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df['area']=[float(a)for a in [i.replace(',','')for i in list(df['area'].values)]]<feature_engineering>
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('submission1LGBM1.csv', index=False)
Home Credit Default Risk
1,537,543
df['densidade_dem']=[float(i)for i in [i.replace(',','')for i in [str(i)for i in df['densidade_dem']]]]<feature_engineering>
M1 = pd.read_csv('.. /input/gogomaster/Think1.csv') M2 = pd.read_csv('.. /input/gogomaster/11111.csv') M3 = pd.read_csv('.. /input/gogomaster/22222.csv') M4 = pd.read_csv('.. /input/gogomaster/33333.csv') M5 = pd.read_csv('.. /input/gogomaster/44444.csv') M6 = pd.read_csv('.. /input/gogomaster/55555.csv' )
Home Credit Default Risk
1,537,543
test['area']=[float(a)for a in [i.replace(',','')for i in list(test['area'].values)]]<feature_engineering>
def merge_dataframes(dfs, merge_keys): dfs_merged = reduce(lambda left,right: pd.merge(left, right, on=merge_keys), dfs) return dfs_merged
Home Credit Default Risk
1,537,543
test['densidade_dem']=[float(i)for i in [i.replace(',','')for i in [str(i)for i in test['densidade_dem']]]]<count_missing_values>
dfs = [M1,M2,M3,M4,M5,M6] merge_keys=['SK_ID_CURR'] df = merge_dataframes(dfs, merge_keys=merge_keys )
Home Credit Default Risk
1,537,543
test['ranking_igm'].isnull().sum() ,sum(test['ranking_igm'].isnull() ==False )<define_variables>
df.columns = ['SK_ID_CURR','T1','T2','T3','T4','T5','T6'] df.head()
Home Credit Default Risk
1,537,543
feats=[a for a in df.columns if a not in ['nota_mat']+d]<data_type_conversions>
pred_prob = 0.7 * df['T3'] + 0.3 * df['T1'] pred_prob.head()
Home Credit Default Risk
1,537,543
for i in df[feats].columns: if df[i].isnull().sum() >0: if df[i].dtypes!='object': df[i]=df[i].fillna(df[i].mean()) else: continue else: continue<count_missing_values>
sub = pd.DataFrame() sub['SK_ID_CURR'] = df['SK_ID_CURR'] sub['target']= pred_prob
Home Credit Default Risk
1,537,543
df[feats].isnull().sum()<data_type_conversions>
sub.to_csv('ldit.csv', index=False )
Home Credit Default Risk
1,537,543
for i in test[feats].columns: if test[i].isnull().sum() >0: if test[i].dtypes!='object': test[i]=test[i].fillna(test[i].mean()) else: continue else: continue<count_missing_values>
B_prob = 0.6 * df['T3'] + 0.2 * df['T1'] + 0.2 * df['T2']
Home Credit Default Risk
1,537,543
df.loc[:,feats].isnull().sum()<feature_engineering>
SUB = pd.DataFrame() SUB['SK_ID_CURR'] = df['SK_ID_CURR'] SUB['TARGET'] = B_prob SUB.to_csv('Blendss.csv', index=False )
Home Credit Default Risk
1,537,543
for i in range(0,len(df.columns)) : df[df.columns[i]] = np.log(df[df.columns[i]] + 1 )<feature_engineering>
corr_pred = 0.6 * df['T2'] + 0.05 * df['T3'] + 0.05 * df['T4'] + 0.1 * df['T5'] + 0.2 * df['T1'] corr_pred.head()
Home Credit Default Risk
1,537,543
<import_modules><EOS>
SuB = pd.DataFrame() SuB['SK_ID_CURR'] = df['SK_ID_CURR'] SuB['TARGET'] = corr_pred SuB.to_csv('corr_blend.csv', index=False )
Home Credit Default Risk
6,017,848
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<split>
import numpy as np import pandas as pd import os
Home Credit Default Risk
6,017,848
train, valid = train_test_split(df, random_state=42 )<split>
app_train = pd.read_csv('.. /input/home-credit-simple-featuers/simple_features_train.csv') app_test = pd.read_csv('.. /input/home-credit-simple-featuers/simple_features_test.csv' )
Home Credit Default Risk
6,017,848
train, valid = train_test_split(df, random_state=42 )<define_search_space>
sk_id = pd.read_csv('.. /input/home-credit-default-risk/application_test.csv' )
Home Credit Default Risk
6,017,848
<train_on_grid>
train = app_train.drop(columns = ['TARGET']) train_labels = app_train['TARGET']
Home Credit Default Risk
6,017,848
<define_search_space>
X_train, X_test, y_train, y_test = train_test_split( train, train_labels, test_size=0.2 )
Home Credit Default Risk
6,017,848
param_grid = { 'bootstrap': [True], 'max_depth': [80, 90, 100, 110], 'max_features': [2, 3], 'min_samples_leaf': [3, 4, 5], 'min_samples_split': [8, 10, 12], 'n_estimators': [100, 200, 300, 1000] } rf = RandomForestRegressor() grid_search = GridSearchCV(estimator = rf, param_grid = param_grid, cv = 3, n_jobs = -1, verbose = 2 )<train_on_grid>
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(X_train, y_train, eval_set=[(X_train, y_train),(X_test, y_test)], eval_metric= 'auc', verbose= 100, early_stopping_rounds= 200)
Home Credit Default Risk
6,017,848
grid_search.fit(train[feats], train['nota_mat'] )<find_best_params>
Home Credit Default Risk
6,017,848
<import_modules><EOS>
y_pred = clf.predict_proba(app_test, num_iteration=clf.best_iteration_)[:, 1] submit = sk_id[['SK_ID_CURR']] submit['TARGET'] = y_pred submit.to_csv('sub1.csv', index = False)
Home Credit Default Risk
1,086,270
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<import_modules>
warnings.simplefilter(action='ignore', category=FutureWarning )
Home Credit Default Risk
1,086,270
from sklearn.ensemble import RandomForestRegressor<choose_model_class>
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
Home Credit Default Risk
1,086,270
rf = RandomForestRegressor(random_state=42, n_jobs=-1, min_samples_leaf=3,max_features=3,min_samples_split=8,bootstrap=True,max_depth=90, n_estimators=200 )<train_model>
