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for col in train_data.columns: msg = 'column: {:>10}\t Percent of NaN value: {:.2f}%'.format(col, 100 *(train_data[col].isnull().sum() / train_data[col].shape[0])) print(msg )<count_missing_values>
credit_NAME_CONTRACT_STATUS_Signed_mean = credit_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Signed'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Signed': 'credit_NAME_CONTRACT_STATUS_Signed_mean'}) dataset = dataset.merge(credit_NAME_CONTRACT_STATUS_Signed_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del credit_NAME_CONTRACT_STATUS_Signed_mean gc.collect()
Home Credit Default Risk
1,457,238
for col in test_data.columns: msg = 'column: {:>10}\t Percent of NaN value: {:.2f}%'.format(col, 100 *(test_data[col].isnull().sum() / test_data[col].shape[0])) print(msg )<groupby>
gc.enable() del credit, credit_stats_by_prev gc.collect()
Home Credit Default Risk
1,457,238
train_data[['Pclass', 'Survived']].groupby(['Pclass'], as_index=True ).count() <groupby>
install = pd.read_csv('.. /input/installments_payments.csv') install.head()
Home Credit Default Risk
1,457,238
train_data[['Pclass', 'Survived']].groupby(['Pclass'], as_index=True ).sum() <sort_values>
install['DAYS_DIFF'] = install['DAYS_INSTALMENT'] - install['DAYS_ENTRY_PAYMENT'] install['AMT_DIFF'] = install['AMT_INSTALMENT'] - install['AMT_PAYMENT'] install.head()
Home Credit Default Risk
1,457,238
train_data[['Sex', 'Survived']].groupby(['Sex'], as_index=False ).mean().sort_values(by='Survived', ascending=False) <feature_engineering>
install_stats_by_prev = install[['SK_ID_PREV', 'SK_ID_CURR']]
Home Credit Default Risk
1,457,238
train_data['FamilySize'] = train_data['SibSp'] + train_data['Parch'] + 1 test_data['FamilySize'] = test_data['SibSp'] + test_data['Parch'] + 1<feature_engineering>
install_NUM_INSTALMENT_VERSION_count = install.groupby('SK_ID_PREV', as_index=False)['NUM_INSTALMENT_VERSION'].count().rename(columns = {'NUM_INSTALMENT_VERSION': 'install_NUM_INSTALMENT_VERSION_count'}) install_NUM_INSTALMENT_VERSION_max = install.groupby('SK_ID_PREV', as_index=False)['NUM_INSTALMENT_VERSION'].max().rename(columns = {'NUM_INSTALMENT_VERSION': 'install_NUM_INSTALMENT_VERSION_max'}) install_stats_by_prev = install_stats_by_prev.merge(install_NUM_INSTALMENT_VERSION_count, on = 'SK_ID_PREV', how = 'left') install_stats_by_prev = install_stats_by_prev.merge(install_NUM_INSTALMENT_VERSION_max, on = 'SK_ID_PREV', how = 'left' )
Home Credit Default Risk
1,457,238
test_data.loc[test_data.Fare.isnull() , 'Fare'] = test_data['Fare'].mean() train_data['Fare'] = train_data['Fare'].map(lambda i: np.log(i)if i > 0 else 0) test_data['Fare'] = test_data['Fare'].map(lambda i: np.log(i)if i > 0 else 0 )<categorify>
gc.enable() del install_NUM_INSTALMENT_VERSION_count, install_NUM_INSTALMENT_VERSION_max gc.collect()
Home Credit Default Risk
1,457,238
def get_one_hot(array): return np.array(( array['Pclass'] == 1, array['Pclass'] == 2, array['Pclass'] == 3, array['Sex'] == 'male', array['Sex'] == 'female', array['SibSp'], array['Parch'], array['Fare'], array['Embarked'] == 'C', array['Embarked'] == 'Q', array['Embarked'] == 'S')).swapaxes(0, 1 ).astype('float32' )<drop_column>
install_DAYS_INSTALMENT_mean = install.groupby('SK_ID_PREV', as_index=False)['DAYS_INSTALMENT'].mean().rename(columns = {'DAYS_INSTALMENT': 'install_DAYS_INSTALMENT_mean'}) install_stats_by_prev = install_stats_by_prev.merge(install_DAYS_INSTALMENT_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_DAYS_INSTALMENT_mean gc.collect()
Home Credit Default Risk
1,457,238
x_train = train_data[['Pclass', 'Sex', 'Age', 'SibSp', 'Parch', 'Fare', 'Embarked']] x_train.head()<categorify>
install_DAYS_ENTRY_PAYMENT_mean = install.groupby('SK_ID_PREV', as_index=False)['DAYS_ENTRY_PAYMENT'].mean().rename(columns = {'DAYS_ENTRY_PAYMENT': 'install_DAYS_ENTRY_PAYMENT_mean'}) install_stats_by_prev = install_stats_by_prev.merge(install_DAYS_ENTRY_PAYMENT_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_DAYS_ENTRY_PAYMENT_mean gc.collect()
Home Credit Default Risk
1,457,238
x_train = get_one_hot(x_train) x_train[:10]<prepare_x_and_y>
install_AMT_INSTALMENT_mean = install.groupby('SK_ID_PREV', as_index=False)['AMT_INSTALMENT'].mean().rename(columns = {'AMT_INSTALMENT': 'install_AMT_INSTALMENT_mean'}) install_stats_by_prev = install_stats_by_prev.merge(install_AMT_INSTALMENT_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_AMT_INSTALMENT_mean gc.collect()
Home Credit Default Risk
1,457,238
y_train = np.array(train_data['Survived']) y_train[:10]<categorify>
install_AMT_PAYMENT_mean = install.groupby('SK_ID_PREV', as_index=False)['AMT_PAYMENT'].mean().rename(columns = {'AMT_PAYMENT': 'install_AMT_PAYMENT_mean'}) install_stats_by_prev = install_stats_by_prev.merge(install_AMT_PAYMENT_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_AMT_PAYMENT_mean gc.collect()
Home Credit Default Risk
1,457,238
x_test = get_one_hot(x_test) x_test[:10]<drop_column>
