import os import random import numpy as np import pandas as pd import matplotlib.pyplot as plt import matplotlib.image as mpimg import seaborn as sns from matplotlib.pyplot import subplots from sklearn.model_selection import train_test_split from sklearn.model_selection import KFold from sklearn.metrics import mean_poisson_deviance, mean_gamma_deviance, make_scorer from scipy.stats import ks_2samp from sklearn.decomposition import PCA from sklearn.preprocessing import StandardScaler from mpl_toolkits.mplot3d import Axes3D from sklearn.linear_model import TweedieRegressor import shap from sklearn.mixture import GaussianMixture from joblib import dump from joblib import load import streamlit as st import warnings warnings.filterwarnings('ignore') DEFAULT_RANDOM_SEED = 0 random.seed(DEFAULT_RANDOM_SEED) os.environ['PYTHONHASHSEED'] = str(DEFAULT_RANDOM_SEED) np.random.seed(DEFAULT_RANDOM_SEED) st.title("Conditional Diffusion Model: Synthetic Data Generation Analysis") def compare_real_vs_synthetic(real_df, synthetic_df, columns=None, kind='hist', bins=30, figsize=(15, 10)): if columns is None: columns = [col for col in real_df.columns if real_df[col].dtype != 'object'] n_cols = 2 n_rows = (len(columns) + 1) // n_cols fig= plt.figure(figsize=figsize) for idx, col in enumerate(columns, 1): plt.subplot(n_rows, n_cols, idx) if kind == 'hist': sns.histplot(real_df[col], color='blue', label='Real', kde=False, stat='density', bins=bins, alpha=0.6) sns.histplot(synthetic_df[col], color='red', label='Synthetic', kde=False, stat='density', bins=bins, alpha=0.6) elif kind == 'kde': sns.kdeplot(real_df[col], color='blue', label='Real') sns.kdeplot(synthetic_df[col], color='red', label='Synthetic') elif kind == 'box': sns.boxplot(data=[real_df[col], synthetic_df[col]], palette=['blue', 'red']) plt.xticks([0, 1], ['Real', 'Synthetic']) else: raise ValueError("Unsupported plot kind. Choose from 'hist', 'kde', or 'box'.") plt.title(f"Comparison for '{col}'") plt.legend() plt.tight_layout() st.pyplot(fig) def run_glm_frequency_analysis( X_train, X_test, model=None, clip_exposure=False, random_state=0, label="Model", var=None): np.random.seed(0) if clip_exposure: X_train = X_train.copy() X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure']) mask_tr = X_train['Exposure'] > 0 mask_te = X_test['Exposure'] > 0 X_train_f = X_train[mask_tr].copy() X_test_f = X_test[mask_te].copy() y_train = X_train_f['ClaimNb'] y_test = X_test_f['ClaimNb'] exposure_train = X_train_f['Exposure'] exposure_test = X_test_f['Exposure'] X_train_ = X_train_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') X_test_ = X_test_f.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') if model is None: model = TweedieRegressor(power=1, link='log') cv = KFold(n_splits=5) mpd_scores = [] for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)): X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx] y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx] w_tr, w_val = exposure_train.iloc[train_idx], exposure_train.iloc[val_idx] model.fit(X_tr, y_tr / w_tr, sample_weight=w_tr) y_pred = model.predict(X_val) score = mean_poisson_deviance(y_val / w_val, y_pred) mpd_scores.append(score) model.fit(X_train_, y_train / exposure_train, sample_weight=exposure_train) pred_train = model.predict(X_train_) pred_test = model.predict(X_test_) mpd_train = mean_poisson_deviance(y_train / exposure_train, pred_train) mpd_test = mean_poisson_deviance(y_test / exposure_test, pred_test) st.write(f"Train Poisson {var} Deviance: {mpd_train:.4f}") st.write(f"Test Poisson {var} Deviance: {mpd_test:.4f}") return model, { "cv_scores": mpd_scores, "mpd_train": mpd_train, "mpd_test": mpd_test, "train_predictions": pred_train, "test_predictions": pred_test } def