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int64
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1,189,554
dtc = DecisionTreeClassifier(random_state=0 ).fit(x_Train, y_Train[:,1]) score(dtc, x_Test, y_Test[:,1] )<train_model>
print("Start Bureau................ " )
Home Credit Default Risk
1,189,554
etc = ExtraTreesClassifier(n_estimators=10, max_depth=None, min_samples_split=2, random_state=0 ).fit(x_Train, y_Train[:,1]) score(etc, x_Test, y_Test[:,1] )<train_model>
bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows )
Home Credit Default Risk
1,189,554
sgd = SGDClassifier(loss="log", penalty="elasticnet", max_iter=5 ).fit(x_Train, y_Train[:,1]) score(sgd, x_Test, y_Test[:,1] )<prepare_output>
bb = pd.read_csv('.. /input/bureau_balance.csv', nrows = num_rows) bb, bb_cat = one_hot_encoder(bb, nan_as_category) bureau, bureau_cat = one_hot_encoder(bureau, nan_as_category )
Home Credit Default Risk
1,189,554
submission = pd.DataFrame({ "Id": ids.Id, "Expected": probs[:,1] }) submission.head()<save_to_csv>
bb_aggregations = {'MONTHS_BALANCE': ['min', 'max', 'size']} for col in bb_cat: bb_aggregations[col] = ['mean'] bb_agg = bb.groupby('SK_ID_BUREAU' ).agg(bb_aggregations) bb_agg.columns = pd.Index([e[0] + "_" + e[1].upper() for e in bb_agg.columns.tolist() ]) bureau = bureau.join(bb_agg, how='left', on='SK_ID_BUREAU') bureau.drop(columns= 'SK_ID_BUREAU', inplace= True) del bb, bb_agg gc.collect()
Home Credit Default Risk
1,189,554
submission.to_csv('sampleSubmission.csv', index=False )<set_options>
num_aggregations = { 'DAYS_CREDIT': ['min', 'max', 'mean', 'var'], 'CREDIT_DAY_OVERDUE': ['max', 'mean'], 'DAYS_CREDIT_ENDDATE': ['min', 'max', 'mean'], 'AMT_CREDIT_MAX_OVERDUE': ['mean'], 'CNT_CREDIT_PROLONG': ['sum'], 'AMT_CREDIT_SUM': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_DEBT': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_OVERDUE': ['mean'], 'AMT_CREDIT_SUM_LIMIT': ['mean', 'sum'], 'DAYS_CREDIT_UPDATE': ['min', 'max', 'mean'], 'AMT_ANNUITY': ['max', 'mean'], 'MONTHS_BALANCE_MIN': ['min'], 'MONTHS_BALANCE_MAX': ['max'], 'MONTHS_BALANCE_SIZE': ['mean', 'sum'] }
Home Credit Default Risk
1,189,554
plt.style.use('ggplot') %matplotlib inline <choose_model_class>
cat_aggregations = {} for cat in bureau_cat: cat_aggregations[cat] = ['mean'] for cat in bb_cat: cat_aggregations[cat + "_MEAN"] = ['mean'] bureau_agg = bureau.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) bureau_agg.columns = pd.Index(['BURO_' + e[0] + "_" + e[1].upper() for e in bureau_agg.columns.tolist() ] )
Home Credit Default Risk
1,189,554
xgb.XGBClassifier()<load_from_csv>
active = bureau[bureau['CREDIT_ACTIVE_Active'] == 1] active_agg = active.groupby('SK_ID_CURR' ).agg(num_aggregations) active_agg.columns = pd.Index(['ACT_' + e[0] + "_" + e[1].upper() for e in active_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(active_agg, how='left') del active, active_agg gc.collect() closed = bureau[bureau['CREDIT_ACTIVE_Closed'] == 1] closed_agg = closed.groupby('SK_ID_CURR' ).agg(num_aggregations) closed_agg.columns = pd.Index(['CLS_' + e[0] + "_" + e[1].upper() for e in closed_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(closed_agg, how='left') del closed, closed_agg, bureau gc.collect()
Home Credit Default Risk
1,189,554
df_train = pd.read_csv('.. /input/homework-for-students3/train.csv', index_col=0) df_test = pd.read_csv('.. /input/homework-for-students3/test.csv', index_col=0) print(len(df_test)) print(len(df_train))<load_from_csv>
print("End Bureau................ " )
Home Credit Default Risk
1,189,554
gdp=pd.read_csv('.. /input/homework-for-students3/US_GDP_by_State.csv') zipdata=pd.read_csv('.. /input/homework-for-students3/free-zipcode-database.csv') drop_col = ['WorldRegion', 'Country', 'LocationText', 'Location', 'Decommisioned', 'TaxReturnsFiled', 'EstimatedPopulation', 'TotalWages', 'Notes'] zipdata=zipdata.drop(drop_col,axis=1) state=pd.read_csv('.. /input/homework-for-students3/statelatlong.csv') spi=pd.read_csv('.. /input/homework-for-students3/spi.csv') spi['date']=pd.to_datetime(spi['date']) spi= spi.set_index("date") spi=spi.asfreq('d', method='ffill') spi = spi.reset_index()<data_type_conversions>
print("Start previous_application................ " )
Home Credit Default Risk
1,189,554
df_train["issue_d"]=pd.to_datetime(df_train["issue_d"]) df_test["issue_d"]=pd.to_datetime(df_test["issue_d"]) df_train = df_train[df_train.issue_d.dt.year >= 2015] df_train = df_train[df_train['annual_inc'] < df_train['annual_inc'].quantile(0.999)] df_train['IDdami']=df_train.index df_test['IDdami']=df_test.index<data_type_conversions>
prev = pd.read_csv('.. /input/previous_application.csv', nrows = num_rows )
Home Credit Default Risk
1,189,554
df_train["earliest_cr_line"]=pd.to_datetime(df_train["earliest_cr_line"]) df_test["earliest_cr_line"]=pd.to_datetime(df_test["earliest_cr_line"]) df_train["issue_d_unix"] = df_train["issue_d"].view('int64')// 10**9 df_test["issue_d_unix"] = df_test["issue_d"].view('int64')// 10**9 df_train["earliest_cr_line_unix"] = df_train["earliest_cr_line"].view('int64')// 10**9 df_test["earliest_cr_line_unix"] = df_test["earliest_cr_line"].view('int64')// 10**9 df_train["period"]=df_train["issue_d_unix"]-df_train["earliest_cr_line_unix"] df_test["period"]=df_test["issue_d_unix"]-df_test["earliest_cr_line_unix"] df_train["period"]=df_train["period"].fillna(0) df_test["period"]=df_test["period"].fillna(0) df_train['aaa']=round(df_train['loan_amnt']/df_train['installment'],5) df_test['aaa']=round(df_test['loan_amnt']/df_test['installment'],5) df_train['bbb']=round(df_train['loan_amnt']/df_train['annual_inc'],5) df_test['bbb']=round(df_test['loan_amnt']/df_test['annual_inc'],5) df_train['ddd']=round(df_train['revol_bal']/df_train['revol_util'],5) df_test['ddd']=round(df_test['revol_bal']/df_test['revol_util'],5) df_train['eee']=round(df_train['revol_bal']/df_train['total_acc'],5) df_test['eee']=round(df_test['revol_bal']/df_test['total_acc'],5) df_train['fff']=round(df_train['revol_util']/df_train['total_acc'],5) df_test['fff']=round(df_test['revol_util']/df_test['total_acc'],5) df_train['aaa_open_acc']=round(df_train['loan_amnt']/df_train['open_acc'],5) df_test['aaa_open_acc']=round(df_test['loan_amnt']/df_test['open_acc'],5) <merge>
prev, cat_cols = one_hot_encoder(prev, nan_as_category= True) prev['DAYS_FIRST_DRAWING'].replace(365243, np.nan, inplace= True) prev['DAYS_FIRST_DUE'].replace(365243, np.nan, inplace= True) prev['DAYS_LAST_DUE_1ST_VERSION'].replace(365243, np.nan, inplace= True) prev['DAYS_LAST_DUE'].replace(365243, np.nan, inplace= True) prev['DAYS_TERMINATION'].replace(365243, np.nan, inplace= True )
Home Credit Default Risk
1,189,554
df_train = df_train.reset_index() df_test = df_test.reset_index() kari_df_train=pd.merge(df_train, state, how='left',left_on='addr_state',right_on='State') kari_df_test=pd.merge(df_test, state, how='left',left_on='addr_state',right_on='State') df_train = kari_df_train.set_index("ID") df_test =kari_df_test.set_index("ID") df_train=df_train.drop('State',axis=1) df_test=df_test.drop('State',axis=1 )<merge>
prev['APP_CREDIT_PERC'] = prev['AMT_APPLICATION'] / prev['AMT_CREDIT']
Home Credit Default Risk
1,189,554
df_train['dami_year']=df_train.issue_d.dt.year df_test['dami_year']=int(2015) df_train = df_train.reset_index() df_test = df_test.reset_index() kari_df_train=pd.merge(df_train, gdp, how='left',left_on=['City','dami_year'],right_on=['State','year']) kari_df_test=pd.merge(df_test, gdp, how='left',left_on=['City','dami_year'],right_on=['State','year']) df_train = kari_df_train.set_index("ID") df_test =kari_df_test.set_index("ID") df_train=df_train.drop(['State','dami_year','year'],axis=1) df_test=df_test.drop(['State','dami_year','year'],axis=1 )<merge>
num_aggregations = { 'AMT_ANNUITY': ['min', 'max', 'mean'], 'AMT_APPLICATION': ['min', 'max', 'mean'], 'AMT_CREDIT': ['min', 'max', 'mean'], 'APP_CREDIT_PERC': ['min', 'max', 'mean', 'var'], 'AMT_DOWN_PAYMENT': ['min', 'max', 'mean'], 'AMT_GOODS_PRICE': ['min', 'max', 'mean'], 'HOUR_APPR_PROCESS_START': ['min', 'max', 'mean'], 'RATE_DOWN_PAYMENT': ['min', 'max', 'mean'], 'DAYS_DECISION': ['min', 'max', 'mean'], 'CNT_PAYMENT': ['mean', 'sum'], }
Home Credit Default Risk
1,189,554
df_train = df_train.reset_index() df_test = df_test.reset_index() kari_df_train=pd.merge(df_train, spi, how='left',left_on=['issue_d'],right_on=['date']) kari_df_test=pd.merge(df_test, spi, how='left',left_on=['issue_d'],right_on=['date']) df_train = kari_df_train.set_index("ID") df_test =kari_df_test.set_index("ID") df_train=df_train.drop(['date'],axis=1) df_test=df_test.drop(['date'],axis=1 )<data_type_conversions>
cat_aggregations = {} for cat in cat_cols: cat_aggregations[cat] = ['mean'] prev_agg = prev.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) prev_agg.columns = pd.Index(['PREV_' + e[0] + "_" + e[1].upper() for e in prev_agg.columns.tolist() ] )
Home Credit Default Risk
1,189,554
zipdata["Zipcode"]=zipdata["Zipcode"].astype(str) zipdata["Zipcode"]=zipdata["Zipcode"].str[:3] zipdata=zipdata[['Zipcode','State','Xaxis', 'Yaxis', 'Zaxis']] zipdata=zipdata.groupby(['Zipcode','State'],as_index=False ).mean() <data_type_conversions>
approved = prev[prev['NAME_CONTRACT_STATUS_Approved'] == 1] approved_agg = approved.groupby('SK_ID_CURR' ).agg(num_aggregations) approved_agg.columns = pd.Index(['APR_' + e[0] + "_" + e[1].upper() for e in approved_agg.columns.tolist() ]) prev_agg = prev_agg.join(approved_agg, how='left') refused = prev[prev['NAME_CONTRACT_STATUS_Refused'] == 1] refused_agg = refused.groupby('SK_ID_CURR' ).agg(num_aggregations) refused_agg.columns = pd.Index(['REF_' + e[0] + "_" + e[1].upper() for e in refused_agg.columns.tolist() ]) prev_agg = prev_agg.join(refused_agg, how='left') del refused, refused_agg, approved, approved_agg, prev gc.collect()
Home Credit Default Risk
1,189,554
df_train['zip_code']=df_train['zip_code'].str[:3] df_test['zip_code']=df_test['zip_code'].str[:3] df_train["zip_code"]=df_train["zip_code"].astype(str) df_test["zip_code"]=df_test["zip_code"].astype(str) <count_duplicates>
print("End previous_application................ " )
Home Credit Default Risk
1,189,554
zipdata[zipdata.duplicated() ]<merge>
print("Start POS_CASH_balance................ " )
Home Credit Default Risk
1,189,554
df_train = df_train.reset_index() df_test = df_test.reset_index() kari_df_train=pd.merge(df_train, zipdata, how='left',left_on=['zip_code','addr_state'],right_on=['Zipcode','State']) kari_df_test=pd.merge(df_test, zipdata, how='left',left_on=['zip_code','addr_state'],right_on=['Zipcode','State']) df_train = kari_df_train.set_index("ID") df_test =kari_df_test.set_index("ID") df_train=df_train.drop(['Zipcode','State'],axis=1) df_test=df_test.drop(['Zipcode','State'],axis=1 )<categorify>
pos = pd.read_csv('.. /input/POS_CASH_balance.csv', nrows = num_rows )
Home Credit Default Risk
1,189,554
encoder = OrdinalEncoder() enc_train = encoder.fit_transform(df_train['zip_code'].values) enc_test = encoder.transform(df_test['zip_code'].values) df_train = df_train.reset_index() df_test = df_test.reset_index() df_train['zip_code_la']=enc_train.iloc[:,0] df_test['zip_code_la']=enc_test.iloc[:,0] df_train = df_train.set_index("ID") df_test =df_test.set_index("ID" )<categorify>
pos, cat_cols = one_hot_encoder(pos, nan_as_category= True) aggregations = { 'MONTHS_BALANCE': ['max', 'mean', 'size'], 'SK_DPD': ['max', 'mean'], 'SK_DPD_DEF': ['max', 'mean'] }
Home Credit Default Risk
1,189,554
zi_cal1='zip_code' zi_summary1 = df_train[zi_cal1].value_counts() df_train['zip_code_co'] = df_train[zi_cal1].map(zi_summary1) df_test['zip_code_co'] = df_test[zi_cal1].map(zi_summary1 )<categorify>
for cat in cat_cols: aggregations[cat] = ['mean'] pos_agg = pos.groupby('SK_ID_CURR' ).agg(aggregations) pos_agg.columns = pd.Index(['POS_' + e[0] + "_" + e[1].upper() for e in pos_agg.columns.tolist() ]) pos_agg['POS_COUNT'] = pos.groupby('SK_ID_CURR' ).size() del pos gc.collect()
Home Credit Default Risk
1,189,554
encoder = OrdinalEncoder() enc_train = encoder.fit_transform(df_train['addr_state'].values) enc_test = encoder.transform(df_test['addr_state'].values) df_train = df_train.reset_index() df_test = df_test.reset_index() df_train['addr_state_la']=enc_train.iloc[:,0] df_test['addr_state_la']=enc_test.iloc[:,0] df_train = df_train.set_index("ID") df_test =df_test.set_index("ID" )<categorify>
print("Start POS_CASH_balance................ " )
