models/dyrep.py

"""
models/dyrep.py
===============
DyRep: Learning Representations over Dynamic Graphs
Trivedi et al., NeurIPS 2019

Architecture
------------
DyRep models the evolution of node representations via two interleaved processes:
  1. Communication (association): A new edge (u,v,t) triggers mutual updates
     h_u ← GRU(h_u,  msg(h_u, h_v, Δt_u, e))
     h_v ← GRU(h_v,  msg(h_v, h_u, Δt_v, e))
  2. No explicit "propagation" process is used here; the GRU-based update already
     serves the equivalent role in our streaming setting.

Message is conditioned on:
  - Current embeddings of both endpoints (h_u, h_v)
  - Time since last interaction for each node (Δt_u, Δt_v)  → sinusoidal encoding
  - Edge features

Intensity function λ(u,v,t) is learnt via a bilinear form and used as a proxy
training signal (event likelihood maximisation), augmented by a BCE edge-fraud loss.

This follows the original paper's framing closely while being adapted to the
event-stream training loop of the upi-sim benchmark.
"""

from __future__ import annotations

from typing import List

import numpy as np
import pandas as pd
import torch
import torch.nn as nn

from models.base import TemporalModel
from src.graph.graph_builder import build_edge_features
from src.tgn.time_encoding import TimeEncoding


# ------------------------------------------------------------------ #
# Core DyRep nn.Module                                                #
# ------------------------------------------------------------------ #

class _DyRepModule(nn.Module):
    def __init__(self, memory_dim: int, edge_dim: int, time_dim: int):
        super().__init__()
        self.memory_dim = memory_dim
        self.time_enc = TimeEncoding(time_dim)

        # Message function: h_u, h_v, φ(Δt), edge → message
        self.msg_fn = nn.Sequential(
            nn.Linear(2 * memory_dim + 2 * time_dim + edge_dim, memory_dim),
            nn.Tanh(),
            nn.Linear(memory_dim, memory_dim),
        )

        # GRU cell for memory update
        self.gru = nn.GRUCell(memory_dim, memory_dim)

        # Intensity function: bilinear score between endpoint embeddings
        # λ(u,v,t) = sigmoid(h_u^T W h_v)
        self.W_intensity = nn.Bilinear(memory_dim, memory_dim, 1)

        # Node fraud classifier
        self.classifier = nn.Sequential(
            nn.Linear(memory_dim, 64),
            nn.ReLU(),
            nn.Linear(64, 1),
        )

    def compute_message(
        self,
        h_src: torch.Tensor,  # (B, mem_dim)
        h_dst: torch.Tensor,  # (B, mem_dim)
        dt: torch.Tensor,     # (B,)  — time since last event for src
        edge_feat: torch.Tensor,  # (B, edge_dim)
    ) -> torch.Tensor:
        phi_dt = self.time_enc(dt)  # (B, 2*time_dim)
        inp = torch.cat([h_src, h_dst, phi_dt, edge_feat], dim=-1)
        return self.msg_fn(inp)

    def intensity(self, h_u: torch.Tensor, h_v: torch.Tensor) -> torch.Tensor:
        """Hawkes-like point-process intensity."""
        return torch.sigmoid(self.W_intensity(h_u, h_v).squeeze(-1))

    def classify(self, h: torch.Tensor) -> torch.Tensor:
        return self.classifier(h).squeeze(-1)


# ------------------------------------------------------------------ #
# DyRepWrapper (TemporalModel interface)                              #
# ------------------------------------------------------------------ #

class DyRepWrapper(TemporalModel):
    """DyRep intensity-based temporal model."""

    def __init__(
        self,
        memory_dim: int = 64,
        time_dim: int = 8,
        device: str = "cpu",
    ):
        self.memory_dim = memory_dim
        self.time_dim = time_dim
        self.device = torch.device(device)

        self._module: _DyRepModule | None = None
        self._memory: torch.Tensor | None = None          # (n_nodes, mem_dim)
        self._last_t: torch.Tensor | None = None          # (n_nodes,) last event time
        self._norm_stats: dict | None = None
        self._n_nodes: int = 0

    @property
    def name(self) -> str:
        return "DyRep"