def application_train_test(num_rows = None, nan_as_category = True): df = pd.read_csv('.. /input/application_train.csv', nrows= num_rows) test_df = pd.read_csv('.. /input/application_test.csv', nrows= num_rows) print("Train samples: {}, test samples: {}".format(len(df), len(test_df))) df = df.append(test_df ).reset_index() 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'].replace(365243, np.nan, inplace= True) df['DAYS_EMPLOYED_PERC'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] 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'] del test_df gc.collect() return df
Home Credit Default Risk
1,086,270
rf.fit(train[feats], train['nota_mat'] )<import_modules>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,086,270
from sklearn.metrics import mean_squared_error<import_modules>
def previous_applications(num_rows = None, nan_as_category = True): prev = pd.read_csv('.. /input/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(['APR_' + 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(['REF_' + 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
Home Credit Default Risk
1,086,270
from sklearn.metrics import mean_squared_error<compute_train_metric>
def pos_cash(num_rows = None, nan_as_category = True): pos = pd.read_csv('.. /input/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
Home Credit Default Risk
1,086,270
mean_squared_error(rf.predict(valid[feats]), valid['nota_mat'])**(1/2 )<create_dataframe>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,086,270
final=pd.DataFrame([np.exp(test.codigo_mun ).values,np.exp(rf.predict(test[feats])) ] ).T<rename_columns>
def installments_payments(num_rows = None, nan_as_category = True): ins = pd.read_csv('.. /input/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(['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() return ins_agg
Home Credit Default Risk
1,086,270
final.columns=['codigo_mun','nota_mat']<load_from_csv>
def credit_card_balance(num_rows = None, nan_as_category = True): cc = pd.read_csv('.. /input/credit_card_balance.csv', nrows = num_rows) 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() return cc_agg
Home Credit Default Risk
1,086,270
test2=pd.read_csv('.. /input/test.csv' )<define_variables>
def kfold_lightgbm(df, num_folds, stratified = 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']] 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=0.01, num_leaves=40, 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= 100) 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)) 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
Home Credit Default Risk
1,086,270
<define_variables><EOS>
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) if __name__ == "__main__": submission_file_name = "submission_kernel26.csv" with timer("Full model run"): main(debug= False )
Home Credit Default Risk
1,085,108
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<save_to_csv>
warnings.simplefilter(action='ignore', category=FutureWarning )
Home Credit Default Risk
1,085,108
final.to_csv('Breno.csv',index=False )<set_options>
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
Home Credit Default Risk
1,085,108
sns.set(style='white') np.seterr(all='ignore') np.random.seed(100) LEVEL = 'level_4a'<compute_test_metric>
def application_train_test(num_rows = None, nan_as_category = True): df = pd.read_csv('.. /input/application_train.csv', nrows= num_rows) test_df = pd.read_csv('.. /input/application_test.csv', nrows= num_rows) print("Train samples: {}, test samples: {}".format(len(df), len(test_df))) df = df.append(test_df ).reset_index() 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'].replace(365243, np.nan, inplace= True) df['DAYS_EMPLOYED_PERC'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] 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'] del test_df gc.collect() return df
Home Credit Default Risk
1,085,108
class SigmoidNeuron: def __init__(self): self.w = None self.b = None def perceptron(self, x): return np.dot(x, self.w.T)+ self.b def sigmoid(self, x): return 1.0/(1.0 + np.exp(-x)) def grad_w_mse(self, x, y): y_pred = self.sigmoid(self.perceptron(x)) return(y_pred - y)* y_pred *(1 - y_pred)* x def grad_b_mse(self, x, y): y_pred = self.sigmoid(self.perceptron(x)) return(y_pred - y)* y_pred *(1 - y_pred) def grad_w_ce(self, x, y): y_pred = self.sigmoid(self.perceptron(x)) if y == 0: return y_pred * x elif y == 1: return -1 *(1 - y_pred)* x else: raise ValueError("y should be 0 or 1") def grad_b_ce(self, x, y): y_pred = self.sigmoid(self.perceptron(x)) if y == 0: return y_pred elif y == 1: return -1 *(1 - y_pred) else: raise ValueError("y should be 0 or 1") def fit(self, X, Y, epochs=1, learning_rate=1, initialise=True, loss_fn="mse", display_loss=False): if initialise: self.w = np.random.randn(1, X.shape[1]) self.b = 0 if display_loss: loss = {} for i in tqdm_notebook(range(epochs), total=epochs, unit="epoch"): dw = 0 db = 0 for x, y in zip(X, Y): if loss_fn == "mse": dw += self.grad_w_mse(x, y) db += self.grad_b_mse(x, y) elif loss_fn == "ce": dw += self.grad_w_ce(x, y) db += self.grad_b_ce(x, y) self.w -= learning_rate * dw self.b -= learning_rate * db if display_loss: Y_pred = self.sigmoid(self.perceptron(X)) if loss_fn == "mse": loss[i] = mean_squared_error(Y, Y_pred) elif loss_fn == "ce": loss[i] = log_loss(Y, Y_pred) if display_loss: plt.plot(loss.values()) plt.xlabel('Epochs') if loss_fn == "mse": plt.ylabel('Mean Squared Error') elif loss_fn == "ce": plt.ylabel('Log Loss') plt.show() def predict(self, X): Y_pred = [] for x in X: y_pred = self.sigmoid(self.perceptron(x)) Y_pred.append(y_pred) return np.array(Y_pred )<load_pretrained>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,085,108
