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1,511,034
evaluate_model(y_train, lgb_model, X_train )<save_to_csv>
credit['tmp'] = credit['AMT_BALANCE']/credit['AMT_CREDIT_LIMIT_ACTUAL'] tmp = credit.groupby(["SK_ID_CURR","SK_ID_PREV"])['tmp'].max().reset_index() tmp = tmp.groupby(['SK_ID_CURR'])['tmp'].agg({"returns": [np.min, np.max,np.mean, np.sum]})\ .reset_index() tmp.columns = ['SK_ID_CURR','des1','des2','des3', 'des4'] for df in [train,test]: tmp_merge = df[['SK_ID_CURR']] tmp_merge = tmp_merge.merge(tmp, on=['SK_ID_CURR'], how='left') df['min_max_ratio_balance_limit_credit'] = tmp_merge['des1'] df['max_max_ratio_balance_limit_credit'] = tmp_merge['des2'] df['mean_max_ratio_balance_limit_credit'] = tmp_merge['des3'] df['sum_max_ratio_balance_limit_credit'] = tmp_merge['des4']
Home Credit Default Risk
1,511,034
conversion_probs = lgb_model.predict_proba(X_test)[:, 1] subm = pd.DataFrame({'person': y_test.index, 'label': conversion_probs}) subm.to_csv('submission.csv', index=False )<import_modules>
credit['tmp'] = credit['AMT_BALANCE']/credit['AMT_CREDIT_LIMIT_ACTUAL'] tmp = credit.groupby(["SK_ID_CURR","SK_ID_PREV"])['tmp'].min().reset_index() tmp = credit.groupby(['SK_ID_CURR'])['tmp'].agg({"returns": [np.min, np.max,np.mean, np.sum]})\ .reset_index() tmp.columns = ['SK_ID_CURR','des1','des2','des3', 'des4'] for df in [train,test]: tmp_merge = df[['SK_ID_CURR']] tmp_merge = tmp_merge.merge(tmp, on=['SK_ID_CURR'], how='left') df['min_min_ratio_balance_limit_credit'] = tmp_merge['des1'] df['max_min_ratio_balance_limit_credit'] = tmp_merge['des2'] df['mean_min_ratio_balance_limit_credit'] = tmp_merge['des3'] df['sum_min_ratio_balance_limit_credit'] = tmp_merge['des4']
Home Credit Default Risk
1,511,034
print(os.listdir(".. /input")) <load_from_csv>
doc = [x for x in train.columns if 'FLAG_DOC' in x] connection = ['FLAG_MOBIL', 'FLAG_EMP_PHONE', 'FLAG_WORK_PHONE', 'FLAG_CONT_MOBILE', 'FLAG_PHONE', 'FLAG_EMAIL',] le = LabelEncoder() categorical = ['CODE_GENDER','FLAG_OWN_CAR','FLAG_OWN_REALTY','NAME_EDUCATION_TYPE', 'NAME_FAMILY_STATUS', 'FLAG_MOBIL','FLAG_EMP_PHONE','FLAG_CONT_MOBILE','FLAG_EMAIL','FLAG_WORK_PHONE', 'OCCUPATION_TYPE','ORGANIZATION_TYPE_v2', 'NAME_INCOME_TYPE','NAME_HOUSING_TYPE','NAME_TYPE_SUITE', 'NAME_CONTRACT_TYPE'] for i in categorical: train[i.lower() ] = le.fit_transform(train[i].fillna("NA")) test[i.lower() ] = le.transform(test[i].fillna("NA")) for df in [train,test]: df['ratio_credit_annity'] = df['AMT_CREDIT']/df['AMT_ANNUITY'] df['ratio_credit_goods'] = df['AMT_CREDIT']/df['AMT_GOODS_PRICE'] df['ratio_min_annuity'] = df['AMT_INCOME_TOTAL']/df['min_amt_annuity'] df['ratio_max_annuity'] = df['AMT_INCOME_TOTAL']/df['max_amt_annuity'] df['ratio_mean_annuity'] = df['AMT_INCOME_TOTAL']/df['mean_amt_annuity'] tmp = df[df['NAME_CONTRACT_TYPE'] == "Revolving loans"].index df['ratio_credit_goods'].iloc[tmp] = np.nan df['ratio_credit_annity'].replace(20, np.nan, inplace = True) df['doc'] = df[doc].mean(axis=1) df['count_null_cash_loans'].replace(np.nan, 0, inplace = True) df['count_null_revolving_loans'].replace(np.nan, 0, inplace = True) df['ratio_cntpay_cur_mean'] = df['ratio_credit_annity']/df['mean_cntpay'] df['ratio_cntpay_cur_min'] = df['ratio_credit_annity']/df['min_cntpay'] df['ratio_cntpay_cur_max'] = df['ratio_credit_annity']/df['max_cntpay'] df['delta_bureau_HC'] = df['max_day_lastdue'] - df['max_endate_bureau'] df['frequency_bureau'] =(df['max_endate_bureau'] - df['min_endate_bureau'])/(df['count_active_bureau_v2']) df['frequency_bureau'].replace(0, np.nan) df['sum_delta_install_credit_curr'] = df['AMT_CREDIT'] + df['sum_delta_paid_install'] df['strenght_income'] = df['sum_delta_install_credit_curr']/df['AMT_INCOME_TOTAL'] df['sum_notfinish'] = df['sum_notfinish_cash_loans'] + df['sum_notfinish_consumer_loans'] df['ratio_income_notfinish'] = df['sum_notfinish']/df['AMT_CREDIT'] df['connection'] = df[connection].mean(axis=1) df['living'] = df[['REG_REGION_NOT_LIVE_REGION', 'REG_REGION_NOT_WORK_REGION', 'LIVE_REGION_NOT_WORK_REGION', 'REG_CITY_NOT_LIVE_CITY', 'REG_CITY_NOT_WORK_CITY', 'LIVE_CITY_NOT_WORK_CITY']].mean(axis=1) predictors = ['EXT_SOURCE_1','EXT_SOURCE_2','EXT_SOURCE_3','CNT_CHILDREN', 'AMT_INCOME_TOTAL','AMT_CREDIT','AMT_ANNUITY','AMT_GOODS_PRICE', 'CNT_FAM_MEMBERS', 'DAYS_BIRTH','DAYS_EMPLOYED','DAYS_REGISTRATION', 'DAYS_ID_PUBLISH', 'DAYS_LAST_PHONE_CHANGE', 'OBS_30_CNT_SOCIAL_CIRCLE', 'DEF_30_CNT_SOCIAL_CIRCLE', 'OWN_CAR_AGE','REGION_POPULATION_RELATIVE', 'AMT_REQ_CREDIT_BUREAU_YEAR', 'REGION_RATING_CLIENT','REGION_RATING_CLIENT_W_CITY','TOTALAREA_MODE','APARTMENTS_AVG', 'ratio_credit_annity','ratio_credit_goods','doc','connection', 'min_amt_app','max_amt_app','mean_amt_app', 'min_amt_app_v1','max_amt_app_v1','mean_amt_app_v1', 'min_amt_card','max_amt_card','mean_amt_card', 'min_amt_app_fail','max_amt_app_fail','mean_amt_app_fail', 'min_amt_app_v1_fail','max_amt_app_v1_fail','mean_amt_app_v1_fail', 'min_amt_card_fail','max_amt_card_fail','mean_amt_card_fail', 'min_amt_annuity', 'max_amt_annuity', 'mean_amt_annuity', 'min_cntpay', 'max_cntpay', 'mean_cntpay', 'min_day_decision','max_day_decision', 'min_day_termination','max_day_termination', 'max_day_lastdue', 'min_firstdraw', 'max_firstdraw', 'min_firstdraw_decision', 'max_firstdraw_decision', 'mean_firstdraw_decision', 'min_firstdraw_firstdue', 'max_firstdraw_firstdue', 'mean_firstdraw_firstdue', 'min_firstdraw_lastdue', 'max_firstdraw_lastdue', 'mean_firstdraw_lastdue', 'max_day_decision_fail', 'count_notfinish_revolving_loans','count_notfinish_cash_loans','count_notfinish_consumer_loans', 'min_sooner', 'max_sooner', 'mean_sooner', 'min_seller', 'max_seller', 'mean_seller', 'sum_notfinish', 'min_amt_goods_v1','max_amt_goods_v1','mean_amt_goods_v1', '1st_recent_app','1st_recent_credit','1st_recent_card', '1st_recent_app_fail','1st_recent_credit_fail','1st_recent_card_fail', '1st_recent_ratedown','1st_recent_ratedown_fail', '1st_recent_cntpay', 'ratio_cntpay_cur_mean', 'count_cash_loans','count_consumer_loans','count_clear_reason', 'count_middle', 'count_low_normal', 'count_high', 'count_low_action', 'ratio_middle', 'ratio_low_normal', 'ratio_high', 'ratio_low_action', 'count_active_bureau','count_closed_bureau', 'count_active_bureau_v2', 'min_active_credit_bureau','max_active_credit_bureau', 'mean_active_credit_bureau', 'min_closed_credit_bureau','max_closed_credit_bureau', 'mean_closed_credit_bureau', 'min_active_credit_bureau_v1','max_active_credit_bureau_v1', 'mean_active_credit_bureau_v1', 'min_active_credit_bureau_v2','max_active_credit_bureau_v2', 'mean_active_credit_bureau_v2', 'min_active_credit_bureau_v3','max_active_credit_bureau_v3', 'mean_active_credit_bureau_v3', 'max_endate_bureau', '1st_endate_bureau', 'max_endatefact_bureau', 'min_deltaendate_bureau','max_deltaendate_bureau','mean_deltaendate_bureau', 'min_duration_bureau','max_duration_bureau','mean_duration_bureau', 'min_sooner_bureau','max_sooner_bureau','mean_sooner_bureau', 'min_annuity_bureau','max_annuity_bureau','mean_annuity_bureau', 'min_debt_bureau','max_debt_bureau','mean_debt_bureau','sum_debt_bureau', 'min_debt_bureau_v1','max_debt_bureau_v1','mean_debt_bureau_v1', 'min_limit_bureau','max_limit_bureau','mean_limit_bureau', 'min_overdue_bureau','max_overdue_bureau','mean_overdue_bureau', 'min_ratio_debt_credit_bureau','max_ratio_debt_credit_bureau','mean_ratio_debt_credit_bureau', 'min_delta_num_install','max_delta_num_install','mean_delta_num_install', 'min_ratio_num_install','max_ratio_num_install','mean_ratio_num_install', 'min_max_version_install','max_max_version_install','mean_max_version_install', 'min_ratio_paid_install','max_ratio_paid_install','mean_ratio_paid_install', 'sum_delta_paid_install','sum_delta_install_credit_curr', 'min_max_num_install','max_max_num_install','mean_max_num_install', 'count_small_payment','count_late_payment_0','count_late_payment_10','count_late_payment_20','count_late_payment_30', 'min_max_ratio_balance_limit_credit','max_max_ratio_balance_limit_credit','mean_max_ratio_balance_limit_credit', ] +\ [i.lower() for i in categorical] categorical = [i.lower() for i in categorical]
Home Credit Default Risk
1,511,034
train = pd.read_csv(".. /input/train.csv") test = pd.read_csv('.. /input/test.csv') test.head(5 )<count_missing_values>
NFOLDS = 5 kf = StratifiedKFold(n_splits=NFOLDS, shuffle=True, random_state=2018) pred_test_full = 0 params = { 'boosting': 'gbdt', 'objective': 'binary', 'metric': 'auc', 'learning_rate': 0.01, 'num_leaves': 25, 'max_depth': 8, 'colsample_bytree': 0.3, 'seed': 101 } res = [] idx = 0 for dev_index, val_index in kf.split(train, train['TARGET'].values): dev, valid = train.loc[dev_index,:], train.loc[val_index,:] dtrain = lgb.Dataset(dev[predictors].values, label=dev['TARGET'].values, feature_name=predictors, categorical_feature=categorical ) dvalid = lgb.Dataset(valid[predictors].values, label=valid['TARGET'].values, feature_name=predictors, categorical_feature=categorical ) print("Training the model...") lgb_model = lgb.train(params, dtrain, valid_sets=[dtrain, dvalid], valid_names=['train','valid'], num_boost_round= 30000, early_stopping_rounds=500, verbose_eval=100, feval=None) oof = pd.DataFrame() oof['id'] = valid['SK_ID_CURR'].values oof['target'] = valid['TARGET'].values oof['preds'] = lgb_model.predict(valid[predictors],num_iteration=lgb_model.best_iteration) res.append(oof) pred_test_full += lgb_model.predict(test[predictors],num_iteration=lgb_model.best_iteration) sub = pd.read_csv(".. /input/sample_submission.csv") sub['TARGET'] = pred_test_full/NFOLDS sub.to_csv("sub_lgb.csv", index=False) res = pd.concat(res, ignore_index=True) res.to_csv("oof_lgb.csv", index=False) print(roc_auc_score(res['target'], res['preds']))