run_glm_cost_analysis(X_train, X_test, is_sampled=False, verbose=True, var=None): np.random.seed(0) if is_sampled: X_train = X_train.copy() X_train['Exposure'] = np.where(X_train['Exposure'] > 1, 1, X_train['Exposure']) X_train_co = X_train.copy() X_test_co = X_test.copy() X_train_co['Acost'] = np.where(X_train_co['ClaimNb'] != 0, X_train_co['ClaimAmount'] / X_train_co['ClaimNb'], 0) X_test_co['Acost'] = np.where(X_test_co['ClaimNb'] != 0, X_test_co['ClaimAmount'] / X_test_co['ClaimNb'], 0) X_train_cost = X_train_co[X_train_co['ClaimAmount'] != 0].copy() X_test_cost = X_test_co[X_test_co['ClaimAmount'] != 0].copy() y_train = X_train_cost['Acost'] claim_tr = X_train_cost['ClaimNb'] y_test = X_test_cost['Acost'] claim_te = X_test_cost['ClaimNb'] drop_cols = ['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'] X_train_ = X_train_cost.drop(columns=drop_cols) X_test_ = X_test_cost.drop(columns=drop_cols) glm_cl = TweedieRegressor(power=2, link='log') cv = KFold(n_splits=5, shuffle=True, random_state=0) mgd_scores = [] for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X_train_)): X_tr, X_val = X_train_.iloc[train_idx], X_train_.iloc[val_idx] y_tr, y_val = y_train.iloc[train_idx], y_train.iloc[val_idx] w_tr, w_val = claim_tr.iloc[train_idx], claim_tr.iloc[val_idx] glm_cl.fit(X_tr, y_tr, sample_weight=w_tr) y_pred_val = glm_cl.predict(X_val) score = mean_gamma_deviance(y_val, y_pred_val) mgd_scores.append(score) glm_cl.fit(X_train_, y_train, sample_weight=claim_tr) y_pred_train = glm_cl.predict(X_train_) y_pred_test = glm_cl.predict(X_test_) mgd_train = mean_gamma_deviance(y_train, y_pred_train) mgd_test = mean_gamma_deviance(y_test, y_pred_test) if verbose: st.write(f"Train Gamma {var} Deviance: {mgd_train:.4f}") st.write(f"Test Gamma {var} Deviance: {mgd_test:.4f}") return { "cv_scores": mgd_scores, 'mgd_train': mgd_train, 'mgd_test': mgd_test, 'y_pred_train': y_pred_train, 'y_pred_test': y_pred_test } def plot_glm_shap_importance( X_train, X_test, y_train, sample_weight, power: int, title: str, max_display: int = 10, figsize: tuple = (5, 5), seed: int = 0): np.random.seed(seed) model = TweedieRegressor(power=power, link='log') model.fit(X_train, y_train, sample_weight=sample_weight) masker = shap.maskers.Independent(X_train) explainer = shap.LinearExplainer(model, masker=masker) shap_values = explainer.shap_values(X_test) plt.figure(figsize=figsize) shap.summary_plot( shap_values, features=X_test, feature_names=X_test.columns, plot_type='bar', max_display=max_display, show=False ) plt.title(title, fontsize=12) plt.tight_layout() fig = plt.gcf() st.pyplot(fig) # ### Upload datasets #------------------- # DATASETS #------------------- df1=pd.read_csv('./data/ausprivauto0405.csv') df2=pd.read_csv('./data/swmotorcycle.csv') df1_synthetic=pd.read_csv('./CDM/d1_cdm_60_encod.csv') df1_synthetic = df1_synthetic.drop(columns=["Unnamed: 0"]) df2_synthetic=pd.read_csv('./CDM/d2_cdm_60_encod.csv') df2_synthetic = df2_synthetic.drop(columns=["Unnamed: 0"]) # ### dataset 1 and data handling st.header('Dataset 1: ausprivauto0405') df1_duplicated_rows=df1[df1.duplicated()] df1=df1.drop_duplicates() df1_duplicated_col=df1.columns[df1.columns.duplicated()] # ### Encoding df1_encod=df1.copy() # VehAge VehAge_group = {'old cars':'1','young cars':'2','oldest cars':'3','youngest cars':'4'} df1_encod['VehAge'] = df1_encod['VehAge'].map(VehAge_group) df1_encod['VehAge']= df1_encod['VehAge'].astype(int) # DrivAge DrivAge_group = {'young people':'1','older work. people':'2','oldest people':'3','working people':'4','old people':'5','youngest people':'6'} df1_encod['DrivAge'] = df1_encod['DrivAge'].map(DrivAge_group) df1_encod['DrivAge']= df1_encod['DrivAge'].astype(int) # VehBody VehBody_group = {'Hatchback':'1','Utility':'2','Station wagon':'3','Hardtop':'4','Panel van':'5','Sedan':'6','Truck':'7',\ 