Add fraud-detection example (IEEE-CIS)

examples/README.md

@@ -16,6 +16,7 @@ Explore runnable examples that show how to use Weco to optimize ML models, promp
   - [🧠 Prompt Engineering](#-prompt-engineering)
   - [📊 Extract Line Plot — Chart to CSV](#-extract-line-plot--chart-to-csv)
   - [🛰️ Model Development — Spaceship Titanic](#️-model-development--spaceship-titanic)
+  - [🕵️ Fraud Detection — IEEE-CIS](#️-fraud-detection--ieee-cis)
 
 ### Prerequisites
 
@@ -35,6 +36,7 @@ pip install weco
 | 🧠 Prompt Engineering | Iteratively refine LLM prompts to improve accuracy | `openai`, `datasets`, OpenAI API key | [README](prompt/README.md) |
 | 📊 Agentic Scaffolding | Optimize agentic scaffolding for chart-to-CSV extraction | `openai`, `huggingface_hub`, `uv`, OpenAI API key | [README](extract-line-plot/README.md) |
 | 🛰️ Spaceship Titanic | Improve a Kaggle model training pipeline | `pandas`, `numpy`, `scikit-learn`, `torch`, `xgboost`, `lightgbm`, `catboost` | [README](spaceship-titanic/README.md) |
+| 🕵️ Fraud Detection | Optimize a fraud pipeline on IEEE-CIS (real Vesta transactions) | `pandas`, `numpy`, `scikit-learn`, `lightgbm`, `pyarrow`, `kaggle` | [README](fraud-detection/README.md) |
 
 ---
 
@@ -162,8 +164,33 @@ weco run --source train.py \
      --log-dir .runs/spaceship-titanic
 ```
 
+### 🕵️ Fraud Detection — IEEE-CIS
+
+Optimize a tabular fraud-detection pipeline on real Vesta payment data.
+Reproduces Weco's
+[fraud-detection case study](https://weco.ai/blog/framing-the-problem)
+(baseline AUC 0.914 → pooled 6-seed mean 0.9305 ± 0.0035 with full
+instructions at 200 steps).
+
+- **Prereqs**: Kaggle API token + [join the competition](https://www.kaggle.com/c/ieee-fraud-detection)
+- **Install Dependencies**: `pip install -r requirements.txt`
+- **Prepare data** (once, ~2-3 min): `python prepare_data.py`
+- **Run**:
+```bash
+cd examples/fraud-detection
+weco run --source train.py \
+     --eval-command "python evaluate.py" \
+     --metric auc_roc \
+     --goal maximize \
+     --steps 50 \
+     --model gemini-3.1-pro-preview \
+     --additional-instructions instructions.md \
+     --eval-timeout 300 \
+     --log-dir .runs/fraud-detection
+```
+
 ---
 
-If you're new to Weco, start with **Hello World**, then try **LangSmith ZephHR QA** for a realistic LangSmith optimization workflow, explore **Triton** and **CUDA** for kernel engineering, **Prompt Engineering** for optimzing an LLM's prompt, **Extract Line Plot** for optimzing agentic scaffolds, or **Spaceship Titanic** for model development.
+If you're new to Weco, start with **Hello World**, then try **LangSmith ZephHR QA** for a realistic LangSmith optimization workflow, explore **Triton** and **CUDA** for kernel engineering, **Prompt Engineering** for optimzing an LLM's prompt, **Extract Line Plot** for optimzing agentic scaffolds, **Spaceship Titanic** for model development, or **Fraud Detection** for a production-scale tabular ML case study.
 
 

examples/fraud-detection/.gitignore

@@ -0,0 +1,4 @@
+data/
+.runs/
+__pycache__/
+*.pyc

examples/fraud-detection/README.md

@@ -0,0 +1,157 @@
+# Fraud Detection (IEEE-CIS)
+
+Optimize a tabular fraud-detection pipeline on the
+[IEEE-CIS Fraud Detection](https://www.kaggle.com/c/ieee-fraud-detection) Kaggle
+dataset (real Vesta payment transactions). Weco rewrites `train.py` — both
+feature engineering and the LightGBM configuration — to maximize AUC-ROC on a
+held-out, time-based validation split.
+
+This example reproduces the setup from Weco's fraud-detection case study
+([blog post](https://weco.ai/blog/framing-the-problem),
+[code](https://github.com/WecoAI/fraud-detection-case-study)). Expected
+improvement: **baseline ≈ 0.914 → full-pipeline pooled mean 0.9305 ± 0.0035**
+after 200 steps with `gemini-3.1-pro-preview` and the instructions in
+`instructions.md`.