languages = ['ta', 'hi', 'en'] images_train = read_all(".. /input/level_4a_train/"+LEVEL+"/"+"background", key_prefix='bgr_') for language in languages: images_train.update(read_all(".. /input/level_4a_train/"+LEVEL+"/"+language, key_prefix=language+"_")) print(len(images_train)) images_test = read_all(".. /input/level_4a_test/kaggle_"+LEVEL, key_prefix='') print(len(images_test)) <normalization>
def previous_applications(num_rows = None, nan_as_category = True): prev = pd.read_csv('.. /input/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(['APR_' + 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(['REF_' + 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
Home Credit Default Risk
1,085,108
scaler = StandardScaler() X_scaled_train = scaler.fit_transform(X_train) X_scaled_test = scaler.transform(X_test )<train_model>
def pos_cash(num_rows = None, nan_as_category = True): pos = pd.read_csv('.. /input/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
Home Credit Default Risk
1,085,108
sn_mse = SigmoidNeuron() sn_mse.fit(X_scaled_train, Y_train, epochs=200, learning_rate=0.01, loss_fn="mse", display_loss=True )<train_model>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,085,108
sn_ce = SigmoidNeuron() sn_ce.fit(X_scaled_train, Y_train, epochs=200, learning_rate=0.01, loss_fn="ce", display_loss=True )<predict_on_test>
def installments_payments(num_rows = None, nan_as_category = True): ins = pd.read_csv('.. /input/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(['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() return ins_agg
Home Credit Default Risk
1,085,108
def print_accuracy(sn): Y_pred_train = sn.predict(X_scaled_train) Y_pred_binarised_train =(Y_pred_train >= 0.5 ).astype("int" ).ravel() accuracy_train = accuracy_score(Y_pred_binarised_train, Y_train) print("Train Accuracy : ", accuracy_train) print("-"*50 )<compute_test_metric>
def credit_card_balance(num_rows = None, nan_as_category = True): cc = pd.read_csv('.. /input/credit_card_balance.csv', nrows = num_rows) 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() return cc_agg
Home Credit Default Risk
1,085,108
print_accuracy(sn_ce )<save_to_csv>
def kfold_lightgbm(df, num_folds, stratified = 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']] 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= 100) 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)) 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
Home Credit Default Risk
1,085,108
<import_modules><EOS>
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 = True) if __name__ == "__main__": submission_file_name = "submission_kernel26.csv" with timer("Full model run"): main(debug= False )
Home Credit Default Risk
1,085,720
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<load_from_csv>
warnings.simplefilter(action='ignore', category=FutureWarning )
Home Credit Default Risk
1,085,720
df = pd.read_csv('.. /input/sputnik/train.csv') df['Datetime'] = pd.to_datetime(df.epoch,format='%Y-%m-%d %H:%M:%S') df.index = df.Datetime df = df.drop(['epoch', 'Datetime'], axis=1) df.head()<feature_engineering>
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
Home Credit Default Risk
1,085,720
for sat_id in np.unique(df['sat_id'].values): print(sat_id, end = ' ') frame = df[df['sat_id'] == sat_id] for v in ['x', 'y', 'z']: e = frame[v].values t = frame['type'].values for i in range(len(frame[v])) : if t[i] == 'test': e[i] = e[i - 24] +(e[i - 24] - e[i - 48]) df[df['sat_id'] == sat_id] = frame<feature_engineering>
def application_train_test(num_rows = None, nan_as_category = True): df = pd.read_csv('.. /input/application_train.csv', nrows= num_rows) test_df = pd.read_csv('.. /input/application_test.csv', nrows= num_rows) print("Train samples: {}, test samples: {}".format(len(df), len(test_df))) df = df.append(test_df ).reset_index() 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'].replace(365243, np.nan, inplace= True) df['DAYS_EMPLOYED_PERC'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] 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'] del test_df gc.collect() return df
Home Credit Default Risk
1,085,720
df['error'] = np.linalg.norm(df[['x', 'y', 'z']].values - df[['x_sim', 'y_sim', 'z_sim']].values, axis=1 )<save_to_csv>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,085,720
ans = df[df['type'] == 'test'][['id', 'error']] ans ans.to_csv('ans.csv', index=False )<import_modules>
def previous_applications(num_rows = None, nan_as_category = True): prev = pd.read_csv('.. /input/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(['APR_' + 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(['REF_' + 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
Home Credit Default Risk
1,085,720
import numpy as np import pandas as pd import matplotlib.pyplot as plt import seaborn as sns<set_options>