'Coupe':'8', 'Minibus':'9', 'Motorized caravan':'10', 'Bus':'11', 'Convertible':'12','Roadster':'13'} df1_encod['VehBody'] = df1_encod['VehBody'].map(VehBody_group) df1_encod['VehBody']= df1_encod['VehBody'].astype(int) # Gender Gender_group = {'Female':'0','Male':'1'} df1_encod['Gender'] = df1_encod['Gender'].map(Gender_group) df1_encod['Gender']= df1_encod['Gender'].astype(int) # ### Split dataset # Split the dataset into train/test split X_train, X_test = train_test_split(df1_encod, test_size=0.2, random_state=0) st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}") # ### Use Generate Samples Dataframe new_samples_df=df1_synthetic.copy() # Check consistency st.subheader(f"Check consistency") # Find inconsistencies inconsistent_records = new_samples_df[ ~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) | ((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0))) ] st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}") st.write(inconsistent_records.head()) st.write('Helps assess basic data fidelity by checking structural or logical violations.') # ### Visual Comparison # Compare selected variables using histograms st.subheader(f"Univariate distribution comparison: real vs synthetic") st.write('Shows how well each individual feature is mimicked by the synthetic data.') compare_real_vs_synthetic( real_df=X_train, synthetic_df=df1_synthetic, columns=['Exposure','VehBody','VehValue','ClaimOcc','ClaimNb', 'ClaimAmount', 'DrivAge', 'VehAge','Gender'], kind='hist' ) st.subheader(f"Correlation matrix comparison: real vs synthetic") st.write('Evaluates preservation of feature-to-feature relationships.') # Compute correlation matrices corr_matrix_X_train = X_train.corr() corr_matrix_new_samples = new_samples_df.corr() fig=plt.figure(figsize=(30,15)) plt.subplot(1, 2, 1) sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15}) plt.title('Correlation Heatmap of X_train', size=15) plt.yticks(rotation=0,fontsize=15) plt.xticks(rotation=90,fontsize=15) plt.subplot(1, 2, 2) sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15}) plt.title('Correlation Heatmap of New Samples', size=15) plt.yticks(rotation=0,fontsize=15) plt.xticks(rotation=90,fontsize=15) plt.tight_layout() st.pyplot(fig) # ### Statistical Analysis # Kolmogorov-Smirnov test st.subheader("Kolmogorov–Smirnov Test Results") st.write('Quantifies the statistical distance between real and synthetic distributions.') results = [] for column in X_train.columns: original = X_train[column].values generated = new_samples_df[column].values statistic, p_value = ks_2samp(original, generated) results.append({ "Feature": column, "KS Statistic": statistic, "P-value": p_value }) results_df = pd.DataFrame(results) def color_pval(val): color = "red" if val < 0.05 else "green" return f"color: {color};" styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \ .format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"}) st.markdown(""" **Legend:** - Green P-value: distributions are **similar** (p ≥ 0.05) - Red P-value: distributions are **significantly different** (p < 0.05) """, unsafe_allow_html=True) st.dataframe(styled_df) # ### PCA Analysis st.subheader('PCA comparison') st.write('Assesses similarity in global variance structure and major latent components.') # Load the saved models scaler = load('./CDM/scaler_pca_model_d1_cdm_60.pkl') pca = load('./CDM/pca_model_d1_cdm_60.pkl') def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""): assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns." combined_df = pd.concat([real_df, synthetic_df]) combined_scaled = scaler.transform(combined_df) pca_result = pca.transform(combined_scaled) n_real = len(real_df) real_pca = pca_result[:n_real] synth_pca = pca_result[n_real:] fig = plt.figure(figsize=(10, 8)) ax = fig.add_subplot(111, projection='3d') ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2], c='blue', label='Real', s=40, alpha=0.6, edgecolor='k') ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2], c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k') ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold') ax.set_xlabel("PC1") ax.set_ylabel("PC2") ax.set_zlabel("PC3") ax.grid(False) ax.legend() plt.tight_layout() st.pyplot(fig) pca_visual_comparison_3d_with_saved_model(X_train, df1_synthetic, scaler, pca) # ### UMAP Analysis st.subheader('UMAP comparison') st.write('Examines nonlinear manifold structure and clustering behavior.') img = mpimg.imread('./CDM/umap_d1_60.png') fig=plt.figure(figsize=(10, 8)) plt.imshow(img) plt.axis('off') st.pyplot(fig) # ### GLM Frequency Analysis st.subheader('Frequency GLM Analysis') st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.') results_frequency_1 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real') results_frequency_2 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped",var= 'Synthetic') # ### GLM Cost Analysis st.subheader('Severity GLM Analysis') st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.') results_cost_1 = run_glm_cost_analysis(X_train, X_test,var='Real') results_cost_2 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True,var='Synthetic') # ### Feature Importance Analysis # --- SHAP Feature Importance for Frequency --- st.subheader('SHAP Feature Importance for Frequency Model') st.write('Shows whether drivers of frequency predictions remain consistent across datasets.') X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') y_train_freq = X_train['ClaimNb'] sample_weight_freq = X_train['Exposure'] X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') mask_train_freq = sample_weight_freq > 0 X_train_freq_filtered = X_train_freq[mask_train_freq] y_train_freq_filtered = y_train_freq[mask_train_freq] sample_weight_freq_filtered = sample_weight_freq[mask_train_freq] mask_test_freq = X_test['Exposure'] > 0 X_test_freq_filtered = X_test_freq[mask_test_freq] plot_glm_shap_importance( X_train=X_train_freq_filtered, X_test=X_test_freq_filtered, y_train=y_train_freq_filtered / sample_weight_freq_filtered, sample_weight=sample_weight_freq_filtered, power=1, title="SHAP Feature Importance for Frequency Model (Real Data)", max_display=10 ) # --- SHAP Feature Importance for Frequency (Synthetic Data) --- X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') y_train_freq_synth = new_samples_df['ClaimNb'] sample_weight_freq_synth = new_samples_df['Exposure'] X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') mask_train_freq_synth = sample_weight_freq_synth > 0 X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth] y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth] sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth] mask_test_freq = X_test['Exposure'] > 0 X_test_freq_filtered = X_test_freq[mask_test_freq] plot_glm_shap_importance( X_train=X_train_freq_synth_filtered, X_test=X_test_freq_filtered, y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered, sample_weight=sample_weight_freq_synth_filtered, power=1, title="SHAP Feature Importance for Frequency Model (Synthetic Data)", max_display=10 ) # --- SHAP Feature Importance for Severity --- st.subheader('SHAP Feature Importance for Severity Model') st.write('Assesses stability of model explanations for severity outcomes.') X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy() X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy() X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb'] sample_weight_sev = X_train_cost_prep['ClaimNb'] X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') plot_glm_shap_importance( X_train=X_train_sev, X_test=X_test_sev, y_train=y_train_sev, sample_weight=sample_weight_sev, power=2, title="SHAP