install_DAYS_DIFF_mean = install.groupby('SK_ID_PREV', as_index=False)['DAYS_DIFF'].mean().rename(columns = {'DAYS_DIFF': 'install_DAYS_DIFF_mean'}) install_DAYS_DIFF_max = install.groupby('SK_ID_PREV', as_index=False)['DAYS_DIFF'].max().rename(columns = {'DAYS_DIFF': 'install_DAYS_DIFF_max'}) install_DAYS_DIFF_min = install.groupby('SK_ID_PREV', as_index=False)['DAYS_DIFF'].min().rename(columns = {'DAYS_DIFF': 'install_DAYS_DIFF_min'}) install_stats_by_prev = install_stats_by_prev.merge(install_DAYS_DIFF_mean, on = 'SK_ID_PREV', how = 'left') install_stats_by_prev = install_stats_by_prev.merge(install_DAYS_DIFF_max, on = 'SK_ID_PREV', how = 'left') install_stats_by_prev = install_stats_by_prev.merge(install_DAYS_DIFF_min, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_DAYS_DIFF_mean, install_DAYS_DIFF_max, install_DAYS_DIFF_min gc.collect()
Home Credit Default Risk
1,457,238
train_data.drop(['PassengerId','Name','SibSp','Parch','Ticket','Cabin'], axis=1, inplace=True) test_data.drop(['PassengerId','Name','SibSp','Parch','Ticket','Cabin'], axis=1, inplace=True )<import_modules>
install_AMT_DIFF_mean = install.groupby('SK_ID_PREV', as_index=False)['AMT_DIFF'].mean().rename(columns = {'AMT_DIFF': 'install_AMT_DIFF_mean'}) install_AMT_DIFF_max = install.groupby('SK_ID_PREV', as_index=False)['AMT_DIFF'].max().rename(columns = {'AMT_DIFF': 'install_AMT_DIFF_max'}) install_AMT_DIFF_min = install.groupby('SK_ID_PREV', as_index=False)['AMT_DIFF'].min().rename(columns = {'AMT_DIFF': 'install_AMT_DIFF_min'}) install_stats_by_prev = install_stats_by_prev.merge(install_AMT_DIFF_mean, on = 'SK_ID_PREV', how = 'left') install_stats_by_prev = install_stats_by_prev.merge(install_AMT_DIFF_max, on = 'SK_ID_PREV', how = 'left') install_stats_by_prev = install_stats_by_prev.merge(install_AMT_DIFF_min, on = 'SK_ID_PREV', how = 'left') gc.enable() del install_AMT_DIFF_mean, install_AMT_DIFF_max, install_AMT_DIFF_min gc.collect()
Home Credit Default Risk
1,457,238
from mlxtend.classifier import StackingCVClassifier from sklearn.ensemble import GradientBoostingClassifier from sklearn.ensemble import RandomForestClassifier from sklearn.linear_model import LogisticRegression from sklearn.impute import SimpleImputer<normalization>
install_NUM_INSTALMENT_VERSION_count_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_NUM_INSTALMENT_VERSION_count'].mean().rename(columns = {'install_NUM_INSTALMENT_VERSION_count': 'install_NUM_INSTALMENT_VERSION_count_mean'}) dataset = dataset.merge(install_NUM_INSTALMENT_VERSION_count_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_NUM_INSTALMENT_VERSION_count_mean gc.collect()
Home Credit Default Risk
1,457,238
imp = SimpleImputer(missing_values=np.nan, strategy='mean') imp = imp.fit(x_train) x_train_imp = imp.transform(x_train )<choose_model_class>
install_NUM_INSTALMENT_VERSION_max_max = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_NUM_INSTALMENT_VERSION_max'].max().rename(columns = {'install_NUM_INSTALMENT_VERSION_max': 'install_NUM_INSTALMENT_VERSION_max_max'}) dataset = dataset.merge(install_NUM_INSTALMENT_VERSION_max_max, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_NUM_INSTALMENT_VERSION_max_max gc.collect()
Home Credit Default Risk
1,457,238
clf1 = RandomForestClassifier() clf2 = GradientBoostingClassifier() lr = LogisticRegression() sclf = StackingCVClassifier(classifiers=[clf1, clf2], meta_classifier=lr )<define_search_space>
install_DAYS_INSTALMENT_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_DAYS_INSTALMENT_mean'].mean().rename(columns = {'install_DAYS_INSTALMENT_mean': 'install_DAYS_INSTALMENT_mean_mean'}) dataset = dataset.merge(install_DAYS_INSTALMENT_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_DAYS_INSTALMENT_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
param_test = {'randomforestclassifier__n_estimators': [10, 120], 'randomforestclassifier__max_depth': [2, 15], 'gradientboostingclassifier__n_estimators': [10, 120], 'gradientboostingclassifier__max_depth': [2, 15], 'gradientboostingclassifier__learning_rate' : [0.01, 0.1], 'meta_classifier__C': [0.1, 10.0]}<train_model>
install_DAYS_ENTRY_PAYMENT_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_DAYS_ENTRY_PAYMENT_mean'].mean().rename(columns = {'install_DAYS_ENTRY_PAYMENT_mean': 'install_DAYS_ENTRY_PAYMENT_mean_mean'}) dataset = dataset.merge(install_DAYS_ENTRY_PAYMENT_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_DAYS_ENTRY_PAYMENT_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
sclf.fit(x_train_imp, y_train )<normalization>
install_AMT_INSTALMENT_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_AMT_INSTALMENT_mean'].mean().rename(columns = {'install_AMT_INSTALMENT_mean': 'install_AMT_INSTALMENT_mean_mean'}) dataset = dataset.merge(install_AMT_INSTALMENT_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_AMT_INSTALMENT_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
X_test_imp = imp.transform(x_test )<load_from_csv>
install_AMT_PAYMENT_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_AMT_PAYMENT_mean'].mean().rename(columns = {'install_AMT_PAYMENT_mean': 'install_AMT_PAYMENT_mean_mean'}) dataset = dataset.merge(install_AMT_PAYMENT_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_AMT_PAYMENT_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
submission = pd.read_csv('.. /input/sample_submission.csv' )<prepare_output>
