add first version of model averaging visualization

arguments.py

@@ -113,6 +113,7 @@ def get_model_args(args):
 
 def parse():
     args = parser.parse_args()
+    args.result_path = os.path.split(os.path.normpath(args.output_prefix))[1]
     args.model_name = os.path.split(os.path.normpath(args.model_path))[1]
     args.embedding_model = os.path.join(args.model_path, "embd.h5")
     args.clf_model = os.path.join(args.model_path, "clf.h5")

main.py

@@ -408,6 +408,111 @@ def main_visualize_all():
     visualize.plot_save(f"{args.output_prefix}_user_client_roc.png")
 
 
+import joblib
+
+
+def main_beta():
+    _, _, name_val, hits_vt, hits_trusted, server_val = dataset.load_or_generate_raw_h5data(args.test_h5data,
+                                                                                            args.test_data,
+                                                                                            args.domain_length,
+                                                                                            args.window)
+    path, model_prefix = os.path.split(os.path.normpath(args.output_prefix))
+    try:
+        results = joblib.load(f"{path}/curves.joblib")
+    except Exception:
+        results = {}
+    results[model_prefix] = {}
+    
+    def load_df(path):
+        res = dataset.load_predictions(path)
+        res = pd.DataFrame(data={
+            "names": name_val, "client_pred": res["client_pred"].flatten(),
+            "hits_vt": hits_vt, "hits_trusted": hits_trusted
+        })
+        res["client_val"] = np.logical_or(res.hits_vt == 1.0, res.hits_trusted >= 3)
+        return res
+    
+    paul = dataset.load_predictions("results/paul/")
+    df_paul = pd.DataFrame(data={
+        "names": paul["testNames"].flatten(), "client_pred": paul["testScores"].flatten(),
+        "hits_vt": paul["testLabel"].flatten(), "hits_trusted": paul["testHits"].flatten()
+    })
+    df_paul["client_val"] = np.logical_or(df_paul.hits_vt == 1.0, df_paul.hits_trusted >= 3)
+    df_paul_user = df_paul.groupby(df_paul.names).max()
+    
+    logger.info("plot pr curves")
+    visualize.plot_clf()
+    predictions = []
+    for model_args in get_model_args(args):
+        df = load_df(model_args["model_path"])
+        predictions.append(df.client_pred.as_matrix())
+    results[model_prefix]["window_prc"] = visualize.calc_pr_mean(df.client_val.as_matrix(), predictions)
+    visualize.plot_pr_mean(df.client_val.as_matrix(), predictions, "mean")
+    visualize.plot_pr_mean(df_paul.client_val.as_matrix(), [df_paul.client_pred.as_matrix()], "paul")
+    visualize.plot_legend()
+    visualize.plot_save(f"{args.output_prefix}_window_client_prc_all.png")
+    
+    logger.info("plot roc curves")
+    visualize.plot_clf()
+    predictions = []
+    for model_args in get_model_args(args):
+        df = load_df(model_args["model_path"])
+        predictions.append(df.client_pred.as_matrix())
+    results[model_prefix]["window_roc"] = visualize.calc_roc_mean(df.client_val.as_matrix(), predictions)
+    visualize.plot_roc_mean(df.client_val.as_matrix(), predictions, "mean")
+    visualize.plot_roc_mean(df_paul.client_val.as_matrix(), [df_paul.client_pred.as_matrix()], "paul")
+    visualize.plot_legend()
+    visualize.plot_save(f"{args.output_prefix}_window_client_roc_all.png")
+    
+    logger.info("plot user pr curves")
+    visualize.plot_clf()
+    predictions = []
+    for model_args in get_model_args(args):
+        df = load_df(model_args["model_path"])
+        df = df.groupby(df.names).max()
+        predictions.append(df.client_pred.as_matrix())
+    results[model_prefix]["user_prc"] = visualize.calc_pr_mean(df.client_val.as_matrix(), predictions)
+    visualize.plot_pr_mean(df.client_val.as_matrix(), predictions, "mean")
+    visualize.plot_pr_mean(df_paul_user.client_val.as_matrix(), [df_paul_user.client_pred.as_matrix()], "paul")
+    visualize.plot_legend()
+    visualize.plot_save(f"{args.output_prefix}_user_client_prc_all.png")
+    
+    logger.info("plot user roc curves")
+    visualize.plot_clf()
+    predictions = []
+    for model_args in get_model_args(args):
+        df = load_df(model_args["model_path"])
+        df = df.groupby(df.names).max()
+        predictions.append(df.client_pred.as_matrix())
+    results[model_prefix]["user_roc"] = visualize.calc_roc_mean(df.client_val.as_matrix(), predictions)
+    visualize.plot_roc_mean(df.client_val.as_matrix(), predictions, "mean")
+    visualize.plot_roc_mean(df_paul_user.client_val.as_matrix(), [df_paul_user.client_pred.as_matrix()], "paul")
+    visualize.plot_legend()
+    visualize.plot_save(f"{args.output_prefix}_user_client_roc_all.png")
+    
+    joblib.dump(results, f"{path}/curves.joblib")
+    
+    import matplotlib.pyplot as plt
+    x = np.linspace(0, 1, 10000)
+    for vis in ["window_prc", "window_roc", "user_prc", "user_roc"]:
+        logger.info(f"plot {vis}")
+        visualize.plot_clf()
+        for model_key in results.keys():
+            ys_mean, ys_std, score = results[model_key][vis]
+            plt.plot(x, ys_mean, label=f"{model_key} - {score:5.4}")
+            plt.fill_between(x, ys_mean - ys_std, ys_mean + ys_std, color='grey', alpha=0.1)
+            if vis.endswith("prc"):
+                plt.xlabel('Recall')
+                plt.ylabel('Precision')
+            else:
+                plt.xlabel('False Positive Rate')
+                plt.ylabel('True Positive Rate')
+            plt.ylim([0.0, 1.0])
+            plt.xlim([0.0, 1.0])
+        visualize.plot_legend()
+        visualize.plot_save(f"{path}/{vis}_all.png")
+
+
 def main():
     if "train" == args.mode:
         main_train()
@@ -423,6 +528,8 @@ def main():
         plot_embedding()
     if "paul" == args.mode:
         main_paul_best()
+    if "beta" == args.mode:
+        main_beta()
 