Home Credit Default Risk
1,189,554
zi_cal2='addr_state' zi_summary2 = df_train[zi_cal2].value_counts() df_train['addr_state_co'] = df_train[zi_cal2].map(zi_summary2) df_test['addr_state_co'] = df_test[zi_cal2].map(zi_summary2 )<data_type_conversions>
ins = pd.read_csv('.. /input/installments_payments.csv', nrows = num_rows) ins, cat_cols = one_hot_encoder(ins, nan_as_category= True )
Home Credit Default Risk
1,189,554
<data_type_conversions>
ins['PAYMENT_PERC'] = ins['AMT_PAYMENT'] / ins['AMT_INSTALMENT'] ins['PAYMENT_DIFF'] = ins['AMT_INSTALMENT'] - ins['AMT_PAYMENT'] ins['DPD'] = ins['DAYS_ENTRY_PAYMENT'] - ins['DAYS_INSTALMENT'] ins['DBD'] = ins['DAYS_INSTALMENT'] - ins['DAYS_ENTRY_PAYMENT'] ins['DPD'] = ins['DPD'].apply(lambda x: x if x > 0 else 0) ins['DBD'] = ins['DBD'].apply(lambda x: x if x > 0 else 0 )
Home Credit Default Risk
1,189,554
<data_type_conversions>
aggregations = { 'NUM_INSTALMENT_VERSION': ['nunique'], 'DPD': ['max', 'mean', 'sum'], 'DBD': ['max', 'mean', 'sum'], 'PAYMENT_PERC': ['max', 'mean', 'sum', 'var'], 'PAYMENT_DIFF': ['max', 'mean', 'sum', 'var'], 'AMT_INSTALMENT': ['max', 'mean', 'sum'], 'AMT_PAYMENT': ['min', 'max', 'mean', 'sum'], 'DAYS_ENTRY_PAYMENT': ['max', 'mean', 'sum'] } for cat in cat_cols: aggregations[cat] = ['mean'] ins_agg = ins.groupby('SK_ID_CURR' ).agg(aggregations) ins_agg.columns = pd.Index(['INS_' + e[0] + "_" + e[1].upper() for e in ins_agg.columns.tolist() ]) ins_agg['INS_COUNT'] = ins.groupby('SK_ID_CURR' ).size() del ins gc.collect()
Home Credit Default Risk
1,189,554
<drop_column>
print("End POS_CASH_balance................ " )
Home Credit Default Risk
1,189,554
df_train=df_train.drop(['issue_d','earliest_cr_line'],axis=1) df_test=df_test.drop(['issue_d','earliest_cr_line'],axis=1) drop_col=['City','acc_now_delinq'] df_train=df_train.drop(drop_col,axis=1) df_test=df_test.drop(drop_col,axis=1 )<data_type_conversions>
print("Start credit_card_balance................ " )
Home Credit Default Risk
1,189,554
<data_type_conversions>
cc = pd.read_csv('.. /input/credit_card_balance.csv', nrows = num_rows )
Home Credit Default Risk
1,189,554
<categorify>
cc, cat_cols = one_hot_encoder(cc, nan_as_category= True) cc.drop(columns = ['SK_ID_PREV'], inplace = True) cc_agg = cc.groupby('SK_ID_CURR' ).agg(['min', 'max', 'mean', 'sum', 'var']) cc_agg.columns = pd.Index(['CC_' + e[0] + "_" + e[1].upper() for e in cc_agg.columns.tolist() ]) cc_agg['CC_COUNT'] = cc.groupby('SK_ID_CURR' ).size() del cc gc.collect()
Home Credit Default Risk
1,189,554
ce_cal2='initial_list_status' ce_summary2 = df_train[ce_cal2].value_counts() df_train['initial_list_status'] = df_train[ce_cal2].map(ce_summary2) df_test['initial_list_status'] = df_test[ce_cal2].map(ce_summary2 )<categorify>
print("End credit_card_balance................ " )
Home Credit Default Risk
1,189,554
ce_cal2='application_type' ce_summary2 = df_train[ce_cal2].value_counts() df_train['application_type'] = df_train[ce_cal2].map(ce_summary2) df_test['application_type'] = df_test[ce_cal2].map(ce_summary2 )<categorify>
with timer("Process bureau and bureau_balance"): print("Bureau df shape:", bureau_agg.shape) df = df.join(bureau_agg, how='left',on='SK_ID_CURR') gc.collect() with timer("Process previous_applications"): print("Previous applications df shape:", prev_agg.shape) df = df.join(prev_agg, how='left', on='SK_ID_CURR') gc.collect() with timer("Process POS-CASH balance"): print("Pos-cash balance df shape:", pos_agg.shape) df = df.join(pos_agg, how='left', on='SK_ID_CURR') gc.collect() with timer("Process installments payments"): print("Installments payments df shape:", ins_agg.shape) df = df.join(ins_agg, how='left', on='SK_ID_CURR') gc.collect() with timer("Process credit card balance"): print("Credit card balance df shape:", cc_agg.shape) df = df.join(cc_agg, how='left', on='SK_ID_CURR') gc.collect() del bureau_agg,prev_agg,pos_agg,ins_agg,cc_agg gc.collect()
Home Credit Default Risk
1,189,554
df_train['grade'].unique() df_train=df_train.replace({'grade':{'A':1,'B':2,'C':3,'D':4,'E':5,'F':6,'G':7}}) df_test=df_test.replace({'grade':{'A':1,'B':2,'C':3,'D':4,'E':5,'F':6,'G':7}}) df_train["grade"]=df_train["grade"].astype(int) df_test["grade"]=df_test["grade"].astype(int )<categorify>
print("Done.;.............. ")
Home Credit Default Risk
1,189,554
df_train=df_train.replace({'sub_grade':{'A1':1,'A2':2,'A3':3,'A4':4,'A5':5, 'B1':6,'B2':7,'B3':8,'B4':9,'B5':10, 'C1':11,'C2':12,'C3':13,'C4':14,'C5':15, 'D1':16,'D2':17,'D3':18,'D4':19,'D5':20, 'E1':21,'E2':22,'E3':23,'E4':24,'E5':25, 'F1':26,'F2':27,'F3':28,'F4':29,'F5':30, 'G1':31,'G2':32,'G3':33,'G4':34,'G5':35}}) df_test=df_test.replace({'sub_grade':{'A1':1,'A2':2,'A3':3,'A4':4,'A5':5, 'B1':6,'B2':7,'B3':8,'B4':9,'B5':10, 'C1':11,'C2':12,'C3':13,'C4':14,'C5':15, 'D1':16,'D2':17,'D3':18,'D4':19,'D5':20, 'E1':21,'E2':22,'E3':23,'E4':24,'E5':25, 'F1':26,'F2':27,'F3':28,'F4':29,'F5':30, 'G1':31,'G2':32,'G3':33,'G4':34,'G5':35}}) df_train["sub_grade"]=df_train["sub_grade"].astype(int) df_test["sub_grade"]=df_test["sub_grade"].astype(int )<feature_engineering>
train_df = df[df['TARGET'].notnull() ] test_df = df[df['TARGET'].isnull() ]
Home Credit Default Risk
1,189,554
in_0=df_train[df_train.loan_condition==0].installment.median() df_train['in_0_sa'] =df_train['installment']-in_0 df_test['in_0_sa'] =df_test['installment']-in_0 lo_0=df_train[df_train.loan_condition==0].loan_amnt.median() df_train['lo_0_sa'] =df_train['loan_amnt']-lo_0 df_test['lo_0_sa'] =df_test['loan_amnt']-lo_0 dti_0=df_train[df_train.loan_condition==0].dti.median() df_train['dti_0_sa'] =df_train['dti']-dti_0 df_test['dti_0_sa'] =df_test['dti']-dti_0 tot_0=df_train[df_train.loan_condition==0].tot_cur_bal.median() df_train['tot_0_sa'] =df_train['tot_cur_bal']-tot_0 df_test['tot_0_sa'] =df_test['tot_cur_bal']-tot_0 rev_0=df_train[df_train.loan_condition==0].revol_bal.median() df_train['rev_0_sa'] =df_train['revol_bal']-rev_0 df_test['rev_0_sa'] =df_test['revol_bal']-rev_0 pe_0=df_train[df_train.loan_condition==0].period.median() df_train['pe_0_sa'] =df_train['period']-pe_0 df_test['pe_0_sa'] =df_test['period']-pe_0 in_1=df_train[df_train.loan_condition==1].installment.median() df_train['in_1_sa'] =df_train['installment']-in_1 df_test['in_1_sa'] =df_test['installment']-in_1 lo_1=df_train[df_train.loan_condition==1].loan_amnt.median() df_train['lo_1_sa'] =df_train['loan_amnt']-lo_1 df_test['lo_1_sa'] =df_test['loan_amnt']-lo_1 dti_1=df_train[df_train.loan_condition==1].dti.median() df_train['dti_1_sa'] =df_train['dti']-dti_1 df_test['dti_1_sa'] =df_test['dti']-dti_1 tot_1=df_train[df_train.loan_condition==1].tot_cur_bal.median() df_train['tot_1_sa'] =df_train['tot_cur_bal']-tot_1 df_test['tot_1_sa'] =df_test['tot_cur_bal']-tot_1 rev_1=df_train[df_train.loan_condition==1].revol_bal.median() df_train['rev_1_sa'] =df_train['revol_bal']-rev_1 df_test['rev_1_sa'] =df_test['revol_bal']-rev_1 pe_1=df_train[df_train.loan_condition==1].period.median() df_train['pe_0_sa'] =df_train['period']-pe_1 df_test['pe_0_sa'] =df_test['period']-pe_1 <data_type_conversions>
train_df = train_df.drop(['index'],axis=1) test_df = test_df.drop(['index','TARGET'],axis=1) train_df = train_df.fillna(0) test_df = test_df.fillna(0 )
Home Credit Default Risk
1,189,554
df_train['home_ownership'].unique() df_train=df_train.replace({'home_ownership':{'MORTGAGE':3,'RENT':2,'OWN':4,'ANY':1}}) df_test=df_test.replace({'home_ownership':{'MORTGAGE':3,'RENT':2,'OWN':4,'ANY':1}}) df_train["home_ownership"]=df_train["home_ownership"].astype(int) df_test["home_ownership"]=df_test["home_ownership"].astype(int) print(len(df_train.columns)) print(df_test.columns )<categorify>
label = u'TARGET' a = list(train_df.columns) a.remove(label) labels = train_df[label] data_only = train_df[list(a)] col_name = data_only.columns X_train, X_test, y_train, y_test = train_test_split(data_only, labels, test_size=0.1,random_state = 42 )
Home Credit Default Risk
1,189,554
summary = df_train['purpose'].value_counts() summary df_train['purpose_co'] = df_train['purpose'].map(summary) df_test['purpose_co'] = df_test['purpose'].map(summary )<categorify>
clf_xgBoost = xgb.XGBClassifier( learning_rate =0.01, n_estimators=1000, max_depth=4, min_child_weight=4, subsample=0.8, colsample_bytree=0.8, objective= 'binary:logistic', nthread=4, scale_pos_weight=2, seed=27) clf_xgBoost.fit(data_only,labels )
Home Credit Default Risk
1,189,554
df_train=df_train.replace({'emp_length':{'< 1 year':0.5,'1 year':1,'2 years':2,'3 years':3, '4 years':4,'5 years':5,'6 years':6,'7 years':7, '8 years':8,'9 years':9,'10+ years':10}}) df_test=df_test.replace({'emp_length':{'< 1 year':0.5,'1 year':1,'2 years':2,'3 years':3, '4 years':4,'5 years':5,'6 years':6,'7 years':7, '8 years':8,'9 years':9,'10+ years':10}}) df_train["emp_length"].head()<feature_engineering>
pred = clf_xgBoost.predict_proba(test_df) test_df['TARGET'] = pred[:, 0]
Home Credit Default Risk
1,189,554
<feature_engineering><EOS>
test_df[['SK_ID_CURR', 'TARGET']].to_csv('submission_clf_xgBoost.csv', index= False )
Home Credit Default Risk
1,087,344
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<feature_engineering>
plt.style.use('fivethirtyeight') %matplotlib inline init_notebook_mode(connected=True) print(os.listdir(".. /input")) PATH = ".. /input"
Home Credit Default Risk
1,087,344
df_train['ggg']=round(df_train['loan_amnt']*df_train['sub_grade'],5) df_test['ggg']=round(df_test['loan_amnt']*df_test['sub_grade'],5) df_train['hhh']=round(df_train['installment']*df_train['sub_grade'],5) df_test['hhh']=round(df_test['installment']*df_test['sub_grade'],5) df_train['iii']=round(df_train['annual_inc']*df_train['sub_grade'],5) df_test['iii']=round(df_test['annual_inc']*df_test['sub_grade'],5) df_train['jjj']=round(df_train['dti']*df_train['sub_grade'],5) df_test['jjj']=round(df_test['dti']*df_test['sub_grade'],5) df_train['kkk']=round(df_train['open_acc']*df_train['sub_grade'],5) df_test['kkk']=round(df_test['open_acc']*df_test['sub_grade'],5) df_train['lll']=round(df_train['revol_bal']*df_train['sub_grade'],5) df_test['lll']=round(df_test['revol_bal']*df_test['sub_grade'],5) df_train['mmm']=round(df_train['revol_util']*df_train['sub_grade'],5) df_test['mmm']=round(df_test['revol_util']*df_test['sub_grade'],5) df_train['nnn']=round(df_train['total_acc']*df_train['sub_grade'],5) df_test['nnn']=round(df_test['total_acc']*df_test['sub_grade'],5) df_train['ooo']=round(df_train['tot_cur_bal']*df_train['sub_grade'],5) df_test['ooo']=round(df_test['tot_cur_bal']*df_test['sub_grade'],5 )<normalization>
data = pd.read_csv(PATH+"/application_train.csv") test = pd.read_csv(PATH+"/application_test.csv") bureau = pd.read_csv(PATH+"/bureau.csv") bureau_balance = pd.read_csv(PATH+"/bureau_balance.csv") credit_card_balance = pd.read_csv(PATH+"/credit_card_balance.csv") installments_payments = pd.read_csv(PATH+"/installments_payments.csv") previous_application = pd.read_csv(PATH+"/previous_application.csv") POS_CASH_balance = pd.read_csv(PATH+"/POS_CASH_balance.csv" )
Home Credit Default Risk
1,087,344
df_train[df_train.loan_condition==1].loan_amnt.mean()<normalization>
data = pd.read_csv(PATH+"/application_train.csv", nrows=10000) test = pd.read_csv(PATH+"/application_test.csv", nrows=10000) bureau = pd.read_csv(PATH+"/bureau.csv", nrows=10000) bureau_balance = pd.read_csv(PATH+"/bureau_balance.csv", nrows=10000) credit_card_balance = pd.read_csv(PATH+"/credit_card_balance.csv", nrows=10000) installments_payments = pd.read_csv(PATH+"/installments_payments.csv", nrows=10000) previous_application = pd.read_csv(PATH+"/previous_application.csv", nrows=10000) POS_CASH_balance = pd.read_csv(PATH+"/POS_CASH_balance.csv", nrows=10000 )
Home Credit Default Risk
1,087,344
df_train[df_train.loan_condition==0].loan_amnt.mean()<count_values>