+
+## Prerequisites
+
+1. **Kaggle API token**. Put a valid `kaggle.json` at `~/.kaggle/kaggle.json`
+   (see [Kaggle API credentials](https://github.com/Kaggle/kaggle-api#api-credentials)),
+   then `chmod 600 ~/.kaggle/kaggle.json` to silence the permissions warning.
+2. **You must join the competition.** Visit
+   <https://www.kaggle.com/c/ieee-fraud-detection> and click "Late Submission" /
+   "Join Competition" to accept the rules. Without this,
+   `prepare_data.py` will fail with `403 Forbidden` from the Kaggle API —
+   this is the single most common first-time friction.
+3. **Weco API key** (free tier is fine). See the
+   [Weco docs](https://docs.weco.ai).
+
+## Setup
+
+```bash
+cd examples/fraud-detection
+
+# Virtualenv is strongly recommended — modern Python installs (Debian/Ubuntu,
+# recent Homebrew) refuse `pip install` to the system site-packages under
+# PEP 668. If you skip this step you'll hit
+# `error: externally-managed-environment`.
+python3 -m venv .venv
+source .venv/bin/activate     # Windows: .venv\Scripts\activate
+# After activation, `python` resolves to the venv's interpreter.
+
+pip install -r requirements.txt
+
+# Downloads ~120MB of CSVs, builds a small 100K/25K parquet split.
+# Time-based split: last 20% of transactions by TransactionDT = validation.
+# ~2-3 minutes on a modern laptop.
+python prepare_data.py
+```
+
+After this you should have:
+
+```
+data/
+  train_transaction.csv, train_identity.csv, test_*.csv  # raw
+  base_train_small.parquet   # 100K rows, time-ordered
+  base_val_small.parquet     # 25K rows, later in time
+```
+
+## Quick sanity check
+
+Run the baseline once to confirm everything loads:
+
+```bash
+python evaluate.py
+# → auc_roc: 0.914xxx   (takes ~30s)
+```
+
+If you see an AUC in the 0.91-0.92 range, you're ready.
+
+## Run Weco
+
+The "default" run uses the full EDA + techniques instructions (recommended —
+they contain the column semantics and known-good techniques for this dataset):
+
+```bash
+weco run --source train.py \
+     --eval-command "python evaluate.py" \
+     --metric auc_roc \
+     --goal maximize \
+     --steps 50 \
+     --model gemini-3.1-pro-preview \
+     --additional-instructions instructions.md \
+     --eval-timeout 300 \
+     --log-dir .runs/fraud-detection
+```
+
+Expected trajectory:
+
+- Steps 1–10: Weco explores — tries log-amount, simple aggregations, category
+  encodings. AUC moves into 0.918-0.925.
+- Steps 10–50: builds UID-style features (card1 + addr1 + account-creation
+  estimate via `D1`), target encoding with out-of-fold protection, velocity
+  features. AUC climbs to 0.928-0.933.
+- Beyond step 50: diminishing returns; the pooled mean across 6 seeds in our
+  case study was 0.9305 ± 0.0035.
+
+## Explanation
+
+- `--source train.py` — the file Weco rewrites. Both `build_features` and
+  `train_and_evaluate` are fair game.
+- `--eval-command "python evaluate.py"` — called after every proposed edit;
+  reimports `train.py`, runs the pipeline, prints `auc_roc: 0.xxxxxx`. Weco
+  parses the last line matching `--metric`.
+- `--metric auc_roc --goal maximize` — Weco optimizes the metric printed by
+  the evaluator.
+- `--additional-instructions instructions.md` — injects domain context into
+  every optimization step. **This is what mostly matters.** See the
+  case study: EDA-level instructions (what each column means in this
+  specific dataset) drive most of the gain. Kaggle-classic techniques are
+  typically already in the LLM's pretraining distribution. Feed the optimizer
+  what it couldn't already know — dataset-specific semantics, proprietary
+  heuristics, internal constraints.
+- `--eval-timeout 300` — one eval takes ~30-60s; 300s gives headroom for
+  feature-heavy proposals.
+
+## Things to try
+
+1. **No instructions baseline**: remove `--additional-instructions` and watch
+   variance across seeds balloon (std ~0.008 vs ~0.002 with instructions).
+   Also watch for silently-leaky proposals (see below).
+2. **EDA only**: keep only the column-meaning section of `instructions.md` —
+   the case study found this accounts for most of the mean gain.