install_DAYS_DIFF_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_DAYS_DIFF_mean'].mean().rename(columns = {'install_DAYS_DIFF_mean': 'install_DAYS_DIFF_mean_mean'}) dataset = dataset.merge(install_DAYS_DIFF_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_DAYS_DIFF_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
submission = pd.DataFrame(data, columns=['PassengerId', 'Survived']) submission.set_index('PassengerId', inplace=True) submission.head()<predict_on_test>
install_DAYS_DIFF_max_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_DAYS_DIFF_max'].mean().rename(columns = {'install_DAYS_DIFF_max': 'install_DAYS_DIFF_max_mean'}) dataset = dataset.merge(install_DAYS_DIFF_max_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_DAYS_DIFF_max_mean gc.collect()
Home Credit Default Risk
1,457,238
prediction = sclf.predict(x_test) submission['Survived'] = prediction prediction<save_to_csv>
install_DAYS_DIFF_min_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_DAYS_DIFF_min'].mean().rename(columns = {'install_DAYS_DIFF_min': 'install_DAYS_DIFF_min_mean'}) dataset = dataset.merge(install_DAYS_DIFF_min_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_DAYS_DIFF_min_mean gc.collect()
Home Credit Default Risk
1,457,238
submission.to_csv('./submission.csv',index= False )<import_modules>
install_AMT_DIFF_mean_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_AMT_DIFF_mean'].mean().rename(columns = {'install_AMT_DIFF_mean': 'install_AMT_DIFF_mean_mean'}) dataset = dataset.merge(install_AMT_DIFF_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_AMT_DIFF_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
import graphviz import matplotlib.pyplot as plt import numpy as np import pandas as pd from sklearn import tree from sklearn.model_selection import cross_val_score, GridSearchCV<feature_engineering>
install_AMT_DIFF_max_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_AMT_DIFF_max'].mean().rename(columns = {'install_AMT_DIFF_max': 'install_AMT_DIFF_max_mean'}) dataset = dataset.merge(install_AMT_DIFF_max_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_AMT_DIFF_max_mean gc.collect()
Home Credit Default Risk
1,457,238
train = pd.read_csv('.. /input/train.csv' ).set_index('PassengerId') test = pd.read_csv('.. /input/test.csv' ).set_index('PassengerId') df = pd.concat([train, test], axis=0, sort=False) df['Title'] = df.Name.str.split(',' ).str[1].str.split('.' ).str[0].str.strip() df['IsWomanOrChild'] =(( df.Title == 'Master')|(df.Sex == 'female')) df['LastName'] = df.Name.str.split(',' ).str[0] family = df.groupby(df.LastName ).Survived df['FamilyTotalCount'] = family.transform(lambda s: s[df.IsWomanOrChild].fillna(0 ).count()) df['FamilyTotalCount'] = df.mask(df.IsWomanOrChild, df.FamilyTotalCount - 1, axis=0) df['FamilySurvivedCount'] = family.transform(lambda s: s[df.IsWomanOrChild].fillna(0 ).sum()) df['FamilySurvivedCount'] = df.mask(df.IsWomanOrChild, df.FamilySurvivedCount - df.Survived.fillna(0), axis=0) df['FamilySurvivalRate'] =(df.FamilySurvivedCount / df.FamilyTotalCount.replace(0, np.nan)) df['IsSingleTraveler'] = df.FamilyTotalCount == 0<groupby>
install_AMT_DIFF_min_mean = install_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['install_AMT_DIFF_min'].mean().rename(columns = {'install_AMT_DIFF_min': 'install_AMT_DIFF_min_mean'}) dataset = dataset.merge(install_AMT_DIFF_min_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del install_AMT_DIFF_min_mean gc.collect()
Home Credit Default Risk
1,457,238
name = df.groupby(df.LastName ).Ticket name.value_counts()<feature_engineering>
gc.enable() del install, install_stats_by_prev gc.collect()
Home Credit Default Risk
1,457,238
df['SingleTraveler'] = 3 ticket_list_single = [] ticket_list_family = [] ticket_list_null = [] for ticket_id in list(df['Ticket'].unique()): count = df[df['Ticket']==ticket_id].count() [0] if count > 1 : ticket_list_family.append(ticket_id) else: ticket_list_single.append(ticket_id) def tune_SingleTraveler(df): for ticket in ticket_list_single: df.ix[df.Ticket == ticket, "SingleTraveler"] = True for ticket in ticket_list_family: df.ix[df.Ticket == ticket, "SingleTraveler"] = False tune_SingleTraveler(df) <count_values>
cash = pd.read_csv('.. /input/POS_CASH_balance.csv') cash.head()
Home Credit Default Risk
1,457,238
names = [] for name in list(df['LastName'].unique()): count = df[df['LastName']==name].count() [0] if count > 1 : names.append(name) for name in names: df.ix[df.LastName == name, "SingleTraveler"] = False print(df['SingleTraveler'].sum() )<groupby>
cash_stats_by_prev = cash[['SK_ID_PREV', 'SK_ID_CURR']]
Home Credit Default Risk
1,457,238
df['Family_freq'] = df.groupby('LastName')['LastName'].transform('count' )<count_missing_values>
cash_MONTHS_BALANCE_count = cash.groupby('SK_ID_PREV', as_index=False)['MONTHS_BALANCE'].count().rename(columns = {'MONTHS_BALANCE': 'cash_MONTHS_BALANCE_count'}) cash_MONTHS_BALANCE_mean = cash.groupby('SK_ID_PREV', as_index=False)['MONTHS_BALANCE'].mean().rename(columns = {'MONTHS_BALANCE': 'cash_MONTHS_BALANCE_mean'}) cash_stats_by_prev = cash_stats_by_prev.merge(cash_MONTHS_BALANCE_count, on = 'SK_ID_PREV', how = 'left') cash_stats_by_prev = cash_stats_by_prev.merge(cash_MONTHS_BALANCE_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_MONTHS_BALANCE_count, cash_MONTHS_BALANCE_mean gc.collect()
Home Credit Default Risk
1,457,238
df['Sex'].isnull().sum()<feature_engineering>