data['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True) data['CODE_GENDER'].replace({'XNA': 'F'}, inplace=True) data['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True) data['YEARS_BUILD_CREDIT'] = data['AMT_CREDIT']/data['YEARS_BUILD_AVG'] data['Annuity_Income'] = data['AMT_ANNUITY']/data['AMT_INCOME_TOTAL'] data['Income_Cred'] = data['AMT_CREDIT']/data['AMT_INCOME_TOTAL'] data['EMP_AGE'] = data['DAYS_EMPLOYED']/data['DAYS_BIRTH'] data['Income_PP'] = data['AMT_INCOME_TOTAL']/data['CNT_FAM_MEMBERS'] data['CHILDREN_RATIO'] =(1 + data['CNT_CHILDREN'])/ data['CNT_FAM_MEMBERS'] data['PAYMENTS'] = data['AMT_ANNUITY']/ data['AMT_CREDIT'] data['NEW_CREDIT_TO_GOODS_RATIO'] = data['AMT_CREDIT'] / data['AMT_GOODS_PRICE'] data['GOODS_INCOME'] = data['AMT_GOODS_PRICE']/data['AMT_INCOME_TOTAL'] data['Ext_source_mult'] = data['EXT_SOURCE_1'] * data['EXT_SOURCE_2'] * data['EXT_SOURCE_3'] data['Ext_SOURCE_MEAN'] = data[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].mean(axis = 1) data['Ext_SOURCE_SD'] = data[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].std(axis = 1) columns = ['Annuity_Income', 'Income_Cred', 'EMP_AGE', 'Income_PP'] test['CODE_GENDER'].replace({'XNA': 'F'}, inplace=True) test['YEARS_BUILD_CREDIT'] = test['AMT_CREDIT']/test['YEARS_BUILD_AVG'] test['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True) test['Annuity_Income'] = test['AMT_ANNUITY']/test['AMT_INCOME_TOTAL'] test['Income_Cred'] = test['AMT_CREDIT']/test['AMT_INCOME_TOTAL'] test['EMP_AGE'] = test['DAYS_EMPLOYED']/test['DAYS_BIRTH'] test['Income_PP'] = test['AMT_INCOME_TOTAL']/test['CNT_FAM_MEMBERS'] test['CHILDREN_RATIO'] =(1 + test['CNT_CHILDREN'])/ test['CNT_FAM_MEMBERS'] test['PAYMENTS'] = test['AMT_ANNUITY']/ test['AMT_CREDIT'] test['NEW_CREDIT_TO_GOODS_RATIO'] = test['AMT_CREDIT'] / test['AMT_GOODS_PRICE'] test['GOODS_INCOME'] = test['AMT_GOODS_PRICE']/test['AMT_INCOME_TOTAL'] test['Ext_source_mult'] = test['EXT_SOURCE_1'] * test['EXT_SOURCE_2'] * test['EXT_SOURCE_3'] test['Ext_SOURCE_MEAN'] = test[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].mean(axis = 1) test['Ext_SOURCE_SD'] = test[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].std(axis = 1 )
Home Credit Default Risk
1,087,344
f = 'purpose' df_train[f].value_counts() / len(df_train )<count_values>
bureau_new = bureau group = bureau_new[['SK_ID_CURR', 'DAYS_CREDIT']].groupby('SK_ID_CURR')['DAYS_CREDIT'].count().reset_index().rename(index=str, columns={'DAYS_CREDIT': 'BUREAU_LOAN_COUNT'}) bureau_new = bureau_new.merge(group, how = 'left', on = 'SK_ID_CURR') bureau_new.head() del group
Home Credit Default Risk
1,087,344
df_test[f].value_counts() / len(df_test )<count_unique_values>
group = bureau_new[['SK_ID_CURR', 'CREDIT_TYPE']].groupby('SK_ID_CURR')['CREDIT_TYPE'].nunique().reset_index().rename(index=str, columns = {'CREDIT_TYPE': 'LOAN_TYPES_PER_CUST'}) bureau_new = bureau_new.merge(group,on = ['SK_ID_CURR'], how = 'left') bureau_new.head() del group
Home Credit Default Risk
1,087,344
cats = [] for col in df_train.columns: if df_train[col].dtype == 'object': cats.append(col) print(col, df_train[col].nunique()) print(cats )<count_values>
bureau_new["AVERAGE_LOAN_TYPE"] = bureau_new['BUREAU_LOAN_COUNT']/bureau_new['LOAN_TYPES_PER_CUST']
Home Credit Default Risk
1,087,344
print(df_train['title'].unique()) print(len(df_test.columns)) print(len(df_train.columns))<categorify>
replace = {'Active': 1, 'Closed':0, 'Sold': 1, 'Bad debt': 1} bureau_new['CREDIT_ACTIVE'] = bureau_new['CREDIT_ACTIVE'].replace(replace) gp = bureau_new.groupby('SK_ID_CURR')['CREDIT_ACTIVE'].mean().reset_index().rename(index=str, columns={'CREDIT_ACTIVE': 'ACTIVE_LOANS_PERCENTAGE'}) bureau_new = bureau_new.merge(gp, on = 'SK_ID_CURR', how = 'left') bureau_new.head() del gp
Home Credit Default Risk
1,087,344
encoder = OrdinalEncoder() enc_train = encoder.fit_transform(df_train['emp_title'].values) enc_test = encoder.transform(df_test['emp_title'].values) df_train = df_train.reset_index() df_test = df_test.reset_index() df_train['emp_title_lab']=enc_train.iloc[:,0] df_test['emp_title_lab']=enc_test.iloc[:,0] df_train = df_train.set_index("ID") df_test =df_test.set_index("ID" )<categorify>
def repl(x): if x < 0: y = 0 else: y= 1 return y bureau_new['CREDIT_ENDDATE_BINARY'] = bureau_new['DAYS_CREDIT_ENDDATE'].apply(lambda x: repl(x)) grp = bureau_new.groupby('SK_ID_CURR')['CREDIT_ENDDATE_BINARY'].mean().reset_index().rename(index=str, columns={'CREDIT_ENDDATE_BINARY': 'CREDIT_ENDDATE_PERCENTAGE'}) bureau_new = bureau_new.merge(grp, on = 'SK_ID_CURR', how = 'left') del grp
Home Credit Default Risk
1,087,344
ce_cal1='emp_title' ce_summary1 = df_train[ce_cal1].value_counts() df_train['emp_title_co'] = df_train[ce_cal1].map(ce_summary1) df_test['emp_title_co'] = df_test[ce_cal1].map(ce_summary1 )<categorify>
num_aggregations = { 'DAYS_CREDIT': ['min', 'max', 'mean', 'var'], 'DAYS_CREDIT_ENDDATE': ['min', 'max', 'mean'], 'DAYS_CREDIT_UPDATE': ['mean'], 'CREDIT_DAY_OVERDUE': ['max', 'mean'], 'AMT_CREDIT_MAX_OVERDUE': ['mean'], 'AMT_CREDIT_SUM': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_DEBT': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_OVERDUE': ['mean'], 'AMT_CREDIT_SUM_LIMIT': ['mean', 'sum'], 'AMT_ANNUITY': ['max', 'mean'], 'CNT_CREDIT_PROLONG': ['sum'], } bureau_agg = bureau_new.groupby('SK_ID_CURR' ).agg({**num_aggregations}) bureau_agg.columns = pd.Index(['BURO_' + e[0] + "_" + e[1].upper() for e in bureau_agg.columns.tolist() ]) bureau_agg.reset_index(inplace=True) bureau_merge = bureau_new.merge(bureau_agg, on = 'SK_ID_CURR', how = 'left') del bureau_agg
Home Credit Default Risk
1,087,344
encoder = OrdinalEncoder() enc_train = encoder.fit_transform(df_train['title'].values) enc_test = encoder.transform(df_test['title'].values) df_train = df_train.reset_index() df_test = df_test.reset_index() df_train['title_la']=enc_train.iloc[:,0] df_test['title_la']=enc_test.iloc[:,0] df_train = df_train.set_index("ID") df_test =df_test.set_index("ID") <categorify>
buro_cat_features = [bcol for bcol in bureau_merge.columns if bureau_merge[bcol].dtype == 'object'] buro = pd.get_dummies(bureau_merge, columns=buro_cat_features) cat_columns = [col for col in bureau_balance.columns if bureau_balance[col].dtype == 'object'] bureau_balance = pd.get_dummies(bureau_balance,cat_columns, dummy_na = True) bb_group = bureau_balance.groupby('SK_ID_BUREAU' ).agg(['min', 'max', 'mean']) bb_group.columns = pd.Index([e[0] + "_" + e[1].upper() for e in bb_group.columns.tolist() ]) bb_group.reset_index(inplace=True) buro = buro.merge(bb_group, on = 'SK_ID_BUREAU', how = 'left') avg_buro = buro.groupby('SK_ID_CURR' ).mean() avg_buro['buro_count'] = buro[['SK_ID_BUREAU', 'SK_ID_CURR']].groupby('SK_ID_CURR' ).count() ['SK_ID_BUREAU'] del avg_buro['SK_ID_BUREAU'], bb_group
Home Credit Default Risk
1,087,344
ce_cal2='title' ce_summary2 = df_train[ce_cal2].value_counts() df_train['title_co'] = df_train[ce_cal2].map(ce_summary2) df_test['title_co'] = df_test[ce_cal2].map(ce_summary2 )<feature_engineering>
cat_columns = [col for col in installments_payments.columns if installments_payments[col].dtype == 'object'] installments_payments = pd.get_dummies(installments_payments,cat_columns, dummy_na = True) installments_payments['AMOUNT_DIFF'] = installments_payments['AMT_INSTALMENT'] - installments_payments['AMT_PAYMENT'] installments_payments['AMOUNT_PERC'] = installments_payments['AMT_PAYMENT']/installments_payments['AMT_INSTALMENT'] installments_payments['DAYS_P'] = installments_payments['DAYS_ENTRY_PAYMENT']-installments_payments['DAYS_INSTALMENT'] installments_payments['DAYS_I'] = installments_payments['DAYS_INSTALMENT']-installments_payments['DAYS_ENTRY_PAYMENT'] aggregations = { 'NUM_INSTALMENT_VERSION': ['nunique'], 'DAYS_P': ['max', 'mean', 'sum'], 'DAYS_I': ['max', 'mean', 'sum'], 'AMOUNT_DIFF': ['max', 'mean', 'sum', 'var'], 'AMOUNT_PERC': ['max', 'mean', 'sum', 'var'], 'AMT_INSTALMENT': ['max', 'mean', 'sum'], 'AMT_PAYMENT': ['min', 'max', 'mean', 'sum'], 'DAYS_ENTRY_PAYMENT': ['max', 'mean', 'sum'] } for cat in cat_columns: aggregations[cat] = ['mean'] installments_payments_agg = installments_payments.groupby('SK_ID_CURR' ).agg(aggregations) installments_payments_agg['INSTAL_COUNT'] = installments_payments.groupby('SK_ID_CURR' ).size() installments_payments_agg.columns = pd.Index(['INSTALL_' + e[0] + "_" + e[1].upper() for e in installments_payments_agg.columns.tolist() ]) installments_payments = installments_payments.merge(installments_payments_agg, how = 'left', on = 'SK_ID_CURR') del installments_payments_agg
Home Credit Default Risk
1,087,344
df_train['NaN']=df_train.isnull().sum(axis=1) df_test['NaN']=df_test.isnull().sum(axis=1) df_train['NaN']=df_train["NaN"].fillna(0) df_test['NaN']=df_test["NaN"].fillna(0) <drop_column>
previous_application['DAYS_FIRST_DRAWING'].replace(365243, np.nan, inplace= True) previous_application['DAYS_FIRST_DUE'].replace(365243, np.nan, inplace= True) previous_application['DAYS_LAST_DUE_1ST_VERSION'].replace(365243, np.nan, inplace= True) previous_application['DAYS_LAST_DUE'].replace(365243, np.nan, inplace= True) previous_application['DAYS_TERMINATION'].replace(365243, np.nan, inplace= True) previous_application['INTEREST_PERC'] =(previous_application['RATE_INTEREST_PRIMARY']/100)*previous_application['AMT_DOWN_PAYMENT'] previous_application['INTEREST_ANN_PERC'] =(previous_application['RATE_INTEREST_PRIMARY']/100)*previous_application['AMT_ANNUITY'] previous_application['INTEREST_CREDIT_PERC'] =(previous_application['RATE_INTEREST_PRIMARY']/100)*previous_application['AMT_CREDIT'] previous_application['FIRST_LAST'] = previous_application['DAYS_FIRST_DUE'] - previous_application['DAYS_LAST_DUE'] previous_application['APPLICATION_ACTUAL_CREDIT'] = previous_application['AMT_APPLICATION']/previous_application['AMT_CREDIT'] num_aggregations = { 'AMT_ANNUITY': ['min', 'max', 'mean'], 'AMT_APPLICATION': ['min', 'max', 'mean'], 'AMT_CREDIT': ['min', 'max', 'mean'], 'INTEREST_CREDIT_PERC': ['min', 'max', 'mean', 'var'], 'AMT_DOWN_PAYMENT': ['min', 'max', 'mean'], 'AMT_GOODS_PRICE': ['min', 'max', 'mean'], 'HOUR_APPR_PROCESS_START': ['min', 'max', 'mean'], 'RATE_DOWN_PAYMENT': ['min', 'max', 'mean'], 'DAYS_DECISION': ['min', 'max', 'mean'], 'CNT_PAYMENT': ['mean', 'sum'], 'FIRST_LAST': ['mean', 'max', 'min'] } prev_agg = previous_application.groupby('SK_ID_CURR' ).agg({**num_aggregations}) prev_agg.columns = pd.Index(['PREV_' + e[0] + "_" + e[1].upper() for e in prev_agg.columns.tolist() ]) previous_application = previous_application.merge(prev_agg, on = 'SK_ID_CURR', how = 'left') del prev_agg
Home Credit Default Risk
1,087,344
df_train=df_train.drop("pub_rec",axis=1) df_test=df_test.drop("pub_rec",axis=1) df_train=df_train.drop("annual_inc",axis=1) df_test=df_test.drop("annual_inc",axis=1) <prepare_x_and_y>
approved = previous_application[previous_application['NAME_CONTRACT_STATUS'] == 'Approved'] approved_agg = approved.groupby('SK_ID_CURR' ).agg(num_aggregations) approved_agg.columns = pd.Index(['APPROVED_' + e[0] + "_" + e[1].upper() for e in approved_agg.columns.tolist() ]) previous_application = previous_application.join(approved_agg, how='left', on='SK_ID_CURR') refused = previous_application[previous_application['NAME_CONTRACT_STATUS'] == 'Refused'] refused_agg = refused.groupby('SK_ID_CURR' ).agg(num_aggregations) refused_agg.columns = pd.Index(['REFUSED_' + e[0] + "_" + e[1].upper() for e in refused_agg.columns.tolist() ]) previous_application = previous_application.join(refused_agg, how='left', on='SK_ID_CURR') previous_application = previous_application.groupby('SK_ID_CURR' ).mean().reset_index(inplace=True)
Home Credit Default Risk
1,087,344
y_train = df_train.loan_condition X_train = df_train.drop(['loan_condition'], axis=1) X_test = df_test <split>
aggregations = { 'MONTHS_BALANCE': ['max', 'mean', 'size'], 'SK_DPD': ['max', 'mean'], 'SK_DPD_DEF': ['max', 'mean'] } POS_CASH_AGG = POS_CASH_balance.groupby('SK_ID_CURR' ).agg(aggregations) POS_CASH_AGG.columns = pd.Index(['POS_CASH_' + e[0] + "_" + e[1].upper() for e in POS_CASH_AGG.columns.tolist() ]) POS_CASH_AGG['COUNT'] = POS_CASH_AGG.groupby('SK_ID_CURR' ).size() cat_columns = [col for col in POS_CASH_balance.columns if POS_CASH_balance[col].dtype == 'object'] POS_CASH_balance = pd.get_dummies(POS_CASH_balance,cat_columns, dummy_na = True) POS_CASH_balance = POS_CASH_balance.merge(POS_CASH_AGG, how = 'left', on = 'SK_ID_CURR') POS_CASH_balance.head() POS_CASH_balance = POS_CASH_balance.groupby('SK_ID_CURR' ).mean().reset_index() del POS_CASH_AGG, POS_CASH_balance['SK_ID_PREV']
Home Credit Default Risk
1,087,344
col='title' target = 'loan_condition' X_temp = pd.concat([X_train, y_train], axis=1) summary = X_temp.groupby([col])[target].mean() enc_test = X_test[col].map(summary) skf = StratifiedKFold(n_splits=5, random_state=71, shuffle=True) enc_train = Series(np.zeros(len(X_train)) , index=X_train.index) for i,(train_ix, val_ix)in enumerate(( skf.split(X_train, y_train))): X_train_, _ = X_temp.iloc[train_ix], y_train.iloc[train_ix] X_val, _ = X_temp.iloc[val_ix], y_train.iloc[val_ix] summary = X_train_.groupby([col])[target].mean() enc_train.iloc[val_ix] = X_val[col].map(summary) X_train['title']=enc_train X_test['title']=enc_test<categorify>
