM3':'3','BM4':'4','BM5':'5','BM6':'6','BM7':'7'}
|
| 542 |
+
df2_encod['BonusClass'] = df2_encod['BonusClass'].map(BonusClass_group)
|
| 543 |
+
df2_encod['BonusClass']= df2_encod['BonusClass'].astype(int)
|
| 544 |
+
# Area
|
| 545 |
+
Area_group = {"Central parts of Sweden's three largest cities":'1','Lesser towns except Gotland; Northern towns':'2',\
|
| 546 |
+
'Small towns; countryside except Gotland; Northern towns':'3','Suburbs; middle-sized cities':'4',\
|
| 547 |
+
'Northern countryside':'5','Northern towns':'6',"Gotland (Sweden's largest island)":'7'}
|
| 548 |
+
df2_encod['Area'] = df2_encod['Area'].map(Area_group)
|
| 549 |
+
df2_encod['Area']= df2_encod['Area'].astype(int)
|
| 550 |
+
# Gender
|
| 551 |
+
Gender_group = {'Female':'0','Male':'1'}
|
| 552 |
+
df2_encod['Gender'] = df2_encod['Gender'].map(Gender_group)
|
| 553 |
+
df2_encod['Gender']= df2_encod['Gender'].astype(int)
|
| 554 |
+
|
| 555 |
+
|
| 556 |
+
|
| 557 |
+
|
| 558 |
+
# ### Split dataset
|
| 559 |
+
# Split the dataset into train/test split
|
| 560 |
+
X_train, X_test = train_test_split(df2_encod, test_size=0.2, random_state=0)
|
| 561 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 562 |
+
|
| 563 |
+
|
| 564 |
+
# ### Use Generate Samples Dataframe
|
| 565 |
+
new_samples_df=df2_synthetic.copy()
|
| 566 |
+
|
| 567 |
+
# Check consistency
|
| 568 |
+
st.subheader(f"Check consistency")
|
| 569 |
+
# Find inconsistencies
|
| 570 |
+
inconsistent_records = new_samples_df[
|
| 571 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 572 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 573 |
+
]
|
| 574 |
+
|
| 575 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 576 |
+
st.write(inconsistent_records.head()) # Show a few inconsistent rows
|
| 577 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 578 |
+
|
| 579 |
+
|
| 580 |
+
# ### Visual Comparison
|
| 581 |
+
st.subheader('Univariate distribution comparison: real vs synthetic')
|
| 582 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 583 |
+
|
| 584 |
+
# Compare selected variables using histograms
|
| 585 |
+
compare_real_vs_synthetic(
|
| 586 |
+
real_df=X_train,
|
| 587 |
+
synthetic_df=df2_synthetic,
|
| 588 |
+
columns=['Exposure','VehAge','ClaimOcc','ClaimNb', 'ClaimAmount', 'RiskClass', 'Area','BonusClass','Gender'],
|
| 589 |
+
kind='hist'
|
| 590 |
+
)
|
| 591 |
+
|
| 592 |
+
st.subheader('Correlation matrix comparison: real vs synthetic')
|
| 593 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 594 |
+
|
| 595 |
+
# Compute correlation matrices
|
| 596 |
+
corr_matrix_X_train = X_train.corr()
|
| 597 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 598 |
+
|
| 599 |
+
fig=plt.figure(figsize=(30,15))
|
| 600 |
+
|
| 601 |
+
plt.subplot(1, 2, 1)
|
| 602 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 603 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 604 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 605 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 606 |
+
|
| 607 |
+
plt.subplot(1, 2, 2)
|
| 608 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 609 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 610 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 611 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 612 |
+
plt.tight_layout()
|
| 613 |
+
st.pyplot(fig)
|
| 614 |
+
|
| 615 |
+
|
| 616 |
+
# ### Statistical Analysis
|
| 617 |
+
# Kolmogorov-Smirnov test
|
| 618 |
+
st.subheader('Kolmogorov–Smirnov Test Results')
|
| 619 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 620 |
+
|
| 621 |
+
|
| 622 |
+
results = []
|
| 623 |
+
|
| 624 |
+
for column in X_train.columns:
|
| 625 |
+
original = X_train[column].values
|
| 626 |
+
generated = new_samples_df[column].values
|
| 627 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 628 |
+
|
| 629 |
+
results.append({
|
| 630 |
+
"Feature": column,
|
| 631 |
+
"KS Statistic": statistic,
|
| 632 |
+
"P-value": p_value
|
| 633 |
+
})
|
| 634 |
+
|
| 635 |
+
results_df = pd.DataFrame(results)
|
| 636 |
+
|
| 637 |
+
def color_pval(val):
|
| 638 |
+
color = "red" if val < 0.05 else "green"
|
| 639 |
+
return f"color: {color};"
|
| 640 |
+
|
| 641 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 642 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 643 |
+
|
| 644 |
+
st.markdown("""
|
| 645 |
+
**Legend:**
|
| 646 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 647 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 648 |
+
""", unsafe_allow_html=True)
|
| 649 |
+
st.dataframe(styled_df)
|
| 650 |
+
|
| 651 |
+
|
| 652 |
+
# ### PCA Analysis
|
| 653 |
+
st.subheader('PCA comparison')
|
| 654 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 655 |
+
# Load the saved models
|
| 656 |
+
scaler = load('./CDM/scaler_pca_model_d2_cdm_60.pkl')
|
| 657 |
+
pca = load('./CDM/pca_model_d2_cdm_60.pkl')
|
| 658 |
+
|
| 659 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 660 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 661 |
+
|
| 662 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 663 |
+
combined_scaled = scaler.transform(combined_df)
|
| 664 |
+
pca_result = pca.transform(combined_scaled)
|
| 665 |
+
n_real = len(real_df)
|
| 666 |
+
real_pca = pca_result[:n_real]
|
| 667 |
+
synth_pca = pca_result[n_real:]
|
| 668 |
+
fig = plt.figure(figsize=(10, 8))
|
| 669 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 670 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 671 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 672 |
+
|
| 673 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 674 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 675 |
+
|
| 676 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 677 |
+
ax.set_xlabel("PC1")
|
| 678 |
+
ax.set_ylabel("PC2")
|
| 679 |
+
ax.set_zlabel("PC3")
|
| 680 |
+
|
| 681 |
+
ax.grid(False)
|
| 682 |
+
ax.legend()
|
| 683 |
+
plt.tight_layout()
|
| 684 |
+
st.pyplot(fig)
|
| 685 |
+
|
| 686 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df2_synthetic, scaler, pca)
|
| 687 |
+
|
| 688 |
+
|
| 689 |
+
# ### UMAP Analysis
|
| 690 |
+
st.subheader('UMAP comparison')
|
| 691 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 692 |
+
img = mpimg.imread('./CDM/umap_d2_60.png')
|
| 693 |
+
fig=plt.figure(figsize=(10, 8))
|
| 694 |
+
plt.imshow(img)
|
| 695 |
+
plt.axis('off')
|
| 696 |
+
st.pyplot(fig)
|
| 697 |
+
|
| 698 |
+
|
| 699 |
+
# ### GLM Frequency Analysis
|
| 700 |
+
st.subheader('Frequency GLM Analysis')
|
| 701 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 702 |
+
results_frequency_3 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 703 |
+
results_frequency_4 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped", var='Synthetic')
|
| 704 |
+
|
| 705 |
+
|
| 706 |
+
# ### GLM Cost Analysis
|
| 707 |
+
st.subheader('Severity GLM Analysis')
|
| 708 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 709 |
+
results_cost_3 = run_glm_cost_analysis(X_train, X_test, var='Real')
|
| 710 |
+
results_cost_4 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True, var= 'Synthetic')
|
| 711 |
+
|
| 712 |
+
|
| 713 |
+
# ### Feature Importance Analysis
|
| 714 |
+
|
| 715 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 716 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 717 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 718 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 719 |