    # ------------------------------------------------------------------ #

    def fit(self, df_train: pd.DataFrame, num_epochs: int = 3) -> None:
        df_train = df_train.sort_values("timestamp").reset_index(drop=True)

        ef_np = build_edge_features(df_train).astype(np.float32)
        edge_dim = ef_np.shape[1]

        ea_mean = ef_np.mean(axis=0)
        ea_std = ef_np.std(axis=0) + 1e-6
        ef_np = (ef_np - ea_mean) / ea_std

        t_vals = df_train["timestamp"].values.astype(np.float32)
        t_min, t_max = t_vals.min(), t_vals.max()
        t_norm = (t_vals - t_min) / (t_max - t_min + 1e-6) * 5.0

        self._norm_stats = {
            "ea_mean": ea_mean, "ea_std": ea_std,
            "t_min": t_min, "t_max": t_max,
        }

        all_ids = np.union1d(df_train["sender_id"].values, df_train["receiver_id"].values)
        n_nodes = int(all_ids.max()) + 1
        self._n_nodes = n_nodes

        module = _DyRepModule(
            memory_dim=self.memory_dim,
            edge_dim=edge_dim,
            time_dim=self.time_dim,
        ).to(self.device)
        self._module = module

        memory = torch.zeros(n_nodes, self.memory_dim, device=self.device)
        last_t = torch.zeros(n_nodes, device=self.device)
        self._memory = memory
        self._last_t = last_t

        u_ids = torch.tensor(df_train["sender_id"].values, dtype=torch.long)
        v_ids = torch.tensor(df_train["receiver_id"].values, dtype=torch.long)
        ef_all = torch.tensor(ef_np, dtype=torch.float32)
        t_all = torch.tensor(t_norm, dtype=torch.float32)
        y_all = torch.tensor(df_train["is_fraud"].values, dtype=torch.float32)

        raw_pw = (y_all == 0).sum() / ((y_all == 1).sum() + 1e-6)
        pos_weight = torch.clamp(raw_pw, max=10.0).to(self.device)
        bce_fn = nn.BCEWithLogitsLoss(pos_weight=pos_weight)

        # Edge-level classifier for proxy training
        edge_clf = nn.Sequential(
            nn.Linear(self.memory_dim * 2 + edge_dim, 64),
            nn.ReLU(),
            nn.Linear(64, 1),
        ).to(self.device)
        self._edge_clf = edge_clf

        opt = torch.optim.Adam(
            list(module.parameters()) + list(edge_clf.parameters()),
            lr=1e-3,
        )

        batch_size = 512
        N = len(df_train)

        for epoch in range(num_epochs):
            memory.zero_()
            last_t.zero_()
            total_loss = 0.0

            for i in range(0, N, batch_size):
                j = min(i + batch_size, N)
                u_b = u_ids[i:j].to(self.device)
                v_b = v_ids[i:j].to(self.device)
                t_b = t_all[i:j].to(self.device)
                ef_b = ef_all[i:j].to(self.device)
                y_b = y_all[i:j].to(self.device)

                h_u = memory[u_b].clone()
                h_v = memory[v_b].clone()
                dt_u = (t_b - last_t[u_b]).clamp(min=0.0)
                dt_v = (t_b - last_t[v_b]).clamp(min=0.0)

                # DyRep: both nodes update using each other's context
                msg_u = module.compute_message(h_u, h_v.detach(), dt_u, ef_b)
                msg_v = module.compute_message(h_v, h_u.detach(), dt_v, ef_b)

                h_u_new = module.gru(msg_u, h_u.detach())
                h_v_new = module.gru(msg_v, h_v.detach())

                # Scatter memory updates (unique-node safe)
                both_ids = torch.cat([u_b, v_b])
                both_h = torch.cat([h_u_new, h_v_new], dim=0)
                unique_ids, inv = torch.unique(both_ids, return_inverse=True)
                agg_h = torch.zeros(len(unique_ids), self.memory_dim, device=self.device)
                agg_h.index_add_(0, inv, both_h.detach())
                cnt = torch.bincount(inv).unsqueeze(1).float()
                memory[unique_ids] = agg_h / cnt
                last_t[u_b] = t_b
                last_t[v_b] = t_b