y = data['TARGET'] del data['TARGET'] categorical_features = [col for col in data.columns if data[col].dtype == 'object'] one_hot_df = pd.concat([data,test]) one_hot_df = pd.get_dummies(one_hot_df, columns=categorical_features) data = one_hot_df.iloc[:data.shape[0],:] test = one_hot_df.iloc[data.shape[0]:,] print(data.shape, test.shape )
Home Credit Default Risk
1,087,344
col='emp_title' target = 'loan_condition' X_temp = pd.concat([X_train, y_train], axis=1) summary = X_temp.groupby([col])[target].mean() enc_test = X_test[col].map(summary) skf = StratifiedKFold(n_splits=5, random_state=71, shuffle=True) enc_train = Series(np.zeros(len(X_train)) , index=X_train.index) for i,(train_ix, val_ix)in enumerate(( skf.split(X_train, y_train))): X_train_, _ = X_temp.iloc[train_ix], y_train.iloc[train_ix] X_val, _ = X_temp.iloc[val_ix], y_train.iloc[val_ix] summary = X_train_.groupby([col])[target].mean() enc_train.iloc[val_ix] = X_val[col].map(summary) X_train['emp_title']=enc_train X_test['emp_title']=enc_test<categorify>
data = data.merge(right=avg_buro.reset_index() , how='left', on='SK_ID_CURR') test = test.merge(right=avg_buro.reset_index() , how='left', on='SK_ID_CURR') print(data.shape, test.shape) data = data.merge(right=previous_application.reset_index() , how='left', on='SK_ID_CURR') test = test.merge(right=previous_application.reset_index() , how='left', on='SK_ID_CURR') print(data.shape, test.shape) data = data.merge(right=POS_CASH_balance.reset_index() , how='left', on='SK_ID_CURR') test = test.merge(right=POS_CASH_balance.reset_index() , how='left', on='SK_ID_CURR') print(data.shape, test.shape) data = data.merge(right=installments_payments.reset_index() , how='left', on='SK_ID_CURR') test = test.merge(right=installments_payments.reset_index() , how='left', on='SK_ID_CURR') print(data.shape, test.shape) gc.collect()
Home Credit Default Risk
1,087,344
col='zip_code' target = 'loan_condition' X_temp = pd.concat([X_train, y_train], axis=1) summary = X_temp.groupby([col])[target].mean() enc_test = X_test[col].map(summary) skf = StratifiedKFold(n_splits=5, random_state=71, shuffle=True) enc_train = Series(np.zeros(len(X_train)) , index=X_train.index) for i,(train_ix, val_ix)in enumerate(( skf.split(X_train, y_train))): X_train_, _ = X_temp.iloc[train_ix], y_train.iloc[train_ix] X_val, _ = X_temp.iloc[val_ix], y_train.iloc[val_ix] summary = X_train_.groupby([col])[target].mean() enc_train.iloc[val_ix] = X_val[col].map(summary) X_train['zip_code']=enc_train X_test['zip_code']=enc_test<categorify>
print('Removing features with more than 80% missing...') test = test[test.columns[data.isnull().mean() < 0.80]] data = data[data.columns[data.isnull().mean() < 0.80]] print(data.shape, test.shape )
Home Credit Default Risk
1,087,344
<split><EOS>
gc.enable() folds = KFold(n_splits=4, shuffle=True, random_state=546789) oof_preds = np.zeros(data.shape[0]) sub_preds = np.zeros(test.shape[0]) feature_importance_df = pd.DataFrame() feats = [f for f in data.columns if f not in ['SK_ID_CURR']] for n_fold,(trn_idx, val_idx)in enumerate(folds.split(data)) : trn_x, trn_y = data[feats].iloc[trn_idx], y.iloc[trn_idx] val_x, val_y = data[feats].iloc[val_idx], y.iloc[val_idx] clf = LGBMClassifier( n_estimators=10000, learning_rate=0.03, num_leaves=34, colsample_bytree=0.9, subsample=0.8, max_depth=8, reg_alpha=.1, reg_lambda=.1, min_split_gain=.01, min_child_weight=300, silent=-1, verbose=-1, ) clf.fit(trn_x, trn_y, eval_set= [(trn_x, trn_y),(val_x, val_y)], eval_metric='auc', verbose=100, early_stopping_rounds=100 ) oof_preds[val_idx] = clf.predict_proba(val_x, num_iteration=clf.best_iteration_)[:, 1] sub_preds += clf.predict_proba(test[feats], num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = feats fold_importance_df["importance"] = clf.feature_importances_ fold_importance_df["fold"] = n_fold + 1 feature_importance_df = pd.concat([feature_importance_df, fold_importance_df], axis=0) print('Fold %2d AUC : %.6f' %(n_fold + 1, roc_auc_score(val_y, oof_preds[val_idx]))) del clf, trn_x, trn_y, val_x, val_y gc.collect() print('Full AUC score %.6f' % roc_auc_score(y, oof_preds)) test['TARGET'] = sub_preds test[['SK_ID_CURR', 'TARGET']].to_csv('submission1LGBM.csv', index=False) cols = feature_importance_df[["feature", "importance"]].groupby("feature" ).mean().sort_values( by="importance", ascending=False)[:50].index best_features = feature_importance_df.loc[feature_importance_df.feature.isin(cols)];
Home Credit Default Risk
1,154,375
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<categorify>
from fastai.imports import * from fastai.structured import * from fastai.column_data import * from torch.nn import functional as F from sklearn.metrics import roc_auc_score from sklearn.model_selection import train_test_split
Home Credit Default Risk
1,154,375
col='application_type' target = 'loan_condition' X_temp = pd.concat([X_train, y_train], axis=1) summary = X_temp.groupby([col])[target].mean() enc_test = X_test[col].map(summary) skf = StratifiedKFold(n_splits=5, random_state=71, shuffle=True) enc_train = Series(np.zeros(len(X_train)) , index=X_train.index) for i,(train_ix, val_ix)in enumerate(( skf.split(X_train, y_train))): X_train_, _ = X_temp.iloc[train_ix], y_train.iloc[train_ix] X_val, _ = X_temp.iloc[val_ix], y_train.iloc[val_ix] summary = X_train_.groupby([col])[target].mean() enc_train.iloc[val_ix] = X_val[col].map(summary) X_train['application_type_ta']=enc_train X_test['application_type_ta']=enc_test <count_missing_values>
df_train = pd.read_feather('.. /input/home-credit-data-processing-for-neural-networks/tables_merged_train') df_test = pd.read_feather('.. /input/home-credit-data-processing-for-neural-networks/tables_merged_test' )
Home Credit Default Risk
1,154,375
X_train['Yaxis'].isnull().sum()<categorify>
df_train.dtypes.value_counts()
Home Credit Default Risk
1,154,375
X_train['Yaxis']=X_train['Yaxis'].replace([np.inf, -np.inf,np.nan], -9999) X_test['Yaxis']=X_test['Yaxis'].replace([np.inf, -np.inf,np.nan], -9999) X_train['Yaxis'].astype(str) X_test['Yaxis'].astype(str) col='Yaxis' target = 'loan_condition' X_temp = pd.concat([X_train, y_train], axis=1) summary = X_temp.groupby([col])[target].mean() enc_test = X_test[col].map(summary) skf = StratifiedKFold(n_splits=5, random_state=71, shuffle=True) enc_train = Series(np.zeros(len(X_train)) , index=X_train.index) for i,(train_ix, val_ix)in enumerate(( skf.split(X_train, y_train))): X_train_, _ = X_temp.iloc[train_ix], y_train.iloc[train_ix] X_val, _ = X_temp.iloc[val_ix], y_train.iloc[val_ix] summary = X_train_.groupby([col])[target].mean() enc_train.iloc[val_ix] = X_val[col].map(summary) X_train['Yaxis_ta']=enc_train X_test['Yaxis_ta']=enc_test X_train['Yaxis'].astype(int) X_test['Yaxis'].astype(int )<data_type_conversions>
cat_vars = [col for col in df_train if df_train[col].dtype.name != 'float64' and df_train[col].dtype.name != 'float32' and len(df_train[col].unique())< 150] cat_vars.remove('TARGET' )
Home Credit Default Risk
1,154,375
X_train=X_train.replace([np.inf, -np.inf,np.nan], -9999) X_test=X_test.replace([np.inf, -np.inf,np.nan], -9999) <split>
cat_sz = [(c, len(df_train[c].unique())+1)for c in cat_vars]
Home Credit Default Risk
1,154,375
scores = [] y_pred_test=np.zeros(len(X_test)) df = pd.DataFrame(index=[], columns=[]) df['feature']=X_train.columns n=10 for i in range(n): X_train_,X_val,y_train_,y_val=train_test_split(X_train,y_train,test_size=0.3,random_state=i*10) clf = LGBMClassifier(boosting_type='gbdt', class_weight=None, colsample_bytree=1, importance_type='split', learning_rate=0.05, max_depth=-1, min_child_samples=20, min_child_weight=0.001, min_split_gain=0.0, n_estimators=100, n_jobs=-1, num_leaves=50, objective=None, random_state=None, reg_alpha=0.0, reg_lambda=0.0, silent=True, subsample=1.0, subsample_for_bin=200000, subsample_freq=0) clf.fit(X_train_, y_train_, early_stopping_rounds=200, eval_metric='auc', eval_set=[(X_val, y_val)]) y_pred = clf.predict_proba(X_val)[:,1] score = roc_auc_score(y_val, y_pred) scores.append(score) df[i]=Series(clf.booster_.feature_importance(importance_type='gain')) y_pred_test+=clf.predict_proba(X_test)[:,1] df['ave']=df.mean(axis=1) df['std']=df.std(axis=1) df=df.sort_values('ave',ascending=False) ykai=y_pred_test/n <train_model>
y = np.array(df_train['TARGET']) df_train.drop('TARGET', axis = 1, inplace=True) df_to_nn_train, df_to_nn_valid, y_train, y_valid = train_test_split(df_train, y, test_size=0.33, random_state=23, stratify = y )
Home Credit Default Risk
1,154,375
scores_xg=[] y_pred_test_xg=np.zeros(len(X_test)) df_xg = pd.DataFrame(index=[], columns=[]) df_xg['feature']=X_train.columns n=10 for i in range(n): X_train_,X_val,y_train_,y_val=train_test_split(X_train,y_train,test_size=0.3,random_state=i*10) xg=xgb.XGBClassifier() xg.fit(X_train_, y_train_,early_stopping_rounds=100, eval_metric='auc', eval_set=[(X_val, y_val)]) y_pred_xg = xg.predict_proba(X_val)[:,1] score_xg = roc_auc_score(y_val, y_pred_xg) print(score_xg) scores_xg.append(score_xg) y_pred_test_xg+=xg.predict_proba(X_test)[:,1] ykai_xg=y_pred_test_xg/n <train_model>
def preprocess_fast_ai(df_to_nn_train, df_to_nn_valid, cat_vars): for v in cat_vars: df_to_nn_train[v] = df_to_nn_train[v].astype('category' ).cat.as_ordered() apply_cats(df_to_nn_valid, df_to_nn_train) df, _, nas, mapper = proc_df(df_to_nn_train, do_scale=True, skip_flds=['SK_ID_CURR']) df_valid, _, nas, mapper = proc_df(df_to_nn_valid, do_scale=True, na_dict=nas, mapper=mapper, skip_flds=['SK_ID_CURR']) return df, df_valid
Home Credit Default Risk
1,154,375
scores_cb = [] y_pred_test_cb=np.zeros(len(X_test)) df_cb = pd.DataFrame(index=[], columns=[]) df_cb['feature']=X_train.columns n=10 for i in range(n): X_train_,X_val,y_train_,y_val=train_test_split(X_train,y_train,test_size=0.3,random_state=i*10) cb = catboost.CatBoostClassifier(eval_metric='AUC') cb.fit(X_train_, y_train_, early_stopping_rounds=200,eval_set=[(X_val, y_val)]) y_pred_cb = cb.predict_proba(X_val)[:,1] y_pred_test_cb+=cb.predict_proba(X_test)[:,1] ykai_cb=y_pred_test_cb/n<find_best_model_class>
%time df, df_valid = preprocess_fast_ai(df_to_nn_train, df_to_nn_valid, cat_vars )
Home Credit Default Risk
1,154,375
<define_variables>
emb_szs = [(c, min(50,(c+1)//2)) for _,c in cat_sz]
Home Credit Default Risk
1,154,375
y_pred=(ykai+ykai_xg+ykai_cb)/3 <save_to_csv>
md = ColumnarModelData.from_data_frames('', trn_df = df, val_df = df_valid, trn_y = y_train.astype('int'), val_y = y_valid.astype('int'), cat_flds=cat_vars, bs=512, is_reg= False )
Home Credit Default Risk
1,154,375
submission = pd.read_csv('.. /input/homework-for-students3/sample_submission.csv', index_col=0) submission.loan_condition = y_pred submission.to_csv('submission.csv' )<load_from_csv>
class MixedInputModel(nn.Module): def __init__(self, emb_szs, n_cont, emb_drop, out_sz, szs, drops, y_range=None, use_bn=False, is_reg=True, is_multi=False): super().__init__() self.embs = nn.ModuleList([nn.Embedding(c, s)for c,s in emb_szs]) for emb in self.embs: emb_init(emb) n_emb = sum(e.embedding_dim for e in self.embs) self.n_emb, self.n_cont= n_emb, n_cont szs = [n_emb + n_cont] + szs self.lins = nn.ModuleList([ nn.Linear(szs[i], szs[i+1])for i in range(len(szs)-1)]) self.bns = nn.ModuleList([ nn.BatchNorm1d(sz)for sz in szs[1:]]) for o in self.lins: kaiming_normal(o.weight.data) self.outp = nn.Linear(szs[-1], out_sz) kaiming_normal(self.outp.weight.data) self.emb_drop = nn.Dropout(emb_drop) self.drops = nn.ModuleList([nn.Dropout(drop)for drop in drops]) self.bn = nn.BatchNorm1d(n_cont) self.use_bn,self.y_range = use_bn,y_range self.is_reg = is_reg self.is_multi = is_multi def forward(self, x_cat, x_cont): x = [] for i,e in enumerate(self.embs): x.append(e(x_cat[:,i])) x = torch.cat(x, 1) x = self.emb_drop(x) x2 = self.bn(x_cont) x = torch.cat([x, x2], 1) for l,d,b in zip(self.lins, self.drops, self.bns): x = F.relu(l(x)) if self.use_bn: x = b(x) x = d(x) x = self.outp(x) x = F.log_softmax(x) return x
Home Credit Default Risk
1,154,375
df_train = pd.read_csv('.. /input/train.csv') df_valid = pd.read_csv('.. /input/valid.csv') df_sample_submission = pd.read_csv('.. /input/sample_submission.csv' )<drop_column>