+
y_train_freq = X_train['ClaimNb']
|
| 720 |
+
sample_weight_freq = X_train['Exposure']
|
| 721 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 722 |
+
mask_train_freq = sample_weight_freq > 0
|
| 723 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 724 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 725 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 726 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 727 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 728 |
+
|
| 729 |
+
plot_glm_shap_importance(
|
| 730 |
+
X_train=X_train_freq_filtered,
|
| 731 |
+
X_test=X_test_freq_filtered,
|
| 732 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 733 |
+
sample_weight=sample_weight_freq_filtered,
|
| 734 |
+
power=1,
|
| 735 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 736 |
+
max_display=10
|
| 737 |
+
)
|
| 738 |
+
|
| 739 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 740 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 741 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 742 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 743 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 744 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 745 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 746 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 747 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 748 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 749 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 750 |
+
|
| 751 |
+
plot_glm_shap_importance(
|
| 752 |
+
X_train=X_train_freq_synth_filtered,
|
| 753 |
+
X_test=X_test_freq_filtered,
|
| 754 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 755 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 756 |
+
power=1,
|
| 757 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 758 |
+
max_display=10
|
| 759 |
+
)
|
| 760 |
+
|
| 761 |
+
# --- SHAP Feature Importance for Severity ---
|
| 762 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 763 |
+
st.write('Assesses stability of model explanations for severity outcomes')
|
| 764 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 765 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 766 |
+
|
| 767 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 768 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 769 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 770 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 771 |
+
|
| 772 |
+
plot_glm_shap_importance(
|
| 773 |
+
X_train=X_train_sev,
|
| 774 |
+
X_test=X_test_sev,
|
| 775 |
+
y_train=y_train_sev,
|
| 776 |
+
sample_weight=sample_weight_sev,
|
| 777 |
+
power=2,
|
| 778 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 779 |
+
max_display=10
|
| 780 |
+
)
|
| 781 |
+
|
| 782 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 783 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 784 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 785 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 786 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 787 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 788 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 789 |
+
|
| 790 |
+
plot_glm_shap_importance(
|
| 791 |
+
X_train=X_train_sev_synth,
|
| 792 |
+
X_test=X_test_sev_synth,
|
| 793 |
+
y_train=y_train_sev_synth,
|
| 794 |
+
sample_weight=sample_weight_sev_synth,
|
| 795 |
+
power=2,
|
| 796 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 797 |
+
max_display=10
|
| 798 |
+
)
|
| 799 |
+
|
| 800 |
+
|
| 801 |
+
# ### Results
|
| 802 |
+
st.subheader('Overall results')
|
| 803 |
+
# The dictionary dataset 1
|
| 804 |
+
metrics_dict_1 = results_frequency_1[1]
|
| 805 |
+
mpd_train_1 = metrics_dict_1['mpd_train']
|
| 806 |
+
mpd_test_1 = metrics_dict_1['mpd_test']
|
| 807 |
+
|
| 808 |
+
|
| 809 |
+
# The dictionary synthetic dataset 1
|
| 810 |
+
metrics_dict_2 = results_frequency_2[1]
|
| 811 |
+
mpd_train_2 = metrics_dict_2['mpd_train']
|
| 812 |
+
mpd_test_2 = metrics_dict_2['mpd_test']
|
| 813 |
+
|
| 814 |
+
|
| 815 |
+
|
| 816 |
+
# The dictionary dataset 2
|
| 817 |
+
metrics_dict_3 = results_frequency_3[1]
|
| 818 |
+
mpd_train_3 = metrics_dict_3['mpd_train']
|
| 819 |
+
mpd_test_3 = metrics_dict_3['mpd_test']
|
| 820 |
+
|
| 821 |
+
|
| 822 |
+
|
| 823 |
+
# The dictionary synthetic dataset 2
|
| 824 |
+
metrics_dict_4 = results_frequency_4[1]
|
| 825 |
+
mpd_train_4 = metrics_dict_4['mpd_train']
|
| 826 |
+
mpd_test_4 = metrics_dict_4['mpd_test']
|
| 827 |
+
|
| 828 |
+
|
| 829 |
+
|
| 830 |
+
# The dictionary dataset 1
|
| 831 |
+
mgd_train_1 = results_cost_1['mgd_train']
|
| 832 |
+
mgd_test_1 = results_cost_1['mgd_test']
|
| 833 |
+
|
| 834 |
+
|
| 835 |
+
|
| 836 |
+
# The dictionary synthetic dataset 1
|
| 837 |
+
mgd_train_2 = results_cost_2['mgd_train']
|
| 838 |
+
mgd_test_2 = results_cost_2['mgd_test']
|
| 839 |
+
|
| 840 |
+
|
| 841 |
+
|
| 842 |
+
# The dictionary dataset 2
|
| 843 |
+
mgd_train_3 = results_cost_3['mgd_train']
|
| 844 |
+
mgd_test_3 = results_cost_3['mgd_test']
|
| 845 |
+
|
| 846 |
+
|
| 847 |
+
|
| 848 |
+
# The dictionary synthetic dataset 2
|
| 849 |
+
mgd_train_4 = results_cost_4['mgd_train']
|
| 850 |
+
mgd_test_4 = results_cost_4['mgd_test']
|
| 851 |
+
|
| 852 |
+
|
| 853 |
+
|
| 854 |
+
# Create the DataFrame
|
| 855 |
+
results_df1 = {
|
| 856 |
+
'mpd_train': mpd_train_1,
|
| 857 |
+
'mpd_test': mpd_test_1,
|
| 858 |
+
'mgd_train': mgd_train_1,
|
| 859 |
+
'mgd_test': mgd_test_1,
|
| 860 |
+
}
|
| 861 |
+
results_df2 = {
|
| 862 |
+
'mpd_train': mpd_train_2,
|
| 863 |
+
'mpd_test': mpd_test_2,
|
| 864 |
+
'mgd_train': mgd_train_2,
|
| 865 |
+
'mgd_test': mgd_test_2,
|
| 866 |
+
}
|
| 867 |
+
results_df3 = {
|
| 868 |
+
'mpd_train': mpd_train_3,
|
| 869 |
+
'mpd_test': mpd_test_3,
|
| 870 |
+
'mgd_train': mgd_train_3,
|
| 871 |
+
'mgd_test': mgd_test_3,
|
| 872 |
+
}
|
| 873 |
+
results_df4 = {
|
| 874 |
+
'mpd_train': mpd_train_4,
|
| 875 |
+
'mpd_test': mpd_test_4,
|
| 876 |
+
'mgd_train': mgd_train_4,
|
| 877 |
+
'mgd_test': mgd_test_4,
|
| 878 |
+
}
|
| 879 |
+
d1=pd.DataFrame(results_df1, index=['dataset 1'])
|
| 880 |
+
d2=pd.DataFrame(results_df2, index=['synthetic dataset 1'])
|
| 881 |
+
d3=pd.DataFrame(results_df3, index=['dataset 2'])
|
| 882 |
+
d4=pd.DataFrame(results_df4, index=['synthetic dataset 2'])
|
| 883 |
+
df_tot= pd.concat([d1,d2,d3,d4])
|
| 884 |
+
st.dataframe(df_tot)
|
| 885 |
+
|
| 886 |
+
|
| 887 |
+
# barplot comparison
|
| 888 |
+
fig, ax = plt.subplots(figsize=(9, 5))
|
| 889 |
+
df_tot.plot(kind='bar', ax=ax)
|
| 890 |
+
ax.set_title('Comparison of MPD and MGD Metrics')
|
| 891 |
+
ax.set_ylabel('Value')
|
| 892 |
+
ax.set_xticklabels(ax.get_xticklabels(), rotation=45)
|
| 893 |
+
ax.legend(title='Metric')
|
| 894 |
+
for container in ax.containers:
|
| 895 |
+
labels = ax.bar_label(container, fmt='%.2f', label_type='edge', padding=2)
|
| 896 |
+
for label in labels:
|
| 897 |
+
label.set_fontsize(8)
|
| 898 |
+
|
| 899 |
+
plt.tight_layout()
|
| 900 |
+
st.pyplot(fig)
|
| 901 |
+
|
| 902 |
+
|
| 903 |
+
# MPD: Train vs Test Comparison
|
| 904 |
+
fig, axes = plt.subplots(1, 2, figsize=(15, 6))
|
| 905 |
+
|
| 906 |
+