def pos_cash(num_rows = None, nan_as_category = True): pos = pd.read_csv('.. /input/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
Home Credit Default Risk
1,085,720
%matplotlib inline<import_modules>
def bureau_and_balance(num_rows = None, nan_as_category = True): bureau = pd.read_csv('.. /input/bureau.csv', nrows = num_rows) 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) 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() 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'] } 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(['ACT_' + 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(['CLS_' + 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
Home Credit Default Risk
1,085,720
from nltk.stem import WordNetLemmatizer from nltk.corpus import stopwords from nltk.tokenize import TreebankWordTokenizer import re import string<import_modules>
def installments_payments(num_rows = None, nan_as_category = True): ins = pd.read_csv('.. /input/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(['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() return ins_agg
Home Credit Default Risk
1,085,720
from sklearn.model_selection import train_test_split from sklearn.model_selection import GridSearchCV from sklearn import metrics<import_modules>
def credit_card_balance(num_rows = None, nan_as_category = True): cc = pd.read_csv('.. /input/credit_card_balance.csv', nrows = num_rows) 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() return cc_agg
Home Credit Default Risk
1,085,720
from sklearn.linear_model import LogisticRegression from sklearn.neighbors import KNeighborsClassifier from sklearn.ensemble import RandomForestClassifier from sklearn.naive_bayes import ComplementNB<import_modules>
def kfold_lightgbm(df, num_folds, stratified = 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']] 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= 100) 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)) 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
Home Credit Default Risk
1,085,720
from sklearn.feature_extraction.text import CountVectorizer from sklearn.feature_extraction.text import TfidfVectorizer<set_options>
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) if __name__ == "__main__": submission_file_name = "submission_kernel26.csv" with timer("Full model run"): main(debug= False )
Home Credit Default Risk
1,085,463
pd.options.display.max_columns = 1000 pd.options.display.max_rows = 1000<load_from_csv>
PATH = ".. /input" list_of_files = os.listdir(PATH) application_train = pd.read_csv(PATH+"/application_train.csv") application_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
1,085,463
train = pd.read_csv('.. /input/train.csv', encoding='utf-8') test = pd.read_csv('.. /input/test.csv', encoding='utf-8', index_col='id') example = pd.read_csv('.. /input/random_example.csv', encoding='utf-8', index_col='id' )<train_model>
total_IDS = np.concatenate(( application_test["SK_ID_CURR"].values, application_train["SK_ID_CURR"].values)) print(len(np.unique(np.array(total_IDS)))== len(total_IDS))
Home Credit Default Risk
1,085,463
print('Training data size: ', train.shape[0]) print('Test data size: ', test.shape[0] )<feature_engineering>
POS_CASH_balance_IDS = POS_CASH_balance["SK_ID_CURR"].values bureau_IDS = bureau["SK_ID_CURR"].values credit_card_balance_IDS = credit_card_balance["SK_ID_CURR"].values installments_payments_IDS = installments_payments["SK_ID_CURR"].values previous_application_IDS = previous_application["SK_ID_CURR"].values tot = len(total_IDS) print(tot) print(len(np.intersect1d(POS_CASH_balance_IDS, total_IDS)) /tot*100, len(np.intersect1d(bureau_IDS, total_IDS)) /tot*100, len(np.intersect1d(credit_card_balance_IDS, total_IDS)) /tot*100, len(np.intersect1d(installments_payments_IDS, total_IDS)) /tot*100, len(np.intersect1d(previous_application_IDS, total_IDS)) /tot*100 )
Home Credit Default Risk
1,085,463
train = train.reset_index() train = train.rename(columns={'index': 'id'}) train['id'] = train['id']+test.shape[0]+1 test['type'] = '????'<concatenate>
prev = previous_application["SK_ID_PREV"].values POS_CASH_balance_IDS_prev = POS_CASH_balance["SK_ID_PREV"].values credit_card_balance_IDS_prev = credit_card_balance["SK_ID_PREV"].values installments_payments_IDS_prev = installments_payments["SK_ID_PREV"].values prev_num = len(prev) print(prev_num) print(len(np.intersect1d(POS_CASH_balance_IDS_prev, prev)) /prev_num*100, len(np.intersect1d(credit_card_balance_IDS_prev, prev)) /prev_num*100, len(np.intersect1d(installments_payments_IDS_prev, prev)) /prev_num*100)
Home Credit Default Risk
1,085,463
combined = pd.concat([test.reset_index() , train], sort=False) combined.set_index('id', inplace=True )<count_missing_values>
bureau_br = np.unique(bureau["SK_ID_BUREAU"].values) print(len(np.intersect1d(np.unique(bureau_balance["SK_ID_BUREAU"].values), bureau_br)) /len(bureau_br)*100 )
Home Credit Default Risk
1,085,463
combined.isna().sum()<define_variables>
breau_total = np.unique(np.intersect1d(bureau_IDS, total_IDS)) bureau_filtered = bureau.loc[bureau["SK_ID_CURR"].isin(breau_total)] b = np.intersect1d(np.unique(bureau_filtered["SK_ID_BUREAU"].values), np.unique(bureau_balance["SK_ID_BUREAU"].values)) bureau_filtered = bureau_filtered.loc[bureau_filtered["SK_ID_BUREAU"].isin(b)] len(bureau_filtered["SK_ID_CURR"].values) bureau_filtered