Home Credit Default Risk
1,511,034
train.isnull().any()<count_missing_values>
tmp = install.groupby(['SK_ID_PREV','NUM_INSTALMENT_NUMBER'])['DAYS_INSTALMENT'].count().reset_index() tmp = tmp[tmp['DAYS_INSTALMENT'] > 1] tmp.columns = ['SK_ID_PREV','NUM_INSTALMENT_NUMBER','count_dup'] install = install.merge(tmp, on = ['SK_ID_PREV','NUM_INSTALMENT_NUMBER'], how='left') tmp = install[install['count_dup'] > 1]
Home Credit Default Risk
1,511,034
test.isnull().any()<drop_column>
install.drop(['count_dup_x','count_dup_y'], axis=1, inplace = True )
Home Credit Default Risk
1,511,034
test_ids = test['Id'] test = test.drop(['Id'], 1 )<categorify>
tmp.sort_values(by=['SK_ID_PREV','NUM_INSTALMENT_NUMBER','DAYS_ENTRY_PAYMENT'] )
Home Credit Default Risk
1,511,034
le = preprocessing.LabelEncoder() le.fit(train['class']) print(list(le.classes_)) train['class'] = le.transform(train['class'] )<drop_column>
tmp['SK_ID_CURR'].value_counts()
Home Credit Default Risk
1,114,299
train_ids = train['Id'] train = train.drop(['Id'], 1 )<split>
def get_combined_dataset() : application_train = pd.read_csv('.. /input/application_train.csv') application_test = pd.read_csv('.. /input/application_test.csv') application=application_train.append(application_test, ignore_index=True,sort=False) application.set_index('SK_ID_CURR') return(application) def get_application_dataset() : df = get_combined_dataset() filteredColList =['NAME_TYPE_SUITE','NAME_INCOME_TYPE','NAME_EDUCATION_TYPE','NAME_FAMILY_STATUS','NAME_HOUSING_TYPE','OCCUPATION_TYPE', 'WEEKDAY_APPR_PROCESS_START','ORGANIZATION_TYPE','FONDKAPREMONT_MODE'] df = df[[x for x in list(df)if x not in filteredColList]] oheCols = ['NAME_CONTRACT_TYPE','CODE_GENDER','FLAG_OWN_CAR','FLAG_OWN_REALTY','HOUSETYPE_MODE','WALLSMATERIAL_MODE','EMERGENCYSTATE_MODE'] df.loc[df.CODE_GENDER == 'XNA' ,'CODE_GENDER'] = 'F' df.loc[(df.DAYS_EMPLOYED > 0),'DAYS_EMPLOYED'] = np.nan df.loc[(df.REGION_RATING_CLIENT_W_CITY < 0),'REGION_RATING_CLIENT_W_CITY'] = np.nan df.loc[(df.OBS_30_CNT_SOCIAL_CIRCLE > 10),'OBS_30_CNT_SOCIAL_CIRCLE'] = 10 df.loc[(df.DEF_30_CNT_SOCIAL_CIRCLE > 10),'DEF_30_CNT_SOCIAL_CIRCLE'] = 10 df.loc[(df.OBS_60_CNT_SOCIAL_CIRCLE > 10),'OBS_60_CNT_SOCIAL_CIRCLE'] = 10 df.loc[(df.DEF_60_CNT_SOCIAL_CIRCLE > 10),'DEF_60_CNT_SOCIAL_CIRCLE'] = 10 df.loc[(df.AMT_REQ_CREDIT_BUREAU_QRT > 10),'AMT_REQ_CREDIT_BUREAU_QRT'] = 10 df = pd.get_dummies(df,columns=oheCols) df['NEW_INCOME2Credit']=df['AMT_CREDIT']/df['AMT_INCOME_TOTAL'] df['NEW_Credit2ANNUITY']=df['AMT_ANNUITY']/df['AMT_CREDIT'] df['NEW_INCOME2ANNUITY']=df['AMT_ANNUITY']/df['AMT_INCOME_TOTAL'] df['NEW_DAYS_EMPLOYED2DAYS_BIRTH'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] df['NEW_AMT_INCOME_TOTAL2CNT_FAM_MEMBERS'] = df['AMT_INCOME_TOTAL'] / df['CNT_FAM_MEMBERS'] df['NEW_CREDIT_TO_ANNUITY_RATIO'] = df['AMT_CREDIT'] / df['AMT_ANNUITY'] df['NEW_CREDIT2GOODS'] = df['AMT_CREDIT'] / df['AMT_GOODS_PRICE'] df['NEW_INC_PER_CHLD'] = df['AMT_INCOME_TOTAL'] /(1 + df['CNT_CHILDREN']) df['NEW_SOURCES_PROD'] = df['EXT_SOURCE_1'] * df['EXT_SOURCE_2'] * df['EXT_SOURCE_3'] df['NEW_EXT_SOURCES_MEAN'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].mean(axis=1) df['NEW_SCORES_STD'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].std(axis=1) df['NEW_SCORES_STD'] = df['NEW_SCORES_STD'].fillna(df['NEW_SCORES_STD'].mean()) df['NEW_OWN_CAR_AGE2DAYS_BIRTH'] = df['OWN_CAR_AGE'] / df['DAYS_BIRTH'] df['NEW_OWN_CAR_AGE2DAYS_EMPLOYED'] = df['OWN_CAR_AGE'] / df['DAYS_EMPLOYED'] df['NEW_DAYS_LAST_PHONE_CHANGE2DAYS_BIRTH'] = df['DAYS_LAST_PHONE_CHANGE'] / df['DAYS_BIRTH'] df['NEW_DAYS_LAST_PHONE_CHANGE2DAYS_EMPLOYED'] = df['DAYS_LAST_PHONE_CHANGE'] / df['DAYS_EMPLOYED'] return(df) def transform_application(df): logTransformation = ['AMT_INCOME_TOTAL','AMT_CREDIT','AMT_ANNUITY','AMT_GOODS_PRICE','NEW_AMT_INCOME_TOTAL2CNT_FAM_MEMBERS','NEW_INC_PER_CHLD'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sqrtTransformation = ['DAYS_BIRTH','DAYS_EMPLOYED','DAYS_REGISTRATION','DAYS_ID_PUBLISH','OWN_CAR_AGE','DAYS_LAST_PHONE_CHANGE','NEW_INCOME2Credit'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
x_data = train.drop('class',axis=1) y_labels = train['class'] X_train, X_test, y_train, y_test = train_test_split(x_data, y_labels, test_size=0.3, random_state=101 )<features_selection>
def bureau_balance() : df = pd.read_csv('.. /input/bureau_balance.csv') df1 = df.groupby(['SK_ID_BUREAU'] ).agg( {'MONTHS_BALANCE': min, }) df2 = df.groupby(['SK_ID_BUREAU'] ).agg( {'MONTHS_BALANCE': max, } ).reset_index() df2 = pd.merge(df2,df,on=['SK_ID_BUREAU','MONTHS_BALANCE'],how='inner') df2 = pd.crosstab(df2['SK_ID_BUREAU'], df2['STATUS']) df = pd.merge(df1,df2,on=['SK_ID_BUREAU'],how='left' ).reset_index() df.columns = ['SK_ID_BUREAU','MONTHS_BALANCE','BB_S_0','BB_S_1','BB_S_2','BB_S_3','BB_S_4','BB_S_5','BB_S_C','BB_S_X'] return(df) def get_bureau_dataset() : b = pd.read_csv('.. /input/bureau.csv') bb = bureau_balance() df = pd.merge(b,bb,on='SK_ID_BUREAU',how='left') df.loc[(df.DAYS_CREDIT_ENDDATE < 0)|(df.DAYS_CREDIT_ENDDATE > 5000),'DAYS_CREDIT_ENDDATE'] = np.nan df.loc[(df.DAYS_ENDDATE_FACT < -5000),'DAYS_ENDDATE_FACT'] = np.nan df.loc[(df.AMT_CREDIT_MAX_OVERDUE > 40000),'AMT_CREDIT_MAX_OVERDUE'] = 40000 df.loc[(df.DAYS_CREDIT_UPDATE < -3000),'DAYS_CREDIT_UPDATE'] = np.nan df.loc[(df.AMT_CREDIT_SUM_DEBT < 0),'AMT_CREDIT_SUM_DEBT'] = np.nan df.loc[(df.AMT_CREDIT_SUM_LIMIT < 0),'AMT_CREDIT_SUM_LIMIT'] = np.nan All = df.groupby(['SK_ID_CURR'] ).agg( {'DAYS_CREDIT': [min, max], 'CREDIT_DAY_OVERDUE':max, 'DAYS_CREDIT_ENDDATE':max, 'DAYS_ENDDATE_FACT':[min,max], 'AMT_CREDIT_MAX_OVERDUE':max, 'CNT_CREDIT_PROLONG':max, 'AMT_CREDIT_SUM':max, 'AMT_CREDIT_SUM_DEBT':max, 'AMT_CREDIT_SUM_LIMIT':max, 'DAYS_CREDIT_UPDATE':min, 'AMT_ANNUITY':max, 'MONTHS_BALANCE':min, 'BB_S_0':sum, 'BB_S_1':sum, 'BB_S_2':sum, 'BB_S_3':sum, 'BB_S_4':sum, 'BB_S_5':sum, 'BB_S_C':sum, 'BB_S_X':sum }) All.columns = ["_all_".join(x)for x in All.columns.ravel() ] Active = df.query('CREDIT_ACTIVE == "Active"' ).groupby(['SK_ID_CURR'] ).agg( {'CREDIT_DAY_OVERDUE':max, 'AMT_CREDIT_MAX_OVERDUE': max, 'CNT_CREDIT_PROLONG':[max,sum], 'AMT_CREDIT_SUM':sum, 'AMT_CREDIT_SUM_DEBT':sum, 'AMT_CREDIT_SUM_LIMIT':sum, 'AMT_CREDIT_SUM_OVERDUE':sum, 'DAYS_CREDIT_UPDATE':min, 'AMT_ANNUITY':sum, 'MONTHS_BALANCE':min, 'BB_S_0':sum, 'BB_S_1':sum, 'BB_S_2':sum, 'BB_S_3':sum, 'BB_S_4':sum, 'BB_S_5':sum, 'BB_S_C':sum, 'BB_S_X':sum }) Active.columns = ["_act_".join(x)for x in Active.columns.ravel() ] CREDIT_ACTIVE_ctab = pd.crosstab(df['SK_ID_CURR'], df['CREDIT_ACTIVE'] ).rename_axis(None, axis=1) dfs = [All,Active,CREDIT_ACTIVE_ctab] df_final = reduce(lambda left,right: pd.merge(left,right,on='SK_ID_CURR',how='outer'), dfs) df_final.reset_index(inplace=True) return(df_final) CREDIT_ACTIVE_ctab = pd.crosstab(df['SK_ID_CURR'], df['CREDIT_ACTIVE'] ).rename_axis(None, axis=1) dfs = [All,Active,CREDIT_ACTIVE_ctab] df_final = reduce(lambda left,right: pd.merge(left,right,on='SK_ID_CURR',how='outer'), dfs) df_final.reset_index(inplace=True) return(df_final) def bureau_newFeature(df): df['AMT_CREDIT_SUM_sum2AMT_CREDIT_SUM_DEBT_sum'] = df['AMT_CREDIT_SUM_DEBT_act_sum']/df['AMT_CREDIT_SUM_act_sum'] df['AMT_CREDIT_SUM_sum2AMT_ANNUITY_sum'] = df['AMT_CREDIT_SUM_act_sum']/df['AMT_ANNUITY_act_sum'] df['AMT_CREDIT_SUM_DEBT_sum2AMT_ANNUITY_sum'] = df['AMT_CREDIT_SUM_DEBT_act_sum']/df['AMT_ANNUITY_act_sum'] df.replace([np.inf, -np.inf], np.nan,inplace=True) df.loc[df.AMT_CREDIT_SUM_sum2AMT_CREDIT_SUM_DEBT_sum>2,'AMT_CREDIT_SUM_sum2AMT_CREDIT_SUM_DEBT_sum'] = np.nan df.loc[df.AMT_CREDIT_SUM_sum2AMT_ANNUITY_sum>120,'AMT_CREDIT_SUM_sum2AMT_ANNUITY_sum'] = np.nan df.loc[df.AMT_CREDIT_SUM_DEBT_sum2AMT_ANNUITY_sum>80,'AMT_CREDIT_SUM_DEBT_sum2AMT_ANNUITY_sum'] = np.nan return(df) def transform_bureau(df): logTransformation = ['CREDIT_DAY_OVERDUE_all_max','AMT_CREDIT_MAX_OVERDUE_all_max','AMT_CREDIT_SUM_all_max','AMT_CREDIT_SUM_DEBT_all_max', 'AMT_CREDIT_SUM_LIMIT_all_max','AMT_ANNUITY_all_max','AMT_CREDIT_MAX_OVERDUE_act_max','AMT_CREDIT_SUM_act_sum', 'AMT_CREDIT_SUM_DEBT_act_sum','AMT_CREDIT_SUM_LIMIT_act_sum','AMT_CREDIT_SUM_OVERDUE_act_sum','AMT_ANNUITY_act_sum'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sartLogTransformation = ['CREDIT_DAY_OVERDUE_act_max','DAYS_CREDIT_UPDATE_act_min'] df[sartLogTransformation] = df[sartLogTransformation].apply(lambda x : np.sqrt(np.log(np.abs(x+1))),axis=1) sqrtTransformation = ['DAYS_CREDIT_all_min','DAYS_CREDIT_all_max','DAYS_CREDIT_ENDDATE_all_max','DAYS_ENDDATE_FACT_all_min','DAYS_ENDDATE_FACT_all_max', 'DAYS_CREDIT_UPDATE_all_min','MONTHS_BALANCE_all_min','MONTHS_BALANCE_act_min'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
buying = tf.feature_column.categorical_column_with_vocabulary_list("buying", ['high', 'low', 'med', 'vhigh']) maintainence = tf.feature_column.categorical_column_with_vocabulary_list("maintainence", ['high', 'low', 'med', 'vhigh']) doors = tf.feature_column.categorical_column_with_vocabulary_list("doors", ['3', '4', '5more', '2']) persons = tf.feature_column.categorical_column_with_vocabulary_list("persons", ['4', 'more', '2']) lug_boot = tf.feature_column.categorical_column_with_vocabulary_list("lug_boot", ['small', 'med', 'big']) safety = tf.feature_column.categorical_column_with_vocabulary_list("safety", ['low', 'med', 'high'] )<define_variables>
