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OEBench

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We are building a Python library PyOE for data stream machine learning with a few lines. Researchers are welcome to use and give feedbacks!

This is the code for our paper OEBench: Investigating Open Environment Challenges in Real-World Relational Data Streams.

Relational datasets are widespread in real-world scenarios and are usually delivered in a streaming fashion. This type of data stream can present unique challenges, such as distribution drifts, outliers, emerging classes, and changing features, which have recently been described as open environment challenges for machine learning.

We develop an Open Environment Benchmark named OEBench to evaluate open environment challenges in relational data streams. Specifically, we investigate 55 real-world streaming datasets and establish that open environment scenarios are indeed widespread in real-world datasets, which presents significant challenges for stream learning algorithms.

Open environment statistics extraction pipeline

This data processing pipeline is specifically designed for open environment learning, providing a comprehensive analysis of datasets, including missing values statistics, anomaly detection, multi-dimensional and one-dimensional drift detection, and concept drift detection. The pipeline is designed to process multiple datasets and provide a detailed report on various metrics.

The whole datasets can be downloaded from https://drive.google.com/file/d/1m7eKbycaEh38OxB7gJibUZ2kNqzVzYMf/view?usp=sharing.

Dependencies

This project requires the following Python packages:

  • numpy
  • pandas
  • scikit-learn
  • scikit-multiflow
  • scipy
  • pyod
  • Keras
  • tensorflow-gpu
  • torch
  • rtdl
  • delu
  • lightgbm
  • xgboost
  • catboost
  • copulas
  • menelaus (need Python >= 3.9)
  • pytorch-tabnet

If import keras reports error in ADBench, please replace it with import tensorflow.keras.

Usage

  1. Prepare info.json and schema.json for your datasets and place them in a folder named dataset_experiment_info in the same directory as this script. For each dataset, create a subfolder with the dataset's name.

  2. If only the statistics for selected datasets are desired, in the script, update the dataset_prefix_list variable to include the desired dataset subfolders' names from the dataset_experiment_info folder. statistics for all datasets are desired, current code can remain unchanged as all dataset subfolders under the dataset_experiment_info folder will be iterated.

  3. Run the script, and the pipeline will process each dataset in the specified list, generating various statistics and saving the results in separate CSV files within each dataset's subfolder. An overall_stats.csv file will also be generated, containing aggregated statistics for all datasets.

python pipeline.py

Adding a new dataset

To add a new dataset to the pipeline, follow these steps:

  1. Create a new subfolder within the dataset_experiment_info folder, named after the dataset.

  2. Place the dataset file (e.g., CSV or Excel) in the dataset folder.

  3. Create a schema file schema.json and an dataset information file info.json for the dataset and place it in the same subfolder.

  4. If needed, add the dataset subfolder's name to the dataset_prefix_list variable in the script.

For example, to add a dataset called my_new_dataset, you should:

  • Create a subfolder named my_new_dataset inside the dataset_experiment_info folder.
  • Place the my_new_dataset.csv file (or any other supported format) inside the dataset subfolder.
  • Create a schema file schema.json and a information file info.json and place them inside the my_new_dataset subfolder.
  • If needed, manually add 'my_new_dataset' to the dataset_prefix_list variable in the script.

Template of schema.json of a dataset is as follows:

{
    "numerical": ["num1", "num2"],
    "categorical": ["cat1", "cat2"],
    "target": ["target"],
    "timestamp": ["date", "time"],
    "replace_with_null": ["column_to_be_replaced_by_null"],
    "window size": 0,
    "unnecessary": ["unnecessary1", "unnecessary2"]
}

Template of info.json of a dataset is as follows:

{
    "schema": "schema.json",
    "data": "dataset/my_new_.csv",
    "task": "classification"
}

Function: run_pipeline

Parameters

  • dataset_prefix_list: A list of dataset path prefixes to process.
  • done: A list of already processed datasets.

Description

The run_pipeline function iterates through each dataset path prefix in the dataset_prefix_list and processes the dataset. For each dataset, the function performs the following steps:

  1. Pre-processes the dataset and extracts its schema.
  2. Processes missing values and calculates various missing value statistics.
  3. Detect outliers using IForest and ECOD methods.
  4. Detect multi-dimensional data drift using HDDDM, kdqTree and KS Statistics.
  5. Detect one-dimensional data drift using KS Statistics, HDDDM, kdsTree, CBDB, and PCA-CD methods.
  6. Detect concept drift using the PERM, ADWIN, DDM and EDDM method.

After processing each dataset, the function saves the calculated statistics in separate CSV files within each dataset's subfolder. Additionally, the overall_stats.csv file is generated, containing aggregated statistics for all datasets.

Clustering visualization

cluster.py visualizes the clusters of datasets according to our calculated statistics for three open environment problems (missing values, drifts, outliers). The purpose is to select representative datasets for further experiments on 10 stream learning algorithms.

Run our benchmark of selected datasets (or other specified datasets)

Please refer to run.sh as an example.

Parameter Description
model The model architecture. Options: mlp, tree. Default = mlp.
gbdt Whether to use gbdt for tree model. Options: 0, 1. Default = 0.
dataset Dataset to use. Options: selected or others from the pipeline.py (like dataset_experiment_info/airlines, etc). Default = selected.
alg The training algorithm. Options: naive, ewc, lwf, icarl, sea, arf. Default = naive.
lr Learning rate for MLP models, default = 0.01.
batch-size Batch size for MLP models, default = 64.
epochs Number of training epochs in local window for MLP models, default = 10.
layers The number of layers in MLP models, default = 3.
reg The regularization factor, default = 1.
buffer The number of examplars allowed to store, default = 100.
ensemble The ensemble size for GBDT and SEA, default = 1.
window-factor The factor to multiply the default window size, default = 1.
missing-fill The method to fill missing value. Options: knn_ (_ is the number of K in KNN), regression, avg, zero. Default = knn2.
logdir The path to store the logs, default = ./logs/.
device Specify the device to run the program, default = cpu.
init_seed The initial seed, default = 0.

Some repos we refer to

Citation

If you find this repository useful, please cite our paper:

@article{diao2024oebench,
      title={OEBench: Investigating Open Environment Challenges in Real-World Relational Data Streams}, 
      author={Diao, Yiqun and Yang, Yutong and Li, Qinbin and He, Bingsheng and Lu, Mian},
      journal={Proceedings of the VLDB Endowment},
      volume={17},
      number={6},
      pages={1283--1296},
      year={2024},
      publisher={VLDB Endowment}
}