                # --- Loss --------------------------------------------------------
                # 1. Intensity (event likelihood) — regression to 1 for observed edges
                lam = module.intensity(h_u_new, h_v_new)
                intensity_loss = -torch.log(lam + 1e-8).mean()

                # 2. Edge-level fraud classification
                ef_concat = torch.cat([h_u_new, h_v_new, ef_b], dim=-1)
                logits = edge_clf(ef_concat).squeeze(-1)
                logits = torch.clamp(logits, -10, 10)
                fraud_loss = bce_fn(logits, y_b)

                loss = fraud_loss + 0.1 * intensity_loss
                opt.zero_grad()
                loss.backward()
                torch.nn.utils.clip_grad_norm_(module.parameters(), 1.0)
                opt.step()

                total_loss += loss.item()

            print(f"[DyRep] Epoch {epoch + 1}/{num_epochs}  Loss: {total_loss:.4f}")

        # Node classifier head
        self._node_clf = nn.Sequential(
            nn.Linear(self.memory_dim, 64),
            nn.ReLU(),
            nn.Linear(64, 1),
        ).to(self.device)

    # ------------------------------------------------------------------ #

    def predict(self, df_eval: pd.DataFrame, eval_nodes: List[int]) -> np.ndarray:
        assert self._module is not None, "Call fit() first."
        df_eval = df_eval.sort_values("timestamp").reset_index(drop=True)
        device = self.device
        module = self._module
        memory = self._memory
        last_t = self._last_t
        ns = self._norm_stats

        ef_np = build_edge_features(df_eval).astype(np.float32)
        ef_np = (ef_np - ns["ea_mean"]) / ns["ea_std"]
        t_vals = df_eval["timestamp"].values.astype(np.float32)
        t_norm = (t_vals - ns["t_min"]) / (ns["t_max"] - ns["t_min"] + 1e-6) * 5.0

        u_ids = torch.tensor(df_eval["sender_id"].values, dtype=torch.long)
        v_ids = torch.tensor(df_eval["receiver_id"].values, dtype=torch.long)
        ef_t = torch.tensor(ef_np, dtype=torch.float32)
        t_t = torch.tensor(t_norm, dtype=torch.float32)

        module.eval()
        batch_size = 512
        with torch.no_grad():
            for i in range(0, len(df_eval), batch_size):
                j = min(i + batch_size, len(df_eval))
                u_b = u_ids[i:j].to(device)
                v_b = v_ids[i:j].to(device)
                t_b = t_t[i:j].to(device)
                ef_b = ef_t[i:j].to(device)

                h_u = memory[u_b].clone()
                h_v = memory[v_b].clone()
                dt_u = (t_b - last_t[u_b]).clamp(min=0.0)

                msg_u = module.compute_message(h_u, h_v, dt_u, ef_b)
                h_u_new = module.gru(msg_u, h_u)

                msg_v = module.compute_message(h_v, h_u, (t_b - last_t[v_b]).clamp(min=0.0), ef_b)
                h_v_new = module.gru(msg_v, h_v)

                both = torch.cat([u_b, v_b])
                both_h = torch.cat([h_u_new, h_v_new], dim=0)
                unique_ids, inv = torch.unique(both, return_inverse=True)
                agg_h = torch.zeros(len(unique_ids), self.memory_dim, device=device)
                agg_h.index_add_(0, inv, both_h)
                cnt = torch.bincount(inv).unsqueeze(1).float()
                memory[unique_ids] = agg_h / cnt
                last_t[u_b] = t_b
                last_t[v_b] = t_b

        eval_t = torch.tensor(
            [min(n, self._n_nodes - 1) for n in eval_nodes],
            dtype=torch.long, device=device,
        )
        node_emb = memory[eval_t]
        if not hasattr(self, "_node_clf") or self._node_clf is None:
            self._node_clf = nn.Sequential(
                nn.Linear(self.memory_dim, 64), nn.ReLU(), nn.Linear(64, 1)
            ).to(device)
        with torch.no_grad():
            probs = torch.sigmoid(self._node_clf(node_emb).squeeze(-1)).cpu().numpy()
        return probs.astype(np.float32)

    def extract_prefix_embeddings(
        self,
        df_eval: pd.DataFrame,
        examples: pd.DataFrame,
    ) -> np.ndarray:
        assert self._module is not None, "Call fit() first."
        if examples.empty:
            return np.zeros((0, self.memory_dim), dtype=np.float32)