Home Credit Default Risk
1,085,463
labels = ['mind','energy','nature','tactics'] label_letters = ['E','N','T','J'] alt_label_letters = ['I', 'S', 'F', 'P']<categorify>
print(len(np.unique(bureau_filtered["SK_ID_CURR"].values)) /tot*100 )
Home Credit Default Risk
1,085,463
def convert_type_to_int(df): for i in range(len(labels)) : df[labels[i]] = df['type'].apply\ (lambda x: x[i] == label_letters[i] ).astype('int') return df<create_dataframe>
train = application_train.drop(["TARGET"], axis = 1) train_target = application_train["TARGET"] test= application_test.copy() tr = len(application_train) print(all(i ==True for i in train.columns==test.columns))
Home Credit Default Risk
1,085,463
data = combined<data_type_conversions>
df = pd.concat([train, test]) del train, test, application_train, application_test gc.collect() def categorical_features(data): features = [i for i in list(data.columns)if data[i].dtype == 'object'] return features categorical = categorical_features(df) numerical = [i for i in df.columns if i not in categorical] numerical.remove("SK_ID_CURR") IDs = df["SK_ID_CURR"]
Home Credit Default Risk
1,085,463
data = convert_type_to_int(data )<string_transform>
for feature in categorical: df[feature].fillna("unidentified") print(f'Transforming {feature}...') encoder = LabelEncoder() encoder.fit(df[feature].astype(str)) df[feature] = encoder.transform(df[feature].astype(str)) df.head()
Home Credit Default Risk
1,085,463
def separate_posts(post): return ' '.join(post.split('|||'))<categorify>
for feats in df.columns: df[feats] = df[feats].fillna(-1) df.head()
Home Credit Default Risk
1,085,463
def remove_urls(post): pattern_url = r'http[s]?://(?:[A-Za-z]|[0-9]|[$-_@.&+]|[!*\(\),]|(?:%[0-9A-Fa-f][0-9A-Fa-f])) +' subs_url = r' ' return re.sub(pattern_url, subs_url, post )<define_variables>
POS_CASH_balance_G1 = POS_CASH_balance.loc[POS_CASH_balance["SK_ID_CURR"].isin(total_IDS)] print(len(np.unique(POS_CASH_balance_G1["SK_ID_CURR"].values))) POS_CASH_balance_G1.head()
Home Credit Default Risk
1,085,463
def remove_numbers(post): p_numbers = '0123456789' return ''.join([l for l in post if l not in p_numbers] )<string_transform>
np.unique(POS_CASH_balance_G1["NAME_CONTRACT_STATUS"].values) POS_CASH_balance_G1_num =(POS_CASH_balance_G1.groupby("SK_ID_CURR", as_index=False ).mean()) nb = POS_CASH_balance_G1[["SK_ID_CURR", "NAME_CONTRACT_STATUS"]].groupby("SK_ID_CURR", as_index = False ).count() nb["num_in_POS_CASH"] = nb["NAME_CONTRACT_STATUS"] df = df.merge(POS_CASH_balance_G1_num.drop("SK_ID_PREV", axis = 1), on='SK_ID_CURR', how='left' ).fillna(-1) df = df.merge(nb.drop("NAME_CONTRACT_STATUS", axis = 1), on='SK_ID_CURR', how='left' ).fillna(-1) del nb, POS_CASH_balance_G1_num, POS_CASH_balance_G1 gc.collect() df.head()
Home Credit Default Risk
1,085,463
def remove_punctuation(post): return ''.join([l for l in post if l not in string.punctuation] )<define_variables>
bureau_G1 = bureau.drop(["SK_ID_BUREAU"], axis = 1 ).loc[bureau["SK_ID_CURR"].isin(total_IDS)] print(len(np.unique(bureau_G1["SK_ID_CURR"].values))) bureau_G1.head()
Home Credit Default Risk
1,085,463
def remove_strange(post): return post.replace("‘", '' ).replace("’", '' ).replace("'", '' )<string_transform>
bureau_G1_num =(bureau_G1.groupby("SK_ID_CURR", as_index=False ).mean()) nb = bureau_G1[["SK_ID_CURR", "CREDIT_ACTIVE"]].groupby("SK_ID_CURR", as_index = False ).count() nb["num_in_bureau"] = nb["CREDIT_ACTIVE"] df = df.merge(bureau_G1_num, on='SK_ID_CURR', how='left' ).fillna(-1) df = df.merge(nb.drop("CREDIT_ACTIVE", axis=1), on='SK_ID_CURR', how='left' ).fillna(-1) del nb, bureau_G1_num, bureau_G1 gc.collect() df.head()
Home Credit Default Risk
1,085,463
def lower_case(post): return post.lower()<drop_column>
credit_card_balance_G1 = credit_card_balance.drop(["SK_ID_PREV"], axis = 1 ).loc[credit_card_balance["SK_ID_CURR"].isin(total_IDS)] print(len(np.unique(credit_card_balance_G1["SK_ID_CURR"].values))) credit_card_balance_G1.head()
Home Credit Default Risk
1,085,463
def remove_extra_spaces(post): return re.sub('\s+', ' ', post )<string_transform>
credit_card_balance_G1_num =(credit_card_balance_G1.groupby("SK_ID_CURR", as_index=False ).mean()) nb = credit_card_balance_G1[["SK_ID_CURR", "NAME_CONTRACT_STATUS"]].groupby("SK_ID_CURR", as_index = False ).count() nb["num_in_credit_card"] = nb["NAME_CONTRACT_STATUS"] df = df.merge(credit_card_balance_G1_num, on='SK_ID_CURR', how='left' ).fillna(-1) df = df.merge(nb.drop("NAME_CONTRACT_STATUS", axis=1), on='SK_ID_CURR', how='left' ).fillna(-1) del nb, credit_card_balance_G1_num, credit_card_balance_G1 gc.collect() df.head()
Home Credit Default Risk
1,085,463
def tokenizer_func(post): return TreebankWordTokenizer().tokenize(post )<define_variables>
installments_payments_G1 = installments_payments.drop(["SK_ID_PREV"], axis = 1 ).loc[installments_payments["SK_ID_CURR"].isin(total_IDS)] print(len(np.unique(installments_payments_G1["SK_ID_CURR"].values))) installments_payments_G1.head()
Home Credit Default Risk
1,085,463
custom_stop_words = [remove_punctuation(word)for word in stopwords.words('english')[39:]]<drop_column>
