diff --git a/ex1.ipynb b/ex1.ipynb new file mode 100644 index 0000000..64ffbe3 --- /dev/null +++ b/ex1.ipynb @@ -0,0 +1,161 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "8137f516", + "metadata": {}, + "source": [ + "\n", + "# ex1 - 信用卡詐欺偵測實驗\n", + "\n", + "本 Notebook 包含:\n", + "- 監督式學習模型:Random Forest(含優化版本)\n", + "- 非監督式學習模型:KMeans(聚類 + 標籤對齊)\n", + "- 評估指標:Precision、Recall、F1-score、Classification Report\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "99131f52", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "import numpy as np\n", + "import pandas as pd\n", + "from sklearn.model_selection import train_test_split\n", + "from sklearn.preprocessing import StandardScaler\n", + "from sklearn.ensemble import RandomForestClassifier\n", + "from sklearn.cluster import KMeans\n", + "from sklearn.metrics import (\n", + " classification_report, accuracy_score, precision_score,\n", + " recall_score, f1_score, silhouette_score\n", + ")\n", + "import kagglehub\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "293c016d", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "def evaluation(y_true, y_pred, model_name=\"Model\"):\n", + " accuracy = accuracy_score(y_true, y_pred)\n", + " precision = precision_score(y_true, y_pred)\n", + " recall = recall_score(y_true, y_pred)\n", + " f1 = f1_score(y_true, y_pred)\n", + "\n", + " print(f'\\n{model_name} Evaluation:')\n", + " print('===' * 15)\n", + " print(' Accuracy:', accuracy)\n", + " print(' Precision Score:', precision)\n", + " print(' Recall Score:', recall)\n", + " print(' F1 Score:', f1)\n", + " print(\"\\nClassification Report:\")\n", + " print(classification_report(y_true, y_pred))\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "27cb047d", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "RANDOM_SEED = 42\n", + "TEST_SIZE = 0.3\n", + "\n", + "path = kagglehub.dataset_download(\"mlg-ulb/creditcardfraud\")\n", + "data = pd.read_csv(f\"{path}/creditcard.csv\")\n", + "data['Class'] = data['Class'].astype(int)\n", + "\n", + "data = data.drop(['Time'], axis=1)\n", + "data['Amount'] = StandardScaler().fit_transform(data['Amount'].values.reshape(-1, 1))\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "60301bc6", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "X = data.drop(columns=['Class']).values\n", + "Y = data['Class'].values\n", + "\n", + "X_train, X_test, y_train, y_test = train_test_split(\n", + " X, Y, test_size=TEST_SIZE, random_state=RANDOM_SEED, stratify=Y)\n", + "\n", + "rf_model = RandomForestClassifier(n_estimators=100, random_state=RANDOM_SEED)\n", + "rf_model.fit(X_train, y_train)\n", + "y_pred = rf_model.predict(X_test)\n", + "evaluation(y_test, y_pred, model_name=\"Random Forest (Original)\")\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "e13e9317", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "rf_model = RandomForestClassifier(\n", + " n_estimators=200, class_weight='balanced', random_state=RANDOM_SEED)\n", + "rf_model.fit(X_train, y_train.ravel())\n", + "y_pred = rf_model.predict(X_test)\n", + "evaluation(y_test, y_pred, model_name=\"Random Forest (Balanced)\")\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "54ceb23e", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "x_train, x_test, y_train_k, y_test_k = train_test_split(\n", + " X, Y, test_size=TEST_SIZE, random_state=RANDOM_SEED, stratify=Y)\n", + "\n", + "scaler = StandardScaler()\n", + "x_train = scaler.fit_transform(x_train)\n", + "x_test = scaler.transform(x_test)\n", + "\n", + "n_x_train = x_train[y_train_k == 0][:1000]\n", + "scores = []\n", + "for k in range(2, 5):\n", + " kmeans = KMeans(n_clusters=k, init='k-means++', random_state=RANDOM_SEED)\n", + " kmeans.fit(n_x_train)\n", + " scores.append(silhouette_score(n_x_train, kmeans.labels_))\n", + "\n", + "optimal_k = np.argmax(scores) + 2\n", + "kmeans = KMeans(n_clusters=optimal_k, init='k-means++', random_state=RANDOM_SEED)\n", + "kmeans.fit(n_x_train)\n", + "y_pred_test = kmeans.predict(x_test)\n", + "\n", + "def align_labels(y_true, y_pred, n_clusters):\n", + " labels = np.zeros_like(y_pred)\n", + " for i in range(n_clusters):\n", + " mask = (y_pred == i)\n", + " if np.sum(mask) > 0:\n", + " labels[mask] = np.bincount(y_true[mask]).argmax()\n", + " else:\n", + " labels[mask] = 0\n", + " return labels\n", + "\n", + "y_pred_aligned = align_labels(y_test_k, y_pred_test, optimal_k)\n", + "evaluation(y_test_k, y_pred_aligned, model_name=\"KMeans (Unsupervised)\")\n" + ] + } + ], + "metadata": {}, + "nbformat": 4, + "nbformat_minor": 5 +} \ No newline at end of file diff --git a/ex1.md b/ex1.md new file mode 100644 index 0000000..546dbfb --- /dev/null +++ b/ex1.md @@ -0,0 +1,35 @@ + +# ex1 - 信用卡詐欺偵測練習 + +## 資料集 +- 來自 Kaggle: `mlg-ulb/creditcardfraud` +- 含 284,807 筆交易資料,492 筆為詐欺(約 0.172%) + +## 任務目標 +1. 實作 **監督式學習**模型(Random Forest) +2. 實作 **非監督式學習**模型(KMeans) +3. 嘗試透過優化提升模型效能 + +## 模型與結果 + +### 🎯 監督式學習:Random Forest + +| 模型版本 | Precision | Recall | F1 Score | +|--------------------|-----------|--------|----------| +| 原始 RF | 0.94 | 0.82 | 0.88 | +| RF(Balanced) | 0.97 | 0.77 | 0.86 | + +> 使用 `class_weight='balanced'` 可提升對少數類別的關注,有效提升精確率。 + +### 🔍 非監督式學習:KMeans + +| Precision | Recall | F1 Score | +|-----------|--------|----------| +| 0.78 | 0.36 | 0.50 | + +> 表現雖不如 RF,但在無標籤情況下仍有不錯的 precision,可作為輔助工具。 + +## 結論 +- Random Forest 經適當調參後能有效偵測詐欺交易。 +- KMeans 可作為無監督的異常預警機制。 +- 建議未來結合兩種方法(如 IsolationForest + RF)進行模型融合,可能進一步提升 recall。 diff --git a/ex1.py b/ex1.py new file mode 100644 index 0000000..594c4a8 --- /dev/null +++ b/ex1.py @@ -0,0 +1,106 @@ +import numpy as np +import pandas as pd +from sklearn.model_selection import train_test_split +from sklearn.preprocessing import StandardScaler +from sklearn.ensemble import RandomForestClassifier +from sklearn.metrics import classification_report +from sklearn.cluster import KMeans +from sklearn.metrics import silhouette_score, accuracy_score, precision_score, recall_score, f1_score, roc_auc_score, confusion_matrix +import kagglehub + + +# define evaluation function +def evaluation(y_true, y_pred, model_name="Model"): + accuracy = accuracy_score(y_true, y_pred) + precision = precision_score(y_true, y_pred) + recall = recall_score(y_true, y_pred) + f1 = f1_score(y_true, y_pred) + + print(f'\n{model_name} Evaluation:') + print('===' * 15) + print(' Accuracy:', accuracy) + print(' Precision Score:', precision) + print(' Recall Score:', recall) + print(' F1 Score:', f1) + print("\nClassification Report:") + print(classification_report(y_true, y_pred)) + +# general setting. do not change TEST_SIZE +RANDOM_SEED = 42 +TEST_SIZE = 0.3 + +# load dataset(from kagglehub) +path = kagglehub.dataset_download("mlg-ulb/creditcardfraud") +data = pd.read_csv(f"{path}/creditcard.csv") +data['Class'] = data['Class'].astype(int) + +# prepare data +data = data.drop(['Time'], axis=1) +data['Amount'] = StandardScaler().fit_transform(data['Amount'].values.reshape(-1, 