+3. **Scope restriction**: point Weco at `train.py`'s `build_features` only by
+   editing the file to expose just that function (or split the pipeline into
+   `features.py` + `model.py`). In our case study, features-only delivered
+   most of the improvement that full-pipeline did.
+
+## Watch out for silent target leakage
+
+IEEE-CIS is a known trap for automated optimizers. A plausible idea like
+"count how many columns are zero per row" becomes leaky if the dataframe
+still contains `isFraud`, because fraud rows contribute a different count
+than non-fraud rows. The `build_features` in `train.py` drops `isFraud` and
+`TransactionID` before any cross-column aggregation — don't let proposals
+reintroduce aggregations on a dataframe that still contains the label.
+
+Signs to check for when a run reports a surprisingly high AUC (> 0.95 on this
+subsample):
+
+- Any `df.sum`/`df.mean`/`(df == x)` across all columns before the label is
+  dropped.
+- Target encoding without out-of-fold protection (encoder fit on train + val
+  concat).
+- Features computed using validation data (time-leakage: using `val_df` in
+  `train`'s feature-engineering step).
+
+The case study walks through a real instance where an uninstructed run
+reported AUC 0.9591 that dropped to 0.9154 after a one-line fix. See
+<https://weco.ai/blog/framing-the-problem>.
+
+## Citing the case study
+
+If you use this example, the underlying numbers come from
+<https://github.com/WecoAI/fraud-detection-case-study>. Setup: 200 steps,
+3 seeds per condition (6 for the Full pipeline + Full-instructions condition,
+pooled since the two ablations share that configuration),
+`gemini-3.1-pro-preview`.

examples/fraud-detection/evaluate.py

@@ -0,0 +1,35 @@
+"""Evaluator Weco calls after each proposed edit.
+
+Loads train.py fresh each run (Weco rewrites it in place), executes the
+pipeline, and prints a single `auc_roc: 0.xxxxxx` line that Weco parses as
+the metric.
+"""
+
+from __future__ import annotations
+
+import importlib.util
+import sys
+from pathlib import Path
+
+
+def load_module(path: str):
+    spec = importlib.util.spec_from_file_location("train_under_test", path)
+    mod = importlib.util.module_from_spec(spec)
+    spec.loader.exec_module(mod)
+    return mod
+
+
+def main() -> int:
+    train = load_module(str(Path(__file__).parent / "train.py"))
+    auc = train.run_pipeline()
+
+    if not (0.0 <= auc <= 1.0):
+        print(f"Constraint violated: AUC-ROC out of range ({auc})")
+        return 1
+
+    print(f"auc_roc: {auc:.6f}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

examples/fraud-detection/instructions.md

@@ -0,0 +1,99 @@
+# Fraud Detection Optimization Instructions
+
+## Task
+Optimize `train.py` to maximize AUC-ROC for fraud detection on the IEEE-CIS dataset. You may modify both `build_features` (feature engineering) and `train_and_evaluate` (model config). Keep `run_pipeline`'s interface and the `auc_roc: 0.xxxxxx` print format unchanged so the evaluator can parse the metric.
+
+## Dataset Details
+- 100K train / 25K val, 3.5% fraud rate, time-based split
+- Base data has 297 columns after V-feature correlation pruning
+- Categoricals are already label-encoded as integers
+- TransactionDT is in seconds (timedelta from reference date, NOT a timestamp)
+
+## Column Meanings (from Kaggle community reverse-engineering)
+
+### Raw columns
+- **TransactionAmt**: USD amount. Heavy-tailed (median $68, max $4578). Log transform essential.
+- **ProductCD**: Product type (5 categories: C, H, R, S, W). Each has a distinct V-feature NaN pattern and fraud rate (C=11%, W=2.1%).
+- **card1**: Bank Identification Number (BIN) — first 6 digits of card. Top-3 importance.
+- **card2**: Additional card info. 1.5% NaN. Top-3 importance.
+- **card3/card5**: Card country/product type codes.
+- **card4**: Card network (visa, mastercard, etc).
+- **card6**: Card type (credit, debit).
+- **addr1**: Billing zip code (anonymized). 11.5% NaN.
+- **addr2**: Billing country.
+- **P_emaildomain**: Purchaser email domain (gmail.com, yahoo.com, etc).
+- **R_emaildomain**: Recipient email domain. Mismatch between P and R = fraud signal.
+- **dist1/dist2**: Distance features.