# --- MPD Comparison ---
|
| 907 |
+
mpd_data = df_tot[['mpd_train', 'mpd_test']]
|
| 908 |
+
mpd_data.plot(kind='bar', ax=axes[0], color=['#2ecc71', '#e74c3c'])
|
| 909 |
+
|
| 910 |
+
axes[0].set_title('Mean Poisson Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 911 |
+
axes[0].set_ylabel('MPD Value', fontsize=14)
|
| 912 |
+
axes[0].set_xlabel('Dataset', fontsize=14)
|
| 913 |
+
axes[0].legend(['Train', 'Test'], fontsize=10)
|
| 914 |
+
|
| 915 |
+
# Larger tick labels
|
| 916 |
+
axes[0].tick_params(axis='x', labelsize=12, rotation=45)
|
| 917 |
+
axes[0].tick_params(axis='y', labelsize=12)
|
| 918 |
+
|
| 919 |
+
axes[0].grid(axis='y', alpha=0.3)
|
| 920 |
+
for container in axes[0].containers:
|
| 921 |
+
axes[0].bar_label(container, fmt='%.3f', fontsize=15)
|
| 922 |
+
|
| 923 |
+
# --- MGD Comparison ---
|
| 924 |
+
mgd_data = df_tot[['mgd_train', 'mgd_test']]
|
| 925 |
+
mgd_data.plot(kind='bar', ax=axes[1], color=['#3498db', '#f39c12'])
|
| 926 |
+
|
| 927 |
+
axes[1].set_title('Mean Gamma Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 928 |
+
axes[1].set_ylabel('MGD Value', fontsize=14)
|
| 929 |
+
axes[1].set_xlabel('Dataset', fontsize=14)
|
| 930 |
+
axes[1].legend(['Train', 'Test'], fontsize=10)
|
| 931 |
+
|
| 932 |
+
# Larger tick labels
|
| 933 |
+
axes[1].tick_params(axis='x', labelsize=12, rotation=45)
|
| 934 |
+
axes[1].tick_params(axis='y', labelsize=12)
|
| 935 |
+
|
| 936 |
+
axes[1].grid(axis='y', alpha=0.3)
|
| 937 |
+
for container in axes[1].containers:
|
| 938 |
+
axes[1].bar_label(container, fmt='%.3f', fontsize=15)
|
| 939 |
+
|
| 940 |
+
plt.tight_layout()
|
| 941 |
+
st.pyplot(fig)
|
| 942 |
+
|
| 943 |
+
# Create a heatmap
|
| 944 |
+
fig, ax = plt.subplots(figsize=(10, 6))
|
| 945 |
+
|
| 946 |
+
sns.heatmap(df_tot, annot=True, fmt='.3f', cmap='RdYlGn_r',
|
| 947 |
+
linewidths=0.5, ax=ax, cbar_kws={'label': 'Deviance Value'})
|
| 948 |
+
ax.set_title('Performance Heatmap: All Metrics Across Datasets', fontsize=15, fontweight='bold', pad=20)
|
| 949 |
+
ax.set_xlabel('Metrics')
|
| 950 |
+
ax.set_ylabel('Datasets')
|
| 951 |
+
|
| 952 |
+
plt.tight_layout()
|
| 953 |
+
st.pyplot(fig)
|
pages/CDM_Trial_3.py
ADDED
|
@@ -0,0 +1,957 @@
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|
| 1 |
+
|
| 2 |
+
import os
|
| 3 |
+
import random
|
| 4 |
+
import numpy as np
|
| 5 |
+
import pandas as pd
|
| 6 |
+
import matplotlib.pyplot as plt
|
| 7 |
+
import matplotlib.image as mpimg
|
| 8 |
+
import seaborn as sns
|
| 9 |
+
from matplotlib.pyplot import subplots
|
| 10 |
+
from sklearn.model_selection import train_test_split
|
| 11 |
+
from sklearn.model_selection import KFold
|
| 12 |
+
from sklearn.metrics import mean_poisson_deviance, mean_gamma_deviance, make_scorer
|
| 13 |
+
from scipy.stats import ks_2samp
|
| 14 |
+
from sklearn.decomposition import PCA
|
| 15 |
+
from sklearn.preprocessing import StandardScaler
|
| 16 |
+
from mpl_toolkits.mplot3d import Axes3D
|
| 17 |
+
from sklearn.linear_model import TweedieRegressor
|
| 18 |
+
import shap
|
| 19 |
+
from sklearn.mixture import GaussianMixture
|
| 20 |
+
from joblib import dump
|
| 21 |
+
from joblib import load
|
| 22 |
+
import streamlit as st
|
| 23 |
+
|
| 24 |
+
import warnings
|
| 25 |
+
warnings.filterwarnings('ignore')
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
DEFAULT_RANDOM_SEED = 0
|
| 29 |
+
random.seed(DEFAULT_RANDOM_SEED)
|
| 30 |
+
os.environ['PYTHONHASHSEED'] = str(DEFAULT_RANDOM_SEED)
|
| 31 |
+
np.random.seed(DEFAULT_RANDOM_SEED)
|
| 32 |
+
|
| 33 |
+
st.title("Conditional Diffusion Model: Synthetic Data Generation Analysis")
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
def compare_real_vs_synthetic(real_df, synthetic_df, columns=None, kind='hist', bins=30, figsize=(15, 10)):
|
| 37 |
+
if columns is None:
|
| 38 |
+
columns = [col for col in real_df.columns if real_df[col].dtype != 'object']
|
| 39 |
+
|
| 40 |
+
n_cols = 2
|
| 41 |
+
n_rows = (len(columns) + 1) // n_cols
|
| 42 |
+
|
| 43 |
+
fig= plt.figure(figsize=figsize)
|
| 44 |
+
|
| 45 |
+
for idx, col in enumerate(columns, 1):
|
| 46 |
+
plt.subplot(n_rows, n_cols, idx)
|
| 47 |
+
|
| 48 |
+
if kind == 'hist':
|
| 49 |
+
sns.histplot(real_df[col], color='blue', label='Real', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 50 |
+
sns.histplot(synthetic_df[col], color='red', label='Synthetic', kde=False, stat='density', bins=bins, alpha=0.6)
|
| 51 |
+
|
| 52 |
+
elif kind == 'kde':
|
| 53 |
+
sns.kdeplot(real_df[col], color='blue', label='Real')
|
| 54 |
+
sns.kdeplot(synthetic_df[col], color='red', label='Synthetic')
|
| 55 |
+
|
| 56 |
+
elif kind == 'box':
|
| 57 |
+
sns.boxplot(data=[real_df[col], synthetic_df[col]], palette=['blue', 'red'])
|
| 58 |
+
plt.xticks([0, 1], ['Real', 'Synthetic'])
|
| 59 |
+
|
| 60 |
+
else:
|
| 61 |
+
raise ValueError("Unsupported plot kind. Choose from 'hist', 'kde', or 'box'.")
|
| 62 |
+
|
| 63 |
+
plt.title(f"Comparison for '{col}'")
|
| 64 |
+
plt.legend()
|
| 65 |
+
|
| 66 |
+
plt.tight_layout()
|
| 67 |
+
st.pyplot(fig)
|
| 68 |
+
|
| 69 |
+
|
| 70 |
+
def run_glm_frequency_analysis(
|
| 71 |
+
X_train, X_test, model=None, clip_exposure=False, random_state=0, label="Model", var=None):
|
| 72 |
+
np.random.seed(0)
|
| 73 |
+
|
| 74 |
+
if clip_exposure:
|
| 75 |
+
X_train = X_train.copy()
|
| 76 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 77 |
+
|
| 78 |
+
mask_tr = X_train['Exposure'] > 0
|
| 79 |
+
mask_te = X_test['Exposure'] > 0
|
| 80 |
+
X_train_f = X_train[mask_tr].copy()
|
| 81 |
+
X_test_f = X_test[mask_te].copy()
|
| 82 |
+
|
| 83 |
+
y_train = X_train_f['ClaimNb']
|
| 84 |
+
y_test = X_test_f['ClaimNb']
|
| 85 |
+
exposure_train = X_train_f['Exposure']
|
| 86 |
+
exposure_test = X_test_f['Exposure']
|
| 87 |
+
|
| 88 |
+
X_train_ = X_train_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 89 |
+
X_test_ = X_test_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 90 |
+
|
| 91 |
+
if model is None:
|
| 92 |
+
model = TweedieRegressor(power=1, link='log')
|
| 93 |
+
|
| 94 |
+
cv = KFold(n_splits=5)
|
| 95 |
+
mpd_scores = []
|
| 96 |
+
|
| 97 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 98 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 99 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 100 |
+
w_tr, w_val = exposure_train.iloc[train_idx], exposure_train.iloc[val_idx]
|
| 101 |
+
|
| 102 |
+
model.fit(X_tr, y_tr / w_tr, sample_weight=w_tr)
|
| 103 |
+
y_pred = model.predict(X_val)
|
| 104 |
+
|
| 105 |
+
score = mean_poisson_deviance(y_val / w_val, y_pred)
|
| 106 |
+
mpd_scores.append(score)
|
| 107 |
+
|
| 108 |
+
model.fit(X_train_, y_train / exposure_train, sample_weight=exposure_train)
|
| 109 |
+
|
| 110 |
+
pred_train = model.predict(X_train_)
|
| 111 |
+
pred_test = model.predict(X_test_)
|
| 112 |
+
|
| 113 |
+
mpd_train = mean_poisson_deviance(y_train / exposure_train, pred_train)
|
| 114 |
+
mpd_test = mean_poisson_deviance(y_test / exposure_test, pred_test)
|
| 115 |
+
|
| 116 |
+
st.write(f"Train Poisson {var} Deviance: {mpd_train:.4f}")
|
| 117 |
+
st.write(f"Test Poisson {var} Deviance: {mpd_test:.4f}")
|
| 118 |
+
|
| 119 |
+
return model, {
|
| 120 |
+
"cv_scores": mpd_scores,
|
| 121 |
+
"mpd_train": mpd_train,
|
| 122 |
+
"mpd_test": mpd_test,
|
| 123 |
+
