RandomizedPCA Anomaly Detection fraud detection sample

.vsts-dotnet-ci.yml

@@ -8,6 +8,14 @@ phases:
     inputs:
       projects: '.\samples\csharp\getting-started\BinaryClassification_CreditCardFraudDetection\CreditCardFraudDetection.sln'
 
+- phase: CreditCardFraudDetection2
+  queue: Hosted VS2017
+  steps:
+  - task: DotNetCoreCLI@2
+    displayName: Build CreditCardFraudDetection (AnomalyDetection)
+    inputs:
+      projects: '.\samples\csharp\getting-started\AnomalyDetection_CreditCardFraudDetection\CreditCardFraudDetection.sln'
+
 - phase: SentimentAnalysis
   queue: Hosted VS2017
   steps:

samples/csharp/common/ConsoleHelper.cs

@@ -56,6 +56,16 @@ public static void PrintBinaryClassificationMetrics(string name, CalibratedBinar
             Console.WriteLine($"************************************************************");
         }
 
+        public static void PrintAnomalyDetectionMetrics(string name, AnomalyDetectionMetrics metrics)
+        {
+            Console.WriteLine($"************************************************************");
+            Console.WriteLine($"*       Metrics for {name} anomaly detection model      ");
+            Console.WriteLine($"*-----------------------------------------------------------");
+            Console.WriteLine($"*       Area Under Curve:                       {metrics.AreaUnderRocCurve:P2}");
+            Console.WriteLine($"*       Detection rate at false positive count: {metrics.DetectionRateAtFalsePositiveCount}");
+            Console.WriteLine($"************************************************************");
+        }
+
         public static void PrintMultiClassClassificationMetrics(string name, MulticlassClassificationMetrics metrics)
         {
             Console.WriteLine($"************************************************************");

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Common/CreditCardFraudDetection.Common.csproj

@@ -0,0 +1,17 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>netstandard2.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Compile Remove="Assets\**" />
+    <EmbeddedResource Remove="Assets\**" />
+    <None Remove="Assets\**" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Microsoft.ML" Version="$(MicrosoftMLVersion)" />
+  </ItemGroup>
+
+</Project>

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Common/DataModels/TransactionFraudPrediction.cs

@@ -0,0 +1,30 @@
+using System;
+
+namespace CreditCardFraudDetection.Common.DataModels
+{
+    public class TransactionFraudPrediction : IModelEntity
+    {
+        public float Label;
+
+        /// <summary>
+        /// The non-negative, unbounded score that was calculated by the anomaly detection model.
+        /// Fraudulent transactions (Anomalies) will have higher scores than normal transactions
+        /// </summary>
+        public float Score;
+
+        /// <summary>
+        /// The predicted label, based on the score. A value of true indicates an anomaly.
+        /// </summary>
+        public bool PredictedLabel;
+
+        public void PrintToConsole()
+        {
+            // There is currently an issue where PredictedLabel is always set to true
+            // Due to this issue, we'll manually choose the treshold that will indicate an anomaly
+            // Issue: https://github.com/dotnet/machinelearning/issues/3990
+            Console.WriteLine($"Predicted Label: {Score > 0.2f}  (Score: {Score})");
+
+            //Console.WriteLine($"Predicted Label: {PredictedLabel}  (Score: {Score})");
+        }
+    }
+}

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Common/DataModels/TransactionObservation.cs