m = MixedInputModel(emb_szs, n_cont = len(df.columns)-len(cat_vars), emb_drop = 0.05, out_sz = 2, szs = [500, 250, 250], drops = [0.1, 0.1, 0.1], y_range = None, use_bn = False, is_reg = False, is_multi = False) bm = BasicModel(m.cuda() , 'binary_classifier' )
Home Credit Default Risk
1,154,375
df_train.drop(['article_link'], axis=1) df_valid.drop(['article_link'], axis=1 )<import_modules>
class StructuredLearner(Learner): def __init__(self, data, models, **kwargs): super().__init__(data, models, **kwargs) self.crit = F.nll_loss learn = StructuredLearner(md, bm )
Home Credit Default Risk
1,154,375
from sklearn.feature_extraction.text import TfidfVectorizer<feature_engineering>
learn.lr_find(1e-4, 1) learn.sched.plot(100 )
Home Credit Default Risk
1,154,375
TfidfVec = TfidfVectorizer()<create_dataframe>
lr = 1e-1 learn.fit(lr, 3, metrics=[roc_auc_own] )
Home Credit Default Risk
1,154,375
all_headlines = pd.DataFrame() all_headlines = pd.concat([df_train, df_valid] )<feature_engineering>
logpreds = learn.predict() preds = np.exp(logpreds[:,1] )
Home Credit Default Risk
1,154,375
Tfidf_vectorized_data = TfidfVec.fit_transform(all_headlines.headline )<split>
print(classification_report(y_valid, preds_binary, target_names= ['0', '1']))
Home Credit Default Risk
1,154,375
df_train_vec = Tfidf_vectorized_data[:18696] df_valid_vec = Tfidf_vectorized_data[18696:]<prepare_x_and_y>
class ColumnarDataset(Dataset): def __init__(self, cats, conts, y, is_reg, is_multi): n = len(cats[0])if cats else len(conts[0]) self.cats = np.stack(cats, 1 ).astype(np.int64)if cats else np.zeros(( n,1)) self.conts = np.stack(conts, 1 ).astype(np.float32)if conts else np.zeros(( n,1)) self.y = np.zeros(( n,1)) if y is None else y if is_reg: self.y = self.y[:,None] self.is_reg = is_reg self.is_multi = is_multi def __len__(self): return len(self.y) def __getitem__(self, idx): return [self.cats[idx], self.conts[idx], self.y[idx]] @classmethod def from_data_frames(cls, df_cat, df_cont, y=None, is_reg=True, is_multi=False): cat_cols = [c.values for n,c in df_cat.items() ] cont_cols = [c.values for n,c in df_cont.items() ] return cls(cat_cols, cont_cols, y, is_reg, is_multi) @classmethod def from_data_frame(cls, df, cat_flds, y=None, is_reg=False, is_multi=False): return cls.from_data_frames(df[cat_flds], df.drop(cat_flds, axis=1), y, is_reg, is_multi) class ColumnarModelData(ModelData): def __init__(self, path, trn_ds, val_ds, bs, test_ds=None, shuffle=True): test_dl = DataLoader(test_ds, bs, shuffle=False, num_workers=1)if test_ds is not None else None super().__init__(path, DataLoader(trn_ds, bs, shuffle=shuffle, num_workers=1), DataLoader(val_ds, bs*2, shuffle=False, num_workers=1), test_dl) @classmethod def from_data_frames(cls, path, trn_df, trn_y, cat_flds, bs, val_df = None, val_y = None, is_reg = False, is_multi = False, test_df=None): trn_ds = ColumnarDataset.from_data_frame(trn_df, cat_flds, trn_y, is_reg, is_multi) val_ds = ColumnarDataset.from_data_frame(val_df, cat_flds, val_y, is_reg, is_multi)if val_df is not None else None test_ds = ColumnarDataset.from_data_frame(test_df, cat_flds, None, is_reg, is_multi)if test_df is not None else None return cls(path, trn_ds, val_ds, bs, test_ds=test_ds) @classmethod def from_data_frame(cls, path, val_idxs, df, y, cat_flds, bs, is_reg=True, is_multi=False, test_df=None): (( val_df, trn_df),(val_y, trn_y)) = split_by_idx(val_idxs, df, y) return cls.from_data_frames(path, trn_df, val_df, trn_y, val_y, cat_flds, bs, is_reg, is_multi, test_df=test_df )
Home Credit Default Risk
1,154,375
y_train = df_train.is_sarcastic<import_modules>
train_ids = df_train['SK_ID_CURR'] test_ids = df_test['SK_ID_CURR'] %time train_df, test_df = preprocess_fast_ai(df_train, df_test, cat_vars )
Home Credit Default Risk
1,154,375
from sklearn.linear_model import SGDClassifier from sklearn.model_selection import train_test_split from sklearn.metrics import roc_auc_score<split>
ros = RandomOverSampler() df_resampled, y_resampled = ros.fit_sample(df, y_train) df_resampled = pd.DataFrame(df_resampled, columns = df.columns) y_valid.mean() , y_resampled.mean()
Home Credit Default Risk
1,154,375
df_train_1, df_train_2 = train_test_split(df_train_vec, test_size=0.1) df_y_1, df_y_2 = train_test_split(y_train, test_size=0.1 )<choose_model_class>
md = ColumnarModelData.from_data_frames('', trn_df = df_resampled, val_df = df_valid, trn_y = y_resampled.astype('int'), val_y = y_valid.astype('int'), cat_flds=cat_vars, bs=1024, is_reg = False, test_df = test_df) class StructuredLearner(Learner): def __init__(self, data, models, **kwargs): super().__init__(data, models, **kwargs) self.crit = F.nll_loss m = MixedInputModel(emb_szs, n_cont = len(df.columns)-len(cat_vars), emb_drop = 0.4, out_sz = 2, szs = [1000, 500], drops = [0.6, 0.6],y_range = None, use_bn = False, is_reg = False) bm = BasicModel(m.cuda() , 'binary_classifier') learn = StructuredLearner(md, bm )
Home Credit Default Risk
1,154,375
model = SGDClassifier(n_jobs=-1, loss='hinge', random_state=42 )<predict_on_test>
learn.lr_find(1e-2, 2) learn.sched.plot(100 )
Home Credit Default Risk
1,154,375
pred = model.predict(df_valid_vec )<save_to_csv>
lr = 0.1 learn.fit(lr, 3, metrics=[roc_auc_own] )
Home Credit Default Risk
1,154,375
my_submission=pd.DataFrame({'ID': df_valid['ID'], 'is_sarcastic': pred}) my_submission.to_csv('fepas_submission_3.csv',index=False )<set_options>
learn.fit(lr, 2, metrics=[roc_auc_own], cycle_len=1, cycle_mult=2 )
Home Credit Default Risk
1,154,375
%matplotlib inline print(tf.config.experimental.list_physical_devices('CPU')) print(tf.config.experimental.list_physical_devices('GPU')) print(tf.__version__ )<load_from_csv>
print(classification_report(y_valid, preds_binary, target_names= ['0', '1'])) false_positive_rate, true_positive_rate, threshold = roc_curve(y_valid, preds_valid )
Home Credit Default Risk
1,154,375
train_data = pd.read_csv('.. /input/bird-or-aircraft-dafe-open/train_x.csv', index_col=0, header=None) train_labels = pd.read_csv('.. /input/bird-or-aircraft-dafe-open/train_y.csv', index_col=0) test_data = pd.read_csv('.. /input/bird-or-aircraft-dafe-open/test_x.csv', index_col=0, header=None )<count_values>
logpreds = learn.predict(True) preds = np.exp(logpreds[:,1]) submission = pd.DataFrame({'SK_ID_CURR': df_test['SK_ID_CURR'], 'TARGET': preds}) submission.to_csv('submission.csv', index=False, float_format='%.8f' )
Home Credit Default Risk
1,154,375
train_labels['target'].value_counts()<data_type_conversions>
m=learn.model m.cuda()
Home Credit Default Risk
1,154,375
train_data = train_data.to_numpy() test_data = test_data.to_numpy() train_labels = train_labels.to_numpy()<train_model>
def get_embeddings(embs, dataframe, ids, cat_vars): embeddings = np.concatenate([to_np(embs[i](V(dataframe[cat_vars[i]])))for i in range(len(embs)) ], axis = 1) embedding_columns = ["embedding_"+str(i)for i in range(embeddings.shape[1])] embedding_df = pd.DataFrame(embeddings, columns=embedding_columns) embedding_df = pd.concat([embedding_df, ids], axis = 1) return embedding_df
Home Credit Default Risk
1,154,375
<choose_model_class><EOS>
train_embeddings = get_embeddings(m.embs, train_df, train_ids, cat_vars) test_embeddings = get_embeddings(m.embs, test_df, test_ids, cat_vars) train_embeddings.to_csv('train_embeddings.csv', index=False) test_embeddings.to_csv('test_embeddings.csv', index=False )
Home Credit Default Risk
9,067,638
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<train_model>
warnings.filterwarnings("ignore", category=DeprecationWarning) warnings.filterwarnings("ignore", category=FutureWarning) warnings.filterwarnings("ignore", category=UserWarning )
Home Credit Default Risk
9,067,638
kf = KFold(n_splits=5, shuffle=True, random_state=42) epochs_num = 150 all_loss = [] all_accuracy = [] i = 0 for train_index, val_index in kf.split(train_data): i += 1 print('Processing fold X_train = train_data[train_index] y_train = train_labels[train_index] X_val = train_data[val_index] y_val = train_labels[val_index] model = build_model() history = model.fit(X_train, y_train, epochs=epochs_num, batch_size=128, validation_data=(X_val, y_val), verbose=0) loss_history = history.history['val_loss'] all_loss.append(loss_history) accuracy_history = history.history['val_accuracy'] all_accuracy.append(accuracy_history )<train_model>
print(' '.join([''.join([(' I_Love_Data_Science_'[(x-y)% len('I_Love_Data_Science_')] if(( x*0.05)**2+(y*0.1)**2-1)**3-(x*0.05)**2*(y*0.1)**3 <= 0 else ' ')for x in range(-30, 30)])for y in range(15, -15, -1)]))
Home Credit Default Risk
9,067,638
epochs_num = 75 X_train = train_data y_train = train_labels model = build_model() model.fit(X_train, y_train, epochs=epochs_num, batch_size=128, verbose=0);<train_model>
def application_train() : df = pd.read_csv('.. /input/home-credit-default-risk/application_train.csv') test_df = pd.read_csv('.. /input/home-credit-default-risk/application_test.csv') df = df.append(test_df ).reset_index() df = df[df['CODE_GENDER'] != 'XNA'] lbe = LabelEncoder() for col in ['CODE_GENDER', 'FLAG_OWN_CAR', 'FLAG_OWN_REALTY']: df[col] = lbe.fit_transform(df[col]) df = pd.get_dummies(df, dummy_na = True) df['DAYS_EMPLOYED'].replace(365243, np.nan, inplace = True) df['NEW_DAYS_EMPLOYED_PERC'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] df['NEW_INCOME_CREDIT_PERC'] = df['AMT_INCOME_TOTAL'] / df['AMT_CREDIT'] df['NEW_INCOME_PER_PERSON'] = df['AMT_INCOME_TOTAL'] / df['CNT_FAM_MEMBERS'] df['NEW_ANNUITY_INCOME_PERC'] = df['AMT_ANNUITY'] / df['AMT_INCOME_TOTAL'] df['NEW_PAYMENT_RATE'] = df['AMT_ANNUITY'] / df['AMT_CREDIT'] df.drop("index", axis = 1, inplace = True) df.columns = pd.Index(["APP_" + col for col in df.columns.tolist() ]) df.rename(columns={"APP_SK_ID_CURR":"SK_ID_CURR"}, inplace = True) df.rename(columns={"APP_TARGET":"TARGET"}, inplace = True) return df
Home Credit Default Risk
9,067,638
X_test = test_data / 255 X_test = X_test.reshape(test_data.shape[0], 32, 32, 3 )<predict_on_test>
def bureau_bb() : bb = pd.read_csv('.. /input/home-credit-default-risk/bureau_balance.csv') bb = pd.get_dummies(bb, dummy_na = True) agg_list = {"MONTHS_BALANCE":"count", "STATUS_0":["sum","mean"], "STATUS_1":["sum"], "STATUS_2":["sum"], "STATUS_3":["sum"], "STATUS_4":["sum"], "STATUS_5":["sum"], "STATUS_C":["sum","mean"], "STATUS_X":["sum","mean"] } bb_agg = bb.groupby("SK_ID_BUREAU" ).agg(agg_list) bb_agg.columns = pd.Index([col[0] + "_" + col[1].upper() for col in bb_agg.columns.tolist() ]) bb_agg['NEW_STATUS_SCORE'] = bb_agg['STATUS_1_SUM'] + bb_agg['STATUS_2_SUM']^2 + bb_agg['STATUS_3_SUM']^3 + bb_agg['STATUS_4_SUM']^4 + bb_agg['STATUS_5_SUM']^5 bb_agg.drop(['STATUS_1_SUM','STATUS_2_SUM','STATUS_3_SUM','STATUS_4_SUM','STATUS_5_SUM'], axis=1,inplace=True) bureau = pd.read_csv('.. /input/home-credit-default-risk/bureau.csv') bureau_and_bb = bureau.join(bb_agg, how='left', on='SK_ID_BUREAU') bureau_and_bb['CREDIT_TYPE'] = bureau_and_bb['CREDIT_TYPE'].replace(['Car loan', 'Mortgage', 'Microloan', 'Loan for business development', 'Another type of loan', 'Unknown type of loan', 'Loan for working capital replenishment', "Loan for purchase of shares(margin lending)", 'Cash loan(non-earmarked)', 'Real estate loan', "Loan for the purchase of equipment", "Interbank credit", "Mobile operator loan"], 'Rare') bureau_and_bb['CREDIT_ACTIVE'] = bureau_and_bb['CREDIT_ACTIVE'].replace(['Bad debt','Sold'], 'Active') bureau_and_bb = pd.get_dummies(bureau_and_bb, columns = ["CREDIT_TYPE","CREDIT_ACTIVE"]) bureau_and_bb.drop(["SK_ID_BUREAU","CREDIT_CURRENCY"], inplace = True, axis = 1) bureau_and_bb["NEW_MONTHS_CREDIT"]= round(( bureau_and_bb.DAYS_CREDIT_ENDDATE - bureau_and_bb.DAYS_CREDIT)/30) agg_list = { "SK_ID_CURR":["count"], "DAYS_CREDIT":["min","max"], "CREDIT_DAY_OVERDUE":["sum","mean","max"], "DAYS_CREDIT_ENDDATE":["max","min"], "DAYS_ENDDATE_FACT":["max","min"], "AMT_CREDIT_MAX_OVERDUE":["mean","max","min"], "CNT_CREDIT_PROLONG":["sum","mean","max","min"], "AMT_CREDIT_SUM":["mean","max","min"], "AMT_CREDIT_SUM_DEBT":["sum","mean","max"], "AMT_CREDIT_SUM_LIMIT":["sum","mean","max"], 'AMT_CREDIT_SUM_OVERDUE':["sum","mean","max"], 'DAYS_CREDIT_UPDATE':["max","min"], 'AMT_ANNUITY':["sum","mean"], 'MONTHS_BALANCE_COUNT':["sum"], 'STATUS_0_SUM':["sum"], 'STATUS_0_MEAN':["mean"], 'STATUS_C_SUM':["sum"], 'STATUS_C_MEAN':["mean"], 'CREDIT_ACTIVE_Active':["sum","mean"], 'CREDIT_ACTIVE_Closed':["sum","mean"], 'CREDIT_TYPE_Rare':["sum","mean"], 'CREDIT_TYPE_Consumer credit':["sum","mean"], 