Follow The Money: Compare

Tools and models for comparing followthemoney entities

Overview

This repo provides the tools necessary to pre-process and train models to power a cross-reference system on top of followthemoney. It was built with a tight integration with aleph in mind, however this repo is aleph agnostic.

Currently, there are three main components to this system:

• Exporting training data
• Creating preprocessing filters (optional)
• Creating the training data
• Training a model

They are explained in further detail below.

Installation

Installation is done through pipy. To install the minimal dependencies for model evaluation, run

$ pip install followthemoney-compare

If you intend to train a model or do any model development, you should install the development dependencies as well,

$ pip install followthemoney-compare[dev]

In addition, a Dockerfile is provided (which defaults to a minimal followthemoney-compare installation) to simplify system dependencies.

Pre-built models

Pre-built models and word frequency objects are available on OCCRP's public data site. The URLs are:

• https://public.data.occrp.org/develop/models/word-frequencies/word_frequencies.zip
• https://public.data.occrp.org/develop/models/xref/glm_bernoulli_2e_wf-v0.4.1.pkl

The word_frequencies.zip archive should be unzipped and the envvar FTM_COMPARE_FREQUENCIES_DIR should be set with the path to the unzipped data.

The model file can be loaded with pickle and used immediately. This pre-built model achives the following accuracy-precision-recall on a dataset build from https://aleph.occrp.org/,

Exporting Training Data

The initial data feeding this system comes from the aleph profile system. In this system, users see proposed entity matches and decide whether the two entities are indeed the same or not. Using the aleph profile API endpoint (/api/2/entitysets?filter:type=profile&filter:collection_id=<collection_id>) or by using the aleph profile export utility ($ aleph dump-profiles), you can export these user decisions into JSON format.

This JSON data includes a profile ID, the two entities being compared, which collections they originate from and the user decision regarding their similarity. If multiple positive matches all have the same profile ID, we can consider all of the entities to be the same. As a result, many judgements on one profile generally gives more training data than the same number of judgements on different profiles.

In addition to this human labeled data, you can optionally provide a list of entities that can be used to create smarter pre-processing filters to clean the data. This is done by exporting raw entities out of aleph and making sure that the entities have a collection_id field (depending on your export method, this may have to be added manually).

Creating preprocessing filters (optional)

In order to reduce noise in the entity properties, we calculate an approximate TF-IDF using a count-min sketch. Using this system, we are able to weight each token by how "informative" it is and help the resulting models from focusing on very common tokens (tokens like common last names, or the term "corporation" for companies).

To make this possible, the subcommand $ followthemoney-compare create-word-frequency is used. It takes in a flat file of entities (including their collection_id), tokenizes the name property and accumulates counts for token frequency for all entities, token frequency per schema and number of collections that token was seen in.

When creating these structures, you can decide how large the acceptable error is for the approximate TF-IDF. The confidence and error-rate has been tuned to give reasonable results on the scale of data that OCCRP's Aleph installation provides. In this case, each structure is ~8MB and gives 0.01% error 99.95% of the time. The error rates and confidence level can be tuned for the amount of data you intend on using in order to adjust the size of the resulting structure.

The create-word-frequency subcommand saves the resulting counts into a directory structure containing the count-min sketches. A path to this directory should be saved in your FTM_COMPARE_FREQUENCIES_DIR environment variable (it defaults to "./data/word_frequencies/").

$ cat ./data/entities.json | \
    followthemoney-compare create-word-frequency ./data/word-frequency/

Creating the training data

In order to speed up training, all entity comparison features that the model uses are pre-computed and saved into a pandas data frame. In order to create this data frame, run the $ followthemoney-compare create-data subcommand. This will use the count-min sketch filters calculated in the previous step if they are available (if not, a UserWarning will be issued to make sure you know!).

Note that the progress bar while doing this step can be pretty jumpy if you have large profiles. Be patient with this step as it can take upwards of an hour to complete. If you find yourself constantly rebuilding the training data (ie: if you are tuning the model features), this may phase is ripe for optimization.