cash_CNT_INSTALMENT_mean = cash.groupby('SK_ID_PREV', as_index=False)['CNT_INSTALMENT'].mean().rename(columns = {'CNT_INSTALMENT': 'cash_CNT_INSTALMENT_mean'}) cash_stats_by_prev = cash_stats_by_prev.merge(cash_CNT_INSTALMENT_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_CNT_INSTALMENT_mean gc.collect()
Home Credit Default Risk
1,457,238
df['All'] =(( df.Sex == 'male')|(df.Sex == 'female')) df['LastName'] = df.Name.str.split(',' ).str[0] family = df.groupby(df.LastName ).Survived df['FamilyTotalCountM'] = family.transform(lambda s: s[df.All].fillna(0 ).count()) df['FamilyTotalCountM'] = df.mask(df.All, df.FamilyTotalCountM - 1, axis=0) df['FamilySurvivedCountM'] = family.transform(lambda s: s[df.All].fillna(0 ).sum()) df['FamilySurvivedCountM'] = df.mask(df.All, df.FamilySurvivedCountM - df.Survived.fillna(0), axis=0) df['FamilySurvivalRateM'] =(df.FamilySurvivedCountM / df.FamilyTotalCountM.replace(0, np.nan))<count_missing_values>
cash_CNT_INSTALMENT_FUTURE_mean = cash.groupby('SK_ID_PREV', as_index=False)['CNT_INSTALMENT_FUTURE'].mean().rename(columns = {'CNT_INSTALMENT_FUTURE': 'cash_CNT_INSTALMENT_FUTURE_mean'}) cash_stats_by_prev = cash_stats_by_prev.merge(cash_CNT_INSTALMENT_FUTURE_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_CNT_INSTALMENT_FUTURE_mean gc.collect()
Home Credit Default Risk
1,457,238
df['All'].isnull().sum()<feature_engineering>
cash_SK_DPD_mean = cash.groupby('SK_ID_PREV', as_index=False)['SK_DPD'].mean().rename(columns = {'SK_DPD': 'cash_SK_DPD_mean'}) cash_stats_by_prev = cash_stats_by_prev.merge(cash_SK_DPD_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_SK_DPD_mean gc.collect()
Home Credit Default Risk
1,457,238
_ = df.rename({'Cabin':'Deck'},axis=1,inplace=True) df['Deck'] = df['Deck'].fillna('N') len(df['Deck'] )<feature_engineering>
cash_SK_DPD_DEF_mean = cash.groupby('SK_ID_PREV', as_index=False)['SK_DPD_DEF'].mean().rename(columns = {'SK_DPD_DEF': 'cash_SK_DPD_DEF_mean'}) cash_stats_by_prev = cash_stats_by_prev.merge(cash_SK_DPD_DEF_mean, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_SK_DPD_DEF_mean gc.collect()
Home Credit Default Risk
1,457,238
def cabin_to_deck(row): return row['Deck'][0] df['Deck'] = df.apply(cabin_to_deck,axis=1 )<count_unique_values>
cash_cats = pd.get_dummies(cash.select_dtypes('object')) cash_cats['SK_ID_PREV'] = cash['SK_ID_PREV'] cash_cats.head()
Home Credit Default Risk
1,457,238
ticket_list = [] for ticket_id in list(df['Ticket'].unique()): count = df[df['Ticket']==ticket_id].count() [0] decks = df[df['Ticket']==ticket_id]['Deck'] empty_decks =(decks=='N' ).sum() if(count > 1)and(empty_decks > 0)and(empty_decks < len(decks)) : ticket_list.append(ticket_id) print(ticket_list )<filter>
cash_cats_grouped = cash_cats.groupby('SK_ID_PREV' ).agg('sum') cash_cats_grouped.head()
Home Credit Default Risk
1,457,238
for ticket in ticket_list: display(df[df['Ticket']==ticket] )<feature_engineering>
cash_stats_by_prev = cash_stats_by_prev.merge(cash_cats_grouped, on = 'SK_ID_PREV', how = 'left') gc.enable() del cash_cats_grouped, cash_cats gc.collect()
Home Credit Default Risk
1,457,238
_ = df.set_value(533,'Deck',value=df.loc[128]['Deck']) _ = df.set_value(1308,'Deck',value=df.loc[128]['Deck']) _ = df.set_value(258,'Deck',df.loc[679]['Deck']) _ = df.set_value(373,'Deck',value='C') _ = df.set_value(290,'Deck',value=df.loc[741]['Deck']) _ = df.set_value(708,'Deck',value=df.loc[297]['Deck']) _ = df.set_value(1032,'Deck',value=df.loc[297]['Deck']) _ = df.set_value(306,'Deck',value='C') _ = df.set_value(1266,'Deck',value=df.loc[1033]['Deck']) _ = df.set_value(856,'Deck',value=df.loc[318]['Deck']) _ = df.set_value(1108,'Deck',value=df.loc[318]['Deck']) _ = df.set_value(380,'Deck',value='C') _ = df.set_value(557,'Deck',value='C') _ = df.set_value(537,'Deck',value='C') _ = df.set_value(1215,'Deck',value='E') _ = df.set_value(841,'Deck',value=df.loc[772]['Deck']) <drop_column>
cash_MONTHS_BALANCE_count_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_MONTHS_BALANCE_count'].mean().rename(columns = {'cash_MONTHS_BALANCE_count': 'cash_MONTHS_BALANCE_count_mean'}) dataset = dataset.merge(cash_MONTHS_BALANCE_count_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_MONTHS_BALANCE_count_mean gc.collect()
Home Credit Default Risk
1,457,238
for i in range(3): if 'N' in decks_by_class[i]: decks_by_class[i].remove('N') if 'T' in decks_by_class[i]: decks_by_class[i].remove('T' )<define_variables>
cash_MONTHS_BALANCE_mean_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_MONTHS_BALANCE_mean'].mean().rename(columns = {'cash_MONTHS_BALANCE_mean': 'cash_MONTHS_BALANCE_mean_mean'}) dataset = dataset.merge(cash_MONTHS_BALANCE_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_MONTHS_BALANCE_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
weights_by_class = [[],[],[]] for i,deck_list in enumerate(decks_by_class): for deck in deck_list: if i == 0: class_total = df[(df['Deck']!='N')&(df['Pclass']==i+1)].count() [0]-1 else: class_total = df[(df['Deck']!='N')&(df['Pclass']==i+1)].count() [0] deck_total = df[(df['Deck']==deck)&(df['Pclass']==i+1)].count() [0] weights_by_class[i].append(deck_total/class_total) print(f'Pclass = {i+1} weights:',np.round(weights_by_class[i],3))<define_variables>
