inital commit

auto-aml-data-gen/README.md

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+sudo code
+1. define SAR/normal ratio
+2. define bounds for params
+3. define constraints, all features should have similar feature importance
+4. define recall
+5. set target FPR
+3. set all distributions equal, simulate data, train and evaluate recall and FPR
+    if needed use recall and FPR to normalize 
+4. loop: 
+    suggest config files that satisfies the target SAR/normal ratio
+    create aml data
+    train statistical models
+    end if recall and FPR are satisfied

auto-aml-data-gen/param_files/test/config.json

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+{
+  "general": {
+    "random_seed": 0,
+    "simulation_name": "100K_accts",
+    "total_steps": 367
+  },
+  "default": {
+    "min_amount": 1,
+    "max_amount": 150000,
+    "mean_amount": 637,
+    "std_amount": 500,
+    "mean_amount_sar": 1000,
+    "std_amount_sar": 500,
+    "prob_income": 0.0,
+    "mean_income": 0.0,
+    "std_income": 0.0,
+    "prob_income_sar": 0.0,
+    "mean_income_sar": 0.0,
+    "std_income_sar": 0.0,
+    "mean_outcome": 200.0,
+    "std_outcome": 500.0,
+    "mean_outcome_sar": 200.0,
+    "std_outcome_sar": 500.0,
+    "prob_spend_cash": 0.7,
+    "n_steps_balance_history": 56,
+    "mean_phone_change_frequency": 1460,
+    "std_phone_change_frequency": 365,
+    "mean_phone_change_frequency_sar": 365,
+    "std_phone_change_frequency_sar": 182,
+    "mean_bank_change_frequency": 1460,
+    "std_bank_change_frequency": 1,
+    "mean_bank_change_frequency_sar": 1460,
+    "std_bank_change_frequency_sar": 1,
+    "margin_ratio": 0.1,
+    "prob_participate_in_multiple_sars": 0.2
+  }
+}

auto-aml-data-gen/simulate.py

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+import os
+import json
+
+def create_param_files(params:dict, param_file_folder:str):
+    if not os.path.exists(param_file_folder):
+        os.makedirs(param_file_folder)
+    config_params = params['config']
+    with open(os.path.join(param_file_folder, 'config.json'), 'w') as f:
+        json.dump(config_params, f, indent=2)
+    config_params = params['accounts']
+
+
+
+params = {
+    'config': {
+        'general': {
+            'random_seed': 0, 
+            'simulation_name': '100K_accts', 
+            'total_steps': 367
+        }, 
+        'default': {
+            'min_amount': 1, 
+            'max_amount': 150000, 
+            'mean_amount': 637, 
+            'std_amount': 500, 
+            'mean_amount_sar': 1000, 
+            'std_amount_sar': 500, 
+            'prob_income': 0.0, 
+            'mean_income': 0.0, 
+            'std_income': 0.0, 
+            'prob_income_sar': 0.0, 
+            'mean_income_sar': 0.0, 
+            'std_income_sar': 0.0, 
+            'mean_outcome': 200.0, 
+            'std_outcome': 500.0, 
+            'mean_outcome_sar': 200.0, 
+            'std_outcome_sar': 500.0, 
+            'prob_spend_cash': 0.7, 
+            'n_steps_balance_history': 56, 
+            'mean_phone_change_frequency': 1460, 
+            'std_phone_change_frequency': 365, 
+            'mean_phone_change_frequency_sar': 365, 
+            'std_phone_change_frequency_sar': 182, 
+            'mean_bank_change_frequency': 1460, 
+            'std_bank_change_frequency': 1, 
+            'mean_bank_change_frequency_sar': 1460, 
+            'std_bank_change_frequency_sar': 1, 
+            'margin_ratio': 0.1, 
+            'prob_participate_in_multiple_sars': 0.2
+        }
+    },
+    'accounts': [
+        (27700, 1000, 100000, 'SWE', 'I', 'swedbank'),
+        (13480, 1000, 100000, 'SWE', 'I', 'handelsbanken'),
+        (58820, 1000, 100000, 'SWE', 'I', 'other')
+    ],
+    'normalModels': {
+        ()
+    }
+}
+
+param_file_folder = 'param_files/test'
+
+create_param_files(params, param_file_folder)