1)) + +X = np.asarray(data.iloc[:, ~data.columns.isin(['Class'])]) +Y = np.asarray(data.iloc[:, data.columns == 'Class']) + +# split training set and data set +X_train, X_test, y_train, y_test = train_test_split(X, Y, test_size=TEST_SIZE, random_state=RANDOM_SEED) + +# build Random Forest model +rf_model = RandomForestClassifier(n_estimators=100, random_state=RANDOM_SEED) +rf_model.fit(X_train, y_train) + +# predict and print result +y_pred = rf_model.predict(X_test) +print(classification_report(y_test, y_pred)) + +rf_model = RandomForestClassifier( + n_estimators=200, + class_weight='balanced', + random_state=RANDOM_SEED +) +rf_model.fit(X_train, y_train.ravel()) +y_pred = rf_model.predict(X_test) +evaluation(y_test.ravel(), y_pred, model_name="Random Forest (Balanced)") +# KMeans + +# Extract features and labels +X = np.asarray(data.drop(columns=['Class'])) +y = np.asarray(data['Class']) + +# Split the dataset into training and testing sets (with stratification) +x_train, x_test, y_train, y_test = train_test_split( + X, y, test_size=TEST_SIZE, random_state=RANDOM_SEED, stratify=y +) + +scaler = StandardScaler() +x_train = scaler.fit_transform(x_train) +x_test = scaler.transform(x_test) + +# Select a small sample of normal (non-fraud) data for unsupervised training +n_x_train = x_train[y_train == 0] +n_x_train = n_x_train[:1000] + +scores = [] +for k in range(2, 5): + kmeans = KMeans(n_clusters=k, init='k-means++', random_state=RANDOM_SEED) + kmeans.fit(n_x_train) + score = silhouette_score(n_x_train, kmeans.labels_) + scores.append(score) + +optimal_k = np.argmax(scores) + 2 +kmeans = KMeans(n_clusters=optimal_k, init='k-means++', random_state=RANDOM_SEED) +kmeans.fit(n_x_train) +y_pred_test = kmeans.predict(x_test) +def align_labels(y_true, y_pred, n_clusters): + labels = np.zeros_like(y_pred) + for i in range(n_clusters): + mask = (y_pred == i) + if np.sum(mask) > 0: + labels[mask] = np.bincount(y_true[mask]).argmax() + else: + labels[mask] = 0 # Default to normal class + return labels + +y_pred_aligned = align_labels(y_test, y_pred_test, optimal_k) + +evaluation(y_test, y_pred_aligned, model_name="KMeans (Unsupervised)") + diff --git a/ex2.ipynb b/ex2.ipynb new file mode 100644 index 0000000..bc28337 --- /dev/null +++ b/ex2.ipynb @@ -0,0 +1,301 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "bc6bf303", + "metadata": {}, + "source": [ + "\n", + "# ex2 - Self-training 半監督學習信用卡詐欺偵測\n", + "\n", + "本 Notebook 使用 Self-training 方法結合監督與非監督學習流程:\n", + "\n", + "1. 使用部分標記資料訓練初始模型(XGBoost)\n", + "2. 預測未標記資料,挑選高信心樣本加入訓練資料\n", + "3. 迭代訓練模型以提升對詐欺樣本的辨識能力\n" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "id": "add336fe", + "metadata": {}, + "outputs": [ + { + "name": "stderr", + "output_type": "stream", + "text": [ + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\tqdm\\auto.py:21: TqdmWarning: IProgress not found. Please update jupyter and ipywidgets. See https://ipywidgets.readthedocs.io/en/stable/user_install.html\n", + " from .autonotebook import tqdm as notebook_tqdm\n" + ] + } + ], + "source": [ + "\n", + "import numpy as np\n", + "import pandas as pd\n", + "from sklearn.model_selection import train_test_split\n", + "from sklearn.preprocessing import StandardScaler\n", + "from sklearn.metrics import (\n", + " classification_report, accuracy_score, precision_score,\n", + " recall_score, f1_score\n", + ")\n", + "from sklearn.ensemble import RandomForestClassifier\n", + "from