Feature Importance for Severity Model (Real Data)", max_display=10 ) # --- SHAP Feature Importance for Severity (Synthetic Data) --- X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy() X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb'] sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') plot_glm_shap_importance( X_train=X_train_sev_synth, X_test=X_test_sev_synth, y_train=y_train_sev_synth, sample_weight=sample_weight_sev_synth, power=2, title="SHAP Feature Importance for Severity Model (Synthetic Data)", max_display=10 ) # ### dataset 2 and data handling st.header('Dataset 2: swmotorcycle') df2_duplicated_rows=df2[df2.duplicated()] df2=df2.drop_duplicates() df2_duplicated_col=df2.columns[df2.columns.duplicated()] # add ClaimOcc feature df_2 = df2.copy() df_2['ClaimOcc'] = np.where(df_2['ClaimNb'] > 0, 1, 0) # Feature transformation df_2['Exposure'] = df_2['Exposure'].clip(upper=1) df_2['VehAge'] = df_2['VehAge'].clip(upper=20) # ### Encoding df2_encod=df_2.copy() # RiskClass 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',\ 'EV ratio 16-19':'6','EV ratio >25':'7'} df2_encod['RiskClass'] = df2_encod['RiskClass'].map(RiskClass_group) df2_encod['RiskClass']= df2_encod['RiskClass'].astype(int) # BonusClass BonusClass_group = {'BM1':'1','BM2':'2','BM3':'3','BM4':'4','BM5':'5','BM6':'6','BM7':'7'} df2_encod['BonusClass'] = df2_encod['BonusClass'].map(BonusClass_group) df2_encod['BonusClass']= df2_encod['BonusClass'].astype(int) # Area Area_group = {"Central parts of Sweden's three largest cities":'1','Lesser towns except Gotland; Northern towns':'2',\ 'Small towns; countryside except Gotland; Northern towns':'3','Suburbs; middle-sized cities':'4',\ 'Northern countryside':'5','Northern towns':'6',"Gotland (Sweden's largest island)":'7'} df2_encod['Area'] = df2_encod['Area'].map(Area_group) df2_encod['Area']= df2_encod['Area'].astype(int) # Gender Gender_group = {'Female':'0','Male':'1'} df2_encod['Gender'] = df2_encod['Gender'].map(Gender_group) df2_encod['Gender']= df2_encod['Gender'].astype(int) # ### Split dataset # Split the dataset into train/test split X_train, X_test = train_test_split(df2_encod, test_size=0.2, random_state=0) st.markdown(f"**Train shape:** {X_train.shape} \n**Test shape:** {X_test.shape}") # ### Use Generate Samples Dataframe new_samples_df=df2_synthetic.copy() # Check consistency st.subheader(f"Check consistency") # Find inconsistencies inconsistent_records = new_samples_df[ ~(((new_samples_df["ClaimNb"] == 0) & (new_samples_df["ClaimOcc"] == 0) & (new_samples_df["ClaimAmount"] == 0)) | ((new_samples_df["ClaimNb"] > 0) & (new_samples_df["ClaimOcc"] > 0) & (new_samples_df["ClaimAmount"] > 0))) ] st.write(f"Number of inconsistent records on synthetic data: {len(inconsistent_records)}") st.write(inconsistent_records.head()) # Show a few inconsistent rows st.write('Helps assess basic data fidelity by checking structural or logical violations.') # ### Visual Comparison st.subheader('Univariate distribution comparison: real vs synthetic') st.write('Shows how well each individual feature is mimicked by the synthetic data.') # Compare selected variables using histograms compare_real_vs_synthetic( real_df=X_train, synthetic_df=df2_synthetic, columns=['Exposure','VehAge','ClaimOcc','ClaimNb', 'ClaimAmount', 'RiskClass', 'Area','BonusClass','Gender'], kind='hist' ) st.subheader('Correlation matrix comparison: real vs synthetic') st.write('Evaluates preservation of feature-to-feature relationships.') # Compute correlation matrices corr_matrix_X_train = X_train.corr() corr_matrix_new_samples = new_samples_df.corr() fig=plt.figure(figsize=(30,15)) plt.subplot(1, 2, 1) sns.heatmap(corr_matrix_X_train, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15}) plt.title('Correlation