installments_payments_G1_num =(installments_payments_G1.groupby("SK_ID_CURR", as_index=False ).mean()) nb = installments_payments_G1[["SK_ID_CURR", "NUM_INSTALMENT_VERSION"]].groupby("SK_ID_CURR", as_index = False ).count() nb["num_in_install_pay"] = nb["NUM_INSTALMENT_VERSION"] df = df.merge(installments_payments_G1_num, on='SK_ID_CURR', how='left' ).fillna(-1) df = df.merge(nb.drop("NUM_INSTALMENT_VERSION", axis=1), on='SK_ID_CURR', how='left' ).fillna(-1) del nb, installments_payments_G1_num, installments_payments_G1 gc.collect() df.head()
Home Credit Default Risk
1,085,463
def remove_stop_words(tokens, stop_words=custom_stop_words): return [token for token in tokens if(token not in stop_words)and(len(token)<15)]<compute_test_metric>
previous_application_G1 = previous_application.drop(["SK_ID_PREV"], axis = 1 ).loc[previous_application["SK_ID_CURR"].isin(total_IDS)] print(len(np.unique(previous_application_G1["SK_ID_CURR"].values))) previous_application_G1.head()
Home Credit Default Risk
1,085,463
def lem_func(words, lemma = WordNetLemmatizer()): return [lemma.lemmatize(word)for word in words if word not in custom_stop_words]<string_transform>
previous_application_G1_num =(previous_application_G1.groupby("SK_ID_CURR", as_index=False ).mean()) nb = previous_application_G1[["SK_ID_CURR", "NAME_CONTRACT_TYPE"]].groupby("SK_ID_CURR", as_index = False ).count() nb["num_in_previous_app"] = nb["NAME_CONTRACT_TYPE"] df = df.merge(previous_application_G1_num, on='SK_ID_CURR', how='left' ).fillna(-1) df = df.merge(nb.drop("NAME_CONTRACT_TYPE", axis=1), on='SK_ID_CURR', how='left' ).fillna(-1) del nb, previous_application_G1_num, previous_application_G1 gc.collect() df.head()
Home Credit Default Risk
1,085,463
def join_tokens(post): return ' '.join(post )<drop_column>
train_X = df[:tr].drop("SK_ID_CURR", axis = 1) test_X = df[tr:].drop("SK_ID_CURR", axis = 1) train_X["TARGET"] = train_target y = train_target folds = KFold(n_splits=5, shuffle=True, random_state=42) oof_preds = np.zeros(train_X.shape[0]) sub_preds = np.zeros(test_X.shape[0]) feats = [f for f in train_X.columns if f not in ['SK_ID_CURR','TARGET']]
Home Credit Default Risk
1,085,463
def clean_data(df, col, cleaning_funcs): df['posts_processed'] = df[col].apply(separate_posts) for func in cleaning_funcs: df['posts_processed'] = df['posts_processed'].apply(func) return df<count_values>
for n_fold,(trn_idx, val_idx)in enumerate(folds.split(train_X)) : trn_x, trn_y = train_X[feats].iloc[trn_idx], train_X.iloc[trn_idx]['TARGET'] val_x, val_y = train_X[feats].iloc[val_idx], train_X.iloc[val_idx]['TARGET'] clf = LGBMClassifier( n_estimators=10000, learning_rate=0.01, num_leaves=30, colsample_bytree=.8, subsample=.9, max_depth=7, reg_alpha=.1, reg_lambda=.1, min_split_gain=.01, min_child_weight=100, 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_X[feats], num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits print('Fold %2d AUC : %.6f' %(n_fold + 1, roc_auc_score(val_y, oof_preds[val_idx]))) del trn_x, trn_y, val_x, val_y gc.collect()
Home Credit Default Risk
1,085,463
for label in labels: train['naive_'+label] = train[label].value_counts().index[0]<compute_test_metric>
submission = pd.read_csv(".. /input/sample_submission.csv") submission['TARGET'] = sub_preds submission.to_csv("baseline2.csv", index=False) submission.head()
Home Credit Default Risk
1,012,040
naive_results = pd.DataFrame(data=[], index = ['Naive_Accuracy'], columns = labels) for label in labels: naive_results[label] = metrics.accuracy_score(train[label], train['naive_'+label] )<compute_test_metric>
df_test = pd.read_csv(".. /input/application_test.csv") df_train = pd.read_csv(".. /input/application_train.csv" )
Home Credit Default Risk
1,012,040
for label in labels: print(' Confusion matrix for ' + label + ' is:') print(metrics.confusion_matrix(train[label], train['naive_'+label]))<drop_column>
def kfold_lightgbm(df, num_folds=5, 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=1000, 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() print('Full AUC score %.6f' % roc_auc_score(train_df['TARGET'], oof_preds)) test_df['TARGET'] = sub_preds display_importances(feature_importance_df) return test_df, 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' )
Home Credit Default Risk
1,012,040
data = clean_data(data, 'posts', cleaning_funcs )<prepare_x_and_y>
def installments_payments(df): aggs = ['sum', 'mean', 'max', 'min'] feat_cols = ['NUM_INSTALMENT_NUMBER', 'AMT_INSTALMENT', 'AMT_PAYMENT'] agg_dict = {k:aggs for k in feat_cols} df_agg = df.groupby('SK_ID_CURR' ).agg(agg_dict) df_agg.columns = [col + '_' + agg.upper() + '_INSTALL' for col in feat_cols for agg in agg_dict[col]] return df_agg def pos_cash_balance(df): df['COMPLETED_CONTRACTS'] =(df['NAME_CONTRACT_STATUS'] == 'Active' ).astype(int) aggs = ['sum', 'mean'] feat_cols = ['CNT_INSTALMENT', 'CNT_INSTALMENT_FUTURE', 'SK_DPD', 'COMPLETED_CONTRACTS'] agg_dict = {k:aggs for k in feat_cols} agg_dict['COMPLETED_CONTRACTS'] = ['mean', 'size'] df_agg = df.groupby('SK_ID_CURR' ).agg(agg_dict) df_agg.columns = [col + '_' + agg.upper() + '_POS' for col in feat_cols for agg in agg_dict[col]] return df_agg def credit_card_balance(df): df['PCT_CREDIT_LIMIT'] = df['AMT_BALANCE']/df['AMT_CREDIT_LIMIT_ACTUAL'] aggs = ['sum', 'mean', 'max'] feat_cols = ['PCT_CREDIT_LIMIT', 'AMT_CREDIT_LIMIT_ACTUAL', 'AMT_DRAWINGS_ATM_CURRENT', 'AMT_DRAWINGS_CURRENT', 'AMT_DRAWINGS_OTHER_CURRENT', 'AMT_DRAWINGS_POS_CURRENT', 'AMT_INST_MIN_REGULARITY', 'AMT_PAYMENT_TOTAL_CURRENT', 'AMT_RECEIVABLE_PRINCIPAL', 'AMT_RECIVABLE', 'AMT_TOTAL_RECEIVABLE', 'CNT_DRAWINGS_ATM_CURRENT', 'CNT_INSTALMENT_MATURE_CUM', 'SK_DPD'] agg_dict = {k:aggs for k in feat_cols} agg_dict['PCT_CREDIT_LIMIT'] = ['mean', 'max'] df_agg = df.groupby('SK_ID_CURR' ).agg(agg_dict) df_agg.columns = [col + '_' + agg.upper() + '_CREDIT' for col in feat_cols for agg in agg_dict[col]] return df_agg def bureau(df): df['CREDIT_ACTIVE_NUM'] =(df.CREDIT_ACTIVE == 'ACTIVE' ).astype(int) aggs = ['sum', 'mean', 'max'] feat_cols = ['CREDIT_DAY_OVERDUE', 'CNT_CREDIT_PROLONG', 'AMT_CREDIT_MAX_OVERDUE', 'AMT_CREDIT_SUM', 'AMT_CREDIT_SUM_LIMIT', 'AMT_CREDIT_SUM_OVERDUE', 'AMT_ANNUITY', 'CREDIT_ACTIVE_NUM', 'AMT_CREDIT_SUM_DEBT'] agg_dict = {k:aggs for k in feat_cols} agg_dict['CREDIT_ACTIVE_NUM'] = ['sum', 'mean', 'size'] df_agg = df.groupby('SK_ID_CURR' ).agg(agg_dict) df_agg.columns = [col + '_' + agg.upper() + '_BUREAU' for col in feat_cols for agg in agg_dict[col]] return df_agg def application_train(df): feat_num_cols = ['CNT_CHILDREN', 'AMT_INCOME_TOTAL', 'AMT_CREDIT', 'AMT_ANNUITY', 'AMT_GOODS_PRICE', 'REGION_POPULATION_RELATIVE', 'DAYS_BIRTH', 'DAYS_EMPLOYED', 'DAYS_REGISTRATION', 'OWN_CAR_AGE', 'CNT_FAM_MEMBERS', 'EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3'] feat_binary_cols = ['CODE_GENDER', 'FLAG_OWN_CAR', 'FLAG_OWN_REALTY'] for col in feat_binary_cols: df[col] = df[col].factorize() [0] return df[['SK_ID_CURR', 'TARGET'] + feat_num_cols + feat_binary_cols].set_index('SK_ID_CURR') def previous_application(df): df['CONTRACTS_REFUSED'] =(df['NAME_CONTRACT_STATUS'] == 'REFUSED' ).astype(int) aggs = ['sum', 'mean', 'max'] feat_cols = ['AMT_ANNUITY', 'AMT_APPLICATION', 'AMT_CREDIT', 'AMT_DOWN_PAYMENT', 'AMT_GOODS_PRICE', 'RATE_DOWN_PAYMENT', 'RATE_INTEREST_PRIMARY', 'RATE_INTEREST_PRIVILEGED', 'CNT_PAYMENT', 'CONTRACTS_REFUSED'] agg_dict = {k:aggs for k in feat_cols} df_agg = df.groupby('SK_ID_CURR' ).agg(agg_dict) df_agg.columns = [col + '_' + agg.upper() + '_PREV' for col in feat_cols for agg in aggs] return df_agg def crossval_predict(df_train, df_test, fit_predictor, previous_app_features=True, bureau_features=True, credit_features=True, pos_features=True, install_features=True): hold = [] hold.append(application_train(pd.concat([df_train, df_test]))) del(df_train, df_test) gc.collect() if previous_app_features: df_prev = pd.read_csv('.. /input/previous_application.csv') hold.append(previous_application(df_prev)) del(df_prev) gc.collect() if bureau_features: df_bureau = pd.read_csv('.. /input/bureau.csv') hold.append(bureau(df_bureau)) del(df_bureau) gc.collect() if credit_features: df_credit = pd.read_csv('.. /input/credit_card_balance.csv') hold.append(credit_card_balance(df_credit)) del(df_credit) gc.collect() if pos_features: df_pos = pd.read_csv('.. /input/POS_CASH_balance.csv') hold.append(pos_cash_balance(df_pos)) del(df_pos) gc.collect() if install_features: df_install = pd.read_csv('.. /input/installments_payments.csv') hold.append(installments_payments(df_install)) del(df_install) gc.collect() df_test, feat_importance = fit_predictor(pd.concat(hold, axis=1)) del(hold) gc.collect() return df_test[['TARGET']].reset_index()
Home Credit Default Risk
1,012,040
<feature_engineering><EOS>
%%time output = crossval_predict(df_train, df_test, kfold_lightgbm) output.to_csv('extratrees_simple.csv', index=False )
Home Credit Default Risk
1,072,962
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<prepare_x_and_y>
gc.enable()
Home Credit Default Risk
1,072,962
X1 = X_countV[len(test):] X2 = X_tfidfV[len(test):] y = data[len(test):]<compute_test_metric>
buro_bal = pd.read_csv('.. /input/bureau_balance.csv') print('Buro bal shape : ', buro_bal.shape )
Home Credit Default Risk
1,072,962
logR = LogisticRegression(solver='lbfgs',n_jobs=-1) evaluate(logR, [X1,X2], y )<compute_test_metric>
print('transform to dummies') buro_bal = pd.concat([buro_bal, pd.get_dummies(buro_bal.STATUS, prefix='buro_bal_status')], axis=1 ).drop('STATUS', axis=1)
Home Credit Default Risk
1,072,962
logR = LogisticRegression(class_weight='balanced', solver='lbfgs', n_jobs=-1) evaluate(logR, [X1, X2], y )<compute_train_metric>
print('Counting buros') buro_counts = buro_bal[['SK_ID_BUREAU', 'MONTHS_BALANCE']].groupby('SK_ID_BUREAU' ).count() buro_bal['buro_count'] = buro_bal['SK_ID_BUREAU'].map(buro_counts['MONTHS_BALANCE'] )
Home Credit Default Risk
1,072,962
knn = KNeighborsClassifier() evaluate(knn, [0, X2], y )<feature_engineering>
print('averaging buro bal') avg_buro_bal = buro_bal.groupby('SK_ID_BUREAU' ).mean()
Home Credit Default Risk
1,072,962
tfidf = TfidfVectorizer(max_features=1000, min_df=2, max_df=0.9) X_tfidfV = tfidf.fit_transform(data['posts_processed'] )<filter>
avg_buro_bal.columns = ['avg_buro_' + f_ for f_ in avg_buro_bal.columns] del buro_bal gc.collect()
Home Credit Default Risk
1,072,962
X3 = X_tfidfV[len(test):]<choose_model_class>
print('Read Bureau') buro = pd.read_csv('.. /input/bureau.csv' )
Home Credit Default Risk