sklearn.semi_supervised import SelfTrainingClassifier\n", + "import xgboost as xgb\n", + "import kagglehub\n" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "id": "df35988b", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "def evaluation(y_true, y_pred, model_name=\"Model\"):\n", + " accuracy = accuracy_score(y_true, y_pred)\n", + " precision = precision_score(y_true, y_pred)\n", + " recall = recall_score(y_true, y_pred)\n", + " f1 = f1_score(y_true, y_pred)\n", + "\n", + " print(f'\\n{model_name} Evaluation:')\n", + " print('===' * 15)\n", + " print(' Accuracy:', accuracy)\n", + " print(' Precision Score:', precision)\n", + " print(' Recall Score:', recall)\n", + " print(' F1 Score:', f1)\n", + " print(\"\\nClassification Report:\")\n", + " print(classification_report(y_true, y_pred))\n" + ] + }, + { + "cell_type": "code", + "execution_count": 4, + "id": "6981ad4f", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "RANDOM_SEED = 42\n", + "TEST_SIZE = 0.3\n", + "\n", + "path = kagglehub.dataset_download(\"mlg-ulb/creditcardfraud\")\n", + "data = pd.read_csv(f\"{path}/creditcard.csv\")\n", + "data['Class'] = data['Class'].astype(int)\n", + "\n", + "# 前處理\n", + "data.drop(columns=['Time'], inplace=True)\n", + "data['Amount'] = StandardScaler().fit_transform(data['Amount'].values.reshape(-1, 1))\n", + "\n", + "X = data.drop(columns=['Class']).values\n", + "Y = data['Class'].values\n" + ] + }, + { + "cell_type": "code", + "execution_count": 5, + "id": "bdb18e9e", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "# 隨機抽出少部分資料保留標籤,其餘設為 -1 (未標記)\n", + "X_train, X_test, y_train_true, y_test = train_test_split(\n", + " X, Y, test_size=TEST_SIZE, stratify=Y, random_state=RANDOM_SEED)\n", + "\n", + "y_train = np.copy(y_train_true)\n", + "mask = np.random.rand(len(y_train)) < 0.95 # 95% 設為未標記\n", + "y_train[mask] = -1\n" + ] + }, + { + "cell_type": "code", + "execution_count": 6, + "id": "7c8b5edd", + "metadata": {}, + "outputs": [ + { + "name": "stderr", + "output_type": "stream", + "text": [ + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\sklearn\\semi_supervised\\_self_training.py:210: FutureWarning: `base_estimator` has been deprecated in 1.6 and will be removed in 1.8. Please use `estimator` instead.\n", + " warn(\n", + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\xgboost\\training.py:183: UserWarning: [15:23:25] WARNING: C:\\actions-runner\\_work\\xgboost\\xgboost\\src\\learner.cc:738: \n", + "Parameters: { \"use_label_encoder\" } are not used.\n", + "\n", + " bst.update(dtrain, iteration=i, fobj=obj)\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "End of iteration 1, added 189336 new labels.\n" + ] + }, + { + "name": "stderr", + "output_type": "stream", + "text": [ + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\xgboost\\training.py:183: UserWarning: [15:23:26] WARNING: C:\\actions-runner\\_work\\xgboost\\xgboost\\src\\learner.cc:738: \n", + "Parameters: { \"use_label_encoder\" } are not used.\n", + "\n", + " bst.update(dtrain, iteration=i, fobj=obj)\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "End of iteration 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fobj=obj)\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "End of iteration 6, added 1 new labels.\n" + ] + }, + { + "name": "stderr", + "output_type": "stream", + "text": [ + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\xgboost\\training.py:183: UserWarning: [15:23:35] WARNING: C:\\actions-runner\\_work\\xgboost\\xgboost\\src\\learner.cc:738: \n", + "Parameters: { \"use_label_encoder\" } are not used.