"train_predictions": pred_train,
|
| 124 |
+
"test_predictions": pred_test
|
| 125 |
+
}
|
| 126 |
+
|
| 127 |
+
|
| 128 |
+
def run_glm_cost_analysis(X_train, X_test, is_sampled=False, verbose=True, var=None):
|
| 129 |
+
np.random.seed(0)
|
| 130 |
+
|
| 131 |
+
if is_sampled:
|
| 132 |
+
X_train = X_train.copy()
|
| 133 |
+
X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure'])
|
| 134 |
+
|
| 135 |
+
X_train_co = X_train.copy()
|
| 136 |
+
X_test_co = X_test.copy()
|
| 137 |
+
|
| 138 |
+
X_train_co['Acost'] = np.where(X_train_co['ClaimNb'] != 0,
|
| 139 |
+
X_train_co['ClaimAmount'] / X_train_co['ClaimNb'], 0)
|
| 140 |
+
X_test_co['Acost'] = np.where(X_test_co['ClaimNb'] != 0,
|
| 141 |
+
X_test_co['ClaimAmount'] / X_test_co['ClaimNb'], 0)
|
| 142 |
+
|
| 143 |
+
X_train_cost = X_train_co[X_train_co['ClaimAmount'] != 0].copy()
|
| 144 |
+
X_test_cost = X_test_co[X_test_co['ClaimAmount'] != 0].copy()
|
| 145 |
+
|
| 146 |
+
y_train = X_train_cost['Acost']
|
| 147 |
+
claim_tr = X_train_cost['ClaimNb']
|
| 148 |
+
y_test = X_test_cost['Acost']
|
| 149 |
+
claim_te = X_test_cost['ClaimNb']
|
| 150 |
+
|
| 151 |
+
drop_cols = ['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb']
|
| 152 |
+
X_train_ = X_train_cost.drop(columns=drop_cols)
|
| 153 |
+
X_test_ = X_test_cost.drop(columns=drop_cols)
|
| 154 |
+
|
| 155 |
+
glm_cl = TweedieRegressor(power=2, link='log')
|
| 156 |
+
|
| 157 |
+
cv = KFold(n_splits=5, shuffle=True, random_state=0)
|
| 158 |
+
mgd_scores = []
|
| 159 |
+
|
| 160 |
+
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)):
|
| 161 |
+
X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx]
|
| 162 |
+
y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx]
|
| 163 |
+
w_tr, w_val = claim_tr.iloc[train_idx], claim_tr.iloc[val_idx]
|
| 164 |
+
|
| 165 |
+
glm_cl.fit(X_tr, y_tr, sample_weight=w_tr)
|
| 166 |
+
y_pred_val = glm_cl.predict(X_val)
|
| 167 |
+
score = mean_gamma_deviance(y_val, y_pred_val)
|
| 168 |
+
mgd_scores.append(score)
|
| 169 |
+
|
| 170 |
+
glm_cl.fit(X_train_, y_train, sample_weight=claim_tr)
|
| 171 |
+
|
| 172 |
+
y_pred_train = glm_cl.predict(X_train_)
|
| 173 |
+
y_pred_test = glm_cl.predict(X_test_)
|
| 174 |
+
|
| 175 |
+
mgd_train = mean_gamma_deviance(y_train, y_pred_train)
|
| 176 |
+
mgd_test = mean_gamma_deviance(y_test, y_pred_test)
|
| 177 |
+
|
| 178 |
+
if verbose:
|
| 179 |
+
st.write(f"Train Gamma {var} Deviance: {mgd_train:.4f}")
|
| 180 |
+
st.write(f"Test Gamma {var} Deviance: {mgd_test:.4f}")
|
| 181 |
+
|
| 182 |
+
return {
|
| 183 |
+
"cv_scores": mgd_scores,
|
| 184 |
+
'mgd_train': mgd_train,
|
| 185 |
+
'mgd_test': mgd_test,
|
| 186 |
+
'y_pred_train': y_pred_train,
|
| 187 |
+
'y_pred_test': y_pred_test
|
| 188 |
+
}
|
| 189 |
+
|
| 190 |
+
|
| 191 |
+
def plot_glm_shap_importance(
|
| 192 |
+
X_train, X_test, y_train, sample_weight,
|
| 193 |
+
power: int, title: str, max_display: int = 10, figsize: tuple = (5, 5), seed: int = 0):
|
| 194 |
+
|
| 195 |
+
np.random.seed(seed)
|
| 196 |
+
|
| 197 |
+
model = TweedieRegressor(power=power, link='log')
|
| 198 |
+
model.fit(X_train, y_train, sample_weight=sample_weight)
|
| 199 |
+
|
| 200 |
+
masker = shap.maskers.Independent(X_train)
|
| 201 |
+
explainer = shap.LinearExplainer(model, masker=masker)
|
| 202 |
+
shap_values = explainer.shap_values(X_test)
|
| 203 |
+
|
| 204 |
+
plt.figure(figsize=figsize)
|
| 205 |
+
shap.summary_plot(
|
| 206 |
+
shap_values, features=X_test,
|
| 207 |
+
feature_names=X_test.columns,
|
| 208 |
+
plot_type='bar',
|
| 209 |
+
max_display=max_display,
|
| 210 |
+
show=False
|
| 211 |
+
)
|
| 212 |
+
plt.title(title, fontsize=12)
|
| 213 |
+
plt.tight_layout()
|
| 214 |
+
fig = plt.gcf()
|
| 215 |
+
st.pyplot(fig)
|
| 216 |
+
|
| 217 |
+
|
| 218 |
+
# ### Upload datasets
|
| 219 |
+
|
| 220 |
+
#-------------------
|
| 221 |
+
# DATASETS
|
| 222 |
+
#-------------------
|
| 223 |
+
df1=pd.read_csv('./data/ausprivauto0405.csv')
|
| 224 |
+
df2=pd.read_csv('./data/swmotorcycle.csv')
|
| 225 |
+
df1_synthetic=pd.read_csv('./CDM/d1_cdm_gender_encod.csv')
|
| 226 |
+
df1_synthetic = df1_synthetic.drop(columns=["Unnamed: 0"])
|
| 227 |
+
df2_synthetic=pd.read_csv('./CDM/d2_cdm_gender_encod.csv')
|
| 228 |
+
df2_synthetic = df2_synthetic.drop(columns=["Unnamed: 0"])
|
| 229 |
+
|
| 230 |
+
|
| 231 |
+
|
| 232 |
+
# ### dataset 1 and data handling
|
| 233 |
+
|
| 234 |
+
st.header('Dataset 1: ausprivauto0405')
|
| 235 |
+
|
| 236 |
+
df1_duplicated_rows=df1[df1.duplicated()]
|
| 237 |
+
df1=df1.drop_duplicates()
|
| 238 |
+
df1_duplicated_col=df1.columns[df1.columns.duplicated()]
|
| 239 |
+
|
| 240 |
+
|
| 241 |
+
# ### Encoding
|
| 242 |
+
|
| 243 |
+
df1_encod=df1.copy()
|
| 244 |
+
df1_encod=df1_encod.drop(columns=['Gender'], axis=1)
|
| 245 |
+
# VehAge
|
| 246 |
+
VehAge_group = {'old cars':'1','young cars':'2','oldest cars':'3','youngest cars':'4'}
|
| 247 |
+
df1_encod['VehAge'] = df1_encod['VehAge'].map(VehAge_group)
|
| 248 |
+
df1_encod['VehAge']= df1_encod['VehAge'].astype(int)
|
| 249 |
+
# DrivAge
|
| 250 |
+
DrivAge_group = {'young people':'1','older work. people':'2','oldest people':'3','working people':'4','old people':'5','youngest people':'6'}
|
| 251 |
+
df1_encod['DrivAge'] = df1_encod['DrivAge'].map(DrivAge_group)
|
| 252 |
+
df1_encod['DrivAge']= df1_encod['DrivAge'].astype(int)
|
| 253 |
+
# VehBody
|
| 254 |
+
VehBody_group = {'Hatchback':'1','Utility':'2','Station wagon':'3','Hardtop':'4','Panel van':'5','Sedan':'6','Truck':'7',\
|
| 255 |
+
'Coupe':'8', 'Minibus':'9', 'Motorized caravan':'10', 'Bus':'11', 'Convertible':'12','Roadster':'13'}
|
| 256 |
+
df1_encod['VehBody'] = df1_encod['VehBody'].map(VehBody_group)
|
| 257 |
+
df1_encod['VehBody']= df1_encod['VehBody'].astype(int)
|
| 258 |
+
# Gender
|
| 259 |
+
#Gender_group = {'Female':'0','Male':'1'}
|
| 260 |
+
#df1_encod['Gender'] = df1_encod['Gender'].map(Gender_group)
|
| 261 |
+
#df1_encod['Gender']= df1_encod['Gender'].astype(int)
|
| 262 |
+
|
| 263 |
+
|
| 264 |
+
|
| 265 |
+
|
| 266 |
+
# ### Split dataset
|
| 267 |
+
# Split the dataset into train/test split
|
| 268 |
+
X_train, X_test = train_test_split(df1_encod, test_size=0.2, random_state=0)
|
| 269 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 270 |
+
|
| 271 |
+
|
| 272 |
+
# ### Use Generate Samples Dataframe
|
| 273 |
+
new_samples_df=df1_synthetic.copy()
|
| 274 |
+
|
| 275 |
+
# Check consistency
|
| 276 |
+
st.subheader(f"Check consistency")
|
| 277 |
+
# Find inconsistencies
|
| 278 |
+
inconsistent_records = new_samples_df[
|
| 279 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 280 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 281 |
+
]
|
| 282 |
+
|
| 283 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 284 |
+
st.write(inconsistent_records.head())
|
| 285 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 286 |
+
|
| 287 |
+
|
| 288 |
+
# ### Visual Comparison
|
| 289 |
+
|
| 290 |
+
# Compare selected variables using histograms
|
| 291 |
+
st.subheader(f"Univariate distribution comparison: real vs synthetic")
|
| 292 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 293 |
+
|
| 294 |
+
compare_real_vs_synthetic(
|
| 295 |
+
real_df=X_train,
|
| 296 |
+
synthetic_df=df1_synthetic,
|
| 297 |
+
columns=['Exposure','VehBody','VehValue','ClaimOcc','ClaimNb', 'ClaimAmount', 'DrivAge', 'VehAge'],