def get_previous_application() : df = pd.read_csv('.. /input/previous_application.csv') df.loc[df.DAYS_FIRST_DRAWING >0,'DAYS_FIRST_DRAWING'] = np.nan df.loc[df.DAYS_FIRST_DUE >0,'DAYS_FIRST_DUE'] = np.nan df.loc[df.DAYS_LAST_DUE_1ST_VERSION >2000,'DAYS_LAST_DUE_1ST_VERSION'] = np.nan df.loc[df.DAYS_LAST_DUE >3000,'DAYS_LAST_DUE'] = np.nan df.loc[df.DAYS_TERMINATION >3000,'DAYS_TERMINATION'] = np.nan dff = df.query('FLAG_LAST_APPL_PER_CONTRACT == "Y" and NFLAG_LAST_APPL_IN_DAY == 1') NAME_CONTRACT_STATUS_ctab = pd.crosstab(df['SK_ID_CURR'], df['NAME_CONTRACT_STATUS']) df['AMT_ANNUITY2AMT_CREDIT'] = df['AMT_ANNUITY']/df['AMT_CREDIT'] df['AMT_APPLICATION2AMT_CREDIT'] = df['AMT_APPLICATION']/df['AMT_CREDIT'] df['AMT_GOODS_PRICE2AMT_CREDIT'] = df['AMT_GOODS_PRICE']/df['AMT_CREDIT'] NAME_CONTRACT_STATUS_ctab = pd.crosstab(df['SK_ID_CURR'], df['NAME_CONTRACT_STATUS']) df_grouped = df.query('NAME_CONTRACT_STATUS != "Refused" and FLAG_LAST_APPL_PER_CONTRACT == "Y" and NFLAG_LAST_APPL_IN_DAY == 1')\ .groupby(['SK_ID_CURR'])\ .agg( {'AMT_ANNUITY':max, 'AMT_APPLICATION':max, 'AMT_CREDIT':max, 'AMT_DOWN_PAYMENT':max, 'AMT_GOODS_PRICE':max, 'RATE_DOWN_PAYMENT':[min, max,'mean'], 'RATE_INTEREST_PRIMARY':[min, max,'mean'], 'RATE_INTEREST_PRIVILEGED':[min, max,'mean'], 'DAYS_DECISION':[min, max,'mean'], 'CNT_PAYMENT':[min, max,'mean'], 'DAYS_FIRST_DRAWING':min, 'DAYS_FIRST_DUE':[min, max], 'DAYS_LAST_DUE_1ST_VERSION':[min, max], 'DAYS_LAST_DUE':[min, max], 'DAYS_TERMINATION':[min, max], 'NFLAG_INSURED_ON_APPROVAL':sum }) df_final = pd.merge(df_grouped,NAME_CONTRACT_STATUS_ctab,on='SK_ID_CURR',how='outer') df_final.reset_index(inplace=True) df_final.columns = ['SK_ID_CURR','AMT_ANNUITY_max','AMT_APPLICATION_max','AMT_CREDIT_max','AMT_DOWN_PAYMENT_max','AMT_GOODS_PRICE_max', 'RATE_DOWN_PAYMENT_min','RATE_DOWN_PAYMENT_max','RATE_INTEREST_PRIMARY_min','RATE_INTEREST_PRIMARY_max', 'RATE_INTEREST_PRIVILEGED_min','RATE_INTEREST_PRIVILEGED_max','DAYS_DECISION_min','DAYS_DECISION_max','CNT_PAYMENT_min', 'CNT_PAYMENT_max','DAYS_FIRST_DRAWING_min','DAYS_FIRST_DUE_min','DAYS_FIRST_DUE_max', 'DAYS_LAST_DUE_1ST_VERSION_min','DAYS_LAST_DUE_1ST_VERSION_max','DAYS_LAST_DUE_min','DAYS_LAST_DUE_max','DAYS_TERMINATION_min', 'DAYS_TERMINATION_max','NFLAG_INSURED_ON_APPROVAL_sum','Approved','Canceled','Refused','Unused_offer'] df_final.head() return(df_final) def transform_previous_application(df): logTransformation = ['AMT_ANNUITY_max','AMT_APPLICATION_max','AMT_CREDIT_max', 'AMT_DOWN_PAYMENT_max','AMT_GOODS_PRICE_max'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sqrtTransformation = ['DAYS_DECISION_min','DAYS_DECISION_max','DAYS_FIRST_DRAWING_min','DAYS_FIRST_DUE_min','DAYS_FIRST_DUE_max','DAYS_LAST_DUE_min', 'DAYS_LAST_DUE_max','DAYS_TERMINATION_min','DAYS_TERMINATION_max'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
feat_cols = [buying, maintainence, doors, persons, lug_boot, safety]<train_model>
def get_previous_application() : df = pd.read_csv('.. /input/previous_application.csv') df.loc[df.DAYS_FIRST_DRAWING >0,'DAYS_FIRST_DRAWING'] = np.nan df.loc[df.DAYS_FIRST_DUE >0,'DAYS_FIRST_DUE'] = np.nan df.loc[df.DAYS_LAST_DUE_1ST_VERSION >2000,'DAYS_LAST_DUE_1ST_VERSION'] = np.nan df.loc[df.DAYS_LAST_DUE >3000,'DAYS_LAST_DUE'] = np.nan df.loc[df.DAYS_TERMINATION >3000,'DAYS_TERMINATION'] = np.nan df['AMT_ANNUITY2AMT_CREDIT'] = df['AMT_ANNUITY']/df['AMT_CREDIT'] df['AMT_APPLICATION2AMT_CREDIT'] = df['AMT_APPLICATION']/df['AMT_CREDIT'] df['AMT_GOODS_PRICE2AMT_CREDIT'] = df['AMT_GOODS_PRICE']/df['AMT_CREDIT'] NAME_CONTRACT_STATUS_ctab = pd.crosstab(df['SK_ID_CURR'], df['NAME_CONTRACT_STATUS']) df_grouped = df.query('NAME_CONTRACT_STATUS != "Refused" and FLAG_LAST_APPL_PER_CONTRACT == "Y" and NFLAG_LAST_APPL_IN_DAY == 1')\ .groupby(['SK_ID_CURR'])\ .agg( {'AMT_ANNUITY':max, 'AMT_APPLICATION':max, 'AMT_CREDIT':max, 'AMT_DOWN_PAYMENT':max, 'AMT_GOODS_PRICE':max, 'RATE_DOWN_PAYMENT':[min, max,'mean'], 'RATE_INTEREST_PRIMARY':[min, max,'mean'], 'RATE_INTEREST_PRIVILEGED':[min, max,'mean'], 'DAYS_DECISION':[min, max,'mean'], 'CNT_PAYMENT':[min, max,'mean'], 'DAYS_FIRST_DRAWING':min, 'DAYS_FIRST_DUE':[min, max], 'DAYS_LAST_DUE_1ST_VERSION':[min, max], 'DAYS_LAST_DUE':[min, max], 'DAYS_TERMINATION':[min, max], 'NFLAG_INSURED_ON_APPROVAL':sum }) df_final = pd.merge(df_grouped,NAME_CONTRACT_STATUS_ctab,on='SK_ID_CURR',how='outer') df_final.reset_index(inplace=True) return(df_final) def transform_previous_application(df): logTransformation = ['AMT_ANNUITY_max','AMT_APPLICATION_max','AMT_CREDIT_max', 'AMT_DOWN_PAYMENT_max','AMT_GOODS_PRICE_max'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sqrtTransformation = ['DAYS_DECISION_min','DAYS_DECISION_max','DAYS_FIRST_DRAWING_min','DAYS_FIRST_DUE_min','DAYS_FIRST_DUE_max','DAYS_LAST_DUE_min', 'DAYS_LAST_DUE_max','DAYS_TERMINATION_min','DAYS_TERMINATION_max'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
input_func = tf.estimator.inputs.pandas_input_fn(x=X_train, y=y_train, batch_size=500, num_epochs=10000, shuffle=True )<train_model>
def get_POS_CASH_balance() : POS_CASH_balance = pd.read_csv('.. /input/POS_CASH_balance.csv') Closed_Loans = POS_CASH_balance[POS_CASH_balance['SK_ID_PREV'].isin(POS_CASH_balance.query('NAME_CONTRACT_STATUS == "Completed"' ).SK_ID_PREV)] Active_Loans = POS_CASH_balance[~POS_CASH_balance['SK_ID_PREV'].isin(POS_CASH_balance.query('NAME_CONTRACT_STATUS == "Active" and MONTHS_BALANCE == -1' ).SK_ID_PREV)] Active = Active_Loans.groupby(['SK_ID_CURR'] ).agg( { 'MONTHS_BALANCE':min, 'CNT_INSTALMENT':[min,max], 'CNT_INSTALMENT_FUTURE':[min,max] }) Closed = Closed_Loans.groupby(['SK_ID_CURR'] ).agg( { 'MONTHS_BALANCE':[min,max], 'CNT_INSTALMENT':max }) NAME_CONTRACT_STATUS = POS_CASH_balance.query('(NAME_CONTRACT_STATUS == "Completed")or(NAME_CONTRACT_STATUS == "Active" and MONTHS_BALANCE == -1)')[['SK_ID_PREV','SK_ID_CURR','NAME_CONTRACT_STATUS']].drop_duplicates() NAME_CONTRACT_STATUS_ctab = pd.crosstab(NAME_CONTRACT_STATUS['SK_ID_CURR'], NAME_CONTRACT_STATUS['NAME_CONTRACT_STATUS']) dfs = [NAME_CONTRACT_STATUS_ctab,Active,Closed] df_final = reduce(lambda left,right: pd.merge(left,right,on='SK_ID_CURR',how='outer'), dfs) df_final.reset_index(inplace=True) df_final.columns = ['SK_ID_CURR','Active','Completed','MONTHS_BALANCE_A_min','CNT_INSTALMENT_A_min','CNT_INSTALMENT_A_max','CNT_INSTALMENT_FUTURE_A_min', 'CNT_INSTALMENT_FUTURE_max','MONTHS_BALANCE_C_min','MONTHS_BALANCE_C_max','CNT_INSTALMENT_C_max'] return(df_final) def transform_POS_CASH_balance(df): sqrtTransformation = ['CNT_INSTALMENT_A_min','CNT_INSTALMENT_A_max','CNT_INSTALMENT_FUTURE_A_min','CNT_INSTALMENT_FUTURE_max','CNT_INSTALMENT_C_max'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
input_func_test = tf.estimator.inputs.pandas_input_fn(x=test, num_epochs=500, shuffle=False )<choose_model_class>
def get_installment_payments() : instalment_payments = pd.read_csv('.. /input/installments_payments.csv') instalment_payments['MONTH']=(instalment_payments['DAYS_INSTALMENT']/30 ).astype(int) Active = instalment_payments.query('MONTH == -1' ).groupby('SK_ID_CURR' ).agg({ 'NUM_INSTALMENT_VERSION':max, 'NUM_INSTALMENT_NUMBER':max, 'AMT_INSTALMENT':sum, 'AMT_PAYMENT':sum }) Closed = instalment_payments.groupby('SK_ID_CURR' ).agg({ 'NUM_INSTALMENT_VERSION':max, 'NUM_INSTALMENT_NUMBER':max, 'DAYS_INSTALMENT':min, 'AMT_INSTALMENT':[max,min] }) df_final = pd.merge(Active,Closed,on='SK_ID_CURR',how='outer') df_final.reset_index(inplace=True) df_final.columns=['SK_ID_CURR','NUM_INSTALMENT_VERSION_A_max','NUM_INSTALMENT_NUMBER_A_max','AMT_INSTALMENT_A_sum','AMT_PAYMENT_A_sum', 'NUM_INSTALMENT_VERSION_C_max','NUM_INSTALMENT_NUMBER_C_max','DAYS_INSTALMENT_C_min','AMT_INSTALMENT_C_max','AMT_INSTALMENT_c_min'] return(df_final) def transform_installment_payments(df): logTransformation = ['AMT_INSTALMENT_A_sum','AMT_PAYMENT_A_sum','AMT_INSTALMENT_C_max','AMT_INSTALMENT_c_min'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sqrtTransformation = ['NUM_INSTALMENT_VERSION_A_max','NUM_INSTALMENT_NUMBER_A_max','NUM_INSTALMENT_VERSION_C_max','NUM_INSTALMENT_NUMBER_C_max', 'DAYS_INSTALMENT_C_min'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
model = tf.estimator.LinearClassifier(feature_columns=feat_cols, n_classes=4 )<train_model>