cash_CNT_INSTALMENT_mean_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_CNT_INSTALMENT_mean'].mean().rename(columns = {'cash_CNT_INSTALMENT_mean': 'cash_CNT_INSTALMENT_mean_mean'}) dataset = dataset.merge(cash_CNT_INSTALMENT_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_CNT_INSTALMENT_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
ticket_dict = {}<categorify>
cash_CNT_INSTALMENT_FUTURE_mean_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_CNT_INSTALMENT_FUTURE_mean'].mean().rename(columns = {'cash_CNT_INSTALMENT_FUTURE_mean': 'cash_CNT_INSTALMENT_FUTURE_mean_mean'}) dataset = dataset.merge(cash_CNT_INSTALMENT_FUTURE_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_CNT_INSTALMENT_FUTURE_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
def impute_deck(row): ticket = row['Ticket'] deck = row['Deck'] pclass = row['Pclass'] if(deck == 'N')and(ticket not in ticket_dict): if pclass == 1: deck = list(np.random.choice(decks_by_class[0],size=1, p=weights_by_class[0])) [0] elif pclass ==2: deck = list(np.random.choice(decks_by_class[1],size=1, p=weights_by_class[1])) [0] elif pclass ==3: deck = list(np.random.choice(decks_by_class[2],size=1, p=weights_by_class[2])) [0] ticket_dict[ticket] = deck elif(deck == 'N')and(ticket in ticket_dict): deck = ticket_dict[ticket] return deck<feature_engineering>
cash_SK_DPD_mean_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_SK_DPD_mean'].mean().rename(columns = {'cash_SK_DPD_mean': 'cash_SK_DPD_mean_mean'}) dataset = dataset.merge(cash_SK_DPD_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_SK_DPD_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
df['Deck'] = df.apply(impute_deck,axis=1 )<categorify>
cash_SK_DPD_DEF_mean_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['cash_SK_DPD_DEF_mean'].mean().rename(columns = {'cash_SK_DPD_DEF_mean': 'cash_SK_DPD_DEF_mean_mean'}) dataset = dataset.merge(cash_SK_DPD_DEF_mean_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_SK_DPD_DEF_mean_mean gc.collect()
Home Credit Default Risk
1,457,238
df['Deck'] = df['Deck'].map({'F':0,'C':1,'E':2,'G':3,'D':4,'A':5, 'B':6,'T':7} ).astype(int )<prepare_x_and_y>
cash_NAME_CONTRACT_STATUS_Active_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Active'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Active': 'cash_NAME_CONTRACT_STATUS_Active_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Active_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Active_mean gc.collect()
Home Credit Default Risk
1,457,238
<feature_engineering>
cash_NAME_CONTRACT_STATUS_Amortized_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Amortized debt'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Amortized debt': 'cash_NAME_CONTRACT_STATUS_Amortized_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Amortized_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Amortized_mean gc.collect()
Home Credit Default Risk
1,457,238
df.ix[df.Title == 'Master', "Sex"] = 'boy' <prepare_x_and_y>
cash_NAME_CONTRACT_STATUS_Approved_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Approved'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Approved': 'cash_NAME_CONTRACT_STATUS_Approved_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Approved_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Approved_mean gc.collect()
Home Credit Default Risk
1,457,238
x = pd.concat([ df.FamilySurvivalRate.fillna(0), df.SingleTraveler, df.Sex.replace({'male': 0, 'female': 1, 'boy': 2}), df.Deck, ], axis=1) train_x, test_x = x.loc[train.index], x.loc[test.index] train_y = df.Survived.loc[train.index]<train_on_grid>
cash_NAME_CONTRACT_STATUS_Canceled_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Canceled'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Canceled': 'cash_NAME_CONTRACT_STATUS_Canceled_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Canceled_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Canceled_mean gc.collect()
Home Credit Default Risk
1,457,238
clf_dt = tree.DecisionTreeClassifier() grid = GridSearchCV(clf_dt, cv=5, param_grid={ 'criterion': ['gini', 'entropy'], 'max_depth': [2, 3, 4, 5]}) grid.fit(train_x, train_y) grid.best_params_<find_best_params>
cash_NAME_CONTRACT_STATUS_Completed_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Completed'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Completed': 'cash_NAME_CONTRACT_STATUS_Completed_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Completed_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Completed_mean gc.collect()
Home Credit Default Risk
1,457,238
model_dt = grid.best_estimator_<compute_test_metric>
cash_NAME_CONTRACT_STATUS_Demand_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Demand'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Demand': 'cash_NAME_CONTRACT_STATUS_Demand_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Demand_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Demand_mean gc.collect()
Home Credit Default Risk
1,457,238
model_dt.score(train_x, train_y )<save_to_csv>
cash_NAME_CONTRACT_STATUS_Returned_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Returned to the store'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Returned to the store': 'cash_NAME_CONTRACT_STATUS_Returned_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Returned_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Returned_mean gc.collect()