|
| 298 |
+
kind='hist'
|
| 299 |
+
)
|
| 300 |
+
|
| 301 |
+
|
| 302 |
+
st.subheader(f"Correlation matrix comparison: real vs synthetic")
|
| 303 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 304 |
+
|
| 305 |
+
# Compute correlation matrices
|
| 306 |
+
corr_matrix_X_train = X_train.corr()
|
| 307 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 308 |
+
|
| 309 |
+
fig=plt.figure(figsize=(30,15))
|
| 310 |
+
|
| 311 |
+
plt.subplot(1, 2, 1)
|
| 312 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 313 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 314 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 315 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 316 |
+
|
| 317 |
+
plt.subplot(1, 2, 2)
|
| 318 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 319 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 320 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 321 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 322 |
+
plt.tight_layout()
|
| 323 |
+
st.pyplot(fig)
|
| 324 |
+
|
| 325 |
+
# ### Statistical Analysis
|
| 326 |
+
# Kolmogorov-Smirnov test
|
| 327 |
+
st.subheader("Kolmogorov–Smirnov Test Results")
|
| 328 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 329 |
+
|
| 330 |
+
results = []
|
| 331 |
+
|
| 332 |
+
for column in X_train.columns:
|
| 333 |
+
original = X_train[column].values
|
| 334 |
+
generated = new_samples_df[column].values
|
| 335 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 336 |
+
|
| 337 |
+
results.append({
|
| 338 |
+
"Feature": column,
|
| 339 |
+
"KS Statistic": statistic,
|
| 340 |
+
"P-value": p_value
|
| 341 |
+
})
|
| 342 |
+
|
| 343 |
+
results_df = pd.DataFrame(results)
|
| 344 |
+
|
| 345 |
+
def color_pval(val):
|
| 346 |
+
color = "red" if val < 0.05 else "green"
|
| 347 |
+
return f"color: {color};"
|
| 348 |
+
|
| 349 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 350 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 351 |
+
|
| 352 |
+
st.markdown("""
|
| 353 |
+
**Legend:**
|
| 354 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 355 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 356 |
+
""", unsafe_allow_html=True)
|
| 357 |
+
st.dataframe(styled_df)
|
| 358 |
+
|
| 359 |
+
|
| 360 |
+
# ### PCA Analysis
|
| 361 |
+
|
| 362 |
+
st.subheader('PCA comparison')
|
| 363 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 364 |
+
# Load the saved models
|
| 365 |
+
scaler = load('./CDM/scaler_pca_model_d1_cdm_gender.pkl')
|
| 366 |
+
pca = load('./CDM/pca_model_d1_cdm_gender.pkl')
|
| 367 |
+
|
| 368 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 369 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 370 |
+
|
| 371 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 372 |
+
|
| 373 |
+
combined_scaled = scaler.transform(combined_df)
|
| 374 |
+
|
| 375 |
+
pca_result = pca.transform(combined_scaled)
|
| 376 |
+
|
| 377 |
+
n_real = len(real_df)
|
| 378 |
+
real_pca = pca_result[:n_real]
|
| 379 |
+
synth_pca = pca_result[n_real:]
|
| 380 |
+
|
| 381 |
+
fig = plt.figure(figsize=(10, 8))
|
| 382 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 383 |
+
|
| 384 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 385 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 386 |
+
|
| 387 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 388 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 389 |
+
|
| 390 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 391 |
+
ax.set_xlabel("PC1")
|
| 392 |
+
ax.set_ylabel("PC2")
|
| 393 |
+
ax.set_zlabel("PC3")
|
| 394 |
+
|
| 395 |
+
ax.grid(False)
|
| 396 |
+
ax.legend()
|
| 397 |
+
plt.tight_layout()
|
| 398 |
+
st.pyplot(fig)
|
| 399 |
+
|
| 400 |
+
|
| 401 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df1_synthetic, scaler, pca)
|
| 402 |
+
|
| 403 |
+
|
| 404 |
+
# ### UMAP Analysis
|
| 405 |
+
|
| 406 |
+
st.subheader('UMAP comparison')
|
| 407 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 408 |
+
img = mpimg.imread('./CDM/umap_d1_gender.png')
|
| 409 |
+
fig=plt.figure(figsize=(10, 8))
|
| 410 |
+
plt.imshow(img)
|
| 411 |
+
plt.axis('off')
|
| 412 |
+
st.pyplot(fig)
|
| 413 |
+
|
| 414 |
+
|
| 415 |
+
# ### GLM Frequency Analysis
|
| 416 |
+
st.subheader('Frequency GLM Analysis')
|
| 417 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 418 |
+
results_frequency_1 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 419 |
+
results_frequency_2 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped",var= 'Synthetic')
|
| 420 |
+
|
| 421 |
+
|
| 422 |
+
# ### GLM Cost Analysis
|
| 423 |
+
st.subheader('Severity GLM Analysis')
|
| 424 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 425 |
+
results_cost_1 = run_glm_cost_analysis(X_train, X_test,var='Real')
|
| 426 |
+
results_cost_2 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True,var='Synthetic')
|
| 427 |
+
|
| 428 |
+
|
| 429 |
+
# ### Feature Importance Analysis
|
| 430 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 431 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 432 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 433 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 434 |
+
y_train_freq = X_train['ClaimNb']
|
| 435 |
+
sample_weight_freq = X_train['Exposure']
|
| 436 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 437 |
+
mask_train_freq = sample_weight_freq > 0
|
| 438 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 439 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 440 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 441 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 442 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 443 |
+
|
| 444 |
+
plot_glm_shap_importance(
|
| 445 |
+
X_train=X_train_freq_filtered,
|
| 446 |
+
X_test=X_test_freq_filtered,
|
| 447 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 448 |
+
sample_weight=sample_weight_freq_filtered,
|
| 449 |
+
power=1,
|
| 450 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 451 |
+
max_display=10
|
| 452 |
+
)
|
| 453 |
+
|
| 454 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 455 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 456 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 457 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 458 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 459 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 460 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 461 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 462 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 463 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 464 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 465 |
+
|
| 466 |
+
plot_glm_shap_importance(
|
| 467 |
+
X_train=X_train_freq_synth_filtered,
|
| 468 |
+
X_test=X_test_freq_filtered,
|
| 469 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 470 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 471 |
+
power=1,
|
| 472 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 473 |
+
max_display=10
|
| 474 |
+
)
|
| 475 |
+
|
| 476 |
+
# --- SHAP Feature Importance for Severity ---
|
| 477 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 478 |
+
st.write('Assesses stability of model explanations for severity outcomes.')