'CREDIT_TYPE_Credit card':["sum","mean"], "NEW_MONTHS_CREDIT":["count","sum","mean","max","min"]} bureau_and_bb_agg = bureau_and_bb.groupby("SK_ID_CURR" ).agg(agg_list ).reset_index() bureau_and_bb_agg.columns = pd.Index(["BB_" + col[0] + "_" + col[1].upper() for col in bureau_and_bb_agg.columns.tolist() ]) bureau_and_bb_agg["BB_NEW_AMT_CREDIT_SUM_RANGE"] = bureau_and_bb_agg["BB_AMT_CREDIT_SUM_MAX"] - bureau_and_bb_agg["BB_AMT_CREDIT_SUM_MIN"] bureau_and_bb_agg["BB_NEW_DAYS_CREDIT_RANGE"]= round(( bureau_and_bb_agg["BB_DAYS_CREDIT_MAX"] - bureau_and_bb_agg["BB_DAYS_CREDIT_MIN"])/(30 * bureau_and_bb_agg["BB_SK_ID_CURR_COUNT"])) agg_list = { 'DAYS_CREDIT': ['min', 'max', 'mean', 'var'], 'DAYS_CREDIT_ENDDATE': ['min', 'max', 'mean'], 'DAYS_CREDIT_UPDATE': ['mean'], 'CREDIT_DAY_OVERDUE': ['max', 'mean'], 'AMT_CREDIT_MAX_OVERDUE': ['mean'], 'AMT_CREDIT_SUM': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_DEBT': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_OVERDUE': ['mean'], 'AMT_CREDIT_SUM_LIMIT': ['mean', 'sum'], 'AMT_ANNUITY': ['max', 'mean'], 'CNT_CREDIT_PROLONG': ['sum'] } active = bureau_and_bb[bureau_and_bb['CREDIT_ACTIVE_Active'] == 1] active_agg = active.groupby('SK_ID_CURR' ).agg(agg_list) active_agg.columns = pd.Index(['BB_NEW_ACTIVE_' + e[0] + "_" + e[1].upper() for e in active_agg.columns.tolist() ]) bureau_and_bb_agg.rename(columns = {'BB_SK_ID_CURR_': 'SK_ID_CURR'}, inplace = True) bureau_and_bb_agg = bureau_and_bb_agg.join(active_agg, how='left', on='SK_ID_CURR') closed = bureau_and_bb[bureau_and_bb['CREDIT_ACTIVE_Closed'] == 1] closed_agg = closed.groupby('SK_ID_CURR' ).agg(agg_list) closed_agg.columns = pd.Index(['BB_NEW_CLOSED_' + e[0] + "_" + e[1].upper() for e in closed_agg.columns.tolist() ]) bureau_and_bb_agg = bureau_and_bb_agg.join(closed_agg, how='left', on='SK_ID_CURR') return bureau_and_bb_agg
Home Credit Default Risk
9,067,638
y_pred = model.predict(X_test) y_pred[:10]<create_dataframe>
def installments_payments() : ins = pd.read_csv('.. /input/home-credit-default-risk/installments_payments.csv') ins['NEW_DAYS_PAID_EARLIER'] = ins['DAYS_INSTALMENT']-ins['DAYS_ENTRY_PAYMENT'] ins['NEW_NUM_PAID_LATER'] = ins['NEW_DAYS_PAID_EARLIER'].map(lambda x: 1 if x<0 else 0) agg_list = {'NUM_INSTALMENT_VERSION':['nunique'], 'NUM_INSTALMENT_NUMBER':'max', 'DAYS_INSTALMENT':['min','max'], 'DAYS_ENTRY_PAYMENT':['min','max'], 'AMT_INSTALMENT':['min','max','sum','mean'], 'AMT_PAYMENT':['min','max','sum','mean'], 'NEW_DAYS_PAID_EARLIER':'mean', 'NEW_NUM_PAID_LATER':'sum'} ins_agg = ins.groupby('SK_ID_PREV' ).agg(agg_list) ins_agg.columns = pd.Index(["INS_" + e[0] + '_' + e[1].upper() for e in ins_agg.columns.tolist() ]) ins_agg.drop(['INS_DAYS_INSTALMENT_MIN', 'INS_DAYS_INSTALMENT_MAX', 'INS_DAYS_ENTRY_PAYMENT_MIN', 'INS_DAYS_ENTRY_PAYMENT_MAX'],axis=1,inplace=True) ins_agg['INS_NEW_PAYMENT_PERC'] = ins_agg['INS_AMT_PAYMENT_SUM'] / ins_agg['INS_AMT_INSTALMENT_SUM'] ins_agg['INS_NEW_PAYMENT_DIFF'] = ins_agg['INS_AMT_INSTALMENT_SUM'] - ins_agg['INS_AMT_PAYMENT_SUM'] agg_list_previous_application = {} for col in ins_agg.columns: agg_list_previous_application[col] = ['mean',"min","max","sum"] ins_agg.reset_index(inplace = True) return agg_list_previous_application, ins_agg
Home Credit Default Risk
9,067,638
submission = pd.DataFrame({'id': range(test_data.shape[0]), 'target':(y_pred >= 0.5 ).astype('int' ).flatten() } )<save_to_csv>
def pos_cash_balance(agg_list_previous_application): pos = pd.read_csv('.. /input/home-credit-default-risk/POS_CASH_balance.csv') pos = pd.get_dummies(pos, columns=['NAME_CONTRACT_STATUS'], dummy_na = True) agg_list = {'MONTHS_BALANCE':['min','max'], 'CNT_INSTALMENT':['min','max'], 'CNT_INSTALMENT_FUTURE':['min','max'], 'SK_DPD':['max','mean'], 'SK_DPD_DEF':['max','mean'], 'NAME_CONTRACT_STATUS_Active':'sum', 'NAME_CONTRACT_STATUS_Amortized debt':'sum', 'NAME_CONTRACT_STATUS_Approved':'sum', 'NAME_CONTRACT_STATUS_Canceled':'sum', 'NAME_CONTRACT_STATUS_Completed':'sum', 'NAME_CONTRACT_STATUS_Demand':'sum', 'NAME_CONTRACT_STATUS_Returned to the store':'sum', 'NAME_CONTRACT_STATUS_Signed':'sum', 'NAME_CONTRACT_STATUS_XNA':'sum', 'NAME_CONTRACT_STATUS_nan':'sum' } pos_agg = pos.groupby('SK_ID_PREV' ).agg(agg_list) pos_agg.columns= pd.Index(["POS_" + e[0] + '_' + e[1].upper() for e in pos_agg.columns.tolist() ]) pos_agg['POS_NEW_IS_CREDIT_NOT_COMPLETED_ON_TIME']=(pos_agg['POS_CNT_INSTALMENT_FUTURE_MIN']==0)&(pos_agg['POS_NAME_CONTRACT_STATUS_Completed_SUM']==0) pos_agg['POS_NEW_IS_CREDIT_NOT_COMPLETED_ON_TIME']=pos_agg['POS_NEW_IS_CREDIT_NOT_COMPLETED_ON_TIME'].astype(int) pos_agg.drop(['POS_NAME_CONTRACT_STATUS_Approved_SUM', 'POS_NAME_CONTRACT_STATUS_Amortized debt_SUM', 'POS_NAME_CONTRACT_STATUS_Canceled_SUM', 'POS_NAME_CONTRACT_STATUS_Returned to the store_SUM', 'POS_NAME_CONTRACT_STATUS_Signed_SUM', 'POS_NAME_CONTRACT_STATUS_XNA_SUM', 'POS_NAME_CONTRACT_STATUS_nan_SUM'],axis=1,inplace=True) for col in pos_agg.columns: agg_list_previous_application[col] = ['mean',"min","max","sum"] pos_agg.reset_index(inplace = True) return agg_list_previous_application, pos_agg
Home Credit Default Risk
9,067,638
submission.to_csv('submission.csv', index=False )<save_to_csv>
def credit_card_balance() : CCB = pd.read_csv('.. /input/home-credit-default-risk/credit_card_balance.csv') CCB = pd.get_dummies(CCB, columns= ['NAME_CONTRACT_STATUS']) dropthis = ['NAME_CONTRACT_STATUS_Approved', 'NAME_CONTRACT_STATUS_Demand', 'NAME_CONTRACT_STATUS_Refused', 'NAME_CONTRACT_STATUS_Sent proposal', 'NAME_CONTRACT_STATUS_Signed' ] CCB = CCB.drop(dropthis, axis=1) grp = CCB.groupby(by = ['SK_ID_CURR'])['SK_ID_PREV'].nunique().reset_index().rename(index = str, columns = {'SK_ID_PREV': 'NUMBER_OF_LOANS_PER_CUSTOMER'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') grp = CCB.groupby(by = ['SK_ID_CURR', 'SK_ID_PREV'])['CNT_INSTALMENT_MATURE_CUM'].max().reset_index().rename(index = str, columns = {'CNT_INSTALMENT_MATURE_CUM': 'NUMBER_OF_INSTALMENTS'}) grp1 = grp.groupby(by = ['SK_ID_CURR'])['NUMBER_OF_INSTALMENTS'].sum().reset_index().rename(index = str, columns = {'NUMBER_OF_INSTALMENTS': 'TOTAL_INSTALMENTS_OF_ALL_LOANS'}) CCB = CCB.merge(grp1, on = ['SK_ID_CURR'], how = 'left') CCB['INSTALLMENTS_PER_LOAN'] =(CCB['TOTAL_INSTALMENTS_OF_ALL_LOANS']/CCB['NUMBER_OF_LOANS_PER_CUSTOMER'] ).astype('uint32') def geciken_gun_hesapla(DPD): x = DPD.tolist() c = 0 for i,j in enumerate(x): if j != 0: c += 1 return c grp = CCB.groupby(by = ['SK_ID_CURR', 'SK_ID_PREV'] ).apply(lambda x: geciken_gun_hesapla(x.SK_DPD)).reset_index().rename(index = str, columns = {0: 'NUMBER_OF_DPD'}) grp1 = grp.groupby(by = ['SK_ID_CURR'])['NUMBER_OF_DPD'].mean().reset_index().rename(index = str, columns = {'NUMBER_OF_DPD' : 'DPD_COUNT'}) CCB = CCB.merge(grp1, on = ['SK_ID_CURR'], how = 'left') def f(min_pay, total_pay): M = min_pay.tolist() T = total_pay.tolist() P = len(M) c = 0 for i in range(len(M)) : if T[i] < M[i]: c += 1 return(100*c)/P grp = CCB.groupby(by = ['SK_ID_CURR'] ).apply(lambda x: f(x.AMT_INST_MIN_REGULARITY, x.AMT_PAYMENT_CURRENT)).reset_index().rename(index = str, columns = { 0 : 'PERCENTAGE_MIN_MISSED_PAYMENTS'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') grp = CCB.groupby(by = ['SK_ID_CURR'])['AMT_DRAWINGS_ATM_CURRENT'].sum().reset_index().rename(index = str, columns = {'AMT_DRAWINGS_ATM_CURRENT' : 'DRAWINGS_ATM'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') grp = CCB.groupby(by = ['SK_ID_CURR'])['AMT_DRAWINGS_CURRENT'].sum().reset_index().rename(index = str, columns = {'AMT_DRAWINGS_CURRENT' : 'DRAWINGS_TOTAL'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') CCB['CASH_CARD_RATIO1'] =(CCB['DRAWINGS_ATM']/CCB['DRAWINGS_TOTAL'])*100 del CCB['DRAWINGS_ATM'] del CCB['DRAWINGS_TOTAL'] grp = CCB.groupby(by = ['SK_ID_CURR'])['CASH_CARD_RATIO1'].mean().reset_index().rename(index = str, columns ={ 'CASH_CARD_RATIO1' : 'CASH_CARD_RATIO'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') grp = CCB.groupby(by = ['SK_ID_CURR'])['AMT_DRAWINGS_CURRENT'].sum().reset_index().rename(index = str, columns = {'AMT_DRAWINGS_CURRENT' : 'TOTAL_DRAWINGS'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') grp = CCB.groupby(by = ['SK_ID_CURR'])['CNT_DRAWINGS_CURRENT'].sum().reset_index().rename(index = str, columns = {'CNT_DRAWINGS_CURRENT' : 'NUMBER_OF_DRAWINGS'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') CCB['DRAWINGS_RATIO1'] =(CCB['TOTAL_DRAWINGS']/CCB['NUMBER_OF_DRAWINGS'])*100 del CCB['TOTAL_DRAWINGS'] del CCB['NUMBER_OF_DRAWINGS'] grp = CCB.groupby(by = ['SK_ID_CURR'])['DRAWINGS_RATIO1'].mean().reset_index().rename(index = str, columns ={ 'DRAWINGS_RATIO1' : 'DRAWINGS_RATIO'}) CCB = CCB.merge(grp, on = ['SK_ID_CURR'], how = 'left') del CCB['DRAWINGS_RATIO1'] CCB['CC_COUNT'] = CCB.groupby('SK_ID_CURR' ).size() CCB_agg = CCB.groupby('SK_ID_CURR' ).agg({ 'MONTHS_BALANCE':["sum","mean"], 'AMT_BALANCE':["sum","mean","min","max"], 'AMT_CREDIT_LIMIT_ACTUAL':["sum","mean"], 'AMT_DRAWINGS_ATM_CURRENT':["sum","mean","min","max"], 'AMT_DRAWINGS_CURRENT':["sum","mean","min","max"], 'AMT_DRAWINGS_OTHER_CURRENT':["sum","mean","min","max"], 'AMT_DRAWINGS_POS_CURRENT':["sum","mean","min","max"], 'AMT_INST_MIN_REGULARITY':["sum","mean","min","max"], 'AMT_PAYMENT_CURRENT':["sum","mean","min","max"], 'AMT_PAYMENT_TOTAL_CURRENT':["sum","mean","min","max"], 'AMT_RECEIVABLE_PRINCIPAL':["sum","mean","min","max"], 'AMT_RECIVABLE':["sum","mean","min","max"], 'AMT_TOTAL_RECEIVABLE':["sum","mean","min","max"], 'CNT_DRAWINGS_ATM_CURRENT':["sum","mean"], 'CNT_DRAWINGS_CURRENT':["sum","mean","max"], 'CNT_DRAWINGS_OTHER_CURRENT':["mean","max"], 'CNT_DRAWINGS_POS_CURRENT':["sum","mean","max"], 'CNT_INSTALMENT_MATURE_CUM':["sum","mean","max","min"], 'SK_DPD':["sum","mean","max"], 'SK_DPD_DEF':["sum","mean","max"], 'NAME_CONTRACT_STATUS_Active':["sum","mean","min","max"], 'INSTALLMENTS_PER_LOAN':["sum","mean","min","max"], 'NUMBER_OF_LOANS_PER_CUSTOMER':["mean"], 'DPD_COUNT':["mean"], 'PERCENTAGE_MIN_MISSED_PAYMENTS':["mean"], 'CASH_CARD_RATIO':["mean"], 'DRAWINGS_RATIO':["mean"]}) CCB_agg.columns = pd.Index(['CCB_' + e[0] + "_" + e[1].upper() for e in CCB_agg.columns.tolist() ]) CCB_agg.reset_index(inplace = True) return CCB_agg
Home Credit Default Risk
9,067,638
submission.to_csv('submission.csv', index=False )<set_options>
def previous_application(agg_list_previous_application): df_prev = pd.read_csv('.. /input/home-credit-default-risk/previous_application.csv') df_prev["WEEKDAY_APPR_PROCESS_START"] = df_prev["WEEKDAY_APPR_PROCESS_START"].replace(['MONDAY','TUESDAY', 'WEDNESDAY','THURSDAY','FRIDAY'], 'WEEK_DAY') df_prev["WEEKDAY_APPR_PROCESS_START"] = df_prev["WEEKDAY_APPR_PROCESS_START"].replace(['SATURDAY', 'SUNDAY'], 'WEEKEND') a = [8,9,10,11,12,13,14,15,16,17] df_prev["HOUR_APPR_PROCESS_START"] = df_prev["HOUR_APPR_PROCESS_START"].replace(a, 'working_hours') b = [18,19,20,21,22,23,0,1,2,3,4,5,6,7] df_prev["HOUR_APPR_PROCESS_START"] = df_prev["HOUR_APPR_PROCESS_START"].replace(b, 'off_hours') df_prev["DAYS_DECISION"] = [1 if abs(i/(12*30)) <=1 else 0 for i in df_prev.DAYS_DECISION] df_prev["NAME_TYPE_SUITE"] = df_prev["NAME_TYPE_SUITE"].replace('Unaccompanied', 'alone') b = ['Family', 'Spouse, partner', 'Children', 'Other_B', 'Other_A', 'Group of people'] df_prev["NAME_TYPE_SUITE"] = df_prev["NAME_TYPE_SUITE"].replace(b, 'not_alone') a = ['Auto Accessories', 'Jewelry', 'Homewares', 'Medical Supplies', 'Vehicles', 'Sport and Leisure', 'Gardening', 'Other', 'Office Appliances', 'Tourism', 'Medicine', 'Direct Sales', 'Fitness', 'Additional Service', 'Education', 'Weapon', 'Insurance', 'House Construction', 'Animals'] df_prev["NAME_GOODS_CATEGORY"] = df_prev["NAME_GOODS_CATEGORY"].replace(a, 'others') a = ['Auto technology', 'Jewelry', 'MLM partners', 'Tourism'] df_prev["NAME_SELLER_INDUSTRY"] = df_prev["NAME_SELLER_INDUSTRY"].replace(a, 'others') df_prev["LOAN_RATE"] = df_prev.AMT_APPLICATION/df_prev.AMT_CREDIT df_prev["NEW_LOAN_RATE"] = df_prev.AMT_APPLICATION/df_prev.AMT_CREDIT k = df_prev.DAYS_LAST_DUE_1ST_VERSION - df_prev.DAYS_LAST_DUE df_prev["NEW_CHURN_PREV"] = [1 if i >= 0 else(0 if i < 0 else "NaN")for i in k] df_prev[(df_prev['AMT_CREDIT'] == 0)|(df_prev['AMT_GOODS_PRICE'] == 0)]['NEW_INSURANCE'] = np.nan df_prev['sigorta_miktari'] = df_prev['AMT_CREDIT'] - df_prev['AMT_GOODS_PRICE'] df_prev["NEW_INSURANCE"] = df_prev['sigorta_miktari'].apply(lambda x: 1 if x > 0 else(0 if x <= 0 else