def get_credit_card_balance() : df = pd.read_csv('.. /input/credit_card_balance.csv') dfa = df.query('NAME_CONTRACT_STATUS == "Active"' ).groupby(['SK_ID_CURR','MONTHS_BALANCE'] ).agg({ 'AMT_BALANCE':sum, 'AMT_CREDIT_LIMIT_ACTUAL':sum, 'AMT_DRAWINGS_ATM_CURRENT':sum, 'AMT_DRAWINGS_CURRENT':sum, 'AMT_DRAWINGS_OTHER_CURRENT':sum, 'AMT_DRAWINGS_POS_CURRENT':sum, 'AMT_INST_MIN_REGULARITY':sum, 'AMT_PAYMENT_CURRENT':sum, 'AMT_PAYMENT_TOTAL_CURRENT':sum, 'AMT_RECEIVABLE_PRINCIPAL':sum, 'AMT_RECIVABLE':sum, 'AMT_TOTAL_RECEIVABLE':sum, 'CNT_DRAWINGS_ATM_CURRENT':sum, 'CNT_DRAWINGS_CURRENT':sum, 'CNT_DRAWINGS_POS_CURRENT':sum, 'CNT_DRAWINGS_OTHER_CURRENT':sum, 'CNT_INSTALMENT_MATURE_CUM':sum, 'SK_DPD':max, 'SK_DPD_DEF':max }) dfa = dfa.groupby(['SK_ID_CURR'] ).agg(['mean',max,min,'std']) dfa.columns = ["_".join(x)for x in dfa.columns.ravel() ] dfp = pd.pivot_table(df.query('NAME_CONTRACT_STATUS == ["Active","Completed","Demand"]' ).groupby(['SK_ID_CURR','SK_ID_PREV'] ).agg({'MONTHS_BALANCE':max} ).merge(df[['SK_ID_CURR','SK_ID_PREV','MONTHS_BALANCE','NAME_CONTRACT_STATUS']],on=['SK_ID_CURR','SK_ID_PREV','MONTHS_BALANCE']), values='SK_ID_PREV',index=['SK_ID_CURR'],columns=['NAME_CONTRACT_STATUS'],aggfunc=np.size ).reset_index().rename_axis(None, axis=1) dfp.fillna(0,inplace=True) dfcc = dfa.merge(dfp,on='SK_ID_CURR') dfcc[dfcc < 0] = 0 return(dfcc) def transform_credit_card_balance(df): logTransformation = ['AMT_BALANCE_mean','AMT_BALANCE_max','AMT_BALANCE_min','AMT_BALANCE_std', 'AMT_CREDIT_LIMIT_ACTUAL_mean','AMT_CREDIT_LIMIT_ACTUAL_max','AMT_CREDIT_LIMIT_ACTUAL_min','AMT_CREDIT_LIMIT_ACTUAL_std', 'AMT_DRAWINGS_ATM_CURRENT_mean','AMT_DRAWINGS_ATM_CURRENT_max','AMT_DRAWINGS_ATM_CURRENT_min','AMT_DRAWINGS_ATM_CURRENT_std', 'AMT_DRAWINGS_CURRENT_mean','AMT_DRAWINGS_CURRENT_max','AMT_DRAWINGS_CURRENT_min','AMT_DRAWINGS_CURRENT_std', 'AMT_DRAWINGS_OTHER_CURRENT_mean','AMT_DRAWINGS_OTHER_CURRENT_max','AMT_DRAWINGS_OTHER_CURRENT_std','AMT_DRAWINGS_POS_CURRENT_mean', 'AMT_DRAWINGS_POS_CURRENT_max','AMT_DRAWINGS_POS_CURRENT_min','AMT_DRAWINGS_POS_CURRENT_std','AMT_INST_MIN_REGULARITY_mean', 'AMT_INST_MIN_REGULARITY_max','AMT_INST_MIN_REGULARITY_min','AMT_INST_MIN_REGULARITY_std','AMT_PAYMENT_CURRENT_mean', 'AMT_PAYMENT_CURRENT_max','AMT_PAYMENT_CURRENT_min','AMT_PAYMENT_CURRENT_std','AMT_PAYMENT_TOTAL_CURRENT_mean','AMT_PAYMENT_TOTAL_CURRENT_max', 'AMT_PAYMENT_TOTAL_CURRENT_min','AMT_PAYMENT_TOTAL_CURRENT_std','AMT_RECEIVABLE_PRINCIPAL_mean','AMT_RECEIVABLE_PRINCIPAL_max','AMT_RECEIVABLE_PRINCIPAL_min', 'AMT_RECEIVABLE_PRINCIPAL_std','AMT_RECIVABLE_mean','AMT_RECIVABLE_max','AMT_RECIVABLE_min','AMT_RECIVABLE_std','AMT_TOTAL_RECEIVABLE_mean', 'AMT_TOTAL_RECEIVABLE_max','AMT_TOTAL_RECEIVABLE_min','AMT_TOTAL_RECEIVABLE_std'] df[logTransformation] = df[logTransformation].apply(lambda x : np.log(x+1),axis=1) sqrtTransformation = ['CNT_DRAWINGS_ATM_CURRENT_mean','CNT_DRAWINGS_ATM_CURRENT_max','CNT_DRAWINGS_ATM_CURRENT_min', 'CNT_DRAWINGS_ATM_CURRENT_std','CNT_DRAWINGS_CURRENT_mean','CNT_DRAWINGS_CURRENT_max','CNT_DRAWINGS_CURRENT_min', 'CNT_DRAWINGS_CURRENT_std','CNT_DRAWINGS_POS_CURRENT_mean','CNT_DRAWINGS_POS_CURRENT_max','CNT_DRAWINGS_POS_CURRENT_min', 'CNT_DRAWINGS_POS_CURRENT_std','CNT_INSTALMENT_MATURE_CUM_mean','CNT_INSTALMENT_MATURE_CUM_max','CNT_INSTALMENT_MATURE_CUM_min', 'CNT_INSTALMENT_MATURE_CUM_std','SK_DPD_mean','SK_DPD_std','SK_DPD_DEF_mean','SK_DPD_DEF_max','SK_DPD_DEF_std'] df[sqrtTransformation] = df[sqrtTransformation].apply(lambda x: np.sqrt(np.abs(x)) ,axis=1) return(df )
Home Credit Default Risk
1,114,299
model.train(input_fn=input_func,steps=5000 )<train_model>
def getFinalDataSet() : application = get_application_dataset() application = transform_application(get_application_dataset()) bureau = transform_bureau(get_bureau_dataset()) previous_application = get_previous_application() POS_CASH_balance = transform_POS_CASH_balance(get_POS_CASH_balance()) installment_payments = transform_installment_payments(get_installment_payments()) credit_card_balance = transform_credit_card_balance(get_credit_card_balance()) dfs = [application, bureau, previous_application, POS_CASH_balance, installment_payments, credit_card_balance] df = reduce(lambda left,right: pd.merge(left,right,on='SK_ID_CURR',how='left'), dfs) return(df )
Home Credit Default Risk
1,114,299
pred_fn = tf.estimator.inputs.pandas_input_fn(x=X_test, batch_size=len(X_test), shuffle=False )<predict_on_test>
def scaleNfillna(df): df.replace([np.inf, -np.inf], np.nan,inplace=True) df.fillna(0,inplace=True) scaler = MinMaxScaler() df = scaler.fit_transform(df) return(df )
Home Credit Default Risk
1,114,299
predictions = list(model.predict(input_fn=pred_fn)) probs = pd.Series([pred['class_ids'][0] for pred in predictions] )<compute_test_metric>
from keras.models import Sequential, Model from keras.layers import Input, Dense, Dropout, BatchNormalization from sklearn.model_selection import train_test_split from sklearn import metrics
Home Credit Default Risk
1,114,299
final_preds = [] for pred in predictions: final_preds.append(pred['class_ids'][0]) print(classification_report(y_test,final_preds))<train_model>
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 ['SK_ID_CURR','TARGET']] 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, 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() if not debug: test_df['TARGET'] = sub_preds print('Full AUC score %.6f' % roc_auc_score(train_df['TARGET'], oof_preds)) display_importances(feature_importance_df) return(test_df[['SK_ID_CURR', 'TARGET']]) 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' )
Home Credit Default Risk
1,114,299
eval_input_func = tf.estimator.inputs.pandas_input_fn(x=X_test,y=y_test,batch_size=len(X_test),shuffle=False )<prepare_output>
def ANN(X_train,y_train,X_test,y_test,L_dim,num_epochs = 2): ann = Sequential() ann.add(Dense(L_dim[0], input_dim=X_train.shape[1], activation='relu')) ann.add(BatchNormalization()) ann.add(Dropout(0.2)) ann.add(Dense(L_dim[1], activation='relu')) ann.add(BatchNormalization()) ann.add(Dropout(0.2)) ann.add(Dense(L_dim[2], activation='relu')) ann.add(BatchNormalization()) ann.add(Dropout(0.2)) ann.add(Dense(L_dim[3], activation='relu')) ann.add(BatchNormalization()) ann.add(Dropout(0.2)) ann.add(Dense(L_dim[4], activation='relu')) ann.add(BatchNormalization()) ann.add(Dense(1, activation='sigmoid')) ann.compile(loss='binary_crossentropy',optimizer='adam',metrics=['accuracy']) ann.summary() ann.fit(X_train, y_train, epochs=num_epochs, batch_size=32, validation_data=(X_test,y_test), shuffle=True, verbose=1) y_pred = ann.predict(X_test) cm = metrics.confusion_matrix(y_test, y_pred > 0.5) print(cm) fpr, tpr, thresholds = metrics.roc_curve(y_test+1, y_pred, pos_label=2) print(metrics.auc(fpr, tpr)) return(ann )
Home Credit Default Risk
1,114,299
results = model.evaluate(eval_input_func) results<train_model>
def AE(X): input_data = Input(shape=(X.shape[1],)) encoded = Dense(128, activation='relu' )(input_data) encoded = BatchNormalization()(encoded) encoded = Dense(32, activation='relu' )(encoded) encoded = BatchNormalization()(encoded) encoded = Dense(16, activation='relu' )(encoded) encoded = BatchNormalization(name='encoded_layer' )(encoded) decoded = Dense(32, activation='relu' )(encoded) decoded = BatchNormalization()(decoded) decoded = Dense(64, activation='relu' )(decoded) decoded = BatchNormalization()(decoded) decoded = Dense(X.shape[1], activation='linear' )(encoded) autoencoder = Model(input_data, decoded) autoencoder.compile(optimizer='adadelta', loss='mean_squared_error') autoencoder.fit(X, X,epochs=10, batch_size=32,shuffle=True) return(autoencoder )
Home Credit Default Risk
1,114,299
pred_fn_test = tf.estimator.inputs.pandas_input_fn(x=test, batch_size=len(test), shuffle=False )<predict_on_test>
def submitLGBM(debug=True): df = getFinalDataSet() submission = kfold_lightgbm(df, 4, stratified = True) if not debug: print("writing the submission file") submission.to_csv('submission_1.csv', index=False )
Home Credit Default Risk
1,114,299
predictions_test = list(model.predict(input_fn=pred_fn_test)) probs_test = pd.Series([pred['class_ids'][0] for pred in predictions_test] )<define_variables>
def ANN_prediction(df): feats =[x for x in list(df)if x not in ['SK_ID_CURR','TARGET']] df[feats] = scaleNfillna(df[feats]) X = df.loc[df['TARGET'].notnull() ,feats].values y = df[df['TARGET'].notnull() ].TARGET.values X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.10, random_state=42) ros = RandomOverSampler(random_state=0, sampling_strategy=0.4) X_resampled, y_resampled = ros.fit_sample(X_train, y_train) L_dim =(128,64,32,16,8) ann = ANN(X_resampled, y_resampled,X_test,y_test,L_dim,5) annPred = pd.DataFrame() annPred['SK_ID_CURR'] = df['SK_ID_CURR'] annPred['annPred'] = ann.predict(df[feats].values) return(annPred) def AE_prediction(df): feats =[x for x in list(df)if x not in ['SK_ID_CURR','TARGET']] df.loc[:,feats] = scaleNfillna(df.loc[:,feats]) X = df[feats].values ae = AE(X) intermediate_layer_model = Model(inputs=ae.input, outputs=ae.get_layer('encoded_layer' ).output) aePred = pd.DataFrame(columns=['SK_ID_CURR']+['ae'+str(x)for x in range(1,17)]) aePred['SK_ID_CURR'] = df['SK_ID_CURR'] aePred.loc[:,'ae1':'ae16'] = intermediate_layer_model.predict(X) return(aePred) def submit() : df = getFinalDataSet() annPred = ANN_prediction(df) df = pd.merge(df,annPred,on='SK_ID_CURR',how='left') submission = kfold_lightgbm(df, 4, stratified = True) print("writing the submission file") submission.to_csv('submission_1.csv', index=False) def submitWeighted() : df = getFinalDataSet() annPred = ANN_prediction(df) lgbPred = kfold_lightgbm(df, 4, stratified = True) weighted = pd.merge(lgbPred,annPred,on='SK_ID_CURR',how='left') weighted['TARGET_avg'] =(0.8)*weighted['TARGET'] +(0.2)*weighted['annPred'] submission = weighted.loc[:,['SK_ID_CURR','TARGET_avg']] submission.rename(columns={'TARGET_avg': 'TARGET'}, inplace=True) submission.to_csv('submission_1.csv', index=False )
Home Credit Default Risk
1,114,299
preds_test_1 = [] for pred in predictions_test: preds_test_1.append(pred['class_ids'][0]) print(len(preds_test_1))<categorify>