Home Credit Default Risk
1,457,238
test_y = model_dt.predict(test_x ).astype(int) pd.DataFrame({'Survived': test_y}, index=test.index)\ .reset_index() \ .to_csv(f'submission_dt.csv', index=False )<predict_on_test>
cash_NAME_CONTRACT_STATUS_Signed_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_Signed'].mean().rename(columns = {'NAME_CONTRACT_STATUS_Signed': 'cash_NAME_CONTRACT_STATUS_Signed_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_Signed_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_Signed_mean gc.collect()
Home Credit Default Risk
1,457,238
preds = pd.DataFrame() preds = x.loc[test.index] preds['Pclass'] = test['Pclass'] preds['pred'] = model_dt.predict_proba(test_x)[:, 1] preds = preds.drop(['FamilySurvivalRate','SingleTraveler','Sex', 'Deck'], axis=1) preds.head() <count_values>
cash_NAME_CONTRACT_STATUS_XNA_mean = cash_stats_by_prev.groupby('SK_ID_CURR', as_index=False)['NAME_CONTRACT_STATUS_XNA'].mean().rename(columns = {'NAME_CONTRACT_STATUS_XNA': 'cash_NAME_CONTRACT_STATUS_XNA_mean'}) dataset = dataset.merge(cash_NAME_CONTRACT_STATUS_XNA_mean, on = 'SK_ID_CURR', how = 'left') gc.enable() del cash_NAME_CONTRACT_STATUS_XNA_mean gc.collect()
Home Credit Default Risk
1,457,238
preds.groupby(['Pclass'] ).pred.value_counts()<data_type_conversions>
gc.enable() del cash, cash_stats_by_prev gc.collect()
Home Credit Default Risk
1,457,238
preds.loc[preds['Pclass'] == 3, 'pred'] = preds.loc[preds['Pclass'] == 3, 'pred'] -0.3 sub = [] sub = preds['pred'].values sub = np.around(sub ).astype(int )<save_to_csv>
dataset.dtypes.value_counts()
Home Credit Default Risk
1,457,238
test_y = sub.astype(int) pd.DataFrame({'Survived': test_y}, index=test.index)\ .reset_index() \ .to_csv(f'submission_dt_m0.3.csv', index=False )<save_to_csv>
dataset['bureau_DAYS_CREDIT_ENDDATE_max_outlier'] = dataset['bureau_DAYS_CREDIT_ENDDATE_max_outlier'].map({False:0, True:1}) dataset['bureau_DAYS_ENDDATE_FACT_mean_outlier'] = dataset['bureau_DAYS_ENDDATE_FACT_mean_outlier'].map({False:0, True:1} )
Home Credit Default Risk
1,457,238
model_xgb = xgboost.XGBClassifier() model_xgb.fit(train_x, train_y) test_y = model_xgb.predict(test_x ).astype(int) pd.DataFrame({'Survived': test_y}, index=test.index)\ .reset_index() \ .to_csv(f'submission_xgb.csv', index=False )<prepare_x_and_y>
y_temp = dataset[['TARGET']] X_temp = dataset.drop(['TARGET'], axis=1) X_big, X_small, y_big, y_small = train_test_split(X_temp, y_temp, test_size=0.2, random_state=1 )
Home Credit Default Risk
1,457,238
X_train = train_x Y_train = train_y<train_model>
upper_corr = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1 ).astype(np.bool)) upper_corr.head()
Home Credit Default Risk
1,457,238
def crossValidation(data,target, model, cv = 5): ksplits = KFold(n_splits=cv) errors = [] for j,(indexTrain, indexTest)in enumerate(ksplits.split(data, target)) : print("This is fold ", j + 1, "of the cross validation") x_train, y_train = data.iloc[indexTrain, :], target.iloc[indexTrain] x_test, y_test = data.iloc[indexTest, :], target.iloc[indexTest] print("Fitting the model") model.fit(x_train, y_train) predictions = model.predict(x_test) errorFold = accuracy_score(y_test, predictions) errors.append(errorFold) print("The mean accuracy score over the folds is: ", np.mean(errors)) return<compute_train_metric>
drop_cols = [column for column in upper_corr.columns if any(upper_corr[column] > 0.9)] print('Columns to remove: ', len(drop_cols))
Home Credit Default Risk
1,457,238
modelXGboost_tuned = xgboost.XGBClassifier(base_score = 0.5, colsample_bytree= 0.65, gamma= 0, learning_rate= 0.5, max_depth= 3, min_child_weight= 1, n_estimators= 120, scale_pos_weight= 1) crossValidation(X_train, Y_train, modelXGboost_tuned )<compute_train_metric>
dataset_missing =(dataset.isnull().sum() / len(dataset)).sort_values(ascending = False) dataset_missing.head(10 )
Home Credit Default Risk
1,457,238
modelK_tuned = KNeighborsClassifier(algorithm='ball_tree', n_neighbors=5, p=1, weights='distance') crossValidation(X_train, Y_train, modelK_tuned )<compute_train_metric>
dataset_missing = dataset_missing.index[dataset_missing > 0.75] print('Columns with more than 75% missing values: ', len(dataset_missing))
Home Credit Default Risk
1,457,238
modelForest_tuned = RandomForestClassifier(max_depth =5, n_estimators=25) crossValidation(X_train, Y_train, modelForest_tuned )<compute_train_metric>
train = dataset[:train_len] x_test = dataset[train_len:] train_ids = train['SK_ID_CURR'] test_ids = x_test['SK_ID_CURR'] train.drop(columns=['SK_ID_CURR'], axis = 1, inplace=True) x_test.drop(columns=['TARGET', 'SK_ID_CURR'], axis = 1, inplace=True )
Home Credit Default Risk
1,457,238
modelLogistic = LogisticRegression(solver="liblinear") crossValidation(X_train, Y_train, modelLogistic )<compute_train_metric>
train['TARGET'] = train['TARGET'].astype(int) y_train = train['TARGET'] x_train = train.drop(columns=['TARGET'], axis = 1 )
Home Credit Default Risk
1,457,238
modelXGboost = xgboost.XGBClassifier() crossValidation(X_train, Y_train, modelXGboost )<compute_train_metric>
feature_imp = np.zeros(x_train.shape[1] )
Home Credit Default Risk