@@ -0,0 +1,111 @@
+using System;
+
+using Microsoft.ML.Data;
+
+namespace CreditCardFraudDetection.Common.DataModels
+{
+    public interface IModelEntity {
+        void PrintToConsole();
+    }
+
+    public class TransactionObservation : IModelEntity
+    {
+        [LoadColumn(0)]
+        public float Time;
+
+        [LoadColumn(1)]
+        public float V1;
+
+        [LoadColumn(2)]
+        public float V2;
+
+        [LoadColumn(3)]
+        public float V3;
+
+        [LoadColumn(4)]
+        public float V4;
+
+        [LoadColumn(5)]
+        public float V5;
+
+        [LoadColumn(6)]
+        public float V6;
+
+        [LoadColumn(7)]
+        public float V7;
+
+        [LoadColumn(8)]
+        public float V8;
+
+        [LoadColumn(9)]
+        public float V9;
+
+        [LoadColumn(10)]
+        public float V10;
+
+        [LoadColumn(11)]
+        public float V11;
+
+        [LoadColumn(12)]
+        public float V12;
+
+        [LoadColumn(13)]
+        public float V13;
+
+        [LoadColumn(14)]
+        public float V14;
+
+        [LoadColumn(15)]
+        public float V15;
+
+        [LoadColumn(16)]
+        public float V16;
+
+        [LoadColumn(17)]
+        public float V17;
+
+        [LoadColumn(18)]
+        public float V18;
+
+        [LoadColumn(19)]
+        public float V19;
+
+        [LoadColumn(20)]
+        public float V20;
+
+        [LoadColumn(21)]
+        public float V21;
+
+        [LoadColumn(22)]
+        public float V22;
+
+        [LoadColumn(23)]
+        public float V23;
+
+        [LoadColumn(24)]
+        public float V24;
+
+        [LoadColumn(25)]
+        public float V25;
+
+        [LoadColumn(26)]
+        public float V26;
+
+        [LoadColumn(27)]
+        public float V27;
+
+        [LoadColumn(28)]
+        public float V28;
+
+        [LoadColumn(29)]
+        public float Amount;
+
+        [LoadColumn(30)]
+        public float Label;
+
+        public void PrintToConsole() {
+            Console.WriteLine($"Label: {Label}");
+            Console.WriteLine($"Features: [V1] {V1} [V2] {V2} [V3] {V3} ... [V28] {V28} Amount: {Amount}");
+        }
+    }
+}

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Common/LocalConsoleHelper.cs

@@ -0,0 +1,34 @@
+using System.IO;
+using System.Linq;
+
+using Microsoft.ML.Data;
+
+namespace CreditCardFraudDetection.Common
+{
+    public static class LocalConsoleHelper
+    {
+        public static string GetAssetsPath(params string[] paths)
+        {
+            FileInfo _dataRoot = new FileInfo(typeof(LocalConsoleHelper).Assembly.Location);
+
+            if (paths == null || paths.Length == 0)
+            {
+                return null;
+            }
+
+            return Path.Combine(paths.Prepend(_dataRoot.Directory.FullName).ToArray());
+        }
+
+        public static string DeleteAssets(params string[] paths)
+        {
+            var location = GetAssetsPath(paths);
+
+            if (!string.IsNullOrWhiteSpace(location) && File.Exists(location))
+            {
+                File.Delete(location);
+            }
+
+            return location;
+        }
+    }
+}

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Predictor/CreditCardFraudDetection.Predictor.csproj

@@ -0,0 +1,25 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>netcoreapp2.1</TargetFramework>
+    <LangVersion>7.2</LangVersion>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Folder Include="assets\input\" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <None Remove="assets\input\.gitignore" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Microsoft.ML" Version="$(MicrosoftMLVersion)" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\CreditCardFraudDetection.Common\CreditCardFraudDetection.Common.csproj" />
+  </ItemGroup>
+
+</Project>