+
+### C-features (C1-C14): Entity occurrence COUNTS, no NaN
+- **C1** (importance rank #2): Count of addresses associated with the payment card
+- **C2**: Count of cards at the billing address
+- **C5**: Count of email addresses seen with this card
+- **C11**: Count of cards associated with a user identity
+- **C12**: Count of addresses associated with a user identity
+- **C13** (importance rank #4): Count of distinct email domains per entity — **one of the single most predictive raw features**. High values = fraud ring.
+- **C14** (importance rank #3): Related count feature
+
+### D-features (D1-D15): TIMEDELTA in days between events
+- **D1** (0.2% NaN, median 1 day): Days since last transaction. Most important D-feature. `TransactionDT/86400 - D1` estimates the **account creation date** — this is the key insight for UID construction.
+- **D2** (49% NaN, median 97 days): Days since card was first associated with the identity
+- **D3** (46% NaN): Days since last similar transaction
+- **D4** (29.5% NaN): Days since email association
+- **D10** (14% NaN): Days since last device-linked transaction
+- **D11** (52% NaN): Days since account was opened / account age
+- **D15** (16.5% NaN, median 46 days): Days since last transaction (alternative)
+- D-feature NaN rates themselves are informative — missingness patterns encode transaction type
+
+### M-features (M1-M9): Binary MATCH indicators
+Whether certain attributes match each other (name↔address, card↔billing, device↔historical, etc). Sum of True values, count of NaN, and the M-vector signature are all useful.
+
+### V-features (V1-V339, ~202 after pruning): Vesta-engineered risk signals
+Grouped by ProductCD — each product type uses a different subset of V-features (others are NaN). V258 is the #1 most important feature overall (gain=16703). Other important V-features: V283, V69, V130, V307, V294, V201.
+
+## Top Winning Techniques (from 1st-3rd place solutions)
+
+### 1. UID Construction (THE most impactful single technique)
+```python
+D1_start = floor(TransactionDT / 86400 - D1)  # estimated account creation day
+uid = card1 + "_" + addr1 + "_" + D1_start
+```
+This creates a stable user fingerprint. All aggregation features should be computed on this UID.
+
+### 2. UID-level aggregation features
+For each UID, compute: mean, std, count of TransactionAmt. Then z-score and ratio for each transaction relative to user's history. This captures "is this transaction unusual for this user?"
+
+### 3. Temporal centroid distance
+Compute the user's typical time-of-day using cyclical hour_sin/hour_cos means. The Euclidean distance of the current transaction from the centroid = "is this at an unusual time for this user?"
+
+### 4. D-feature lifecycle lags
+D1 - D2, D1 - D4, D1 - D10, D1 - D15: Inconsistencies between these timestamps indicate synthetic identities or account takeovers.
+
+### 5. Velocity features (sort by [uid, TransactionDT])
+Time since last transaction per user. Amount change from previous transaction. High velocity + high amount = fraud signal.
+
+### 6. Cross-entity cardinality (nunique)
+How many unique addr1 values per card1? How many unique card1 per addr1? How many unique P_emaildomain per uid? High cardinality = suspicious.
+
+### 7. NaN pattern signature
+The binary NaN/not-NaN pattern across D+M columns encodes the transaction type. Compute a bitwise signature or just count NaN per feature group.
+
+### 8. Frequency encoding
+For card1, card2, addr1, P_emaildomain, etc. — map each value to its frequency. Rare values (appearing once or twice) are fraud signals.
+
+### 9. Interaction features
+- amount_zscore × time_distance (unusual amount at unusual time)
+- amount_zscore × C1_ratio (unusual amount with unusual address count)
+- amount / (D1 + 1) = spending rate per day since last transaction
+
+### 10. Row-wise missingness features
+Count of NaN values across D-columns, M-columns, V-columns per row. Sum/mean of M-column values. The NaN pattern encodes the transaction profile.
+
+## Important Constraints
+- Keep code under 300 lines (Weco backend limit)
+- Use n_jobs=4 for any model operations
+- `train.py` loads `data/base_train_small.parquet` and `data/base_val_small.parquet` — don't change these paths
+- Categoricals are already integer-encoded — treat them as numeric
+- Keep the `run_pipeline() -> float` function signature and the `auc_roc: 0.xxxxxx` print format intact
+
+## Avoiding silent target leakage
+`isFraud` is the label. If you compute features that aggregate across all columns of the dataframe (e.g. `(df == 0).sum(axis=1)`, row-wise NaN counts over the entire frame), drop `isFraud` and `TransactionID` first. Otherwise the label signal bleeds into the features and produces implausibly high AUC (>0.95) that collapses the moment the fix is applied. Target encoding must use out-of-fold protection: compute encoding on train folds only, never on the full train + val concat.