1,457,238
modelDiscriminant = LinearDiscriminantAnalysis() crossValidation(X_train, Y_train, modelDiscriminant )<compute_train_metric>
model = lgb.LGBMClassifier(objective='binary', boosting_type='goss', n_estimators=10000, class_weight='balanced' )
Home Credit Default Risk
1,457,238
modelForest = RandomForestClassifier() crossValidation(X_train, Y_train, modelForest )<compute_train_metric>
for i in range(2): train_x1, train_x2, train_y1, train_y2 = train_test_split(x_train, y_train, test_size = 0.25, random_state = i) model.fit(train_x1, train_y1, early_stopping_rounds=100, eval_set = [(train_x2, train_y2)], eval_metric = 'auc', verbose = 200) feature_imp += model.feature_importances_
Home Credit Default Risk
1,457,238
modelK = KNeighborsClassifier() crossValidation(X_train, Y_train, modelK )<compute_test_metric>
zero_imp = list(feature_imp[feature_imp['importance'] == 0.0]['feature']) print('count of features with 0 importance: ', len(zero_imp)) feature_imp.tail(10 )
Home Credit Default Risk
1,457,238
crossValidation(X_train, Y_train, model_dt )<compute_train_metric>
x_train = x_train.drop(columns = zero_imp) x_test = x_test.drop(columns = zero_imp )
Home Credit Default Risk
1,457,238
def crossValMixed(X, y, model,cv = 5): n_folds = KFold(n_splits = cv,shuffle=True) counter = 0 errorMetr = [] for indexTrain, indexTest in n_folds.split(X,y): print("This is fold: ", counter, "of the cross validation") X_train, y_train = X.iloc[indexTrain, :], y.iloc[indexTrain] X_test, y_test = X.iloc[indexTest, :], y.iloc[indexTest] print("Fitting the model") predictions = model.stackingActive(X_train, y_train, X_test) print("The metric in the fold ", counter, "is: ", accuracy_score(y_test,predictions)) counter += 1 errorMetr.append(accuracy_score(y_test,predictions)) print("The mean absolute error over the ", cv, "folds is: ", np.mean(errorMetr)) return predictions <save_to_csv>
test_predictions = np.zeros(x_test.shape[0]) out_of_fold = np.zeros(x_train.shape[0]) valid_scores = [] train_scores = []
Home Credit Default Risk
1,457,238
pd.DataFrame({'Survived': predictions.astype(int)}, index=test.index)\ .reset_index() \ .to_csv(f'submission_stack_rkd.csv', index=False )<save_to_csv>
k_fold = KFold(n_splits = 5, shuffle = False, random_state = 50 )
Home Credit Default Risk
1,457,238
pd.DataFrame({'Survived': predictions.astype(int)}, index=test.index)\ .reset_index() \ .to_csv(f'submission_stack_xkx_tuned.csv', index=False )<prepare_output>
x_train = np.array(x_train) x_test = np.array(x_test )
Home Credit Default Risk
1,457,238
preds = pd.DataFrame() preds = x.loc[test.index] preds['Pclass'] = test['Pclass'] preds['pred'] = predictions_proba[:, 1] preds.head()<data_type_conversions>
for train_indices, valid_indices in k_fold.split(x_train): train_features, train_labels = x_train[train_indices], y_train[train_indices] valid_features, valid_labels = x_train[valid_indices], y_train[valid_indices] model = lgb.LGBMClassifier(n_estimators=10000, objective = 'binary', boosting_type='goss',class_weight = 'balanced', learning_rate = 0.05, reg_alpha = 0.1, reg_lambda = 0.1, n_jobs = -1, random_state = 50) model.fit(train_features, train_labels, eval_metric = 'auc', eval_set = [(valid_features, valid_labels),(train_features, train_labels)], eval_names = ['valid', 'train'], early_stopping_rounds = 100, verbose = 200) best_iteration = model.best_iteration_ test_predictions += model.predict_proba(x_test, num_iteration = best_iteration)[:, 1] / k_fold.n_splits out_of_fold[valid_indices] = model.predict_proba(valid_features, num_iteration = best_iteration)[:, 1] valid_score = model.best_score_['valid']['auc'] train_score = model.best_score_['train']['auc'] valid_scores.append(valid_score) train_scores.append(train_score) gc.enable() del model, train_features, valid_features gc.collect()
Home Credit Default Risk
1,457,238
preds.loc[preds['Pclass'] == 3, 'pred'] = preds.loc[preds['Pclass'] == 3, 'pred'] -0.2 sub = [] sub = preds['pred'].values sub = np.around(sub ).astype(int )<save_to_csv>
valid_auc = roc_auc_score(y_train, out_of_fold) valid_scores.append(valid_auc) train_scores.append(np.mean(train_scores)) fold_names = list(range(5)) fold_names.append('overall') metrics = pd.DataFrame({'fold': fold_names, 'train': train_scores, 'valid': valid_scores} )
Home Credit Default Risk
1,457,238
pd.DataFrame({'Survived': sub}, index=test.index)\ .reset_index() \ .to_csv(f'submission_stack_xkx_m.csv', index=False )<set_options>
submission = pd.DataFrame({'SK_ID_CURR': test_ids, 'TARGET': test_predictions}) submission.to_csv('submission.csv', index = False )
Home Credit Default Risk
1,438,465
plt.style.use('seaborn') sns.set(font_scale=2.5) warnings.filterwarnings('ignore') %matplotlib inline<load_from_csv>