np.nan)) df_prev.drop('sigorta_miktari', axis=1, inplace=True) drop_list = ['AMT_DOWN_PAYMENT', 'SELLERPLACE_AREA', 'CNT_PAYMENT', 'PRODUCT_COMBINATION', 'DAYS_FIRST_DRAWING', 'DAYS_FIRST_DUE', 'DAYS_LAST_DUE_1ST_VERSION', 'DAYS_LAST_DUE','DAYS_TERMINATION','NFLAG_INSURED_ON_APPROVAL'] df_prev.drop(drop_list, axis = 1, inplace = True) category_columns=[] for i in df_prev.columns: if df_prev[i].dtypes == "O": category_columns.append(i) df_prev = pd.get_dummies(df_prev, columns = category_columns) prev_agg_list = {"SK_ID_CURR":["count"], "AMT_ANNUITY":["max"], "AMT_APPLICATION":["min","mean","max"], "AMT_CREDIT":["max"], "AMT_GOODS_PRICE":["sum", "mean"], "NFLAG_LAST_APPL_IN_DAY":["sum","mean"], "RATE_DOWN_PAYMENT":["sum", "mean"], "RATE_INTEREST_PRIMARY":["sum", "mean"], "RATE_INTEREST_PRIVILEGED":["sum", "mean"], "DAYS_DECISION":["sum"], "NEW_LOAN_RATE":["sum", "mean", "min", "max"], "NEW_INSURANCE":["sum", "mean"], "NAME_CONTRACT_TYPE_Cash loans":["sum", "mean"], "NAME_CONTRACT_TYPE_Consumer loans":["sum", "mean"], "NAME_CONTRACT_TYPE_Revolving loans":["sum", "mean"], "NAME_CONTRACT_TYPE_XNA":["sum", "mean"], "WEEKDAY_APPR_PROCESS_START_WEEKEND":["sum", "mean"], "WEEKDAY_APPR_PROCESS_START_WEEK_DAY":["sum", "mean"], "HOUR_APPR_PROCESS_START_off_hours":["sum", "mean"], "HOUR_APPR_PROCESS_START_working_hours":["sum", "mean"], "FLAG_LAST_APPL_PER_CONTRACT_N":["sum", "mean"], "FLAG_LAST_APPL_PER_CONTRACT_Y":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Building a house or an annex":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Business development":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Buying a garage":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Buying a holiday home / land":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Buying a home":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Buying a new car":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Buying a used car":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Car repairs":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Education":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Everyday expenses":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Furniture":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Gasification / water supply":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Hobby":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Journey":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Medicine":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Money for a third person":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Other":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Payments on other loans":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Purchase of electronic equipment":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Refusal to name the goal":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Repairs":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Urgent needs":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_Wedding / gift / holiday":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_XAP":["sum", "mean"], "NAME_CASH_LOAN_PURPOSE_XNA":["sum", "mean"], "NAME_CONTRACT_STATUS_Approved":["sum", "mean"], "NAME_CONTRACT_STATUS_Canceled":["sum", "mean"], "NAME_CONTRACT_STATUS_Refused":["sum", "mean"], "NAME_CONTRACT_STATUS_Unused offer":["sum", "mean"], "NAME_PAYMENT_TYPE_Cash through the bank":["sum", "mean"], "NAME_PAYMENT_TYPE_Cashless from the account of the employer":["sum", "mean"], "NAME_PAYMENT_TYPE_Non-cash from your account":["sum", "mean"], "NAME_PAYMENT_TYPE_XNA":["sum", "mean"], "CODE_REJECT_REASON_CLIENT":["sum", "mean"], "CODE_REJECT_REASON_HC":["sum", "mean"], "CODE_REJECT_REASON_LIMIT":["sum", "mean"], "CODE_REJECT_REASON_SCO":["sum", "mean"], "CODE_REJECT_REASON_SCOFR":["sum", "mean"], "CODE_REJECT_REASON_SYSTEM":["sum", "mean"], "CODE_REJECT_REASON_VERIF":["sum", "mean"], "CODE_REJECT_REASON_XAP":["sum", "mean"], "CODE_REJECT_REASON_XNA":["sum", "mean"], "NAME_TYPE_SUITE_alone":["sum", "mean"], "NAME_TYPE_SUITE_not_alone":["sum", "mean"], "NAME_CLIENT_TYPE_New":["sum", "mean"], "NAME_CLIENT_TYPE_Refreshed":["sum", "mean"], "NAME_CLIENT_TYPE_Repeater":["sum", "mean"], "NAME_CLIENT_TYPE_XNA":["sum", "mean"], "NAME_GOODS_CATEGORY_Audio/Video":["sum", "mean"], "NAME_GOODS_CATEGORY_Clothing and Accessories":["sum", "mean"], "NAME_GOODS_CATEGORY_Computers":["sum", "mean"], "NAME_GOODS_CATEGORY_Construction Materials":["sum", "mean"], "NAME_GOODS_CATEGORY_Consumer Electronics":["sum", "mean"], "NAME_GOODS_CATEGORY_Furniture":["sum", "mean"], "NAME_GOODS_CATEGORY_Mobile":["sum", "mean"], "NAME_GOODS_CATEGORY_Photo / Cinema Equipment":["sum", "mean"], "NAME_GOODS_CATEGORY_XNA":["sum", "mean"], "NAME_GOODS_CATEGORY_others":["sum", "mean"], "NAME_PORTFOLIO_Cards":["sum", "mean"], "NAME_PORTFOLIO_Cars":["sum", "mean"], "NAME_PORTFOLIO_Cash":["sum", "mean"], "NAME_PORTFOLIO_POS":["sum", "mean"], "NAME_PORTFOLIO_XNA":["sum", "mean"], "NAME_PRODUCT_TYPE_XNA":["sum", "mean"], "NAME_PRODUCT_TYPE_walk-in":["sum", "mean"], "NAME_PRODUCT_TYPE_x-sell":["sum", "mean"], "CHANNEL_TYPE_AP+(Cash loan)":["sum", "mean"], "CHANNEL_TYPE_Car dealer":["sum", "mean"], "CHANNEL_TYPE_Channel of corporate sales":["sum", "mean"], "CHANNEL_TYPE_Contact center":["sum", "mean"], "CHANNEL_TYPE_Country-wide":["sum", "mean"], "CHANNEL_TYPE_Credit and cash offices":["sum", "mean"], "CHANNEL_TYPE_Regional / Local":["sum", "mean"], "CHANNEL_TYPE_Stone":["sum", "mean"], "NAME_SELLER_INDUSTRY_Clothing":["sum", "mean"], "NAME_SELLER_INDUSTRY_Connectivity":["sum", "mean"], "NAME_SELLER_INDUSTRY_Construction":["sum", "mean"], "NAME_SELLER_INDUSTRY_Consumer electronics":["sum", "mean"], "NAME_SELLER_INDUSTRY_Furniture":["sum", "mean"], "NAME_SELLER_INDUSTRY_Industry":["sum", "mean"], "NAME_SELLER_INDUSTRY_XNA":["sum", "mean"], "NAME_SELLER_INDUSTRY_others":["sum", "mean"], "NAME_YIELD_GROUP_XNA":["sum", "mean"], "NAME_YIELD_GROUP_high":["sum", "mean"], "NAME_YIELD_GROUP_low_action":["sum", "mean"], "NAME_YIELD_GROUP_low_normal":["sum", "mean"], "NAME_YIELD_GROUP_middle":["sum", "mean"], "NEW_CHURN_PREV_0":["sum", "mean"], "NEW_CHURN_PREV_1":["sum", "mean"], "NEW_CHURN_PREV_NaN":["sum", "mean"]} prev_agg_list.update(agg_list_previous_application) return prev_agg_list, df_prev
Home Credit Default Risk
9,067,638
%matplotlib inline <train_model>
def pre_processing_and_combine() : with timer("Process application train"): df = application_train() print("application train & test shape:", df.shape) with timer("Bureau and Bureau Balance"): bureau_and_bb_agg = bureau_bb() print("Bureau and Bureau Balance:", bureau_and_bb_agg.shape) with timer("Installment Payments"): agg_list_previous_application, ins_agg = installments_payments() print("Installment Payments:", ins_agg.shape) with timer("Pos Cash Balance"): agg_list_previous_application, pos_agg = pos_cash_balance(agg_list_previous_application) print("Pos Cash Balance:", pos_agg.shape) with timer("Credit Card Balance"): CCB_agg = credit_card_balance() print("Credit Card Balance:", CCB_agg.shape) with timer("previous_application"): prev_agg_list, df_prev = previous_application(agg_list_previous_application) print("previous_application:", df_prev.shape) with timer("All tables are combining"): df_prev_ins = df_prev.merge(ins_agg, how = 'left', on = 'SK_ID_PREV') df_prev_ins_pos = df_prev_ins.merge(pos_agg, how = 'left', on = 'SK_ID_PREV') df_prev_ins_pos_agg = df_prev_ins_pos.groupby("SK_ID_CURR" ).agg(prev_agg_list ).reset_index() df_prev_ins_pos_agg.columns = pd.Index(["PREV_" + col[0] + "_" + col[1].upper() for col in df_prev_ins_pos_agg.columns.tolist() ]) df_prev_ins_pos_agg.rename(columns={"PREV_SK_ID_CURR_":"SK_ID_CURR"}, inplace = True) df_prev_others = df.merge(df_prev_ins_pos_agg, how = 'left',on = 'SK_ID_CURR') df_prev_ins_pos_ccb = df_prev_others.merge(CCB_agg, how = 'left',on = 'SK_ID_CURR') all_data = df_prev_ins_pos_ccb.merge(bureau_and_bb_agg, how = 'left',on = 'SK_ID_CURR') print("all_data process:", all_data.shape) return all_data
Home Credit Default Risk
9,067,638
train_image_folder = ".. /input/train-images/image/" train_label_folder = ".. /input/train-labels/label/" test_image_folder = ".. /input/test-images/image/" train_list = os.listdir(train_image_folder) if 'hmvsa0loxh3ek2y8rzmcyb6zrrh9mwyp' in train_list: train_list.remove('hmvsa0loxh3ek2y8rzmcyb6zrrh9mwyp') print('Train data:', len(train_list))<load_pretrained>
Home Credit Default Risk
9,067,638
def load_dicom_volume(src_dir, suffix='*.dcm'): encode_name = src_dir.split('/')[-1] dicom_scans = [dicom.read_file(sp)\ for sp in glob.glob(os.path.join(src_dir, suffix)) ] dicom_scans.sort(key=lambda s: float(s[(0x0020, 0x0032)][2])) volume_image = np.stack([ds.pixel_array \ for ds in dicom_scans] ).astype(np.int16) return encode_name, volume_image def load_label(label_fpath, transpose=False): encode_name = label_fpath[-39: -7] label_data = nib.load(label_fpath) label_array = label_data.get_fdata() if transpose: label_array = np.transpose(label_array, axes=(2, 1, 0)) return encode_name, label_array<load_pretrained>
def modeling(all_data): all_data.columns = ["".join(c if c.isalnum() else "_" for c in str(x)) for x in all_data.columns] train_df = all_data[all_data['TARGET'].notnull() ] test_df = all_data[all_data['TARGET'].isnull() ] folds = KFold(n_splits = 10, shuffle = True, random_state = 1001) oof_preds = np.zeros(train_df.shape[0]) sub_preds = np.zeros(test_df.shape[0]) feature_importance_df = pd.DataFrame() feats = [f for f in train_df.columns if f not in ['TARGET','SK_ID_CURR']] for n_fold,(train_idx, valid_idx)in enumerate(folds.split(train_df[feats], train_df['TARGET'])) : train_x, train_y = train_df[feats].iloc[train_idx], train_df['TARGET'].iloc[train_idx] valid_x, valid_y = train_df[feats].iloc[valid_idx], train_df['TARGET'].iloc[valid_idx] clf = LGBMClassifier( n_jobs = -1, n_estimators=10000, learning_rate=0.02, num_leaves=34, colsample_bytree=0.9497036, subsample=0.8715623, max_depth=8, reg_alpha=0.041545473, reg_lambda=0.0735294, min_split_gain=0.0222415, min_child_weight=39.3259775, silent=-1, verbose=-1,) clf.fit(train_x, train_y, eval_set = [(train_x, train_y),(valid_x, valid_y)], eval_metric = 'auc', verbose = 200, early_stopping_rounds = 200) oof_preds[valid_idx] = clf.predict_proba(valid_x, num_iteration=clf.best_iteration_)[:, 1] sub_preds += clf.predict_proba(test_df[feats], num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = feats fold_importance_df["importance"] = clf.feature_importances_ fold_importance_df["fold"] = n_fold + 1 feature_importance_df = pd.concat([feature_importance_df, fold_importance_df], axis=0) print('Fold %2d AUC : %.6f' %(n_fold + 1, roc_auc_score(valid_y, oof_preds[valid_idx]))) print('Full AUC score %.6f' % roc_auc_score(train_df['TARGET'], oof_preds)) test_df['TARGET'] = sub_preds test_df[['SK_ID_CURR', 'TARGET']].to_csv("submission_lightgbm.csv", index= False) display_importances(feature_importance_df) return feature_importance_df
Home Credit Default Risk
9,067,638
for encode in tqdm.tqdm(train_list): _, volume_image = load_dicom_volume(os.path.join(train_image_folder, encode)) npz_folder = os.path.join(train_image_npz_folder, encode) if not os.path.exists(npz_folder): os.mkdir(npz_folder) num_slice = volume_image.shape[0] for _z in range(0, num_slice): npz_path = os.path.join(npz_folder, "%03d.npz"%(_z)) np.savez_compressed(npz_path, image=volume_image[_z]) del volume_image<load_pretrained>
def main() : with timer("Preprocessing Time"): all_data = pre_processing_and_combine() with timer("Modeling"): feat_importance = modeling(all_data)
Home Credit Default Risk
9,067,638
<set_options><EOS>
if __name__ == "__main__": with timer("Full model run"): main()
Home Credit Default Risk
5,966,704
<prepare_output><EOS>
