File size: 13,180 Bytes
9465da4
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
import os
import logging
import torch
import torch.nn as nn
import torch.optim as optim
from torch.utils.data import DataLoader, TensorDataset
from torch.cuda.amp import autocast, GradScaler
from torch.optim.lr_scheduler import ReduceLROnPlateau
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler, LabelEncoder
from sklearn.manifold import TSNE
from sklearn.cluster import DBSCAN
import optuna

# Set up logging
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')

# Constants
RANDOM_SEED = 42
TEST_SIZE = 0.2
VALIDATION_SIZE = 200

def load_data(start_year=2000, end_year=2017):
    dfs = []
    for year in range(start_year, end_year + 1):
        file_path = f'atp_matches_{year}.csv'
        try:
            df = pd.read_csv(file_path, low_memory=False)
            required_columns = ['tourney_id', 'surface', 'winner_id', 'loser_id', 'winner_name', 'loser_name', 
                                'winner_age', 'loser_age', 'winner_rank', 'loser_rank', 'tourney_date']
            if not all(col in df.columns for col in required_columns):
                logging.warning(f"File {file_path} is missing some required columns. Skipping this file.")
                continue
            dfs.append(df)
            logging.info(f"Data loaded successfully from {file_path}")
        except FileNotFoundError:
            logging.warning(f"File not found: {file_path}")
        except pd.errors.EmptyDataError:
            logging.warning(f"Empty file: {file_path}")
        except Exception as e:
            logging.error(f"Error loading data from {file_path}: {str(e)}")

    if not dfs:
        raise ValueError("No data files were successfully loaded.")

    combined_df = pd.concat(dfs, ignore_index=True)
    if combined_df.empty:
        raise ValueError("The combined DataFrame is empty after processing all files.")
    return combined_df

def preprocess_data(df):
    label_encoders = {}
    for col in ['tourney_id', 'surface', 'winner_id', 'loser_id']:
        df[col] = df[col].astype(str)
        le = LabelEncoder()
        df[col] = le.fit_transform(df[col])
        label_encoders[col] = le

    df['tourney_date'] = pd.to_datetime(df['tourney_date'], format='%Y%m%d', errors='coerce')
    df = df.dropna(subset=['tourney_date'])

    return df, label_encoders

def engineer_features(df):
    numeric_cols = ['winner_age', 'loser_age', 'winner_rank', 'loser_rank']
    for col in numeric_cols:
        df[col] = pd.to_numeric(df[col], errors='coerce')

    df['age_difference'] = df['winner_age'] - df['loser_age']
    df['rank_difference'] = df['loser_rank'] - df['winner_rank']

    numeric_columns = numeric_cols + ['age_difference', 'rank_difference']
    df = df.dropna(subset=numeric_columns)

    return df, numeric_columns

class JointEmbeddedModel(nn.Module):
    def __init__(self, categorical_dims, numerical_dim, embedding_dim, hidden_dim, dropout_rate=0.3):
        super().__init__()
        self.embeddings = nn.ModuleList([nn.Embedding(dim, embedding_dim) for dim in categorical_dims])
        self.fc1 = nn.Linear(len(categorical_dims) * embedding_dim + numerical_dim, hidden_dim)
        self.fc2 = nn.Linear(hidden_dim, hidden_dim // 2)
        self.fc3 = nn.Linear(hidden_dim // 2, 1)
        self.relu = nn.ReLU()
        self.dropout = nn.Dropout(dropout_rate)

    def forward(self, x_cat, x_num):
        embedded = [emb(x_cat[:, i]) for i, emb in enumerate(self.embeddings)]
        x = torch.cat(embedded + [x_num], dim=1)
        x = self.dropout(self.relu(self.fc1(x)))
        x = self.dropout(self.relu(self.fc2(x)))
        return self.fc3(x).squeeze()

def create_dataloader(X, y, batch_size=64):
    x_cat, x_num = X
    # Ensure tensors are not empty
    if len(x_cat) == 0 or len(x_num) == 0:
        raise ValueError("Input data for dataloader is empty.")
    dataset = TensorDataset(torch.tensor(x_cat, dtype=torch.long),
                            torch.tensor(x_num, dtype=torch.float32),
                            torch.tensor(y, dtype=torch.float32))
    return DataLoader(dataset, batch_size=batch_size, shuffle=True)