$ export FTM_COMPARE_FREQUENCIES_DIR="./data/word-frequency"  # optional
$ followthemoney-compare create-data \
    ./data/profiles-export/ ./data/training-data.pkl

Training a model

All models can be trained using the same CLI. In order to see the available models, run the command $ followthemoney-compare list-models. Currently, the glm_bernoulli_2e model performs best, particularly on entities that can have different levels of completeness.

$ export FTM_COMPARE_FREQUENCIES_DIR="./data/word-frequency"  # optional
$ followthemoney-compare train \
    --plot "./data/models/glm_bernoulli_2e.png" \
    glm_bernoulli_2e \
    ./data/training-data.pkl \
    "./data/models/glm_bernoulli_2e.pkl"

Once trained, the optional parameter --plot will create a accuracy/precision/recall curve for the resulting model which can be used for diagnostics.

The resulting model can be loaded using pickle or the followthemoney_compare.models.GLMBernouli2EEvaluate.load_pickles method. This model file is a reduced version of the trained model which is ideal for fast evaluation with minimal dependencies and resource overhead. However, it also lacks diagnostic and intermediary variables used for the training of the model. As a result, when creating a new model type it is probably best to train the models using the python API and to only use the CLI tool when training a known model.

Evaluation of the resulting evaluation object is quite simple and flexible. It provides the method:

• predict(): returns True / False representing whether the arguments are or aren't matches
• predict_proba(): return a probability from (0, 1) that the arguments are matches
• predict_std(): return a standard deviation, or confidence, of the prediction (higher means less confidence)
• predict_proba_std(): returns both the match probability and the standard deviation faster than calling both methods individually (not all models have this)

The arguments to these functions can take the following forms:

• DataFrame: a DataFrame in the same format as the one returned by the create-data command
• dict: a dictionary from the output of followthemoney_compare.compare.scores()
• list of proxy pairs: A tuple of two followthemoney.proxy.EntityProxy objects or a list of these pairs.

Model Descriptions

Sample Weighting

In order to help alleviate potential noise in our training data, each sample is weighted. The weights have two contributions: the user weight and the sample weight.

The user weight applies a weight to all judgements made by a user based on how many judgements they submitted. This weighting prefers users who have made 100+ submissions and gradually down-weights users who have made substantially less (code in followthemoney_compare.lib.utils user_weight()

The sample weight looks at the potential information content in the entity pairing. It down-weights samples who are trivially the same or trivially different (ie: two entities where all properties are exactly the same or completely different). It does this by taking the average score from compare.scores() and down-sampling entities that are far from an average score of 0.25 - 0.7 (code in followthemoney_compare.lib.utils.pair_weight().

The product of these two weights create a sample's effective weight which is used in the models.

GLM Bernoulli 2E

This model uses pymc3 to fit a model using MCMC. As input, the model uses the output of followthemoney_compare.compare.scores, which compares followthemoney property groups between two entities, in addition to the auxiliary variables which show how many properties are shared by both entities and how many are just in one entity.

The following is a list of features used in the model. The value for name, for example, is the numerical value from (0, 1) from followthemoney_compare.compare.scores representing the similarity of both entities "name" properties.

• name
• country
• date
• identifier
• address
• phone
• email
• iban
• url
• pct_share_prop: percentage of possible properties shared by the two entities
• pct_miss_prop: percentage of possible properties that only one entity has
• pct_share_prop^2
• name * pct_share_prop
• name^2
• pct_share_prop * pct_miss_prop
• pct_miss_prop^2
• name * identifier
• country * pct_share_prop
• identifier^2
• identifier * pct_miss_prop
• date^2
• address^2

All these features are fed into a logistic regression with a bias and fit using the sample weights to help remove noise.

When a model is trained using this method using the CLI, a summary of the MCMC process is displayed before exiting. Some things to look for to make sure the model performed well:

• The SD (standard deviation) of the parameters should be low. Any variables with a high standard deviation were not particularly useful for the classification and should be reconsidered
• The bulk_essi field should be reasonably high. This field shows the effective number of samples used to fit this parameter. If it is quite low, then your data isn't well represented by the model or the training data is too noisy.
• Inspect the accuracy-precision-recall curve and make sure the model is sensible.

Improvements

• Parallelize training data creation
• Better test/train split (stratified group sampling on collection id? k-folds?)
• Better feature engineering or deep learning models?