 
 if __name__ == "__main__":

run.sh

@@ -5,7 +5,7 @@ RESDIR=$1
 mkdir -p /tmp/rk/${RESDIR}
 DATADIR=$2
 
-EPOCHS=100
+EPOCHS=10
 
 for output in client both
 do

run_model.sh

@@ -10,7 +10,7 @@ RESDIR=$6
 mkdir -p /tmp/rk/${RESDIR}
 DATADIR=$7
 
-EPOCHS=100
+EPOCHS=10
 
 for ((i = ${N1}; i <= ${N2}; i++))
 do
@@ -25,5 +25,6 @@ do
                 --batch 128 \
                 --model_output ${OUTPUT} \
                 --type ${TYPE} \
-                --depth ${DEPTH}
+                --depth ${DEPTH} \
+                --gpu
 done

run_model_rene.sh

@@ -0,0 +1,30 @@
+#!/usr/bin/env bash
+
+
+N1=$1
+N2=$2
+OUTPUT=$3
+DEPTH=$4
+TYPE=$5
+RESDIR=$6
+mkdir -p /tmp/rk/${RESDIR}
+DATADIR=$7
+
+EPOCHS=10
+
+for ((i = ${N1}; i <= ${N2}; i++))
+do
+    python main.py --mode train \
+                --train ${DATADIR} \
+                --model ${RESDIR}/${OUTPUT}_${TYPE}_${i} \
+                --epochs ${EPOCHS} \
+                --embd 64 \
+                --filter_embd 128 --kernel_embd 5 --dense_embd 64 \
+                --domain_embd 16 \
+                --filter_main 32  --kernel_main 5 --dense_main 256 \
+                --batch 128 \
+                --model_output ${OUTPUT} \
+                --type ${TYPE} \
+                --depth ${DEPTH} \
+                --gpu
+done