def train_model(model, dataloader, val_data, epochs=20, learning_rate=0.001, weight_decay=0, patience=5):
    device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
    model.to(device)
    criterion = nn.MSELoss()
    optimizer = optim.Adam(model.parameters(), lr=learning_rate, weight_decay=weight_decay)
    scheduler = ReduceLROnPlateau(optimizer, mode='min', factor=0.5, patience=patience, verbose=True)
    scaler = GradScaler() if device.type == 'cuda' else None

    best_val_loss = float('inf')
    early_stopping_counter = 0

    for epoch in range(epochs):
        model.train()
        total_loss = 0
        for x_cat, x_num, y in dataloader:
            x_cat, x_num, y = x_cat.to(device), x_num.to(device), y.to(device)
            optimizer.zero_grad()
            if scaler:
                with autocast(device_type='cuda'):
                    outputs = model(x_cat, x_num)
                    loss = criterion(outputs, y)
                scaler.scale(loss).backward()
                scaler.step(optimizer)
                scaler.update()
            else:
                outputs = model(x_cat, x_num)
                loss = criterion(outputs, y)
                loss.backward()
                optimizer.step()
            total_loss += loss.item()

        avg_loss = total_loss / len(dataloader)
        val_predictions = evaluate_model(model, val_data[0])
        val_loss = np.mean((val_predictions - val_data[1]) ** 2)
        scheduler.step(val_loss)
        logging.info(f"Epoch {epoch+1}/{epochs}, Train Loss: {avg_loss:.4f}, Val Loss: {val_loss:.4f}")

        if val_loss < best_val_loss:
            best_val_loss = val_loss
            early_stopping_counter = 0
            torch.save(model.state_dict(), 'best_model.pt')
        else:
            early_stopping_counter += 1
            if early_stopping_counter >= patience:
                logging.info(f"Early stopping triggered after {epoch+1} epochs")
                break

def evaluate_model(model, X):
    device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
    model.eval()
    x_cat, x_num = X

    if len(x_cat.shape) == 1:
        x_cat = x_cat.reshape(1, -1)
    if len(x_num.shape) == 1:
        x_num = x_num.reshape(1, -1)

    x_cat = torch.tensor(x_cat, dtype=torch.long).to(device)
    x_num = torch.tensor(x_num, dtype=torch.float32).to(device)

    with torch.no_grad():
        outputs = model(x_cat, x_num)
    return outputs.cpu().numpy()

def objective(trial):
    embedding_dim = trial.suggest_int('embedding_dim', 8, 64)
    hidden_dim = trial.suggest_int('hidden_dim', 32, 256)
    learning_rate = trial.suggest_float('learning_rate', 1e-5, 1e-1, log=True)
    batch_size = trial.suggest_categorical('batch_size', [32, 64, 128, 256])
    weight_decay = trial.suggest_float('weight_decay', 1e-8, 1e-3, log=True)
    dropout_rate = trial.suggest_float('dropout_rate', 0.1, 0.5)

    model = JointEmbeddedModel(categorical_dims, numerical_dim, embedding_dim, hidden_dim, dropout_rate)
    dataloader = create_dataloader(X_train, y_train, batch_size=batch_size)
    train_model(model, dataloader, (X_val, y_val), epochs=10, learning_rate=learning_rate, weight_decay=weight_decay)

    val_predictions = evaluate_model(model, X_val)
    val_loss = np.mean((val_predictions - y_val) ** 2)
    return val_loss

def enhanced_anomaly_detection(model, X, df_subset, eps=0.5, min_samples=5, threshold=None):
    device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
    model.eval()
    x_cat, x_num = X
    if len(x_cat.shape) == 1:
        x_cat = x_cat.reshape(-1, len(categorical_columns))
    if len(x_num.shape) == 1:
        x_num = x_num.reshape(-1, len(numeric_columns))

    x_cat = torch.tensor(x_cat, dtype=torch.long).to(device)
    x_num = torch.tensor(x_num, dtype=torch.float32).to(device)
    with torch.no_grad():
        embedded = [emb(x_cat[:, i]) for i, emb in enumerate(model.embeddings)]
        embeddings = torch.cat(embedded, dim=1).cpu().numpy()
        outputs = model(x_cat, x_num).cpu().numpy()

    scaler = StandardScaler()
    embeddings = scaler.fit_transform(embeddings)

    dbscan = DBSCAN(eps=eps, min_samples=min_samples)
    labels = dbscan.fit_predict(embeddings)

    df_subset['anomaly'] = labels
    df_subset['expected_rank_difference'] = outputs

    if threshold is None:
        threshold = np.std(df_subset['rank_difference'] - df_subset['expected_rank_difference']) * 2

    df_subset['positive_anomaly'] = (df_subset['rank_difference'] - df_subset['expected_rank_difference']) > threshold
    df_subset['negative_anomaly'] = (df_subset['expected_rank_difference'] - df_subset['rank_difference']) > threshold

    anomalies = df_subset[(df_subset['positive_anomaly']) | (df_subset['negative_anomaly'])]

    positive_anomalies = anomalies[anomalies['positive_anomaly']]
    negative_anomalies = anomalies[anomalies['negative_anomaly']]

    logging.info(f"Positive Anomalies: {len(positive_anomalies)}")
    logging.info(f"Negative Anomalies: {len(negative_anomalies)}")