def ilo() : df = getFinalDataSet() feats =[x for x in list(df)if x not in ['SK_ID_CURR','TARGET']] df[feats] = scaleNfillna(df[feats]) X = df[feats].values ae = AE(X) intermediate_layer_model = Model(inputs=ae.input, outputs=ae.get_layer('encoded_layer' ).output) X = intermediate_layer_model.predict(X[df["TARGET"].notnull() ]) y = df[df['TARGET'].notnull() ].TARGET.values kfold_lightgbm(X,y, 2, False, False )
Home Credit Default Risk
1,414,913
preds_test = le.inverse_transform(preds_test_1) print(type(preds_test))<create_dataframe>
data = pd.read_csv(PATH+"/application_train.csv") test = pd.read_csv(PATH+"/application_test.csv") bureau = pd.read_csv(PATH+"/bureau.csv", nrows=50000) bureau_balance = pd.read_csv(PATH+"/bureau_balance.csv", nrows=50000) credit_card_balance = pd.read_csv(PATH+"/credit_card_balance.csv", nrows=50000) installments_payments = pd.read_csv(PATH+"/installments_payments.csv", nrows=50000) previous_application = pd.read_csv(PATH+"/previous_application.csv", nrows=50000) POS_CASH_balance = pd.read_csv(PATH+"/POS_CASH_balance.csv", nrows=50000 )
Home Credit Default Risk
1,414,913
df = pd.DataFrame(columns=['Id', 'Class_vgood', 'Class_good', 'Class_acc', 'Class_unacc']) for i, ids, preds in zip(range(len(test_ids)) , test_ids, preds_test): if(preds == 'vgood'): submission = pd.DataFrame({ "Id": ids, "Class_vgood": 1, "Class_good": 0, "Class_acc": 0, "Class_unacc": 0, }, index=[i]) df = df.append(submission) if(preds == 'good'): submission = pd.DataFrame({ "Id": ids, "Class_vgood": 0, "Class_good": 1, "Class_acc": 0, "Class_unacc": 0, }, index=[i]) df = df.append(submission) if(preds == 'acc'): submission = pd.DataFrame({ "Id": ids, "Class_vgood": 0, "Class_good": 0, "Class_acc": 1, "Class_unacc": 0, }, index=[i]) df = df.append(submission) if(preds == 'unacc'): submission = pd.DataFrame({ "Id": ids, "Class_vgood": 0, "Class_good": 0, "Class_acc": 0, "Class_unacc": 1, }, index=[i]) df = df.append(submission )<save_to_csv>
import numpy as np
Home Credit Default Risk
1,414,913
df.to_csv('sampleSubmission.csv', index=False )<load_from_csv>
import pandas as pd
Home Credit Default Risk
1,414,913
train_df = pd.read_csv(".. /input/tmu-inclass-competition/train.csv") test_df = pd.read_csv(".. /input/tmu-inclass-competition/test.csv") sub_df = pd.read_csv(".. /input/tmu-inclass-competition/sample_submission.csv" )<count_values>
import pandas as pd
Home Credit Default Risk
1,414,913
cat_list = ["jurisdiction_names", "country_code", "smart_location", "property_type", "host_id", "host_response_time", "room_type"] def preprocess(train_df, test_df): new_df = pd.concat([train_df, test_df] ).reset_index(drop=True) d = {} for s in new_df["calendar_updated"].value_counts().index: if s == "today": d[s] = 0 elif s == "yesterday": d[s] = 1 elif s == "a week ago" or s == "1 week ago": d[s] = 7 elif s == "never": d[s] = 9999 elif s[-len("months ago"):] == "months ago": d[s] = int(s[:-len("months ago")])* 30 elif s[-len("weeks ago"):] == "weeks ago": d[s] = int(s[:-len("weeks ago")])* 7 elif s[-len("days ago"):] == "days ago": d[s] = int(s[:-len("days ago")]) else: print(s) print("Error") break oldest = min(pd.to_datetime(new_df["host_since"])) newest = max(pd.to_datetime(new_df["host_since"])) dt = newest - oldest processed_train_df = train_df.select_dtypes("number" ).drop("listing_id", axis=1) processed_train_df["host_since"] = pd.to_datetime(train_df["host_since"]) processed_train_df["host_since"] = processed_train_df["host_since"].apply(lambda x:(x - oldest)/dt * 100) processed_train_df["calendar_updated"] = train_df["calendar_updated"].apply(lambda x: d[x]) processed_train_df["host_response_rate"] = train_df["host_response_rate"].fillna("0%" ).apply(lambda x: int(x[:-1])) processed_train_df = pd.concat([processed_train_df, pd.get_dummies(train_df["bed_type"])], axis=1, join='inner') processed_train_df = pd.concat([processed_train_df, pd.get_dummies(train_df["cancellation_policy"])], axis=1, join='inner') processed_test_df = test_df.select_dtypes("number" ).drop("listing_id", axis=1) processed_test_df["host_since"] = pd.to_datetime(test_df["host_since"]) processed_test_df["host_since"] = processed_test_df["host_since"].apply(lambda x:(x - oldest)/dt * 100) processed_test_df["calendar_updated"] = test_df["calendar_updated"].apply(lambda x: d[x]) processed_test_df["host_response_rate"] = test_df["host_response_rate"].fillna("0%" ).apply(lambda x: int(x[:-1])) processed_test_df = pd.concat([processed_test_df, pd.get_dummies(test_df["bed_type"])], axis=1, join='inner') processed_test_df = pd.concat([processed_test_df, pd.get_dummies(test_df["cancellation_policy"])], axis=1, join='inner') for col in ["host_is_superhost", "host_has_profile_pic", "host_identity_verified", "is_location_exact", "has_availability", "requires_license"\ , "instant_bookable", "is_business_travel_ready", "require_guest_profile_picture", "require_guest_phone_verification"]: processed_train_df[col] = train_df[col].apply(lambda x: 1 if x == "t" else 0) processed_test_df[col] = test_df[col].apply(lambda x: 1 if x == "t" else 0) train_df["host_verifications"] = train_df["host_verifications"].apply(lambda x: x.replace("]", "" ).replace("[", "" ).replace("'", "" ).replace(",", "")) test_df["host_verifications"] = test_df["host_verifications"].apply(lambda x: x.replace("]", "" ).replace("[", "" ).replace("'", "" ).replace(",", "")) vers = ["email", "phone", "facebook", "google", "weibo", "sent_id" , "reviews", "kba", "jumio", "government_id", "offline_government_id", "selfie", "identity_manual", "sesame", "sesame_offline", "work_email"] for v in vers: processed_train_df[v] = train_df["host_verifications"].apply(lambda x: 1 if v in x.split() else 0) processed_test_df[v] = test_df["host_verifications"].apply(lambda x: 1 if v in x.split() else 0) for col in cat_list: le = LabelEncoder() train_df[col] = train_df[col].fillna("NAN") test_df[col] = test_df[col].fillna("NAN") le = le.fit(pd.concat([train_df[col], test_df[col]])) processed_train_df[col] = le.transform(train_df[col]) processed_test_df[col] = le.transform(test_df[col]) processed_train_df["col1"] = processed_train_df["bedrooms"] / processed_train_df["accommodates"] processed_train_df["col2"] = processed_train_df["bathrooms"] / processed_train_df["accommodates"] processed_train_df["col3"] = processed_train_df["beds"] / processed_train_df["bedrooms"] processed_train_df["col4"] = processed_train_df["bedrooms"] + processed_train_df["bathrooms"] processed_train_df["col5"] = processed_train_df["bedrooms"] + processed_train_df["bathrooms"] + processed_train_df["accommodates"] + processed_train_df["beds"] processed_train_df["col6"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['host_id'])['bedrooms'].transform('std') processed_train_df["col7"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['host_id'])['bedrooms'].transform('mean') processed_train_df["col8"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['property_type'])['bedrooms'].transform('std') processed_train_df["col9"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['property_type'])['bedrooms'].transform('mean') processed_train_df["col10"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['smart_location'])['bedrooms'].transform('std') processed_train_df["col11"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['smart_location'])['bedrooms'].transform('mean') processed_train_df["col12"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['room_type'])['bedrooms'].transform('std') processed_train_df["col13"] = processed_train_df["bedrooms"] / processed_train_df.groupby(['room_type'])['bedrooms'].transform('mean') processed_train_df["col14"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['host_id'])['bathrooms'].transform('std') processed_train_df["col15"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['host_id'])['bathrooms'].transform('mean') processed_train_df["col16"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['property_type'])['bathrooms'].transform('std') processed_train_df["col17"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['property_type'])['bathrooms'].transform('mean') processed_train_df["col18"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['smart_location'])['bathrooms'].transform('std') processed_train_df["col19"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['smart_location'])['bathrooms'].transform('mean') processed_train_df["col20"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['room_type'])['bathrooms'].transform('std') processed_train_df["col21"] = processed_train_df["bathrooms"] / processed_train_df.groupby(['room_type'])['bathrooms'].transform('mean') processed_train_df["col22"] = processed_train_df["accommodates"] / processed_train_df.groupby(['host_id'])['accommodates'].transform('std') processed_train_df["col23"] = processed_train_df["accommodates"] / processed_train_df.groupby(['host_id'])['accommodates'].transform('mean') processed_train_df["col24"] = processed_train_df["accommodates"] / processed_train_df.groupby(['property_type'])['accommodates'].transform('std') processed_train_df["col25"] = processed_train_df["accommodates"] / processed_train_df.groupby(['property_type'])['accommodates'].transform('mean') processed_train_df["col26"] = processed_train_df["accommodates"] / processed_train_df.groupby(['smart_location'])['accommodates'].transform('std') processed_train_df["col27"] = processed_train_df["accommodates"] / processed_train_df.groupby(['smart_location'])['accommodates'].transform('mean') processed_train_df["col28"] = processed_train_df["accommodates"] / processed_train_df.groupby(['room_type'])['accommodates'].transform('std') processed_train_df["col29"] = processed_train_df["accommodates"] / processed_train_df.groupby(['room_type'])['accommodates'].transform('mean') processed_test_df["col1"] = processed_test_df["bedrooms"] / processed_test_df["accommodates"] processed_test_df["col2"] = processed_test_df["bathrooms"] / processed_test_df["accommodates"] processed_test_df["col3"] = processed_test_df["beds"] / processed_test_df["bedrooms"] processed_test_df["col4"] = processed_test_df["bedrooms"] + processed_test_df["bathrooms"] processed_test_df["col5"] = processed_test_df["bedrooms"] + processed_test_df["bathrooms"] + processed_test_df["accommodates"] + processed_test_df["beds"] processed_test_df["col6"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['host_id'])['bedrooms'].transform('std') processed_test_df["col7"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['host_id'])['bedrooms'].transform('mean') processed_test_df["col8"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['property_type'])['bedrooms'].transform('std') processed_test_df["col9"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['property_type'])['bedrooms'].transform('mean') processed_test_df["col10"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['smart_location'])['bedrooms'].transform('std') processed_test_df["col11"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['smart_location'])['bedrooms'].transform('mean') processed_test_df["col12"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['room_type'])['bedrooms'].transform('std') processed_test_df["col13"] = processed_test_df["bedrooms"] / processed_test_df.groupby(['room_type'])['bedrooms'].transform('mean') processed_test_df["col14"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['host_id'])['bathrooms'].transform('std') processed_test_df["col15"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['host_id'])['bathrooms'].transform('mean') processed_test_df["col16"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['property_type'])['bathrooms'].transform('std') processed_test_df["col17"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['property_type'])['bathrooms'].transform('mean') processed_test_df["col18"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['smart_location'])['bathrooms'].transform('std') processed_test_df["col19"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['smart_location'])['bathrooms'].transform('mean') processed_test_df["col20"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['room_type'])['bathrooms'].transform('std') processed_test_df["col21"] = processed_test_df["bathrooms"] / processed_test_df.groupby(['room_type'])['bathrooms'].transform('mean') processed_test_df["col22"] = processed_test_df["accommodates"] / processed_test_df.groupby(['host_id'])['accommodates'].transform('std') processed_test_df["col23"] = processed_test_df["accommodates"] / processed_test_df.groupby(['host_id'])['accommodates'].transform('mean') processed_test_df["col24"] = processed_test_df["accommodates"] / processed_test_df.groupby(['property_type'])['accommodates'].transform('std') processed_test_df["col25"] = processed_test_df["accommodates"] / processed_test_df.groupby(['property_type'])['accommodates'].transform('mean') processed_test_df["col26"] = processed_test_df["accommodates"] / processed_test_df.groupby(['smart_location'])['accommodates'].transform('std') processed_test_df["col27"] = processed_test_df["accommodates"] / processed_test_df.groupby(['smart_location'])['accommodates'].transform('mean') processed_test_df["col28"] = processed_test_df["accommodates"] / processed_test_df.groupby(['room_type'])['accommodates'].transform('std') processed_test_df["col29"] = processed_test_df["accommodates"] / processed_test_df.groupby(['room_type'])['accommodates'].transform('mean') return processed_train_df, processed_test_df processed_train_df, processed_test_df = preprocess(train_df, test_df )<compute_test_metric>
import matplotlib import matplotlib.pyplot as plt import seaborn as sns
Home Credit Default Risk
1,414,913
def rmsle(y_true, y_pred): assert len(y_true)== len(y_pred) return np.sqrt(np.mean(np.power(np.log1p(y_true + 1)- np.log1p(y_pred + 1), 2))) def rmsle_lgb(preds, data): y_true = np.array(data.get_label()) result = rmsle(preds, y_true) return 'RMSLE', result, False<init_hyperparams>
data['DAYS_EMPLOYED']
Home Credit Default Risk
1,414,913
params = { 'boosting_type': 'gbdt', 'objective': 'regression', 'metric': 'rmsle', 'max_depth': 20, 'max_bin': 200, 'num_leaves': 97, 'min_data_in_leaf': 10, 'learning_rate': 0.0022, 'feature_fraction': 0.8, 'bagging_fraction': 0.8, 'bagging_freq': 10, 'min_sum_hessian_in_leaf': 10, 'lambda_l1': 0.01, 'lambda_l2': 0.01, 'verbose': 0, 'metric': 'rmse' }<prepare_x_and_y>
data['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True )
Home Credit Default Risk
1,414,913
y = processed_train_df["price"].values X = processed_train_df.drop("price", axis=1 ).values features = processed_train_df.drop("price", axis=1 ).columns X_test = processed_test_df.values cols = processed_train_df.drop("price", axis=1 ).columns.values categorical_cols = cat_list[:] feature_importance_df = pd.DataFrame() N = 5 oof = np.zeros(len(X)) test_preds = np.zeros(len(test_df)) kf = KFold(n_splits=N, shuffle=True, random_state=1) cv_score = [] for fold_,(train_idx, val_idx)in enumerate(kf.split(X), start=1): X_train, X_val = X[train_idx], X[val_idx] y_train, y_val = y[train_idx], y[val_idx] lgb_train = lgb.Dataset(X_train, y_train, feature_name=processed_train_df.drop("price", axis=1 ).columns.tolist() , categorical_feature=categorical_cols) lgb_eval = lgb.Dataset(X_val, y_val, reference=lgb_train, feature_name=processed_train_df.drop("price", axis=1 ).columns.tolist() , categorical_feature=categorical_cols) lgb_reg = lgb.train(params, lgb_train, num_boost_round=20000, valid_sets=lgb_eval, early_stopping_rounds=100, verbose_eval=500, feval = rmsle_lgb) y_pred = lgb_reg.predict(X_val, num_iteration=lgb_reg.best_iteration) oof[val_idx] = lgb_reg.predict(X_val, num_iteration=lgb_reg.best_iteration) test_preds += lgb_reg.predict(X_test, num_iteration=lgb_reg.best_iteration)/ N cv_score.append(rmsle(y_val, y_pred)) fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = features fold_importance_df["importance"] = lgb_reg.feature_importance(importance_type='gain') fold_importance_df["fold"] = fold_ + 1 feature_importance_df = pd.concat([feature_importance_df, fold_importance_df], axis=0) print(f"fold{fold_}: {cv_score[-1]} ") sns.residplot(y_pred, y_val, lowess=True, color='g') plt.show() print(f"CV RMSLE Score: {sum(cv_score)/len(cv_score)}" )<save_to_csv>
data['CODE_GENDER'].loc[data['CODE_GENDER']=='XNA']
Home Credit Default Risk
1,414,913
sub_df["price"] = test_preds sub_df.to_csv(f"submission{sum(cv_score)/len(cv_score)}.csv", index=False )<compute_test_metric>
data['CODE_GENDER'].replace({'XNA': 'F'}, inplace=True )
Home Credit Default Risk
1,414,913
rmsle(y, oof )<prepare_x_and_y>
data['CODE_GENDER'].loc[data['CODE_GENDER']=='F']
Home Credit Default Risk
1,414,913
l = [] for idx,(true, pred)in enumerate(zip(y, oof)) : l.append([np.power(np.log1p(true + 1)- np.log1p(pred + 1), 2), idx]) l.sort(reverse=True) l_idx = [x[1] for x in l[:len(l)//20]] l_idx.sort() idx = [] j = 0 for i in range(len(l)) : if i == l_idx[j]: if j < len(l_idx)- 1: j += 1 else: idx.append(i) y = processed_train_df["price"].values X = processed_train_df.drop("price", axis=1 ).values X = X[idx] y = y[idx]<split>
data['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True )
Home Credit Default Risk
1,414,913
N = 5 oof = np.zeros(len(X)) test_preds = np.zeros(len(test_df)) kf = KFold(n_splits=N, shuffle=True, random_state=1) cv_score = [] for fold_,(train_idx, val_idx)in enumerate(kf.split(X), start=1): X_train, X_val = X[train_idx], X[val_idx] y_train, y_val = y[train_idx], y[val_idx] lgb_train = lgb.Dataset(X_train, y_train, feature_name=processed_train_df.drop("price", axis=1 ).columns.tolist() , categorical_feature=categorical_cols) lgb_eval = lgb.Dataset(X_val, y_val, reference=lgb_train, feature_name=processed_train_df.drop("price", axis=1 ).columns.tolist() , categorical_feature=categorical_cols) lgb_reg = lgb.train(params, lgb_train, num_boost_round=20000, valid_sets=lgb_eval, early_stopping_rounds=100, verbose_eval=500, feval = rmsle_lgb) y_pred = lgb_reg.predict(X_val, num_iteration=lgb_reg.best_iteration) oof[val_idx] = lgb_reg.predict(X_val, num_iteration=lgb_reg.best_iteration) test_preds += lgb_reg.predict(X_test, num_iteration=lgb_reg.best_iteration)/ N cv_score.append(rmsle(y_val, y_pred)) fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = features fold_importance_df["importance"] = lgb_reg.feature_importance(importance_type='gain') fold_importance_df["fold"] = fold_ + 1 feature_importance_df = pd.concat([feature_importance_df, fold_importance_df], axis=0) print(f"fold{fold_}: {cv_score[-1]} ") sns.residplot(y_pred, y_val, lowess=True, color='g') plt.show() print(f"CV RMSLE Score: {sum(cv_score)/len(cv_score)}" )<save_to_csv>
data['YEARS_BUILD_CREDIT'] = data['AMT_CREDIT']/data['YEARS_BUILD_AVG']
Home Credit Default Risk
1,414,913
sub_df["price"] = test_preds sub_df.to_csv(f"v2_submission{sum(cv_score)/len(cv_score)}.csv", index=False )<prepare_x_and_y>