Heatmap of X_train', size=15) plt.yticks(rotation=0,fontsize=15) plt.xticks(rotation=90,fontsize=15) plt.subplot(1, 2, 2) sns.heatmap(corr_matrix_new_samples, square=True, annot=True, cmap='coolwarm', fmt='.2f',annot_kws={"size": 15}) plt.title('Correlation Heatmap of New Samples', size=15) plt.yticks(rotation=0,fontsize=15) plt.xticks(rotation=90,fontsize=15) plt.tight_layout() st.pyplot(fig) # ### Statistical Analysis # Kolmogorov-Smirnov test st.subheader('Kolmogorov–Smirnov Test Results') st.write('Quantifies the statistical distance between real and synthetic distributions.') results = [] for column in X_train.columns: original = X_train[column].values generated = new_samples_df[column].values statistic, p_value = ks_2samp(original, generated) results.append({ "Feature": column, "KS Statistic": statistic, "P-value": p_value }) results_df = pd.DataFrame(results) def color_pval(val): color = "red" if val < 0.05 else "green" return f"color: {color};" styled_df = results_df.style.applymap(color_pval, subset=["P-value"]) \ .format({"KS Statistic": "{:.4f}", "P-value": "{:.4f}"}) st.markdown(""" **Legend:** - Green P-value: distributions are **similar** (p ≥ 0.05) - Red P-value: distributions are **significantly different** (p < 0.05) """, unsafe_allow_html=True) st.dataframe(styled_df) # ### PCA Analysis st.subheader('PCA comparison') st.write('Assesses similarity in global variance structure and major latent components.') # Load the saved models scaler = load('./CDM/scaler_pca_model_d2_cdm_60.pkl') pca = load('./CDM/pca_model_d2_cdm_60.pkl') def pca_visual_comparison_3d_with_saved_model(real_df, synthetic_df, scaler, pca, title_suffix=""): assert set(real_df.columns) == set(synthetic_df.columns), "Datasets must have the same columns." combined_df = pd.concat([real_df, synthetic_df]) combined_scaled = scaler.transform(combined_df) pca_result = pca.transform(combined_scaled) n_real = len(real_df) real_pca = pca_result[:n_real] synth_pca = pca_result[n_real:] fig = plt.figure(figsize=(10, 8)) ax = fig.add_subplot(111, projection='3d') ax.scatter(real_pca[:, 0], real_pca[:, 1], real_pca[:, 2], c='blue', label='Real', s=40, alpha=0.6, edgecolor='k') ax.scatter(synth_pca[:, 0], synth_pca[:, 1], synth_pca[:, 2], c='red', label='Synthetic', s=40, alpha=0.6, edgecolor='k') ax.set_title(f"3D PCA: Real vs. Synthetic {title_suffix}", fontsize=12, weight='bold') ax.set_xlabel("PC1") ax.set_ylabel("PC2") ax.set_zlabel("PC3") ax.grid(False) ax.legend() plt.tight_layout() st.pyplot(fig) pca_visual_comparison_3d_with_saved_model(X_train, df2_synthetic, scaler, pca) # ### UMAP Analysis st.subheader('UMAP comparison') st.write('Examines nonlinear manifold structure and clustering behavior.') img = mpimg.imread('./CDM/umap_d2_60.png') fig=plt.figure(figsize=(10, 8)) plt.imshow(img) plt.axis('off') st.pyplot(fig) # ### GLM Frequency Analysis st.subheader('Frequency GLM Analysis') st.write('Tests how well synthetic data preserves predictive relationships for claim frequency.') results_frequency_3 = run_glm_frequency_analysis(X_train, X_test, label="Baseline", var='Real') results_frequency_4 = run_glm_frequency_analysis(new_samples_df, X_test, clip_exposure=True, label="Synthetic Clipped", var='Synthetic') # ### GLM Cost Analysis st.subheader('Severity GLM Analysis') st.write('Evaluates whether severity-related predictors behave similarly on real and synthetic data.') results_cost_3 = run_glm_cost_analysis(X_train, X_test, var='Real') results_cost_4 = run_glm_cost_analysis(new_samples_df, X_test, is_sampled=True, var= 'Synthetic') # ### Feature Importance Analysis # --- SHAP Feature Importance for Frequency --- st.subheader('SHAP Feature Importance for Frequency Model') st.write('Shows whether drivers of frequency predictions remain consistent across datasets.') X_train_freq = X_train.