ccfraud-vertical.md

Federated cross-geo credit card fraud detection

Scenario - This is a short example where we showcase possibilities of using Azure Machine Learning(AML) for training a model for credit card fraud detection in vertical federating learning fashion. The example utilizes simple dense neural network for simplicity. We have simulated a FL scenario by splitting the features for each sample into distinct geo-location while dropping 5% samples in each region to showcase private set intersection. The example provides a simple implementation for preprocessing on tabular data.

Dataset - This example is trained using the Kaggle dataset Credit Card Transactions Fraud Detection Dataset. This dataset is generated using a simulation that contains both genuine and fraudulent transactions.

Table of contents

• Federated cross-geo credit card fraud detection
  • Table of contents
  • Install the required dependencies
  • Provision an FL sandbox (with your kaggle credentials!)
  • Enable communication
    • Sockets
    • Redis streams
  • Communication encryption
  • Run a job to download and store the dataset in each silo
  • Run the demo experiment
  • Beyond the experiment

Install the required dependencies

You'll need python to submit experiments to AzureML. You can install the required dependencies by running:

conda env create --file ./examples/pipelines/environment.yml
conda activate fl_experiment_conda_env

Alternatively, you can just install the required dependencies:

python -m pip install -r ./examples/pipelines/requirements.txt

Provision an FL sandbox (with your kaggle credentials!)

To run this example, you will need to provision one of our sandboxes. Any sandbox should work with this tutorial below (if not, please reach out). We will use the same names for the computes and datastores created by default in those sandboxes.

If you have already provisioned a sandbox during the quickstart you can reuse it, but you need to make sure you have added your Kaggle credentials so we can upload the required dataset in each silo. If not, please refer to our tutorial on how to add your kaggle credentials to the workspace secret store before running the following sections.

You can also re-provision another sandbox with a different base name using the deploy buttons on the sandbox page, and provide your kaggleUsername and kaggleKey as parameters, so they will be injected securely in your workspace secret store.

📓 take note of your workspace name, resource group and subscription id. You will need them to submit the experiment.

Enable communication

The nodes in the vertical federated learning need to communicate during the training to exchange intermediate outputs and gradients. Current implementation enables communication only between the host and contributors and no contributor to contributor access. The communication can happen on one of the two currently available channels: sockets or Redis streams.

Sockets

This is easier to start with as the only requirement here is that the nodes are interconnected using vnet. This is also the default option. To create this type of communication channel just create instance of a AMLCommSocket class with world size, rank of the node and root run id.

Redis streams

In case it is not feasible to use vnets in your case you can fall back on using Redis. This, however, involves provisioning Azure Cache for Redis. Please, make sure that you provision at least P1 Premium Instance with 6GB cache for the demos. However, if you would like to use it for your own data and architectures, feel free to scale it according to the needs for messages being sent between the nodes. The reason why we recommend Premium tier is due to the network latency and throughput, more information can be found here.

Once you provision Azure Cache for Redis (this can be provisioned in whichever subscription you like):

1. Go to Access keys and copy Primary connection string.
2. Go to your Azure Machine Learning workspace in Azure Portal and click on the Key Vault item.
3. Open "Access Policies" tab and click "Create".
4. Select List, Set & Delete right under "Secret Management Operations" and press "Next".
5. Lookup currently logged in user (using user id or an email), select it and press "Next".
6. Press "Next" and "Create" in the next screens. We are now able to create a secret in the key vault.
7. Go to Secrets and Generate new one with previously copied connection string and the following name "amlcomm-redis-connection-string".
8. In your pipeline configuration file change communication_backend value from socket to redis
9. Continue to training section

Communication encryption

The communication between nodes, which includes intermediate outputs and gradients, can be optionally encoded. This may be very important in case of using Redis as communication backend. To enable the encryption follow these steps:

1. Open the config file config.yaml in examples/pipelines/ccfraud_vertical/
2. Set encrypted field, under communication to true

Run a job to download and store the dataset in each silo

This can all be performed with ease using a data provisioning pipeline. To run it follow these steps:

1. If you are not using the sandbox default setup, adjust the config file config.yaml in examples/pipelines/utils/upload_data/ to match your setup.

2. Submit the experiment by running:

   python ./examples/pipelines/utils/upload_data/submit.py --example CCFRAUD_VERTICAL --workspace_name "<workspace-name>" --resource_group "<resource-group-name>" --subscription_id "<subscription-id>"

   Note: You can use --offline flag when running the job to just build and validate pipeline without submitting it.

   ⭐ you can simplify this command by entering your workspace details in the file config.yaml in this same directory.

⚠️ Proceed to the next step only once the pipeline completes. This pipeline will create data in 3 distinct locations.

Run the demo experiment

1. If you are not using the sandbox default setup, adjust the config file config.yaml in examples/pipelines/ccfraud_vertical/ to match your setup.

2. Submit the FL experiment by running:

   python ./examples/pipelines/ccfraud_vertical/submit.py --workspace_name "<workspace-name>" --resource_group "<resource-group-name>" --subscription_id "<subscription-id>"

   Note: You can use --offline flag when running the job to just build and validate pipeline without submitting it.

   ⭐ you can simplify this command by entering your workspace details in the file config.yaml in this same directory.

Beyond the experiment

By default the example above describe split-learning vertical federated learning scenario. However, we also provide an example for Vertical Federated Learning with VAE and Single Shot Communication.