用于客户生命周期价值的深度学习

import subprocess


def install_packages(packages):
    """
    Install a list of packages using pip.

    Args:
        packages (list): A list of package names to install.
    """
    for package in packages:
        subprocess.run(["pip", "install", package], check=True)

packages_to_install = ["ucimlrepo", "keras_hub"]

# Install the packages
install_packages(packages_to_install)

# Core data processing and numerical libraries
import os

os.environ["KERAS_BACKEND"] = "jax"
import keras
import numpy as np
import pandas as pd
from typing import Dict


# Visualization
import matplotlib.pyplot as plt

# Keras imports
from keras import layers
from keras import Model
from keras import ops
from keras_hub.layers import TransformerEncoder
from keras import regularizers

# UK Retail Dataset
from ucimlrepo import fetch_ucirepo

def prepare_time_series_data(data):
    """
    Preprocess retail transaction data for deep learning.

    Args:
        data: Raw transaction data containing InvoiceDate, UnitPrice, etc.
    Returns:
        Processed DataFrame with calculated features
    """
    processed_data = data.copy()

    # Essential datetime handling for temporal ordering
    processed_data["InvoiceDate"] = pd.to_datetime(processed_data["InvoiceDate"])

    # Basic business constraints and calculations
    processed_data = processed_data[processed_data["UnitPrice"] > 0]
    processed_data["Amount"] = processed_data["UnitPrice"] * processed_data["Quantity"]
    processed_data["CustomerID"] = processed_data["CustomerID"].fillna(99999.0)

    # Handle outliers in Amount using statistical thresholds
    q1 = processed_data["Amount"].quantile(0.25)
    q3 = processed_data["Amount"].quantile(0.75)

    # Define bounds - using 1.5 IQR rule
    lower_bound = q1 - 1.5 * (q3 - q1)
    upper_bound = q3 + 1.5 * (q3 - q1)

    # Filter outliers
    processed_data = processed_data[
        (processed_data["Amount"] >= lower_bound)
        & (processed_data["Amount"] <= upper_bound)
    ]

    return processed_data


# Load Data

online_retail = fetch_ucirepo(id=352)
raw_data = online_retail.data.features
transformed_data = prepare_time_series_data(raw_data)


def prepare_data_for_modeling(
    df: pd.DataFrame,
    input_sequence_length: int = 6,
    output_sequence_length: int = 6,
) -> Dict:
    """
    Transform retail data into sequence-to-sequence format with separate
    temporal and trend components.
    """
    df = df.copy()

    # Daily aggregation
    daily_purchases = (
        df.groupby(["CustomerID", pd.Grouper(key="InvoiceDate", freq="D")])
        .agg({"Amount": "sum", "Quantity": "sum", "Country": "first"})
        .reset_index()
    )

    daily_purchases["frequency"] = np.where(daily_purchases["Amount"] > 0, 1, 0)

    # Monthly resampling
    monthly_purchases = (
        daily_purchases.set_index("InvoiceDate")
        .groupby("CustomerID")
        .resample("M")
        .agg(
            {"Amount": "sum", "Quantity": "sum", "frequency": "sum", "Country": "first"}
        )
        .reset_index()
    )

    # Add cyclical temporal features
    def prepare_temporal_features(input_window: pd.DataFrame) -> np.ndarray:

        month = input_window["InvoiceDate"].dt.month
        month_sin = np.sin(2 * np.pi * month / 12)
        month_cos = np.cos(2 * np.pi * month / 12)
        is_quarter_start = (month % 3 == 1).astype(int)

        temporal_features = np.column_stack(
            [
                month,
                input_window["InvoiceDate"].dt.year,
                month_sin,
                month_cos,
                is_quarter_start,
            ]
        )
        return temporal_features