        df_eval = df_eval.sort_values("timestamp").reset_index(drop=True).copy()
        if "local_event_idx" not in df_eval.columns:
            df_eval["local_event_idx"] = df_eval.groupby("sender_id").cumcount().astype(np.int32)

        capture_map: dict[tuple[int, int], list[int]] = {}
        for ex_idx, row in enumerate(examples.itertuples(index=False)):
            key = (int(row.sender_id), int(row.eval_local_event_idx))
            capture_map.setdefault(key, []).append(ex_idx)

        max_seen_id = int(max(df_eval["sender_id"].max(), df_eval["receiver_id"].max())) + 1
        memory = torch.zeros(max(self._n_nodes, max_seen_id), self.memory_dim, device=self.device)
        last_t = torch.zeros(max(self._n_nodes, max_seen_id), device=self.device)
        ns = self._norm_stats
        module = self._module

        ef_np = build_edge_features(df_eval).astype(np.float32)
        ef_np = (ef_np - ns["ea_mean"]) / ns["ea_std"]
        t_vals = df_eval["timestamp"].to_numpy(dtype=np.float32)
        t_norm = (t_vals - ns["t_min"]) / (ns["t_max"] - ns["t_min"] + 1e-6) * 5.0

        out = np.zeros((len(examples), self.memory_dim), dtype=np.float32)
        module.eval()
        with torch.no_grad():
            for idx, row in enumerate(df_eval.itertuples(index=False)):
                u = torch.tensor([int(row.sender_id)], dtype=torch.long, device=self.device)
                v = torch.tensor([int(row.receiver_id)], dtype=torch.long, device=self.device)
                t = torch.tensor([t_norm[idx]], dtype=torch.float32, device=self.device)
                ef = torch.tensor(ef_np[idx:idx + 1], dtype=torch.float32, device=self.device)

                h_u = memory[u].clone()
                h_v = memory[v].clone()
                dt_u = (t - last_t[u]).clamp(min=0.0)
                dt_v = (t - last_t[v]).clamp(min=0.0)

                msg_u = module.compute_message(h_u, h_v, dt_u, ef)
                msg_v = module.compute_message(h_v, h_u, dt_v, ef)

                h_u_new = module.gru(msg_u, h_u)
                h_v_new = module.gru(msg_v, h_v)

                both_ids = torch.cat([u, v])
                both_h = torch.cat([h_u_new, h_v_new], dim=0)
                unique_ids, inv = torch.unique(both_ids, return_inverse=True)
                agg_h = torch.zeros(len(unique_ids), self.memory_dim, device=self.device)
                agg_h.index_add_(0, inv, both_h)
                cnt = torch.bincount(inv).unsqueeze(1).float()
                memory[unique_ids] = agg_h / cnt
                last_t[u] = t
                last_t[v] = t

                key = (int(row.sender_id), int(row.local_event_idx))
                if key in capture_map:
                    emb = memory[int(row.sender_id)].detach().cpu().numpy().astype(np.float32)
                    for ex_idx in capture_map[key]:
                        out[ex_idx] = emb

        return out

    # ------------------------------------------------------------------ #

    def reset_memory(self) -> None:
        if self._memory is not None:
            self._memory.zero_()
            self._last_t.zero_()

    # ------------------------------------------------------------------ #

    def train_node_classifier(
        self, eval_nodes: List[int], y_labels: np.ndarray, num_epochs: int = 150
    ) -> None:
        device = self.device
        eval_t = torch.tensor(eval_nodes, dtype=torch.long, device=device)
        node_emb = self._memory[eval_t].detach()
        y = torch.tensor(y_labels, dtype=torch.float32, device=device)
        pw = torch.clamp((y == 0).sum() / ((y == 1).sum() + 1e-6), max=10.0)
        loss_fn = nn.BCEWithLogitsLoss(pos_weight=pw)
        opt = torch.optim.Adam(self._node_clf.parameters(), lr=1e-3)
        self._node_clf.train()
        for _ in range(num_epochs):
            logits = self._node_clf(node_emb).squeeze(-1)
            loss = loss_fn(logits, y)
            opt.zero_grad()
            loss.backward()
            opt.step()
        self._node_clf.eval()