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') y_train_freq = X_train['ClaimNb'] sample_weight_freq = X_train['Exposure'] X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') mask_train_freq = sample_weight_freq > 0 X_train_freq_filtered = X_train_freq[mask_train_freq] y_train_freq_filtered = y_train_freq[mask_train_freq] sample_weight_freq_filtered = sample_weight_freq[mask_train_freq] mask_test_freq = X_test['Exposure'] > 0 X_test_freq_filtered = X_test_freq[mask_test_freq] plot_glm_shap_importance( X_train=X_train_freq_filtered, X_test=X_test_freq_filtered, y_train=y_train_freq_filtered / sample_weight_freq_filtered, sample_weight=sample_weight_freq_filtered, power=1, title="SHAP Feature Importance for Frequency Model (Real Data)", max_display=10 ) # --- SHAP Feature Importance for Frequency (Synthetic Data) --- X_train_freq_synth = new_samples_df.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') y_train_freq_synth = new_samples_df['ClaimNb'] sample_weight_freq_synth = new_samples_df['Exposure'] X_test_freq = X_test.drop(['Exposure', 'ClaimNb', 'ClaimAmount'], axis=1, errors='ignore') mask_train_freq_synth = sample_weight_freq_synth > 0 X_train_freq_synth_filtered = X_train_freq_synth[mask_train_freq_synth] y_train_freq_synth_filtered = y_train_freq_synth[mask_train_freq_synth] sample_weight_freq_synth_filtered = sample_weight_freq_synth[mask_train_freq_synth] mask_test_freq = X_test['Exposure'] > 0 X_test_freq_filtered = X_test_freq[mask_test_freq] plot_glm_shap_importance( X_train=X_train_freq_synth_filtered, X_test=X_test_freq_filtered, y_train=y_train_freq_synth_filtered / sample_weight_freq_synth_filtered, sample_weight=sample_weight_freq_synth_filtered, power=1, title="SHAP Feature Importance for Frequency Model (Synthetic Data)", max_display=10 ) # --- SHAP Feature Importance for Severity --- st.subheader('SHAP Feature Importance for Severity Model') st.write('Assesses stability of model explanations for severity outcomes') X_train_cost_prep = X_train[X_train['ClaimAmount'] != 0].copy() X_test_cost_prep = X_test[X_test['ClaimAmount'] != 0].copy() X_train_sev = X_train_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') y_train_sev = X_train_cost_prep['ClaimAmount'] / X_train_cost_prep['ClaimNb'] sample_weight_sev = X_train_cost_prep['ClaimNb'] X_test_sev = X_test_cost_prep.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') plot_glm_shap_importance( X_train=X_train_sev, X_test=X_test_sev, y_train=y_train_sev, sample_weight=sample_weight_sev, power=2, title="SHAP Feature Importance for Severity Model (Real Data)", max_display=10 ) # --- SHAP Feature Importance for Severity (Synthetic Data) --- X_train_cost_prep_synth = new_samples_df[new_samples_df['ClaimAmount'] != 0].copy() X_test_cost_prep_synth = X_test[X_test['ClaimAmount'] != 0].copy() # Keep using real test data for explanation X_train_sev_synth = X_train_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') y_train_sev_synth = X_train_cost_prep_synth['ClaimAmount'] / X_train_cost_prep_synth['ClaimNb'] sample_weight_sev_synth = X_train_cost_prep_synth['ClaimNb'] # Number of claims is the weight for severity X_test_sev_synth = X_test_cost_prep_synth.drop(columns=['Acost', 'Exposure', 'ClaimAmount', 'ClaimNb'], errors='ignore') plot_glm_shap_importance( X_train=X_train_sev_synth, X_test=X_test_sev_synth, y_train=y_train_sev_synth, sample_weight=sample_weight_sev_synth, power=2, title="SHAP Feature Importance for Severity Model (Synthetic Data)", max_display=10 ) # ### Results st.subheader('Overall results') # The dictionary dataset 1 metrics_dict_1 = results_frequency_1[1] mpd_train_1 = metrics_dict_1['mpd_train'] mpd_test_1 = metrics_dict_1['mpd_test'] # The dictionary