data['Annuity_Income'] = data['AMT_ANNUITY']/data['AMT_INCOME_TOTAL']
Home Credit Default Risk
1,414,913
") <load_from_csv>
data['Income_Cred'] = data['AMT_CREDIT']/data['AMT_INCOME_TOTAL']
Home Credit Default Risk
1,414,913
train = pd.read_csv('.. /input/train.csv') test = pd.read_csv('.. /input/test.csv') <categorify>
data['EMP_AGE'] = data['DAYS_EMPLOYED']/data['DAYS_BIRTH']
Home Credit Default Risk
1,414,913
class_names = ['toxic', 'severe_toxic', 'obscene', 'threat', 'insult', 'identity_hate'] train_text = train['comment_text'] test_text = test['comment_text'] all_text = pd.concat([train_text, test_text]) word_vectorizer = TfidfVectorizer( sublinear_tf=True, strip_accents='unicode', analyzer='word', token_pattern=r'\w{1,}', stop_words='english', ngram_range=(1, 1), max_features=10000) word_vectorizer.fit(all_text) train_word_features = word_vectorizer.transform(train_text) test_word_features = word_vectorizer.transform(test_text) char_vectorizer = TfidfVectorizer( sublinear_tf=True, strip_accents='unicode', analyzer='char', stop_words='english', ngram_range=(2, 5), max_features=50000) char_vectorizer.fit(all_text) train_char_features = char_vectorizer.transform(train_text) test_char_features = char_vectorizer.transform(test_text) train_features = hstack([train_char_features, train_word_features]) test_features = hstack([test_char_features, test_word_features]) <import_modules>
data['Income_PP'] = data['AMT_INCOME_TOTAL']/data['CNT_FAM_MEMBERS']
Home Credit Default Risk
1,414,913
from sklearn.svm import LinearSVC from sklearn.ensemble import AdaBoostClassifier from sklearn.calibration import CalibratedClassifierCV <create_dataframe>
data['CHILDREN_RATIO'] =(1 + data['CNT_CHILDREN'])/ data['CNT_FAM_MEMBERS']
Home Credit Default Risk
1,414,913
scores = [] submission = pd.DataFrame.from_dict({'id': test['id']}) for class_name in class_names: train_target = train[class_name] classifier = LogisticRegression(solver='sag') cv_score = np.mean(cross_val_score(classifier, train_features, train_target, cv=3, scoring='roc_auc')) scores.append(cv_score) print('CV score for class {} is {}'.format(class_name, cv_score)) classifier.fit(train_features, train_target) submission[class_name] = classifier.predict_proba(test_features)[:, 1] print('Total CV score is {}'.format(np.mean(scores))) <feature_engineering>
data['PAYMENTS'] = data['AMT_ANNUITY']/ data['AMT_CREDIT']
Home Credit Default Risk
1,414,913
") <define_variables>
data['NEW_CREDIT_TO_GOODS_RATIO'] = data['AMT_CREDIT'] / data['AMT_GOODS_PRICE'] data['GOODS_INCOME'] = data['AMT_GOODS_PRICE']/data['AMT_INCOME_TOTAL']
Home Credit Default Risk
1,414,913
ship_dir = '.. /input/almaz-antey-hackathon-l1/' train_image_dir = os.path.join(ship_dir, 'train/train') test_image_dir = os.path.join(ship_dir, 'test/test' )<load_from_csv>
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 )
Home Credit Default Risk
1,414,913
train_df = pd.read_csv(os.path.join(ship_dir, 'train_segmentation.csv')) sample_sub = pd.read_csv(os.path.join(ship_dir, 'sample_submission.csv'))<categorify>
columns = ['Annuity_Income', 'Income_Cred', 'EMP_AGE', 'Income_PP']
Home Credit Default Risk
1,414,913
montage_rgb = lambda x: np.stack([montage(x[:, :, :, i])for i in range(x.shape[3])], -1) def multi_rle_encode(img, **kwargs): labels = label(img) if img.ndim > 2: return [rle_encode(np.sum(labels==k, axis=2), **kwargs)for k in np.unique(labels[labels>0])] else: return [rle_encode(labels==k, **kwargs)for k in np.unique(labels[labels>0])] def rle_encode(img, min_max_threshold=1e-4, max_mean_threshold=None): if np.max(img)< min_max_threshold: return '' if max_mean_threshold and np.mean(img)> max_mean_threshold: return '' pixels = img.T.flatten() pixels = np.concatenate([[0], pixels, [0]]) runs = np.where(pixels[1:] != pixels[:-1])[0] + 1 runs[1::2] -= runs[::2] return ' '.join(str(x)for x in runs) def rle_decode(mask_rle, shape=(768, 768)) : s = mask_rle.split() starts, lengths = [np.asarray(x, dtype=int)for x in(s[0:][::2], s[1:][::2])] starts -= 1 ends = starts + lengths img = np.zeros(shape[0]*shape[1], dtype=np.uint8) for lo, hi in zip(starts, ends): img[lo:hi] = 1 return img.reshape(shape ).T def masks_as_image(in_mask_list, **kwargs): all_masks = np.zeros(kwargs['shape'], dtype = np.uint8) for mask in in_mask_list: if isinstance(mask, str): all_masks |= rle_decode(mask, **kwargs) return all_masks def masks_as_color(in_mask_list, **kwargs): all_masks = np.zeros(kwargs['shape'], dtype = np.float) scale = lambda x:(len(in_mask_list)+ x + 1)/(len(in_mask_list)* 2) for i,mask in enumerate(in_mask_list): if isinstance(mask, str): all_masks[:,:] += scale(i)* rle_decode(mask, **kwargs) return all_masks<drop_column>
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
1,414,913
generator = ship_generator(train_df, train_image_dir, batch_size=4 )<compute_test_metric>
bureau_new = bureau
Home Credit Default Risk
1,414,913
def dice_coef2(y_true, y_pred): y_true_f = y_true.flatten() y_pred_f = y_pred.flatten() union = np.sum(y_true_f)+ np.sum(y_pred_f) if union==0: return 1 intersection = np.sum(y_true_f * y_pred_f) return 2.* intersection / union<categorify>
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'} )
Home Credit Default Risk
1,414,913
val_data = train_df.sample(200, replace=False ).reset_index() val_data.EncodedPixels = val_data.EncodedPixels.map(lambda x: rle_decode(x))<categorify>
bureau_new = bureau_new.merge(group, how = 'left', on = 'SK_ID_CURR' )
Home Credit Default Risk
1,414,913
pbar = tqdm(val_data.index) predicts = [] for idx in pbar: fpath = os.path.join(train_image_dir, val_data.iloc[idx].ImageId) image, mask = find_mask(fpath) predicts.append(mask )<compute_test_metric>
del group
Home Credit Default Risk
1,414,913
dice = np.mean([dice_coef2(y, predict)for y, predict in zip(val_data.EncodedPixels.to_numpy() , predicts)] )<train_model>
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'} )
Home Credit Default Risk
1,414,913
print(f'DICE = {dice}' )<categorify>
bureau_new = bureau_new.merge(group,on = ['SK_ID_CURR'], how = 'left') del group
Home Credit Default Risk
1,414,913
pbar = tqdm(sample_sub.index[:]) for idx in pbar: fpath = os.path.join(test_image_dir, sample_sub.iloc[idx].ImageId) image, mask = find_mask(fpath) encode_mask = rle_encode(mask) sample_sub.iloc[idx].EncodedPixels = encode_mask<save_to_csv>
bureau_new["AVERAGE_LOAN_TYPE"] = bureau_new['BUREAU_LOAN_COUNT']/bureau_new['LOAN_TYPES_PER_CUST']
Home Credit Default Risk
1,414,913
sample_sub.to_csv('submission.csv', index=False) sample_sub.head()<load_from_csv>
replace = {'Active': 1, 'Closed':0, 'Sold': 1, 'Bad debt': 1} bureau_new['CREDIT_ACTIVE'] = bureau_new['CREDIT_ACTIVE'].replace(replace )
Home Credit Default Risk
1,414,913
test = pd.read_csv('.. /input/test.csv') train = df = pd.read_csv('.. /input/train.csv' )<concatenate>
gp = bureau_new.groupby('SK_ID_CURR')['CREDIT_ACTIVE'].mean().reset_index().rename(index=str, columns={'CREDIT_ACTIVE': 'ACTIVE_LOANS_PERCENTAGE'} )
Home Credit Default Risk
1,414,913
df = pd.concat([train, test] )<define_variables>
bureau_new = bureau_new.merge(gp, on = 'SK_ID_CURR', how = 'left' )
Home Credit Default Risk
1,414,913
numero = [c for c in df.columns if c not in texto] numero = [c for c in numero if c not in ['nota_mat', 'codigo_mun', 'Unnamed: 0']]<statistical_test>
del gp
Home Credit Default Risk
1,414,913
def outliers_iqr(ys): quartile_1, quartile_3 = np.percentile(ys, [25, 75]) iqr = quartile_3 - quartile_1 lower_bound = quartile_1 -(iqr * 1.5) upper_bound = quartile_3 +(iqr * 1.5) return np.where(( ys > upper_bound)|(ys < lower_bound))<define_variables>
def rep(x): if x<0: y=0 else: y=1 return y
Home Credit Default Risk
1,414,913
for a in numero: quartile_1, quartile_3 = np.percentile(df[a], [25, 75]) iqr = quartile_3 - quartile_1 lower_bound = quartile_1 -(iqr * 1.5) upper_bound = quartile_3 +(iqr * 1.5) df[a][df[a] < lower_bound] = None df[a][df[a] > upper_bound] = None<define_variables>
bureau_new['CREDIT_ENDDATE_BINARY'] = bureau_new['DAYS_CREDIT_ENDDATE'].apply(lambda x: rep(x))
Home Credit Default Risk
1,414,913
texto = [c for c in texto if c not in ['codigo_mun']]<data_type_conversions>
grp = bureau_new.groupby('SK_ID_CURR')['CREDIT_ENDDATE_BINARY'].mean().reset_index().rename(index=str, columns={'CREDIT_ENDDATE_BINARY': 'CREDIT_ENDDATE_PERCENTAGE'} )
Home Credit Default Risk
1,414,913
for c in texto: df[c]=df[c].astype('category' ).cat.codes<define_variables>
bureau_new = bureau_new.merge(grp, on = 'SK_ID_CURR', how = 'left') del grp
Home Credit Default Risk
1,414,913
feats = [c for c in df.columns if c not in ['nota_mat','codigo_mun', 'Unnamed: 0']]<groupby>
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'], }
Home Credit Default Risk
1,414,913
nme = df.groupby(['estado'], as_index=False ).mean() for c in nme.columns: nme[c].fillna(nme[c].mean() , inplace=True )<merge>
bureau_agg = bureau_new.groupby('SK_ID_CURR' ).agg({**num_aggregations} )
Home Credit Default Risk
1,414,913
df2 = pd.merge(df, nme, left_on='estado', right_on='estado', how='left', suffixes=('', '_mean')) df2['estado_mean']=df2['estado']<define_variables>
bureau_agg.columns = pd.Index(['BURO_' + e[0] + "_" + e[1].upper() for e in bureau_agg.columns.tolist() ]) bureau_agg.reset_index(inplace=True )
Home Credit Default Risk
1,414,913