1,072,962
ks = [3, 5, 10] param_grid = {'n_neighbors': ks} grid_knn = GridSearchCV(KNeighborsClassifier() , param_grid, scoring='f1', cv=5, return_train_score=False )<train_on_grid>
print('Go to dummies') buro_credit_active_dum = pd.get_dummies(buro.CREDIT_ACTIVE, prefix='ca_') buro_credit_currency_dum = pd.get_dummies(buro.CREDIT_CURRENCY, prefix='cu_') buro_credit_type_dum = pd.get_dummies(buro.CREDIT_TYPE, prefix='ty_')
Home Credit Default Risk
1,072,962
grid_knn.fit(X3, y[labels[0]] )<create_dataframe>
buro_full = pd.concat([buro, buro_credit_active_dum, buro_credit_currency_dum, buro_credit_type_dum], axis=1 )
Home Credit Default Risk
1,072,962
pd.DataFrame(grid_knn.cv_results_)[['params', 'mean_test_score', 'rank_test_score']]<compute_train_metric>
del buro_credit_active_dum, buro_credit_currency_dum, buro_credit_type_dum gc.collect()
Home Credit Default Risk
1,072,962
randF = RandomForestClassifier(n_estimators=10) evaluate(randF, [0, X3], y )<define_variables>
print('Merge with buro avg') buro_full = buro_full.merge(right=avg_buro_bal.reset_index() , how='left', on='SK_ID_BUREAU', suffixes=('', '_bur_bal'))
Home Credit Default Risk
1,072,962
cleaning_funcs = [remove_urls, remove_numbers, remove_extra_spaces]<drop_column>
print('Counting buro per SK_ID_CURR') nb_bureau_per_curr = buro_full[['SK_ID_CURR', 'SK_ID_BUREAU']].groupby('SK_ID_CURR' ).count() buro_full['SK_ID_BUREAU'] = buro_full['SK_ID_CURR'].map(nb_bureau_per_curr['SK_ID_BUREAU'] )
Home Credit Default Risk
1,072,962
data = clean_data(data, 'posts', cleaning_funcs )<feature_engineering>
print('Averaging bureau') avg_buro = buro_full.groupby('SK_ID_CURR' ).mean() print(avg_buro.head() )
Home Credit Default Risk
1,072,962
tfidf = TfidfVectorizer(stop_words='english', max_df=0.8, min_df=2) X_tfidfV = tfidf.fit_transform(data['posts_processed'] )<prepare_x_and_y>
del buro, buro_full gc.collect()
Home Credit Default Risk
1,072,962
X4 = X_tfidfV[len(test):] X_sub = X_tfidfV[:len(test)] y = data[len(test):]<choose_model_class>
print('Read prev') prev = pd.read_csv('.. /input/previous_application.csv')
Home Credit Default Risk
1,072,962
logR = LogisticRegression(class_weight='balanced', max_iter=1000) logR_parameters = {'C': [0.01, 0.1, 1.0, 10], 'solver':('liblinear','saga','lbfgs') } logR_grid = GridSearchCV(estimator=logR, param_grid=logR_parameters, cv=5, return_train_score=False, )<prepare_output>
prev_cat_features = [ f_ for f_ in prev.columns if prev[f_].dtype == 'object' ]
Home Credit Default Risk
1,072,962
sub = example<predict_on_test>
print('Go to dummies') prev_dum = pd.DataFrame() for f_ in prev_cat_features: prev_dum = pd.concat([prev_dum, pd.get_dummies(prev[f_], prefix=f_ ).astype(np.uint8)], axis=1) prev = pd.concat([prev, prev_dum], axis=1 )
Home Credit Default Risk
1,072,962
for label in labels: y_train = y[label] X_train = X4 logR_grid.fit(X_train, y_train) sub[label] = logR_grid.predict(X_sub) results = pd.DataFrame(logR_grid.cv_results_) print(results[results['rank_test_score']==1][['params', 'mean_test_score']] )<save_to_csv>
del prev_dum gc.collect()
Home Credit Default Risk
1,072,962
sub.to_csv('submission.csv' )<set_options>
print('Counting number of Prevs') nb_prev_per_curr = prev[['SK_ID_CURR', 'SK_ID_PREV']].groupby('SK_ID_CURR' ).count() prev['SK_ID_PREV'] = prev['SK_ID_CURR'].map(nb_prev_per_curr['SK_ID_PREV']) print('Averaging prev') avg_prev = prev.groupby('SK_ID_CURR' ).mean() print(avg_prev.head()) del prev gc.collect() print('Reading POS_CASH') pos = pd.read_csv('.. /input/POS_CASH_balance.csv') print('Go to dummies') pos = pd.concat([pos, pd.get_dummies(pos['NAME_CONTRACT_STATUS'])], axis=1) print('Compute nb of prevs per curr') nb_prevs = pos[['SK_ID_CURR', 'SK_ID_PREV']].groupby('SK_ID_CURR' ).count() pos['SK_ID_PREV'] = pos['SK_ID_CURR'].map(nb_prevs['SK_ID_PREV']) print('Go to averages') avg_pos = pos.groupby('SK_ID_CURR' ).mean() del pos, nb_prevs gc.collect() print('Reading CC balance') cc_bal = pd.read_csv('.. /input/credit_card_balance.csv') print('Go to dummies') cc_bal = pd.concat([cc_bal, pd.get_dummies(cc_bal['NAME_CONTRACT_STATUS'], prefix='cc_bal_status_')], axis=1) nb_prevs = cc_bal[['SK_ID_CURR', 'SK_ID_PREV']].groupby('SK_ID_CURR' ).count() cc_bal['SK_ID_PREV'] = cc_bal['SK_ID_CURR'].map(nb_prevs['SK_ID_PREV']) print('Compute average') avg_cc_bal = cc_bal.groupby('SK_ID_CURR' ).mean() avg_cc_bal.columns = ['cc_bal_' + f_ for f_ in avg_cc_bal.columns] del cc_bal, nb_prevs gc.collect() print('Reading Installments') inst = pd.read_csv('.. /input/installments_payments.csv') nb_prevs = inst[['SK_ID_CURR', 'SK_ID_PREV']].groupby('SK_ID_CURR' ).count() inst['SK_ID_PREV'] = inst['SK_ID_CURR'].map(nb_prevs['SK_ID_PREV']) avg_inst = inst.groupby('SK_ID_CURR' ).mean() avg_inst.columns = ['inst_' + f_ for f_ in avg_inst.columns] print('Read data and test') data = pd.read_csv('.. /input/application_train.csv') test = pd.read_csv('.. /input/application_test.csv') print('Shapes : ', data.shape, test.shape) y = data['TARGET'] del data['TARGET'] categorical_feats = [ f for f in data.columns if data[f].dtype == 'object' ] categorical_feats for f_ in categorical_feats: data[f_], indexer = pd.factorize(data[f_]) test[f_] = indexer.get_indexer(test[f_] )
Home Credit Default Risk