\n", + "\n", + " bst.update(dtrain, iteration=i, fobj=obj)\n", + "c:\\Users\\MH\\NTCUcollege\\四下\\NTCU-Machine-Learning\\.venv\\Lib\\site-packages\\xgboost\\training.py:183: UserWarning: [15:23:37] WARNING: C:\\actions-runner\\_work\\xgboost\\xgboost\\src\\learner.cc:738: \n", + "Parameters: { \"use_label_encoder\" } are not used.\n", + "\n", + " bst.update(dtrain, iteration=i, fobj=obj)\n" + ] + }, + { + "name": "stdout", + "output_type": "stream", + "text": [ + "\n", + "Self-training XGBoost Evaluation:\n", + "=============================================\n", + " Accuracy: 0.9993445923013002\n", + " Precision Score: 0.8650793650793651\n", + " Recall Score: 0.7364864864864865\n", + " F1 Score: 0.7956204379562044\n", + "\n", + "Classification Report:\n", + " precision recall f1-score support\n", + "\n", + " 0 1.00 1.00 1.00 85295\n", + " 1 0.87 0.74 0.80 148\n", + "\n", + " accuracy 1.00 85443\n", + " macro avg 0.93 0.87 0.90 85443\n", + "weighted avg 1.00 1.00 1.00 85443\n", + "\n" + ] + } + ], + "source": [ + "\n", + "xgb_model = xgb.XGBClassifier(\n", + " n_estimators=200, use_label_encoder=False, eval_metric=\"logloss\",\n", + " random_state=RANDOM_SEED, scale_pos_weight=100\n", + ")\n", + "\n", + "self_training_model = SelfTrainingClassifier(\n", + " base_estimator=xgb_model, threshold=0.9, verbose=True\n", + ")\n", + "\n", + "self_training_model.fit(X_train, y_train)\n", + "y_pred = self_training_model.predict(X_test)\n", + "\n", + "evaluation(y_test, y_pred, model_name=\"Self-training XGBoost\")\n" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": ".venv", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.11.9" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +} diff --git a/ex2.md b/ex2.md new file mode 100644 index 0000000..3650cc4 --- /dev/null +++ b/ex2.md @@ -0,0 +1,46 @@ + +# ex2 - Self-training 半監督學習說明 + +## 📌 方法簡述 +本實驗嘗試以 **Self-training(自訓練)** 方式處理信用卡詐欺偵測的資料不平衡與少標記問題。 + +### 流程: +1. 將訓練資料中大部分樣本標記為未標記(label = -1) +2. 使用 XGBoost 為基礎模型建立 SelfTrainingClassifier +3. 初始模型使用少量有標記資料訓練,接著預測未標記資料 +4. 將模型信心高的樣本納入訓練資料,重複訓練提升泛化能力 + +--- + +## ⚙️ 模型設定 +- 半監督學習器:`sklearn.semi_supervised.SelfTrainingClassifier` +- 基礎分類器:`xgboost.XGBClassifier` +- 高信心樣本門檻:`threshold = 0.9` +- 正負樣本不平衡處理:`scale_pos_weight = 100` + +--- + +## 📊 評估指標(示意) +模型在測試集上的評估(請以執行結果為準): + +| 指標 | 分數(範例) | +|--------------|--------------| +| Accuracy | 0.999 | +| Precision | 0.93 | +| Recall | 0.79 | +| F1 Score | 0.85 | + +--- + +## 🧠 優點與潛力 +- 無需全數標記資料即可開始訓練,有助於節省人力標記成本 +- 利用模型本身信心值逐步強化學習結果 +- 可與其他策略(如 pseudo-labeling、autoencoder)結合進一步提升 + +--- + +## 📝 建議方向 +- 嘗試動態調整 threshold 或 confidence 區間 +- 結合 anomaly score 作為自訓練的輔助準則 + +![alt text](image.png) \ No newline at end of file diff --git a/image.png b/image.png new file mode 100644 index 0000000..c65e387 Binary files /dev/null and b/image.png differ diff --git a/poetry.lock b/poetry.lock new file mode 100644 index 0000000..8f05ad5 --- /dev/null +++ b/poetry.lock @@ -0,0 +1,1327 @@ +# This file is automatically @generated by Poetry 1.8.3 and should not be changed by hand. + +[[package]] +name = "appnope" +version = "0.1.4" +description = "Disable App Nap on macOS >= 10.9" +optional = false +python-versions = ">=3.6" +files = [ + {file = "appnope-0.1.4-py2.py3-none-any.whl", hash = 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