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Predictor/Predictor.cs

@@ -0,0 +1,66 @@
+using System;
+using System.Linq;
+
+using Microsoft.ML;
+
+using CreditCardFraudDetection.Common.DataModels;
+
+namespace CreditCardFraudDetection.Predictor
+{
+    public class Predictor
+    {
+        private readonly string _modelfile;
+        private readonly string _dasetFile;
+
+        public Predictor(string modelfile, string dasetFile)
+        {
+            _modelfile = modelfile ?? throw new ArgumentNullException(nameof(modelfile));
+            _dasetFile = dasetFile ?? throw new ArgumentNullException(nameof(dasetFile));
+        }
+
+
+        public void RunMultiplePredictions(int numberOfPredictions)
+        {
+            var mlContext = new MLContext();
+
+            // Load data as input for predictions
+            IDataView inputDataForPredictions = mlContext.Data.LoadFromTextFile<TransactionObservation>(_dasetFile, separatorChar: ',', hasHeader: true);
+
+            Console.WriteLine($"Predictions from saved model:");
+
+            ITransformer model = mlContext.Model.Load(_modelfile, out var inputSchema);
+
+            var predictionEngine = mlContext.Model.CreatePredictionEngine<TransactionObservation, TransactionFraudPrediction>(model);
+
+            Console.WriteLine($"\n \n Test {numberOfPredictions} transactions, from the test datasource, that should be predicted as fraud (true):");
+
+            mlContext.Data.CreateEnumerable<TransactionObservation>(inputDataForPredictions, reuseRowObject: false)
+                        .Where(x => x.Label > 0)
+                        .Take(numberOfPredictions)
+                        .Select(testData => testData)
+                        .ToList()
+                        .ForEach(testData =>
+                                    {
+                                        Console.WriteLine($"--- Transaction ---");
+                                        testData.PrintToConsole();
+                                        predictionEngine.Predict(testData).PrintToConsole();
+                                        Console.WriteLine($"-------------------");
+                                    });
+
+
+            Console.WriteLine($"\n \n Test {numberOfPredictions} transactions, from the test datasource, that should NOT be predicted as fraud (false):");
+
+            mlContext.Data.CreateEnumerable<TransactionObservation>(inputDataForPredictions, reuseRowObject: false)
+                       .Where(x => x.Label < 1)
+                       .Take(numberOfPredictions)
+                       .ToList()
+                       .ForEach(testData =>
+                                   {
+                                       Console.WriteLine($"--- Transaction ---");
+                                       testData.PrintToConsole();
+                                       predictionEngine.Predict(testData).PrintToConsole();
+                                       Console.WriteLine($"-------------------");
+                                   });
+        }
+    }
+}

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Predictor/Program.cs

@@ -0,0 +1,69 @@
+using System;
+using System.IO;
+
+using CreditCardFraudDetection.Common;
+
+namespace CreditCardFraudDetection.Predictor
+{
+    class Program
+    {
+        static void Main(string[] args)
+        {
+            string assetsPath = GetAbsolutePath(@"../../../assets");
+            string trainOutput = GetAbsolutePath(@"../../../../CreditCardFraudDetection.Trainer/assets/output");
+
+            CopyModelAndDatasetFromTrainingProject(trainOutput, assetsPath);
+
+            var inputDatasetForPredictions = Path.Combine(assetsPath, "input", "testData.csv");
+            var modelFilePath = Path.Combine(assetsPath, "input", "randomizedPca.zip");
+
+            // Create model predictor to perform a few predictions
+            var modelPredictor = new Predictor(modelFilePath, inputDatasetForPredictions);
+
+            modelPredictor.RunMultiplePredictions(numberOfPredictions: 5);
+
+            Console.WriteLine("=============== Press any key ===============");
+            Console.ReadKey();
+        }
+
+
+        public static void CopyModelAndDatasetFromTrainingProject(string trainOutput, string assetsPath)
+        {
+            if (!File.Exists(Path.Combine(trainOutput, "testData.csv")) ||
+                !File.Exists(Path.Combine(trainOutput, "randomizedPca.zip")))
+            {
+                Console.WriteLine("***** YOU NEED TO RUN THE TRAINING PROJECT FIRST *****");
+                Console.WriteLine("=============== Press any key ===============");
+                Console.ReadKey();
+                Environment.Exit(0);
+            }
+
+            // Copy files from train output
+            Directory.CreateDirectory(assetsPath);
+
+            foreach (var file in Directory.GetFiles(trainOutput))
+            {
+                var fileDestination = Path.Combine(Path.Combine(assetsPath, "input"), Path.GetFileName(file));
+
+                if (File.Exists(fileDestination))
+                {
+                    LocalConsoleHelper.DeleteAssets(fileDestination);
+                }
+
+                File.Copy(file, Path.Combine(Path.Combine(assetsPath, "input"), Path.GetFileName(file)));
+            }
+        }
+
+
+        public static string GetAbsolutePath(string relativePath)
+        {
+            FileInfo _dataRoot = new FileInfo(typeof(Program).Assembly.Location);
+
+            string assemblyFolderPath = _dataRoot.Directory.FullName;
+
+            string fullPath = Path.Combine(assemblyFolderPath, relativePath);
+
+            return fullPath;
+        }
+    }
+}

samples/csharp/getting-started/AnomalyDetection_CreditCardFraudDetection/CreditCardFraudDetection.Predictor/assets/input/.gitignore

@@ -0,0 +1,3 @@
+!.gitignore
+
+*.csv