Source code for pygod.models.gaan

# -*- coding: utf-8 -*-
"""Generative Adversarial Attributed Network Anomaly Detection (GAAN)"""
# Author: Ruitong Zhang <rtzhang@buaa.edu.cn>, Kay Liu <zliu234@uic.edu>
# License: BSD 2 clause

import torch
import warnings
import numpy as np
import torch.nn as nn
import torch.nn.functional as F
from torch_geometric.utils import to_dense_adj
from torch_geometric.loader import NeighborLoader
from sklearn.utils.validation import check_is_fitted

from .basic_nn import MLP
from . import BaseDetector
from ..utils import validate_device
from ..metrics import eval_roc_auc


[docs]class GAAN(BaseDetector): """ GAAN (Generative Adversarial Attributed Network Anomaly Detection) is a generative adversarial attribute network anomaly detection framework, including a generator module, an encoder module, a discriminator module, and uses anomaly evaluation measures that consider sample reconstruction error and real sample recognition confidence to make predictions. This model is transductive only. See :cite:`chen2020generative` for details. Parameters ---------- noise_dim : int, optional Dimension of the Gaussian random noise. Defaults: ``16``. hid_dim : int, optional Hidden dimension of MLP later 3. Defaults: ``64``. generator_layers : int, optional Number of layers in generator. Defaults: ``2``. encoder_layers : int, optional Number of layers in encoder. Defaults: ``2``. dropout : float, optional Dropout rate. Defaults: ``0.``. weight_decay : float, optional Weight decay (L2 penalty). Defaults: ``0.``. act : callable activation function or None, optional Activation function if not None. Defaults: ``torch.nn.functional.relu``. alpha : float, optional Loss balance weight for attribute and structure. ``None`` for balancing by standard deviation. Default: ``None``. contamination : float, optional Valid in (0., 0.5). The proportion of outliers in the data set. Used when fitting to define the threshold on the decision function. Defaults: ``0.05``. lr : float, optional Learning rate. Defaults: ``0.005``. epoch : int, optional Maximum number of training epoch. Defaults: ``10``. gpu : int GPU Index, -1 for using CPU. Defaults: ``-1``. batch_size : int, optional Minibatch size, 0 for full batch training. Default: ``0``. num_neigh : int, optional Number of neighbors in sampling, -1 for all neighbors. Default: ``-1``. verbose : bool Verbosity mode. Turn on to print out log information. Defaults: ``False``. Examples -------- >>> from pygod.models import GAAN >>> model = GAAN() >>> model.fit(data) # PyG graph data object >>> prediction = model.predict(None) """ def __init__(self, noise_dim=16, hid_dim=64, generator_layers=2, encoder_layers=2, dropout=0.1, weight_decay=0.01, act=F.relu, alpha=None, contamination=0.1, lr=0.01, epoch=5, gpu=0, batch_size=0, num_neigh=-1, verbose=False): super(GAAN, self).__init__(contamination=contamination) # model param self.noise_dim = noise_dim self.hid_dim = hid_dim self.generator_layers = generator_layers self.encoder_layers = encoder_layers self.dropout = dropout self.weight_decay = weight_decay self.act = act self.alpha = alpha # training param self.lr = lr self.epoch = epoch self.device = validate_device(gpu) self.batch_size = batch_size self.num_neigh = num_neigh # other param self.verbose = verbose self.model = None
[docs] def fit(self, G, y_true=None): """ Fit detector with input data. Parameters ---------- G : torch_geometric.data.Data The input data. y_true : numpy.ndarray, optional The optional outlier ground truth labels used to monitor the training progress. They are not used to optimize the unsupervised model. Default: ``None``. Returns ------- self : object Fitted estimator. """ G.node_idx = torch.arange(G.x.shape[0]) adj = to_dense_adj(G.edge_index)[0] # automated balancing by std if self.alpha is None: self.alpha = torch.std(adj).detach() / \ (torch.std(G.x).detach() + torch.std(adj).detach()) if self.batch_size == 0: self.batch_size = G.x.shape[0] loader = NeighborLoader(G, [self.num_neigh], batch_size=self.batch_size) self.model = GAAN_Base(in_dim=G.x.shape[1], noise_dim=self.noise_dim, hid_dim=self.hid_dim, generator_layers=self.generator_layers, encoder_layers=self.encoder_layers, dropout=self.dropout, act=self.act).to(self.device) optimizer_ed = torch.optim.Adam(self.model.encoder.parameters(), lr=self.lr, weight_decay=self.weight_decay) optimizer_g = torch.optim.Adam(self.model.generator.parameters(), lr=self.lr, weight_decay=self.weight_decay) self.model.train() decision_scores = np.zeros(G.x.shape[0]) for epoch in range(self.epoch): epoch_loss_g = 0 epoch_loss_ed = 0 for sampled_data in loader: batch_size = sampled_data.batch_size node_idx = sampled_data.node_idx x, edge_index = self.process_graph(sampled_data) # Generate noise for constructing fake attribute gaussian_noise = torch.randn(x.shape[0], self.noise_dim).to( self.device) # train the model x_, a, a_ = self.model(x, gaussian_noise, edge_index) loss_g = self._loss_func_g(a_[edge_index[0], edge_index[1]]) optimizer_g.zero_grad() loss_g.backward() optimizer_g.step() loss_ed = self._loss_func_ed(a[edge_index[0], edge_index[1]], a_[edge_index[0], edge_index[1]] .detach()) optimizer_ed.zero_grad() loss_ed.backward() optimizer_ed.step() score = self._score_func(x, x_, a, edge_index, batch_size) epoch_loss_g += loss_g.item() * batch_size epoch_loss_ed += loss_ed.item() * batch_size decision_scores[node_idx[:batch_size]] = score.detach() \ .cpu().numpy() if self.verbose: print("Epoch {:04d}: Loss G {:.4f} | Loss ED {:4f}" .format(epoch, epoch_loss_g / G.x.shape[0], epoch_loss_ed / G.x.shape[0]), end='') if y_true is not None: auc = eval_roc_auc(y_true, decision_scores) print(" | AUC {:.4f}".format(auc), end='') print() self.decision_scores_ = decision_scores self._process_decision_scores() return self
[docs] def decision_function(self, G): """ Predict raw anomaly score using the fitted detector. Outliers are assigned with larger anomaly scores. Parameters ---------- G : PyTorch Geometric Data instance (torch_geometric.data.Data) The input data. Returns ------- outlier_scores : numpy.ndarray The anomaly score of shape :math:`N`. """ check_is_fitted(self, ['model']) if G is not None: warnings.warn('The model is transductive only. ' 'Training data is used to predict') outlier_scores = self.decision_scores_ return outlier_scores
def _loss_func_g(self, a_): loss_g = F.binary_cross_entropy(a_, torch.ones_like(a_)) return loss_g def _loss_func_ed(self, a, a_): loss_r = F.binary_cross_entropy(a, torch.ones_like(a)) loss_f = F.binary_cross_entropy(a_, torch.zeros_like(a_)) return (loss_f + loss_r) / 2 def _score_func(self, x, x_, a, edge_index, batch_size): # attribute reconstruction loss diff_attribute = torch.pow(x[:batch_size] - x_[:batch_size], 2) attribute_errors = torch.sqrt(torch.sum(diff_attribute, 1)) adj = to_dense_adj(edge_index)[0] # structure reconstruction loss structure_errors = torch.sum(adj * F.binary_cross_entropy(a, torch.ones_like(a), reduction='none') , 1)[:batch_size] score = self.alpha * attribute_errors + ( 1 - self.alpha) * structure_errors return score def process_graph(self, G): """ Process the raw PyG data object into a tuple of sub data objects needed for the model. Parameters ---------- G : PyTorch Geometric Data instance (torch_geometric.data.Data) The input data. Returns ------- X : torch.Tensor Attribute (feature) of nodes. edge_index : torch.Tensor Edge list of the graph. """ # data objects needed for the network edge_index = G.edge_index.to(self.device) x = G.x.to(self.device) return x, edge_index
class GAAN_Base(nn.Module): def __init__(self, in_dim, noise_dim, hid_dim, generator_layers, encoder_layers, dropout, act): super(GAAN_Base, self).__init__() self.generator = MLP(in_channels=noise_dim, hidden_channels=hid_dim, out_channels=in_dim, num_layers=generator_layers, dropout=dropout, act=act) self.encoder = MLP(in_channels=in_dim, hidden_channels=hid_dim, out_channels=hid_dim, num_layers=encoder_layers, dropout=dropout, act=act) def forward(self, x, noise, edge_index): x_ = self.generator(noise) z = self.encoder(x) z_ = self.encoder(x_) a = torch.sigmoid((z @ z.T)) a_ = torch.sigmoid((z_ @ z_.T)) return x_, a, a_