    # Count positive and negative anomalies per player, year, and tournament
    player_positive_anomalies = pd.concat([
        positive_anomalies['winner_name'],
        positive_anomalies['loser_name']
    ]).value_counts()

    player_negative_anomalies = pd.concat([
        negative_anomalies['winner_name'],
        negative_anomalies['loser_name']
    ]).value_counts()

    year_anomalies = anomalies['tourney_date'].dt.year.value_counts()
    tournament_anomalies = anomalies['tourney_id'].value_counts()

    # Save player anomalies counts to CSV
    player_positive_anomalies.to_csv('players_with_most_positive_anomalies.csv', header=['positive_anomalies'])
    player_negative_anomalies.to_csv('players_with_most_negative_anomalies.csv', header=['negative_anomalies'])
    year_anomalies.to_csv('years_with_most_anomalies.csv', header=['anomalies'])
    tournament_anomalies.to_csv('tournaments_with_most_anomalies.csv', header=['anomalies'])

    # Plotting DBSCAN results
    plt.figure(figsize=(10, 6))
    reduced_embeddings = TSNE(n_components=2).fit_transform(embeddings)
    plt.scatter(reduced_embeddings[:, 0], reduced_embeddings[:, 1], c=labels, cmap='viridis', alpha=0.7)
    plt.colorbar(label='Cluster Labels (Anomalies in -1)')
    plt.title('DBSCAN Clustering of Embeddings for Anomaly Detection')
    plt.xlabel('Component 1')
    plt.ylabel('Component 2')
    plt.savefig('anomaly_detection_plot.png')
    plt.close()

    return anomalies

if __name__ == "__main__":
    try:
        df = load_data()
        df, label_encoders = preprocess_data(df)
        df, numeric_columns = engineer_features(df)

        categorical_columns = ['tourney_id', 'surface', 'winner_id', 'loser_id']
        X_cat = df[categorical_columns].values
        X_num = df[numeric_columns].values
        y = df['rank_difference'].values

        X_cat_train, X_cat_test, X_num_train, X_num_test, y_train, y_test, train_indices, test_indices = train_test_split(
            X_cat, X_num, y, df.index, test_size=TEST_SIZE, random_state=RANDOM_SEED)

        categorical_dims = [len(label_encoders[col].classes_) for col in categorical_columns]
        numerical_dim = len(numeric_columns)

        X_train = (X_cat_train, X_num_train)
        X_val = (X_cat_test[:VALIDATION_SIZE], X_num_test[:VALIDATION_SIZE])
        y_val = y_test[:VALIDATION_SIZE]

        study = optuna.create_study(direction='minimize')
        study.optimize(objective, n_trials=20)

        best_params = study.best_params
        logging.info(f"Best Hyperparameters: {best_params}")

        model = JointEmbeddedModel(categorical_dims, numerical_dim, best_params['embedding_dim'], 
                                   best_params['hidden_dim'], best_params['dropout_rate'])
        dataloader = create_dataloader(X_train, y_train, batch_size=best_params['batch_size'])
        train_model(model, dataloader, (X_val, y_val), epochs=20, learning_rate=best_params['learning_rate'], 
                    weight_decay=best_params['weight_decay'])

        model.load_state_dict(torch.load('best_model.pt'))
        test_predictions = evaluate_model(model, (X_cat_test, X_num_test))
        test_mse = np.mean((test_predictions - y_test) ** 2)
        logging.info(f"Final Test MSE: {test_mse}")

        anomalies = enhanced_anomaly_detection(model, (X_cat_test, X_num_test), df.loc[test_indices])

        # Save test predictions
        np.save('test_predictions.npy', test_predictions)

        # Save anomalies to CSV
        anomalies.to_csv('anomalies.csv', index=False)

        logging.info("Test predictions and anomalies saved successfully.")

        torch.save(model.state_dict(), 'final_model.pt')

        logging.info("Script execution completed successfully.")
    except Exception as e:
        logging.error(f"An error occurred during script execution: {str(e)}")