feats2 = [c for c in feats if c not in ['codigo_mun']]<data_type_conversions>
bureau_merge = bureau_new.merge(bureau_agg, on = 'SK_ID_CURR', how = 'left') del bureau_agg
Home Credit Default Risk
1,414,913
for c in feats2: df[c].fillna(df2[c+'_mean'], inplace=True )<feature_engineering>
buro_cat_features = [bcol for bcol in bureau_merge.columns if bureau_merge[bcol].dtype == 'object']
Home Credit Default Risk
1,414,913
df['nota_mat'] = np.log(df['nota_mat'] )<import_modules>
buro = pd.get_dummies(bureau_merge, columns=buro_cat_features )
Home Credit Default Risk
1,414,913
import matplotlib.pyplot as plt import matplotlib.gridspec as gridspec <set_options>
cat_columns = [col for col in bureau_balance.columns if bureau_balance[col].dtype == 'object']
Home Credit Default Risk
1,414,913
plt.rcParams['figure.figsize'] =(20,30 )<prepare_x_and_y>
bureau_balance = pd.get_dummies(bureau_balance,cat_columns, dummy_na = True )
Home Credit Default Risk
1,414,913
test = df[df['nota_mat'].isnull() ] train = df[df['nota_mat'].notnull() ]<import_modules>
bb_group = bureau_balance.groupby('SK_ID_BUREAU' ).agg(['min', 'max', 'mean'] )
Home Credit Default Risk
1,414,913
from sklearn.model_selection import train_test_split<import_modules>
bb_group.columns = pd.Index([e[0] + "_" + e[1].upper() for e in bb_group.columns.tolist() ]) bb_group.reset_index(inplace=True)
Home Credit Default Risk
1,414,913
from sklearn.model_selection import train_test_split<split>
buro = buro.merge(bb_group, on = 'SK_ID_BUREAU', how = 'left' )
Home Credit Default Risk
1,414,913
train, valid = train_test_split(train, random_state = 42 )<find_best_params>
avg_buro = buro.groupby('SK_ID_CURR' ).mean()
Home Credit Default Risk
1,414,913
rf = RandomForestRegressor(random_state = 42) print('Parameters currently in use: ') pprint(rf.get_params() )<find_best_params>
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
1,414,913
best = rf_random.best_params_ best2 = {'n_estimators': 800, 'min_samples_split': 2, 'min_samples_leaf': 2, 'max_features': 'sqrt', 'max_depth': 50, 'bootstrap': False} best<choose_model_class>
cat_columns = [col for col in installments_payments.columns if installments_payments[col].dtype == 'object']
Home Credit Default Risk
1,414,913
best_random = RandomForestRegressor(n_estimators= 800, min_samples_split = 2, min_samples_leaf= 2, max_features = 'sqrt', max_depth =50, bootstrap= False )<compute_test_metric>
installments_payments = pd.get_dummies(installments_payments,cat_columns, dummy_na = True )
Home Credit Default Risk
1,414,913
def evaluate(model, test_features, test_labels): predictions = model.predict(test_features) errors = abs(predictions - test_labels) mape = 100 * np.mean(errors / test_labels) accuracy = 100 - mape print('Model Performance') print('Average Error: {:0.4f} degrees.'.format(np.mean(errors))) print('Accuracy = {:0.2f}%.'.format(accuracy)) return accuracy<train_model>
installments_payments['AMOUNT_DIFF'] = installments_payments['AMT_INSTALMENT'] - installments_payments['AMT_PAYMENT']
Home Credit Default Risk
1,414,913
base_model = RandomForestRegressor(n_estimators = 10, random_state = 42) base_model.fit(train[feats], train['nota_mat']) base_accuracy = evaluate(base_model, valid[feats], valid['nota_mat'] )<train_model>
installments_payments['AMOUNT_PERC'] = installments_payments['AMT_PAYMENT']/installments_payments['AMT_INSTALMENT']
Home Credit Default Risk
1,414,913
best_random.fit(train[feats], train['nota_mat']) random_accuracy = evaluate(best_random, valid[feats], valid['nota_mat'] )<compute_test_metric>
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']
Home Credit Default Risk
1,414,913
print('Improvement of {:0.2f}%.'.format(100 *(random_accuracy - base_accuracy)/ base_accuracy))<predict_on_test>
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'] }
Home Credit Default Risk
1,414,913
test['nota_mat'] = best_random.predict(test[feats] )<data_type_conversions>
installments_payments_agg = installments_payments.groupby('SK_ID_CURR' ).agg(aggregations )
Home Credit Default Risk
1,414,913
test['nota_mat'] = np.exp(test['nota_mat']) test['codigo_mun'] = test['codigo_mun'].apply(lambda x: x.replace('ID_ID_', '')) <save_to_csv>
installments_payments_agg.columns = pd.Index(['INSTALL_' + e[0] + "_" + e[1].upper() for e in installments_payments_agg.columns.tolist() ]) installments_payments_agg.reset_index(inplace=True)
Home Credit Default Risk
1,414,913
test[['codigo_mun','nota_mat']].to_csv('rf.csv', index=False )<load_from_csv>
installments_payments = installments_payments.merge(installments_payments_agg, on = 'SK_ID_CURR',how = 'left' )
Home Credit Default Risk
1,414,913
df = pd.read_csv(".. /input/train.csv") dfTeste = pd.read_csv(".. /input/test.csv" )<prepare_x_and_y>
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']
Home Credit Default Risk
1,414,913
y = 'nota_mat'<split>
previous_application['APPLICATION_ACTUAL_CREDIT'] = previous_application['AMT_APPLICATION']/previous_application['AMT_CREDIT']
Home Credit Default Risk
1,414,913
train, test = train_test_split(df, random_state=42) train.shape, test.shape<feature_engineering>
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() ]) prev_agg.reset_index(inplace=True) previous_application = previous_application.merge(prev_agg, on = 'SK_ID_CURR', how = 'left') del prev_agg
Home Credit Default Risk
1,414,913
df['codigo_mun'] = df['codigo_mun'].str.replace('ID_ID_','') df['comissionados_por_servidor'] = df['comissionados_por_servidor'].str.replace('%','') df['area']=df['area'].str.replace(',','') df['ranking_igm']=df['ranking_igm'].str.replace('º','') df['densidade_dem']=df['densidade_dem'].str.replace(',','') dfTeste['codigo_mun'] = dfTeste['codigo_mun'].str.replace('ID_ID_','') dfTeste['comissionados_por_servidor'] = dfTeste['comissionados_por_servidor'].str.replace('%','') dfTeste['area']=dfTeste['area'].str.replace(',','') dfTeste['ranking_igm']=dfTeste['ranking_igm'].str.replace('º','') dfTeste['densidade_dem']=dfTeste['densidade_dem'].str.replace(',','') <data_type_conversions>
approved = previous_application[previous_application['NAME_CONTRACT_STATUS'] == 'Approved']
Home Credit Default Risk
1,414,913
df['codigo_mun']=df['codigo_mun'].values.astype('int64') df['area']=df['area'].values.astype('float64') df['densidade_dem']=df['densidade_dem'].values.astype('float64') dfTeste['codigo_mun']=dfTeste['codigo_mun'].values.astype('int64') dfTeste['area']=dfTeste['area'].values.astype('float64') dfTeste['densidade_dem']=dfTeste['densidade_dem'].values.astype('float64') df.head() <data_type_conversions>
approved_agg = approved.groupby('SK_ID_CURR' ).agg(num_aggregations )
Home Credit Default Risk
1,414,913
for c in['regiao', 'estado', 'porte']: df[c] = df[c].astype('category' ).cat.codes for c in['regiao', 'estado', 'porte']: dfTeste[c] = dfTeste[c].astype('category' ).cat.codes<data_type_conversions>
approved_agg.columns = pd.Index(['APPROVED_' + e[0] + "_" + e[1].upper() for e in approved_agg.columns.tolist() ] )
Home Credit Default Risk
1,414,913
for c in['densidade_dem', 'perc_pop_econ_ativa', 'exp_vida','exp_anos_estudo','gasto_pc_saude','hab_p_medico','gasto_pc_educacao','exp_anos_estudo','idhm']: df[c] = df[c].fillna(( df[c].mean())) for c in['densidade_dem', 'perc_pop_econ_ativa', 'exp_vida','exp_anos_estudo','gasto_pc_saude','hab_p_medico','gasto_pc_educacao','exp_anos_estudo','idhm']: dfTeste[c] = dfTeste[c].fillna(( dfTeste[c].mean()))<define_variables>
previous_application = previous_application.merge(approved_agg, how='left', on='SK_ID_CURR' )
Home Credit Default Risk
1,414,913
feats = ['exp_anos_estudo']<split>
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() ]) refused_agg.reset_index(inplace=True) previous_application = previous_application.merge(refused_agg, how='left', on='SK_ID_CURR')
Home Credit Default Risk
1,414,913
train, test = train_test_split(df, random_state=42) train.shape, test.shape<choose_model_class>
aggregations = { 'MONTHS_BALANCE': ['max', 'mean', 'size'], 'SK_DPD': ['max', 'mean'], 'SK_DPD_DEF': ['max', 'mean'] }
Home Credit Default Risk
1,414,913
rf = RandomForestRegressor(random_state=42, n_jobs=-1,n_estimators=30000,min_samples_leaf=650) y='nota_mat' <train_model>
POS_CASH_AGG = POS_CASH_balance.groupby('SK_ID_CURR' ).agg(aggregations )
Home Credit Default Risk
1,414,913
rf.fit(df[feats], df[y] )<import_modules>
POS_CASH_AGG.columns = pd.Index(['POS_CASH_' + e[0] + "_" + e[1].upper() for e in POS_CASH_AGG.columns.tolist() ] )
Home Credit Default Risk
1,414,913
from sklearn.metrics import mean_squared_error <predict_on_test>
POS_CASH_AGG['COUNT'] = POS_CASH_AGG.groupby('SK_ID_CURR' ).size()
Home Credit Default Risk
1,414,913
valid_preds = rf.predict(test[feats]) mean_squared_error(test[y], valid_preds)**(1/2) <predict_on_test>
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()
Home Credit Default Risk
1,414,913
dfTeste[y]=rf.predict(dfTeste[feats]) <save_to_csv>
POS_CASH_balance = POS_CASH_balance.groupby('SK_ID_CURR' ).mean().reset_index()
Home Credit Default Risk
1,414,913
dfTeste[['codigo_mun', y]].to_csv('rf3.csv', index=False )<load_from_csv>
del POS_CASH_AGG, POS_CASH_balance['SK_ID_PREV']
Home Credit Default Risk
1,414,913
df = pd.read_csv('.. /input/train.csv' )<load_from_csv>
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
1,414,913
test = pd.read_csv('.. /input/test.csv' )<feature_engineering>
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