    # Prepare trend features with lagged values
    def prepare_trend_features(input_window: pd.DataFrame, lag: int = 3) -> np.ndarray:

        lagged_data = pd.DataFrame()
        for i in range(1, lag + 1):
            lagged_data[f"Amount_lag_{i}"] = input_window["Amount"].shift(i)
            lagged_data[f"Quantity_lag_{i}"] = input_window["Quantity"].shift(i)
            lagged_data[f"frequency_lag_{i}"] = input_window["frequency"].shift(i)

        lagged_data = lagged_data.fillna(0)

        trend_features = np.column_stack(
            [
                input_window["Amount"].values,
                input_window["Quantity"].values,
                input_window["frequency"].values,
                lagged_data.values,
            ]
        )
        return trend_features

    sequence_containers = {
        "temporal_sequences": [],
        "trend_sequences": [],
        "static_features": [],
        "output_sequences": [],
    }

    # Process sequences for each customer
    for customer_id, customer_data in monthly_purchases.groupby("CustomerID"):
        customer_data = customer_data.sort_values("InvoiceDate")
        sequence_ranges = (
            len(customer_data) - input_sequence_length - output_sequence_length + 1
        )

        country = customer_data["Country"].iloc[0]

        for i in range(sequence_ranges):
            input_window = customer_data.iloc[i : i + input_sequence_length]
            output_window = customer_data.iloc[
                i
                + input_sequence_length : i
                + input_sequence_length
                + output_sequence_length
            ]

            if (
                len(input_window) == input_sequence_length
                and len(output_window) == output_sequence_length
            ):
                temporal_features = prepare_temporal_features(input_window)
                trend_features = prepare_trend_features(input_window)

                sequence_containers["temporal_sequences"].append(temporal_features)
                sequence_containers["trend_sequences"].append(trend_features)
                sequence_containers["static_features"].append(country)
                sequence_containers["output_sequences"].append(
                    output_window["Amount"].values
                )

    return {
        "temporal_sequences": (
            np.array(sequence_containers["temporal_sequences"], dtype=np.float32)
        ),
        "trend_sequences": (
            np.array(sequence_containers["trend_sequences"], dtype=np.float32)
        ),
        "static_features": np.array(sequence_containers["static_features"]),
        "output_sequences": (
            np.array(sequence_containers["output_sequences"], dtype=np.float32)
        ),
    }


# Transform data with input and output sequences into a Output dictionary
output = prepare_data_for_modeling(
    df=transformed_data, input_sequence_length=6, output_sequence_length=6
)

def robust_scale(data):
    """
    Min-Max scaling function since standard deviation is high.
    """
    data = np.array(data)
    data_min = np.min(data)
    data_max = np.max(data)
    scaled = (data - data_min) / (data_max - data_min)
    return scaled


def create_temporal_splits_with_scaling(
    prepared_data: Dict[str, np.ndarray],
    test_ratio: float = 0.2,
    val_ratio: float = 0.2,
):
    total_sequences = len(prepared_data["trend_sequences"])
    # Calculate split points
    test_size = int(total_sequences * test_ratio)
    val_size = int(total_sequences * val_ratio)
    train_size = total_sequences - (test_size + val_size)

    # Scale trend sequences
    trend_shape = prepared_data["trend_sequences"].shape
    scaled_trends = np.zeros_like(prepared_data["trend_sequences"])

    # Scale each feature independently
    for i in range(trend_shape[-1]):
        scaled_trends[..., i] = robust_scale(prepared_data["trend_sequences"][..., i])
    # Scale output sequences
    scaled_outputs = robust_scale(prepared_data["output_sequences"])