warnings.simplefilter(action='ignore', category=FutureWarning) for dirname, _, filenames in os.walk('/kaggle/input'): for filename in filenames: print(os.path.join(dirname, filename)) @contextmanager def timer(title): t0 = time.time() yield print("{} - done in {:.0f}s".format(title, time.time() - t0)) def one_hot_encoder(df, nan_as_category = True): original_columns = list(df.columns) categorical_columns = [col for col in df.columns if df[col].dtype == 'object'] df = pd.get_dummies(df, columns= categorical_columns, dummy_na= nan_as_category) new_columns = [c for c in df.columns if c not in original_columns] return df, new_columns def application_train_test(num_rows = None, nan_as_category = False): df = pd.read_csv('/kaggle/input/home-credit-default-risk/application_train.csv', nrows= num_rows) test_df = pd.read_csv('/kaggle/input/home-credit-default-risk/application_test.csv', nrows= num_rows) print("Train samples: {}, test samples: {}".format(len(df), len(test_df))) df = df.append(test_df ).reset_index() df = df[df['CODE_GENDER'] != 'XNA'] df['New_Family_Status']=df['NAME_FAMILY_STATUS'].apply(lambda x:0 if x in ['Married','Widow'] else 1) df['CH_FA']=df['CNT_CHILDREN']*df['New_Family_Status'] for bin_feature in ['CODE_GENDER', 'FLAG_OWN_CAR', 'FLAG_OWN_REALTY']: df[bin_feature], uniques = pd.factorize(df[bin_feature]) df, cat_cols = one_hot_encoder(df, nan_as_category) df['DAYS_EMPLOYED_ANOM']=(df['DAYS_EMPLOYED']==365243) df['DAYS_EMPLOYED'].replace({365243:np.nan},inplace=True) df['DAYS_BIRTH'] = df['DAYS_BIRTH'].abs() / 365 df['DAYS_EMPLOYED'] = df['DAYS_EMPLOYED'].abs() / 365 df.rename(columns={'DAYS_BIRTH': 'YEARS_BIRTH', 'DAYS_EMPLOYED': 'YEARS_EMPLOYED'}, inplace=True) df['YEARS_EMPLOYED_PREC']=df['YEARS_EMPLOYED']/df['YEARS_BIRTH'] df['YEARS_EMPLOYED_DIF']=df['YEARS_BIRTH']-df['YEARS_EMPLOYED'] df['INCOME_CREDIT_PERC']=df['AMT_INCOME_TOTAL']/df['AMT_CREDIT'] df['INCOME_PER_PERSON']=df['AMT_INCOME_TOTAL']/df['CNT_FAM_MEMBERS'] df['ANNUITY_INCOME_PERC'] = df['AMT_ANNUITY'] / df['AMT_INCOME_TOTAL'] df['AVG_CREDIT_TERM'] = df['AMT_CREDIT'] / df['AMT_ANNUITY'] del test_df gc.collect() return df def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('/kaggle/input/home-credit-default-risk/bureau.csv', nrows = num_rows) bb = pd.read_csv('/kaggle/input/home-credit-default-risk/bureau_balance.csv', nrows = num_rows) bb, bb_cat = one_hot_encoder(bb, nan_as_category) bureau, bureau_cat = one_hot_encoder(bureau, nan_as_category) bb_aggregations = {'MONTHS_BALANCE': ['min', 'max', 'size']} for col in bb_cat: bb_aggregations[col] = ['mean'] bb_agg = bb.groupby('SK_ID_BUREAU' ).agg(bb_aggregations) bb_agg.columns = pd.Index([e[0] + "_" + e[1].upper() for e in bb_agg.columns.tolist() ]) bureau = bureau.join(bb_agg, how='left', on='SK_ID_BUREAU') bureau.drop(['SK_ID_BUREAU'], axis=1, inplace= True) del bb, bb_agg gc.collect() num_aggregations = { 'DAYS_CREDIT': ['min', 'max', 'mean', 'var'], 'DAYS_CREDIT_ENDDATE': ['min', 'max', 'mean'], 'DAYS_CREDIT_UPDATE': ['mean'], 'CREDIT_DAY_OVERDUE': ['max', 'mean'], 'AMT_CREDIT_MAX_OVERDUE': ['mean'], 'AMT_CREDIT_SUM': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_DEBT': ['max', 'mean', 'sum'], 'AMT_CREDIT_SUM_OVERDUE': ['mean'], 'AMT_CREDIT_SUM_LIMIT': ['mean', 'sum'], 'AMT_ANNUITY': ['max', 'mean'], 'CNT_CREDIT_PROLONG': ['sum'], 'MONTHS_BALANCE_MIN': ['min'], 'MONTHS_BALANCE_MAX': ['max'], 'MONTHS_BALANCE_SIZE': ['mean', 'sum'] } cat_aggregations = {} for cat in bureau_cat: cat_aggregations[cat] = ['mean'] for cat in bb_cat: cat_aggregations[cat + "_MEAN"] = ['mean'] bureau_agg = bureau.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) bureau_agg.columns = pd.Index(['BURO_' + e[0] + "_" + e[1].upper() for e in bureau_agg.columns.tolist() ]) active = bureau[bureau['CREDIT_ACTIVE_Active'] == 1] active_agg = active.groupby('SK_ID_CURR' ).agg(num_aggregations) active_agg.columns = pd.Index(['ACTIVE_' + e[0] + "_" + e[1].upper() for e in active_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(active_agg, how='left', on='SK_ID_CURR') del active, active_agg gc.collect() closed = bureau[bureau['CREDIT_ACTIVE_Closed'] == 1] closed_agg = closed.groupby('SK_ID_CURR' ).agg(num_aggregations) closed_agg.columns = pd.Index(['CLOSED_' + e[0] + "_" + e[1].upper() for e in closed_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(closed_agg, how='left', on='SK_ID_CURR') del closed, closed_agg, bureau gc.collect() return bureau_agg def previous_applications(num_rows = None, nan_as_category = True): prev = pd.read_csv('/kaggle/input/home-credit-default-risk/previous_application.csv', nrows = num_rows) prev, cat_cols = one_hot_encoder(prev, nan_as_category= True) prev['DAYS_FIRST_DRAWING'].replace(365243, np.nan, inplace= True) prev['DAYS_FIRST_DUE'].replace(365243, np.nan, inplace= True) prev['DAYS_LAST_DUE_1ST_VERSION'].replace(365243, np.nan, inplace= True) prev['DAYS_LAST_DUE'].replace(365243, np.nan, inplace= True) prev['DAYS_TERMINATION'].replace(365243, np.nan, inplace= True) prev['APP_CREDIT_PERC'] = prev['AMT_APPLICATION'] / prev['AMT_CREDIT'] num_aggregations = { 'AMT_ANNUITY': ['min', 'max', 'mean'], 'AMT_APPLICATION': ['min', 'max', 'mean'], 'AMT_CREDIT': ['min', 'max', 'mean'], 'APP_CREDIT_PERC': ['min', 'max', 'mean', 'var'], 'AMT_DOWN_PAYMENT': ['min', 'max', 'mean'], 'AMT_GOODS_PRICE': ['min', 'max', 'mean'], 'HOUR_APPR_PROCESS_START': ['min', 'max', 'mean'], 'RATE_DOWN_PAYMENT': ['min', 'max', 'mean'], 'DAYS_DECISION': ['min', 'max', 'mean'], 'CNT_PAYMENT': ['mean', 'sum'], } cat_aggregations = {} for cat in cat_cols: cat_aggregations[cat] = ['mean'] prev_agg = prev.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) prev_agg.columns = pd.Index(['PREV_' + e[0] + "_" + e[1].upper() for e in prev_agg.columns.tolist() ]) approved = prev[prev['NAME_CONTRACT_STATUS_Approved'] == 1] approved_agg = approved.groupby('SK_ID_CURR' ).agg(num_aggregations) approved_agg.columns = pd.Index(['APPROVED_' + e[0] + "_" + e[1].upper() for e in approved_agg.columns.tolist() ]) prev_agg = prev_agg.join(approved_agg, how='left', on='SK_ID_CURR') refused = prev[prev['NAME_CONTRACT_STATUS_Refused'] == 1] refused_agg = refused.groupby('SK_ID_CURR' ).agg(num_aggregations) refused_agg.columns = pd.Index(['REFUSED_' + e[0] + "_" + e[1].upper() for e in refused_agg.columns.tolist() ]) prev_agg = prev_agg.join(refused_agg, how='left', on='SK_ID_CURR') del refused, refused_agg, approved, approved_agg, prev gc.collect() return prev_agg def pos_cash(num_rows = None, nan_as_category = True): pos = pd.read_csv('/kaggle/input/home-credit-default-risk/POS_CASH_balance.csv', nrows = num_rows) pos, cat_cols = one_hot_encoder(pos, nan_as_category= True) aggregations = { 'MONTHS_BALANCE': ['max', 'mean', 'size'], 'SK_DPD': ['max', 'mean'], 'SK_DPD_DEF': ['max', 'mean'] } for cat in cat_cols: aggregations[cat] = ['mean'] pos_agg = pos.groupby('SK_ID_CURR' ).agg(aggregations) pos_agg.columns = pd.Index(['POS_' + e[0] + "_" + e[1].upper() for e in pos_agg.columns.tolist() ]) pos_agg['POS_COUNT'] = pos.groupby('SK_ID_CURR' ).size() del pos gc.collect() return pos_agg def installments_payments(num_rows = None, nan_as_category = True): ins = pd.read_csv('/kaggle/input/home-credit-default-risk/installments_payments.csv', nrows = num_rows) ins, cat_cols = one_hot_encoder(ins, nan_as_category= True) ins['PAYMENT_PERC'] = ins['AMT_PAYMENT'] / ins['AMT_INSTALMENT'] ins['PAYMENT_DIFF'] = ins['AMT_INSTALMENT'] - ins['AMT_PAYMENT'] ins['DPD'] = ins['DAYS_ENTRY_PAYMENT'] - ins['DAYS_INSTALMENT'] ins['DBD'] = ins['DAYS_INSTALMENT'] - ins['DAYS_ENTRY_PAYMENT'] ins['DPD'] = ins['DPD'].apply(lambda x: x if x > 0 else 0) ins['DBD'] = ins['DBD'].apply(lambda x: x if x > 0 else 0) aggregations = { 'NUM_INSTALMENT_VERSION': ['nunique'], 'DPD': ['max', 'mean', 'sum'], 'DBD': ['max', 'mean', 'sum'], 'PAYMENT_PERC': ['max', 'mean', 'sum', 'var'], 'PAYMENT_DIFF': ['max', 'mean', 'sum', 'var'], 'AMT_INSTALMENT': ['max', 'mean', 'sum'], 'AMT_PAYMENT': ['min', 'max', 'mean', 'sum'], 'DAYS_ENTRY_PAYMENT': ['max', 'mean', 'sum'] } for cat in cat_cols: aggregations[cat] = ['mean'] ins_agg = ins.groupby('SK_ID_CURR' ).agg(aggregations) ins_agg.columns = pd.Index(['INSTAL_' + e[0] + "_" + e[1].upper() for e in ins_agg.columns.tolist() ]) ins_agg['INSTAL_COUNT'] = ins.groupby('SK_ID_CURR' ).size() del ins gc.collect() return ins_agg def credit_card_balance(num_rows = None, nan_as_category = True): cc = pd.read_csv('/kaggle/input/home-credit-default-risk/credit_card_balance.csv', nrows = num_rows) cc, cat_cols = one_hot_encoder(cc, nan_as_category= True) cc.drop(['SK_ID_PREV'], axis= 1, inplace = True) cc_agg = cc.groupby('SK_ID_CURR' ).agg(['min', 'max', 'mean', 'sum', 'var']) cc_agg.columns = pd.Index(['CC_' + e[0] + "_" + e[1].upper() for e in cc_agg.columns.tolist() ]) cc_agg['CC_COUNT'] = cc.groupby('SK_ID_CURR' ).size() del cc gc.collect() return cc_agg def kfold_lightgbm(df, num_folds, stratified = False, debug= False): train_df = df[df['TARGET'].notnull() ] test_df = df[df['TARGET'].isnull() ] print("Starting LightGBM.Train shape: {}, test shape: {}".format(train_df.shape, test_df.shape)) del df gc.collect() if stratified: folds = StratifiedKFold(n_splits= num_folds, shuffle=True, random_state=1001) else: folds = KFold(n_splits= num_folds, shuffle=True, random_state=1001) oof_preds = np.zeros(train_df.shape[0]) sub_preds = np.zeros(test_df.shape[0]) feature_importance_df = pd.DataFrame() feats = [f for f in train_df.columns if f not in ['TARGET','SK_ID_CURR','SK_ID_BUREAU','SK_ID_PREV','index']] for n_fold,(train_idx, valid_idx)in enumerate(folds.split(train_df[feats], train_df['TARGET'])) : train_x, train_y = train_df[feats].iloc[train_idx], train_df['TARGET'].iloc[train_idx] valid_x, valid_y = train_df[feats].iloc[valid_idx], train_df['TARGET'].iloc[valid_idx] clf = LGBMClassifier( nthread=4, n_estimators=10000, learning_rate=0.02, num_leaves=34, colsample_bytree=0.9497036, subsample=0.8715623, max_depth=8, reg_alpha=0.041545473, reg_lambda=0.0735294, min_split_gain=0.0222415, min_child_weight=39.3259775, random_state=100, silent=-1, verbose=-1,) clf.fit(train_x, train_y, eval_set=[(train_x, train_y),(valid_x, valid_y)], eval_metric= 'auc', verbose= 100, early_stopping_rounds= 200) oof_preds[valid_idx] = clf.predict_proba(valid_x, num_iteration=clf.best_iteration_)[:, 1] sub_preds += clf.predict_proba(test_df[feats], num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = feats fold_importance_df["importance"] = clf.feature_importances_ fold_importance_df["fold"] = n_fold + 1 feature_importance_df = pd.concat([feature_importance_df, fold_importance_df], axis=0) print('Fold %2d AUC : %.6f' %(n_fold + 1, roc_auc_score(valid_y, oof_preds[valid_idx]))) del clf, train_x, train_y, valid_x, valid_y gc.collect() print('Full AUC score %.6f' % roc_auc_score(train_df['TARGET'], oof_preds)) if not debug: test_df['TARGET'] = sub_preds test_df[['SK_ID_CURR', 'TARGET']].to_csv(submission_file_name, index= False) display_importances(feature_importance_df) return feature_importance_df def display_importances(feature_importance_df_): cols = feature_importance_df_[["feature", "importance"]].groupby("feature" ).mean().sort_values(by="importance", ascending=False)[:40].index best_features = feature_importance_df_.loc[feature_importance_df_.feature.isin(cols)] plt.figure(figsize=(8, 10)) sns.barplot(x="importance", y="feature", data=best_features.sort_values(by="importance", ascending=False)) plt.title('LightGBM Features(avg over folds)') plt.tight_layout() plt.savefig('lgbm_importances01.png') def main(debug = False): num_rows = 10000 if debug else None df = application_train_test(num_rows) with timer("Process bureau and bureau_balance"): bureau = bureau_and_balance(num_rows) print("Bureau df shape:", bureau.shape) df = df.join(bureau, how='left', on='SK_ID_CURR') del bureau gc.collect() with timer("Process previous_applications"): prev = previous_applications(num_rows) print("Previous applications df shape:", prev.shape) df = df.join(prev, how='left', on='SK_ID_CURR') del prev gc.collect() with timer("Process POS-CASH balance"): pos = pos_cash(num_rows) print("Pos-cash balance df shape:", pos.shape) df = df.join(pos, how='left', on='SK_ID_CURR') del pos gc.collect() with timer("Process installments payments"): ins = installments_payments(num_rows) print("Installments payments df shape:", ins.shape) df = df.join(ins, how='left', on='SK_ID_CURR') del ins gc.collect() with timer("Process credit card balance"): cc = credit_card_balance(num_rows) print("Credit card balance df shape:", cc.shape) df = df.join(cc, how='left', on='SK_ID_CURR') del cc gc.collect() with timer("Run LightGBM with kfold"): feat_importance = kfold_lightgbm(df, num_folds= 5, stratified= False, debug= debug) if __name__ == "__main__": submission_file_name = "submission_kernel02.csv" with timer("Full model run"): main()
Home Credit Default Risk
4,160,759
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<define_variables>
warnings.simplefilter(action='ignore', category=FutureWarning )
Home Credit Default Risk