synthetic dataset 1 metrics_dict_2 = results_frequency_2[1] mpd_train_2 = metrics_dict_2['mpd_train'] mpd_test_2 = metrics_dict_2['mpd_test'] # The dictionary dataset 2 metrics_dict_3 = results_frequency_3[1] mpd_train_3 = metrics_dict_3['mpd_train'] mpd_test_3 = metrics_dict_3['mpd_test'] # The dictionary synthetic dataset 2 metrics_dict_4 = results_frequency_4[1] mpd_train_4 = metrics_dict_4['mpd_train'] mpd_test_4 = metrics_dict_4['mpd_test'] # The dictionary dataset 1 mgd_train_1 = results_cost_1['mgd_train'] mgd_test_1 = results_cost_1['mgd_test'] # The dictionary synthetic dataset 1 mgd_train_2 = results_cost_2['mgd_train'] mgd_test_2 = results_cost_2['mgd_test'] # The dictionary dataset 2 mgd_train_3 = results_cost_3['mgd_train'] mgd_test_3 = results_cost_3['mgd_test'] # The dictionary synthetic dataset 2 mgd_train_4 = results_cost_4['mgd_train'] mgd_test_4 = results_cost_4['mgd_test'] # Create the DataFrame results_df1 = { 'mpd_train': mpd_train_1, 'mpd_test': mpd_test_1, 'mgd_train': mgd_train_1, 'mgd_test': mgd_test_1, } results_df2 = { 'mpd_train': mpd_train_2, 'mpd_test': mpd_test_2, 'mgd_train': mgd_train_2, 'mgd_test': mgd_test_2, } results_df3 = { 'mpd_train': mpd_train_3, 'mpd_test': mpd_test_3, 'mgd_train': mgd_train_3, 'mgd_test': mgd_test_3, } results_df4 = { 'mpd_train': mpd_train_4, 'mpd_test': mpd_test_4, 'mgd_train': mgd_train_4, 'mgd_test': mgd_test_4, } d1=pd.DataFrame(results_df1, index=['dataset 1']) d2=pd.DataFrame(results_df2, index=['synthetic dataset 1']) d3=pd.DataFrame(results_df3, index=['dataset 2']) d4=pd.DataFrame(results_df4, index=['synthetic dataset 2']) df_tot= pd.concat([d1,d2,d3,d4]) st.dataframe(df_tot) # barplot comparison fig, ax = plt.subplots(figsize=(9, 5)) df_tot.plot(kind='bar', ax=ax) ax.set_title('Comparison of MPD and MGD Metrics') ax.set_ylabel('Value') ax.set_xticklabels(ax.get_xticklabels(), rotation=45) ax.legend(title='Metric') for container in ax.containers: labels = ax.bar_label(container, fmt='%.2f', label_type='edge', padding=2) for label in labels: label.set_fontsize(8) plt.tight_layout() st.pyplot(fig) # MPD: Train vs Test Comparison fig, axes = plt.subplots(1, 2, figsize=(15, 6)) # --- MPD Comparison --- mpd_data = df_tot[['mpd_train', 'mpd_test']] mpd_data.plot(kind='bar', ax=axes[0], color=['#2ecc71', '#e74c3c']) axes[0].set_title('Mean Poisson Deviance: Train vs Test', fontsize=16, fontweight='bold') axes[0].set_ylabel('MPD Value', fontsize=14) axes[0].set_xlabel('Dataset', fontsize=14) axes[0].legend(['Train', 'Test'], fontsize=10) # Larger tick labels axes[0].tick_params(axis='x', labelsize=12, rotation=45) axes[0].tick_params(axis='y', labelsize=12) axes[0].grid(axis='y', alpha=0.3) for container in axes[0].containers: axes[0].bar_label(container, fmt='%.3f', fontsize=15) # --- MGD Comparison --- mgd_data = df_tot[['mgd_train', 'mgd_test']] mgd_data.plot(kind='bar', ax=axes[1], color=['#3498db', '#f39c12']) axes[1].set_title('Mean Gamma Deviance: Train vs Test', fontsize=16, fontweight='bold') axes[1].set_ylabel('MGD Value', fontsize=14) axes[1].set_xlabel('Dataset', fontsize=14) axes[1].legend(['Train', 'Test'], fontsize=10) # Larger tick labels axes[1].tick_params(axis='x', labelsize=12, rotation=45) axes[1].tick_params(axis='y', labelsize=12) axes[1].grid(axis='y', alpha=0.3) for container in axes[1].containers: axes[1].bar_label(container, fmt='%.3f', fontsize=15) plt.tight_layout() st.pyplot(fig) # Create a heatmap fig, ax = plt.subplots(figsize=(10, 6)) sns.heatmap(df_tot, annot=True, fmt='.3f', cmap='RdYlGn_r', linewidths=0.5, ax=ax, cbar_kws={'label': 'Deviance Value'}) ax.set_title('Performance Heatmap: All Metrics Across Datasets', fontsize=15, fontweight='bold', pad=20) ax.set_xlabel('Metrics') ax.set_ylabel('Datasets') plt.tight_layout() st.pyplot(fig)