    # Create splits
    train_data = {
        "trend_sequences": scaled_trends[:train_size],
        "temporal_sequences": prepared_data["temporal_sequences"][:train_size],
        "static_features": prepared_data["static_features"][:train_size],
        "output_sequences": scaled_outputs[:train_size],
    }

    val_data = {
        "trend_sequences": scaled_trends[train_size : train_size + val_size],
        "temporal_sequences": prepared_data["temporal_sequences"][
            train_size : train_size + val_size
        ],
        "static_features": prepared_data["static_features"][
            train_size : train_size + val_size
        ],
        "output_sequences": scaled_outputs[train_size : train_size + val_size],
    }

    test_data = {
        "trend_sequences": scaled_trends[train_size + val_size :],
        "temporal_sequences": prepared_data["temporal_sequences"][
            train_size + val_size :
        ],
        "static_features": prepared_data["static_features"][train_size + val_size :],
        "output_sequences": scaled_outputs[train_size + val_size :],
    }

    return train_data, val_data, test_data


# Usage
train_data, val_data, test_data = create_temporal_splits_with_scaling(output)

def calculate_metrics(y_true, y_pred):
    """
    Calculates RMSE, MAE and R²
    """
    # Convert inputs to "float32"
    y_true = ops.cast(y_true, dtype="float32")
    y_pred = ops.cast(y_pred, dtype="float32")

    # RMSE
    rmse = np.sqrt(np.mean(np.square(y_true - y_pred)))

    # R² (coefficient of determination)
    ss_res = np.sum(np.square(y_true - y_pred))
    ss_tot = np.sum(np.square(y_true - np.mean(y_true)))
    r2 = 1 - (ss_res / ss_tot)

    return {"mae": np.mean(np.abs(y_true - y_pred)), "rmse": rmse, "r2": r2}


def plot_lorenz_analysis(y_true, y_pred):
    """
    Plots Lorenz curves to show distribution of high and low value users
    """
    # Convert to numpy arrays and flatten
    y_true = np.array(y_true).flatten()
    y_pred = np.array(y_pred).flatten()

    # Sort values in descending order (for high-value users analysis)
    true_sorted = np.sort(-y_true)
    pred_sorted = np.sort(-y_pred)

    # Calculate cumulative sums
    true_cumsum = np.cumsum(true_sorted)
    pred_cumsum = np.cumsum(pred_sorted)

    # Normalize to percentages
    true_cumsum_pct = true_cumsum / true_cumsum[-1]
    pred_cumsum_pct = pred_cumsum / pred_cumsum[-1]

    # Generate percentiles for x-axis
    percentiles = np.linspace(0, 1, len(y_true))

    # Calculate Mutual Gini (area between curves)
    mutual_gini = np.abs(
        np.trapz(true_cumsum_pct, percentiles) - np.trapz(pred_cumsum_pct, percentiles)
    )

    # Create plot
    plt.figure(figsize=(10, 6))
    plt.plot(percentiles, true_cumsum_pct, "g-", label="True Values")
    plt.plot(percentiles, pred_cumsum_pct, "r-", label="Predicted Values")
    plt.xlabel("Cumulative % of Users (Descending Order)")
    plt.ylabel("Cumulative % of LTV")
    plt.title("Lorenz Curves: True vs Predicted Values")
    plt.legend()
    plt.grid(True)
    print(f"\nMutual Gini: {mutual_gini:.4f} (lower is better)")
    plt.show()

    return mutual_gini

def build_hybrid_model(
    input_sequence_length: int,
    output_sequence_length: int,
    num_countries: int,
    d_model: int = 8,
    num_heads: int = 4,
):

    keras.utils.set_random_seed(seed=42)

    # Inputs
    temporal_inputs = layers.Input(
        shape=(input_sequence_length, 5), name="temporal_inputs"
    )
    trend_inputs = layers.Input(shape=(input_sequence_length, 12), name="trend_inputs")
    country_inputs = layers.Input(
        shape=(num_countries,), dtype="int32", name="country_inputs"
    )

    # Process country features
    country_embedding = layers.Embedding(
        input_dim=num_countries,
        output_dim=d_model,
        mask_zero=False,
        name="country_embedding",
    )(
        country_inputs
    )  # Output shape: (batch_size, 1, d_model)

    # Flatten the embedding output
    country_embedding = layers.Flatten(name="flatten_country_embedding")(
        country_embedding
    )

    # Repeat the country embedding across timesteps
    country_embedding_repeated = layers.RepeatVector(
        input_sequence_length, name="repeat_country_embedding"
    )(country_embedding)