|
| 479 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 480 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 481 |
+
|
| 482 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 483 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 484 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 485 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 486 |
+
|
| 487 |
+
plot_glm_shap_importance(
|
| 488 |
+
X_train=X_train_sev,
|
| 489 |
+
X_test=X_test_sev,
|
| 490 |
+
y_train=y_train_sev,
|
| 491 |
+
sample_weight=sample_weight_sev,
|
| 492 |
+
power=2,
|
| 493 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 494 |
+
max_display=10
|
| 495 |
+
)
|
| 496 |
+
|
| 497 |
+
|
| 498 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 499 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 500 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 501 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 502 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 503 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 504 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 505 |
+
|
| 506 |
+
|
| 507 |
+
plot_glm_shap_importance(
|
| 508 |
+
X_train=X_train_sev_synth,
|
| 509 |
+
X_test=X_test_sev_synth,
|
| 510 |
+
y_train=y_train_sev_synth,
|
| 511 |
+
sample_weight=sample_weight_sev_synth,
|
| 512 |
+
power=2,
|
| 513 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 514 |
+
max_display=10
|
| 515 |
+
)
|
| 516 |
+
|
| 517 |
+
|
| 518 |
+
# ### dataset 2 and data handling
|
| 519 |
+
st.header('Dataset 2: swmotorcycle')
|
| 520 |
+
|
| 521 |
+
df2_duplicated_rows=df2[df2.duplicated()]
|
| 522 |
+
df2=df2.drop_duplicates()
|
| 523 |
+
df2_duplicated_col=df2.columns[df2.columns.duplicated()]
|
| 524 |
+
|
| 525 |
+
|
| 526 |
+
# add ClaimOcc feature
|
| 527 |
+
df_2 = df2.copy()
|
| 528 |
+
df_2['ClaimOcc'] = np.where(df_2['ClaimNb'] > 0, 1, 0)
|
| 529 |
+
# Feature transformation
|
| 530 |
+
df_2['Exposure'] = df_2['Exposure'].clip(upper=1)
|
| 531 |
+
df_2['VehAge'] = df_2['VehAge'].clip(upper=20)
|
| 532 |
+
|
| 533 |
+
|
| 534 |
+
# ### Encoding
|
| 535 |
+
df2_encod=df_2.copy()
|
| 536 |
+
df2_encod=df2_encod.drop(columns=['Gender'], axis=1)
|
| 537 |
+
# RiskClass
|
| 538 |
+
RiskClass_group = {'EV ratio 13-15':'1','EV ratio 20-24':'2','EV ratio 9-12':'3','EV ratio <5':'4','EV ratio 6-8':'5',\
|
| 539 |
+
'EV ratio 16-19':'6','EV ratio >25':'7'}
|
| 540 |
+
df2_encod['RiskClass'] = df2_encod['RiskClass'].map(RiskClass_group)
|
| 541 |
+
df2_encod['RiskClass']= df2_encod['RiskClass'].astype(int)
|
| 542 |
+
# BonusClass
|
| 543 |
+
BonusClass_group = {'BM1':'1','BM2':'2','BM3':'3','BM4':'4','BM5':'5','BM6':'6','BM7':'7'}
|
| 544 |
+
df2_encod['BonusClass'] = df2_encod['BonusClass'].map(BonusClass_group)
|
| 545 |
+
df2_encod['BonusClass']= df2_encod['BonusClass'].astype(int)
|
| 546 |
+
# Area
|
| 547 |
+
Area_group = {"Central parts of Sweden's three largest cities":'1','Lesser towns except Gotland; Northern towns':'2',\
|
| 548 |
+
'Small towns; countryside except Gotland; Northern towns':'3','Suburbs; middle-sized cities':'4',\
|
| 549 |
+
'Northern countryside':'5','Northern towns':'6',"Gotland (Sweden's largest island)":'7'}
|
| 550 |
+
df2_encod['Area'] = df2_encod['Area'].map(Area_group)
|
| 551 |
+
df2_encod['Area']= df2_encod['Area'].astype(int)
|
| 552 |
+
# Gender
|
| 553 |
+
#Gender_group = {'Female':'0','Male':'1'}
|
| 554 |
+
#df2_encod['Gender'] = df2_encod['Gender'].map(Gender_group)
|
| 555 |
+
#df2_encod['Gender']= df2_encod['Gender'].astype(int)
|
| 556 |
+
|
| 557 |
+
|
| 558 |
+
|
| 559 |
+
|
| 560 |
+
# ### Split dataset
|
| 561 |
+
# Split the dataset into train/test split
|
| 562 |
+
X_train, X_test = train_test_split(df2_encod, test_size=0.2, random_state=0)
|
| 563 |
+
st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}")
|
| 564 |
+
|
| 565 |
+
|
| 566 |
+
# ### Use Generate Samples Dataframe
|
| 567 |
+
new_samples_df=df2_synthetic.copy()
|
| 568 |
+
|
| 569 |
+
# Check consistency
|
| 570 |
+
st.subheader(f"Check consistency")
|
| 571 |
+
# Find inconsistencies
|
| 572 |
+
inconsistent_records = new_samples_df[
|
| 573 |
+
~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) |
|
| 574 |
+
((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0)))
|
| 575 |
+
]
|
| 576 |
+
|
| 577 |
+
st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}")
|
| 578 |
+
st.write(inconsistent_records.head()) # Show a few inconsistent rows
|
| 579 |
+
st.write('Helps assess basic data fidelity by checking structural or logical violations.')
|
| 580 |
+
|
| 581 |
+
|
| 582 |
+
# ### Visual Comparison
|
| 583 |
+
st.subheader('Univariate distribution comparison: real vs synthetic')
|
| 584 |
+
st.write('Shows how well each individual feature is mimicked by the synthetic data.')
|
| 585 |
+
|
| 586 |
+
# Compare selected variables using histograms
|
| 587 |
+
compare_real_vs_synthetic(
|
| 588 |
+
real_df=X_train,
|
| 589 |
+
synthetic_df=df2_synthetic,
|
| 590 |
+
columns=['Exposure','VehAge','ClaimOcc','ClaimNb', 'ClaimAmount', 'RiskClass', 'Area','BonusClass'],
|
| 591 |
+
kind='hist'
|
| 592 |
+
)
|
| 593 |
+
|
| 594 |
+
st.subheader('Correlation matrix comparison: real vs synthetic')
|
| 595 |
+
st.write('Evaluates preservation of feature-to-feature relationships.')
|
| 596 |
+
|
| 597 |
+
# Compute correlation matrices
|
| 598 |
+
corr_matrix_X_train = X_train.corr()
|
| 599 |
+
corr_matrix_new_samples = new_samples_df.corr()
|
| 600 |
+
|
| 601 |
+
fig=plt.figure(figsize=(30,15))
|
| 602 |
+
|
| 603 |
+
plt.subplot(1, 2, 1)
|
| 604 |
+
sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 605 |
+
plt.title('Correlation Heatmap of X_train', size=15)
|
| 606 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 607 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 608 |
+
|
| 609 |
+
plt.subplot(1, 2, 2)
|
| 610 |
+
sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15})
|
| 611 |
+
plt.title('Correlation Heatmap of New Samples', size=15)
|
| 612 |
+
plt.yticks(rotation=0,fontsize=15)
|
| 613 |
+
plt.xticks(rotation=90,fontsize=15)
|
| 614 |
+
plt.tight_layout()
|
| 615 |
+
st.pyplot(fig)
|
| 616 |
+
|
| 617 |
+
|
| 618 |
+
# ### Statistical Analysis
|
| 619 |
+
# Kolmogorov-Smirnov test
|
| 620 |
+
st.subheader('Kolmogorov–Smirnov Test Results')
|
| 621 |
+
st.write('Quantifies the statistical distance between real and synthetic distributions.')
|
| 622 |
+
|
| 623 |
+
|
| 624 |
+
results = []
|
| 625 |
+
|
| 626 |
+
for column in X_train.columns:
|
| 627 |
+
original = X_train[column].values
|
| 628 |
+
generated = new_samples_df[column].values
|
| 629 |
+
statistic, p_value = ks_2samp(original, generated)
|
| 630 |
+
|
| 631 |
+
results.append({
|
| 632 |
+
"Feature": column,
|
| 633 |
+
"KS Statistic": statistic,
|
| 634 |
+
"P-value": p_value
|
| 635 |
+
})
|
| 636 |
+
|
| 637 |
+
results_df = pd.DataFrame(results)
|
| 638 |
+
|
| 639 |
+
def color_pval(val):
|
| 640 |
+
color = "red" if val < 0.05 else "green"
|
| 641 |
+
return f"color: {color};"
|
| 642 |
+
|
| 643 |
+
styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \
|
| 644 |
+
.format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"})
|
| 645 |
+
|
| 646 |
+
st.markdown("""
|
| 647 |
+
**Legend:**
|
| 648 |
+
- <span style='color:green;'>Green P-value</span>: distributions are **similar** (p ≥ 0.05)
|
| 649 |
+
- <span style='color:red;'>Red P-value</span>: distributions are **significantly different** (p < 0.05)
|
| 650 |
+
""", unsafe_allow_html=True)
|
| 651 |
+
st.dataframe(styled_df)
|
| 652 |
+
|
| 653 |
+
|
| 654 |
+
# ### PCA Analysis
|
| 655 |
+
st.subheader('PCA comparison')
|
| 656 |
+
st.write('Assesses similarity in global variance structure and major latent components.')