visualize.py

@@ -2,6 +2,7 @@ import os
 
 import matplotlib.pyplot as plt
 import numpy as np
+from scipy import interpolate
 from sklearn.decomposition import TruncatedSVD
 from sklearn.manifold import TSNE
 from sklearn.metrics import (
@@ -65,13 +66,32 @@ def plot_precision_recall(y, y_pred, label=""):
     plt.xlim([0.0, 1.0])
 
 
-def plot_pr_curves(y, y_preds, label=""):
+def calc_pr_mean(y, y_preds):
-    for idx, y in enumerate(y_preds):
+    appr = []
+    scores = []
     y = y.flatten()
+    
+    for idx, y_pred in enumerate(y_preds):
         y_pred = y_pred.flatten()
         precision, recall, thresholds = precision_recall_curve(y, y_pred)
-        score = fbeta_score(y, y_pred.round(), 1)
+        appr.append(interpolate.interp1d(recall, precision))
-        plt.plot(recall, precision, '--', label=f"{idx}{label} - {score:5.4}")
+        scores.append(fbeta_score(y, y_pred.round(), 1))
+    x = np.linspace(0, 1, 10000)
+    ys = np.vstack([f(x) for f in appr])
+    ys_mean = ys.mean(axis=0)
+    ys_std = ys.std(axis=0)
+    scores_mean = np.mean(scores)
+    return ys_mean, ys_std, scores_mean
+
+
+def plot_pr_mean(y, y_preds, label=""):
+    x = np.linspace(0, 1, 10000)
+    ys_mean, ys_std, score = calc_pr_mean(y, y_preds)
+    
+    plt.plot(x, ys_mean, label=f"{label} - {score:5.4}")
+    plt.fill_between(x, ys_mean - ys_std, ys_mean + ys_std, color='grey', alpha=0.1)
+    plt.ylim([0.0, 1.0])
+    plt.xlim([0.0, 1.0])
     plt.xlabel('Recall')
     plt.ylabel('Precision')
 
@@ -102,6 +122,37 @@ def plot_roc_curve(mask, prediction, label=""):
     plt.ylabel('True Positive Rate')
 
 
+def calc_roc_mean(y, y_preds):
+    appr = []
+    aucs = []
+    y = y.flatten()
+    
+    for idx, y_pred in enumerate(y_preds):
+        y_pred = y_pred.flatten()
+        fpr, tpr, thresholds = roc_curve(y, y_pred)
+        appr.append(interpolate.interp1d(fpr, tpr))
+        aucs.append(auc(fpr, tpr))
+    x = np.linspace(0, 1, 10000)
+    ys = np.vstack([f(x) for f in appr])
+    ys_mean = ys.mean(axis=0)
+    ys_std = ys.std(axis=0)
+    auc_mean = np.mean(aucs)
+    return ys_mean, ys_std, auc_mean
+
+
+def plot_roc_mean(y, y_preds, label=""):
+    x = np.linspace(0, 1, 10000)
+    ys_mean, ys_std, auc_mean = calc_roc_mean(y, y_preds)
+    plt.xscale('log')
+    plt.ylim([0.0, 1.0])
+    plt.xlim([0.0, 1.0])
+    
+    plt.plot(x, ys_mean, label=f"{label} - {auc_mean:5.4}")
+    plt.fill_between(x, ys_mean - ys_std, ys_mean + ys_std, color='grey', alpha=0.1)
+    plt.xlabel('False Positive Rate')
+    plt.ylabel('True Positive Rate')
+    
+
 def plot_confusion_matrix(y_true, y_pred, path,
                           normalize=False,
                           classes=("benign", "malicious"),