    # Projection of temporal inputs to match Transformer dimensions
    temporal_projection = layers.Dense(
        d_model, activation="tanh", name="temporal_projection"
    )(temporal_inputs)

    # Combine all features
    combined_features = layers.Concatenate()(
        [temporal_projection, country_embedding_repeated]
    )

    transformer_output = combined_features
    for _ in range(3):
        transformer_output = TransformerEncoder(
            intermediate_dim=16, num_heads=num_heads
        )(transformer_output)

    lstm_output = layers.LSTM(units=64, name="lstm_trend")(trend_inputs)

    transformer_flattened = layers.GlobalAveragePooling1D(name="flatten_transformer")(
        transformer_output
    )
    transformer_flattened = layers.Dense(1, activation="sigmoid")(transformer_flattened)
    # Concatenate flattened Transformer output with LSTM output
    merged_features = layers.Concatenate(name="concatenate_transformer_lstm")(
        [transformer_flattened, lstm_output]
    )
    # Repeat the merged features to match the output sequence length
    decoder_initial = layers.RepeatVector(
        output_sequence_length, name="repeat_merged_features"
    )(merged_features)

    decoder_lstm = layers.LSTM(
        units=64,
        return_sequences=True,
        recurrent_regularizer=regularizers.L1L2(l1=1e-5, l2=1e-4),
    )(decoder_initial)

    # Output Dense layer
    output = layers.Dense(units=1, activation="linear", name="output_dense")(
        decoder_lstm
    )

    model = Model(
        inputs=[temporal_inputs, trend_inputs, country_inputs], outputs=output
    )

    model.compile(
        optimizer=keras.optimizers.Adam(learning_rate=0.001),
        loss="mse",
        metrics=["mse"],
    )

    return model


# Create the hybrid model
model = build_hybrid_model(
    input_sequence_length=6,
    output_sequence_length=6,
    num_countries=len(np.unique(train_data["static_features"])) + 1,
    d_model=8,
    num_heads=4,
)

# Configure StringLookup
label_encoder = layers.StringLookup(output_mode="one_hot", num_oov_indices=1)

# Adapt and encode
label_encoder.adapt(train_data["static_features"])

train_static_encoded = label_encoder(train_data["static_features"])
val_static_encoded = label_encoder(val_data["static_features"])
test_static_encoded = label_encoder(test_data["static_features"])

# Convert sequences with proper type casting
x_train_seq = np.asarray(train_data["trend_sequences"]).astype(np.float32)
x_val_seq = np.asarray(val_data["trend_sequences"]).astype(np.float32)
x_train_temporal = np.asarray(train_data["temporal_sequences"]).astype(np.float32)
x_val_temporal = np.asarray(val_data["temporal_sequences"]).astype(np.float32)
train_outputs = np.asarray(train_data["output_sequences"]).astype(np.float32)
val_outputs = np.asarray(val_data["output_sequences"]).astype(np.float32)
test_output = np.asarray(test_data["output_sequences"]).astype(np.float32)
# Training setup
keras.utils.set_random_seed(seed=42)

history = model.fit(
    [x_train_temporal, x_train_seq, train_static_encoded],
    train_outputs,
    validation_data=(
        [x_val_temporal, x_val_seq, val_static_encoded],
        val_data["output_sequences"].astype(np.float32),
    ),
    epochs=20,
    batch_size=30,
)

# Make predictions
predictions = model.predict(
    [
        test_data["temporal_sequences"].astype(np.float32),
        test_data["trend_sequences"].astype(np.float32),
        test_static_encoded,
    ]
)

# Calculate the predictions
predictions = np.squeeze(predictions)

# Calculate basic metrics
hybrid_metrics = calculate_metrics(test_data["output_sequences"], predictions)

# Plot Lorenz curves and get Mutual Gini
hybrid_mutual_gini = plot_lorenz_analysis(test_data["output_sequences"], predictions)