|
| 657 |
+
# Load the saved models
|
| 658 |
+
scaler = load('./CDM/scaler_pca_model_d2_cdm_gender.pkl')
|
| 659 |
+
pca = load('./CDM/pca_model_d2_cdm_gender.pkl')
|
| 660 |
+
|
| 661 |
+
def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""):
|
| 662 |
+
assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns."
|
| 663 |
+
|
| 664 |
+
combined_df = pd.concat([real_df, synthetic_df])
|
| 665 |
+
combined_scaled = scaler.transform(combined_df)
|
| 666 |
+
pca_result = pca.transform(combined_scaled)
|
| 667 |
+
n_real = len(real_df)
|
| 668 |
+
real_pca = pca_result[:n_real]
|
| 669 |
+
synth_pca = pca_result[n_real:]
|
| 670 |
+
fig = plt.figure(figsize=(10, 8))
|
| 671 |
+
ax = fig.add_subplot(111, projection='3d')
|
| 672 |
+
ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2],
|
| 673 |
+
c='blue', label='Real', s=40, alpha=0.6, edgecolor='k')
|
| 674 |
+
|
| 675 |
+
ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2],
|
| 676 |
+
c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k')
|
| 677 |
+
|
| 678 |
+
ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold')
|
| 679 |
+
ax.set_xlabel("PC1")
|
| 680 |
+
ax.set_ylabel("PC2")
|
| 681 |
+
ax.set_zlabel("PC3")
|
| 682 |
+
|
| 683 |
+
ax.grid(False)
|
| 684 |
+
ax.legend()
|
| 685 |
+
plt.tight_layout()
|
| 686 |
+
st.pyplot(fig)
|
| 687 |
+
|
| 688 |
+
pca_visual_comparison_3d_with_saved_model(X_train, df2_synthetic, scaler, pca)
|
| 689 |
+
|
| 690 |
+
|
| 691 |
+
# ### UMAP Analysis
|
| 692 |
+
st.subheader('UMAP comparison')
|
| 693 |
+
st.write('Examines nonlinear manifold structure and clustering behavior.')
|
| 694 |
+
img = mpimg.imread('./CDM/umap_d2_gender.png')
|
| 695 |
+
fig=plt.figure(figsize=(10, 8))
|
| 696 |
+
plt.imshow(img)
|
| 697 |
+
plt.axis('off')
|
| 698 |
+
st.pyplot(fig)
|
| 699 |
+
|
| 700 |
+
|
| 701 |
+
# ### GLM Frequency Analysis
|
| 702 |
+
st.subheader('Frequency GLM Analysis')
|
| 703 |
+
st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.')
|
| 704 |
+
results_frequency_3 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real')
|
| 705 |
+
results_frequency_4 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped", var='Synthetic')
|
| 706 |
+
|
| 707 |
+
|
| 708 |
+
# ### GLM Cost Analysis
|
| 709 |
+
st.subheader('Severity GLM Analysis')
|
| 710 |
+
st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.')
|
| 711 |
+
results_cost_3 = run_glm_cost_analysis(X_train, X_test, var='Real')
|
| 712 |
+
results_cost_4 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True, var= 'Synthetic')
|
| 713 |
+
|
| 714 |
+
|
| 715 |
+
# ### Feature Importance Analysis
|
| 716 |
+
|
| 717 |
+
# --- SHAP Feature Importance for Frequency ---
|
| 718 |
+
st.subheader('SHAP Feature Importance for Frequency Model')
|
| 719 |
+
st.write('Shows whether drivers of frequency predictions remain consistent across datasets.')
|
| 720 |
+
X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 721 |
+
y_train_freq = X_train['ClaimNb']
|
| 722 |
+
sample_weight_freq = X_train['Exposure']
|
| 723 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 724 |
+
mask_train_freq = sample_weight_freq > 0
|
| 725 |
+
X_train_freq_filtered = X_train_freq[mask_train_freq]
|
| 726 |
+
y_train_freq_filtered = y_train_freq[mask_train_freq]
|
| 727 |
+
sample_weight_freq_filtered = sample_weight_freq[mask_train_freq]
|
| 728 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 729 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 730 |
+
|
| 731 |
+
plot_glm_shap_importance(
|
| 732 |
+
X_train=X_train_freq_filtered,
|
| 733 |
+
X_test=X_test_freq_filtered,
|
| 734 |
+
y_train=y_train_freq_filtered / sample_weight_freq_filtered,
|
| 735 |
+
sample_weight=sample_weight_freq_filtered,
|
| 736 |
+
power=1,
|
| 737 |
+
title="SHAP Feature Importance for Frequency Model (Real Data)",
|
| 738 |
+
max_display=10
|
| 739 |
+
)
|
| 740 |
+
|
| 741 |
+
# --- SHAP Feature Importance for Frequency (Synthetic Data) ---
|
| 742 |
+
X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 743 |
+
y_train_freq_synth = new_samples_df['ClaimNb']
|
| 744 |
+
sample_weight_freq_synth = new_samples_df['Exposure']
|
| 745 |
+
X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore')
|
| 746 |
+
mask_train_freq_synth = sample_weight_freq_synth > 0
|
| 747 |
+
X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth]
|
| 748 |
+
y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth]
|
| 749 |
+
sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth]
|
| 750 |
+
mask_test_freq = X_test['Exposure'] > 0
|
| 751 |
+
X_test_freq_filtered = X_test_freq[mask_test_freq]
|
| 752 |
+
|
| 753 |
+
plot_glm_shap_importance(
|
| 754 |
+
X_train=X_train_freq_synth_filtered,
|
| 755 |
+
X_test=X_test_freq_filtered,
|
| 756 |
+
y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered,
|
| 757 |
+
sample_weight=sample_weight_freq_synth_filtered,
|
| 758 |
+
power=1,
|
| 759 |
+
title="SHAP Feature Importance for Frequency Model (Synthetic Data)",
|
| 760 |
+
max_display=10
|
| 761 |
+
)
|
| 762 |
+
|
| 763 |
+
# --- SHAP Feature Importance for Severity ---
|
| 764 |
+
st.subheader('SHAP Feature Importance for Severity Model')
|
| 765 |
+
st.write('Assesses stability of model explanations for severity outcomes')
|
| 766 |
+
X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy()
|
| 767 |
+
X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy()
|
| 768 |
+
|
| 769 |
+
X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 770 |
+
y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb']
|
| 771 |
+
sample_weight_sev = X_train_cost_prep['ClaimNb']
|
| 772 |
+
X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 773 |
+
|
| 774 |
+
plot_glm_shap_importance(
|
| 775 |
+
X_train=X_train_sev,
|
| 776 |
+
X_test=X_test_sev,
|
| 777 |
+
y_train=y_train_sev,
|
| 778 |
+
sample_weight=sample_weight_sev,
|
| 779 |
+
power=2,
|
| 780 |
+
title="SHAP Feature Importance for Severity Model (Real Data)",
|
| 781 |
+
max_display=10
|
| 782 |
+
)
|
| 783 |
+
|
| 784 |
+
# --- SHAP Feature Importance for Severity (Synthetic Data) ---
|
| 785 |
+
X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy()
|
| 786 |
+
X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation
|
| 787 |
+
X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 788 |
+
y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb']
|
| 789 |
+
sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity
|
| 790 |
+
X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore')
|
| 791 |
+
|
| 792 |
+
plot_glm_shap_importance(
|
| 793 |
+
X_train=X_train_sev_synth,
|
| 794 |
+
X_test=X_test_sev_synth,
|
| 795 |
+
y_train=y_train_sev_synth,
|
| 796 |
+
sample_weight=sample_weight_sev_synth,
|
| 797 |
+
power=2,
|
| 798 |
+
title="SHAP Feature Importance for Severity Model (Synthetic Data)",
|
| 799 |
+
max_display=10
|
| 800 |
+
)
|
| 801 |
+
|
| 802 |
+
|
| 803 |
+
# ### Results
|
| 804 |
+
st.subheader('Overall results')
|
| 805 |
+
# The dictionary dataset 1
|
| 806 |
+
metrics_dict_1 = results_frequency_1[1]
|
| 807 |
+
mpd_train_1 = metrics_dict_1['mpd_train']
|
| 808 |
+
mpd_test_1 = metrics_dict_1['mpd_test']
|
| 809 |
+
|
| 810 |
+
|
| 811 |
+
# The dictionary synthetic dataset 1
|
| 812 |
+
metrics_dict_2 = results_frequency_2[1]
|
| 813 |
+
mpd_train_2 = metrics_dict_2['mpd_train']
|
| 814 |
+
mpd_test_2 = metrics_dict_2['mpd_test']
|
| 815 |
+
|
| 816 |
+
|
| 817 |
+
|
| 818 |
+
# The dictionary dataset 2
|
| 819 |
+
metrics_dict_3 = results_frequency_3[1]
|
| 820 |
+
mpd_train_3 = metrics_dict_3['mpd_train']
|
| 821 |
+
mpd_test_3 = metrics_dict_3['mpd_test']
|
| 822 |
+
|
| 823 |
+
|
| 824 |
+
|
| 825 |
+
# The dictionary synthetic dataset 2
|
| 826 |
+
metrics_dict_4 = results_frequency_4[1]
|
| 827 |
+
mpd_train_4 = metrics_dict_4['mpd_train']
|
| 828 |
+
mpd_test_4 = metrics_dict_4['mpd_test']
|
| 829 |
+
|
| 830 |
+
|
| 831 |
+
|
| 832 |
+
# The dictionary dataset 1
|
| 833 |
+
mgd_train_1 = results_cost_1['mgd_train']
|
| 834 |
+
mgd_test_1 = results_cost_1['mgd_test']
|
| 835 |
+
|
| 836 |
+
|
| 837 |
+
|
| 838 |
+
# The dictionary synthetic dataset 1
|
| 839 |
+
mgd_train_2 = results_cost_2['mgd_train']
|
| 840 |
+
mgd_test_2 = results_cost_2['mgd_test']
|
| 841 |
+
|
| 842 |
+
|
| 843 |
+
|
| 844 |
+
# The dictionary dataset 2
|
| 845 |
+
mgd_train_3 = results_cost_3['mgd_train']
|
| 846 |
+
mgd_test_3 = results_cost_3['mgd_test']
|
| 847 |
+
|
| 848 |
+
|
| 849 |
+
|
| 850 |
+
# The dictionary synthetic dataset 2
|
| 851 |
+
mgd_train_4 = results_cost_4['mgd_train']
|
| 852 |
+
mgd_test_4 = results_cost_4['mgd_test']
|
| 853 |
+
|
| 854 |
+
|
| 855 |
+
|
| 856 |
+
# Create the DataFrame
|
| 857 |
+
results_df1 = {
|
| 858 |
+
'mpd_train': mpd_train_1,
|
| 859 |
+
'mpd_test': mpd_test_1,
|
| 860 |
+
'mgd_train': mgd_train_1,
|
| 861 |
+
'mgd_test': mgd_test_1,
|
| 862 |
+
}
|
| 863 |
+
results_df2 = {
|
| 864 |
+
'mpd_train': mpd_train_2,
|
| 865 |
+
'mpd_test': mpd_test_2,
|
| 866 |
+
'mgd_train': mgd_train_2,
|
| 867 |
+
'mgd_test': mgd_test_2,
|
| 868 |
+
}
|
| 869 |
+
results_df3 = {
|
| 870 |
+
'mpd_train': mpd_train_3,
|
| 871 |
+
'mpd_test': mpd_test_3,
|
| 872 |
+
'mgd_train': mgd_train_3,
|
| 873 |
+
'mgd_test': mgd_test_3,
|
| 874 |
+
}
|
| 875 |
+
results_df4 = {
|
| 876 |
+
'mpd_train': mpd_train_4,
|
| 877 |
+
'mpd_test': mpd_test_4,
|
| 878 |
+
'mgd_train': mgd_train_4,
|
| 879 |
+
'mgd_test': mgd_test_4,
|
| 880 |
+
}
|
| 881 |
+
d1=pd.DataFrame(results_df1, index=['dataset 1'])
|
| 882 |
+
d2=pd.DataFrame(results_df2, index=['synthetic dataset 1'])
|
| 883 |
+
d3=pd.DataFrame(results_df3, index=['dataset 2'])
|
| 884 |
+
d4=pd.DataFrame(results_df4, index=['synthetic dataset 2'])
|
| 885 |
+
df_tot= pd.concat([d1,d2,d3,d4])
|
| 886 |
+
st.dataframe(df_tot)
|
| 887 |
+
st.write("For the Frequency, the first synthetic data closely matches real data patterns, with similar train-test gaps.\
|
| 888 |
+
In the second synthetic dataset the train frequency seems not fitted adeguately. For the severity, both datasets are well-aligned.\
|
| 889 |
+
Overall, the synthetic data don't show degradation with gender masking variable, except for the frequency in the second dataset.")
|
| 890 |
+
|
| 891 |
+
# barplot comparison
|
| 892 |
+
fig, ax = plt.subplots(figsize=(9, 5))
|
| 893 |
+
df_tot.plot(kind='bar', ax=ax)
|
| 894 |
+
ax.set_title('Comparison of MPD and MGD Metrics')
|
| 895 |
+
ax.set_ylabel('Value')
|
| 896 |
+
ax.set_xticklabels(ax.get_xticklabels(), rotation=45)
|
| 897 |
+
ax.legend(title='Metric')
|
| 898 |
+
for container in ax.containers:
|
| 899 |
+
labels = ax.bar_label(container, fmt='%.2f', label_type='edge', padding=2)
|
| 900 |
+
for label in labels:
|
| 901 |
+
label.set_fontsize(8)
|
| 902 |
+
|
| 903 |
+
plt.tight_layout()
|
| 904 |
+
st.pyplot(fig)
|
| 905 |
+
|
| 906 |
+
|
| 907 |
+
# MPD: Train vs Test Comparison
|
| 908 |
+
fig, axes = plt.subplots(1, 2, figsize=(15, 6))
|
| 909 |
+
|
| 910 |
+
# --- MPD Comparison ---
|
| 911 |
+
mpd_data = df_tot[['mpd_train', 'mpd_test']]
|
| 912 |
+
mpd_data.plot(kind='bar', ax=axes[0], color=['#2ecc71', '#e74c3c'])
|
| 913 |
+
|
| 914 |
+
axes[0].set_title('Mean Poisson Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 915 |
+
axes[0].set_ylabel('MPD Value', fontsize=14)
|
| 916 |
+
axes[0].set_xlabel('Dataset', fontsize=14)
|
| 917 |
+
axes[0].legend(['Train', 'Test'], fontsize=10)
|
| 918 |
+
|
| 919 |
+
# Larger tick labels
|
| 920 |
+
axes[0].tick_params(axis='x', labelsize=12, rotation=45)
|
| 921 |
+
axes[0].tick_params(axis='y', labelsize=12)
|
| 922 |
+
|
| 923 |
+
axes[0].grid(axis='y', alpha=0.3)
|
| 924 |
+
for container in axes[0].containers:
|
| 925 |
+
axes[0].bar_label(container, fmt='%.3f', fontsize=15)
|
| 926 |
+
|
| 927 |
+
# --- MGD Comparison ---
|
| 928 |
+
mgd_data = df_tot[['mgd_train', 'mgd_test']]
|
| 929 |
+
mgd_data.plot(kind='bar', ax=axes[1], color=['#3498db', '#f39c12'])
|
| 930 |
+
|
| 931 |
+
axes[1].set_title('Mean Gamma Deviance: Train vs Test', fontsize=16, fontweight='bold')
|
| 932 |
+
axes[1].set_ylabel('MGD Value', fontsize=14)
|
| 933 |
+
axes[1].set_xlabel('Dataset', fontsize=14)
|
| 934 |
+
axes[1].legend(['Train', 'Test'], fontsize=10)
|
| 935 |
+
|
| 936 |
+
# Larger tick labels
|
| 937 |
+
axes[1].tick_params(axis='x', labelsize=12, rotation=45)
|
| 938 |
+
axes[1].tick_params(axis='y', labelsize=12)
|
| 939 |
+
|
| 940 |
+
axes[1].grid(axis='y', alpha=0.3)
|
| 941 |
+
for container in axes[1].containers:
|
| 942 |
+
axes[1].bar_label(container, fmt='%.3f', fontsize=15)
|
| 943 |
+
|
| 944 |
+
plt.tight_layout()
|
| 945 |
+
st.pyplot(fig)
|
| 946 |
+
|
| 947 |
+
# Create a heatmap
|
| 948 |
+
fig, ax = plt.subplots(figsize=(10, 6))
|
| 949 |
+
|
| 950 |
+
sns.heatmap(df_tot, annot=True, fmt='.3f', cmap='RdYlGn_r',
|
| 951 |
+
linewidths=0.5, ax=ax, cbar_kws={'label': 'Deviance Value'})
|
| 952 |
+
ax.set_title('Performance Heatmap: All Metrics Across Datasets', fontsize=15, fontweight='bold', pad=20)
|
| 953 |
+
ax.set_xlabel('Metrics')
|
| 954 |
+
ax.set_ylabel('Datasets')
|
| 955 |
+
|
| 956 |
+
plt.tight_layout()
|
| 957 |
+
st.pyplot(fig)
|