def geometric_mean(x): return np.exp(np.log(x[x>0] ).mean()) def one_hot_encoder(df, nan_as_category = True): original_columns = list(df.columns) categorical_columns = [col for col in df.columns if df[col].dtype == 'object'] df = pd.get_dummies(df, columns= categorical_columns, dummy_na= nan_as_category) new_columns = [c for c in df.columns if c not in original_columns] return df, new_columns def application_train_test(num_rows = None, nan_as_category = False): df = pd.read_csv('.. /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() df = df[df['CODE_GENDER'] != 'XNA'] docs = [_f for _f in df.columns if 'FLAG_DOC' in _f] live = [_f for _f in df.columns if('FLAG_' in _f)&('FLAG_DOC' not in _f)&('_FLAG_' not in _f)] df['DAYS_EMPLOYED'].replace(365243, np.nan, inplace= True) inc_by_org = df[['AMT_INCOME_TOTAL', 'ORGANIZATION_TYPE']].groupby('ORGANIZATION_TYPE' ).median() ['AMT_INCOME_TOTAL'] df['NEW_CREDIT_TO_ANNUITY_RATIO'] = df['AMT_CREDIT'] / df['AMT_ANNUITY'] df['NEW_CREDIT_TO_GOODS_RATIO'] = df['AMT_CREDIT'] / df['AMT_GOODS_PRICE'] df['NEW_DOC_IND_KURT'] = df[docs].kurtosis(axis=1) df['NEW_LIVE_IND_SUM'] = df[live].sum(axis=1) df['NEW_INC_PER_CHLD'] = df['AMT_INCOME_TOTAL'] /(1 + df['CNT_CHILDREN']) df['NEW_INC_BY_ORG'] = df['ORGANIZATION_TYPE'].map(inc_by_org) df['NEW_EMPLOY_TO_BIRTH_RATIO'] = df['DAYS_EMPLOYED'] / df['DAYS_BIRTH'] df['NEW_EMPLOY_TO_BIRTH-18_RATIO'] = df['DAYS_EMPLOYED'] /(df['DAYS_BIRTH'] + 18*365) df['NEW_BIRTH_TO_EMPLOY_RATIO'] = df['DAYS_BIRTH'] /(1 + df['DAYS_EMPLOYED']) df['NEW_INCOME_TO_ANNUITY_RATIO'] = df['AMT_INCOME_TOTAL'] /(1 + df['AMT_ANNUITY']) df['NEW_ANNUITY_TO_INCOME_RATIO'] = df['AMT_ANNUITY'] /(1 + df['AMT_INCOME_TOTAL']) df['NEW_EXT_SOURCES_MEDIAN'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].median(axis=1, skipna=True) df['NEW_EXT_SOURCES_MEAN'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].mean(axis=1, skipna=True) df['NEW_EXT_SOURCES_PROD'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].prod(axis=1, skipna=True, min_count=1) df['NEW_EXT_SOURCES_MAX'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].max(axis=1, skipna=True) df['NEW_EXT_SOURCES_MIN'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].min(axis=1, skipna=True) df['NEW_EXT_SOURCES_STD'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].std(axis=1, skipna=True) df['NEW_EXT_SOURCES_MAD'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].mad(axis=1, skipna=True) df['NEW_EXT_SOURCES_GEO'] = df[['EXT_SOURCE_1', 'EXT_SOURCE_2', 'EXT_SOURCE_3']].apply(geometric_mean, axis=1) df['NEW_CAR_TO_BIRTH_RATIO'] = df['OWN_CAR_AGE'] / df['DAYS_BIRTH'] df['NEW_CAR_TO_EMPLOY_RATIO'] = df['OWN_CAR_AGE'] / df['DAYS_EMPLOYED'] df['NEW_PHONE_TO_BIRTH_RATIO'] = df['DAYS_LAST_PHONE_CHANGE'] / df['DAYS_BIRTH'] df['NEW_PHONE_TO_EMPLOYED_RATIO'] = df['DAYS_LAST_PHONE_CHANGE'] / df['DAYS_EMPLOYED'] df['NEW_CREDIT_TO_INCOME_RATIO'] = df['AMT_CREDIT'] / df['AMT_INCOME_TOTAL'] df['NEW_PAYMENT_RATE'] = df['AMT_ANNUITY'] / df['AMT_CREDIT'] df['NEW_INCOME_CREDIT_PERC'] = df['AMT_INCOME_TOTAL'] / df['AMT_CREDIT'] df['NEW_INCOME_PER_PERSON'] = df['AMT_INCOME_TOTAL'] / df['CNT_FAM_MEMBERS'] 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) dropcolum=['FLAG_DOCUMENT_2','FLAG_DOCUMENT_4', 'FLAG_DOCUMENT_5','FLAG_DOCUMENT_6','FLAG_DOCUMENT_7', 'FLAG_DOCUMENT_8','FLAG_DOCUMENT_9','FLAG_DOCUMENT_10', 'FLAG_DOCUMENT_11','FLAG_DOCUMENT_12','FLAG_DOCUMENT_13', 'FLAG_DOCUMENT_14','FLAG_DOCUMENT_15','FLAG_DOCUMENT_16', 'FLAG_DOCUMENT_17','FLAG_DOCUMENT_18','FLAG_DOCUMENT_19', 'FLAG_DOCUMENT_20','FLAG_DOCUMENT_21'] df= df.drop(dropcolum,axis=1) del test_df gc.collect() return df 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(['SK_ID_BUREAU'], axis=1, inplace= True) del bb, bb_agg gc.collect() num_aggregations = { 'DAYS_CREDIT': [ 'mean', 'var'], 'DAYS_CREDIT_ENDDATE': [ 'mean'], 'DAYS_CREDIT_UPDATE': ['mean'], 'CREDIT_DAY_OVERDUE': ['mean'], 'AMT_CREDIT_MAX_OVERDUE': ['mean'], 'AMT_CREDIT_SUM': [ 'mean', 'sum'], 'AMT_CREDIT_SUM_DEBT': [ 'mean', 'sum'], 'AMT_CREDIT_SUM_OVERDUE': ['mean'], 'AMT_CREDIT_SUM_LIMIT': ['mean', 'sum'], 'AMT_ANNUITY': ['max', 'mean'], 'CNT_CREDIT_PROLONG': ['sum'], 'MONTHS_BALANCE_MIN': ['min'], 'MONTHS_BALANCE_MAX': ['max'], 'MONTHS_BALANCE_SIZE': ['mean', 'sum'] } cat_aggregations = {} for cat in bureau_cat: cat_aggregations[cat] = ['mean'] for cat in bb_cat: cat_aggregations[cat + "_MEAN"] = ['mean'] bureau_agg = bureau.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) bureau_agg.columns = pd.Index(['BURO_' + e[0] + "_" + e[1].upper() for e in bureau_agg.columns.tolist() ]) active = bureau[bureau['CREDIT_ACTIVE_Active'] == 1] active_agg = active.groupby('SK_ID_CURR' ).agg(num_aggregations) active_agg.columns = pd.Index(['ACTIVE_' + e[0] + "_" + e[1].upper() for e in active_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(active_agg, how='left', on='SK_ID_CURR') del active, active_agg gc.collect() closed = bureau[bureau['CREDIT_ACTIVE_Closed'] == 1] closed_agg = closed.groupby('SK_ID_CURR' ).agg(num_aggregations) closed_agg.columns = pd.Index(['CLOSED_' + e[0] + "_" + e[1].upper() for e in closed_agg.columns.tolist() ]) bureau_agg = bureau_agg.join(closed_agg, how='left', on='SK_ID_CURR') del closed, closed_agg, bureau gc.collect() return bureau_agg def previous_applications(num_rows = None, nan_as_category = True): prev = pd.read_csv('.. /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': [ 'max', 'mean'], 'AMT_APPLICATION': [ 'max','mean'], 'AMT_CREDIT': [ 'max', 'mean'], 'APP_CREDIT_PERC': [ 'max', 'mean'], 'AMT_DOWN_PAYMENT': [ 'max', 'mean'], 'AMT_GOODS_PRICE': [ 'max', 'mean'], 'HOUR_APPR_PROCESS_START': [ 'max', 'mean'], 'RATE_DOWN_PAYMENT': [ 'max', 'mean'], 'DAYS_DECISION': [ 'max', 'mean'], 'CNT_PAYMENT': ['mean', 'sum'], } cat_aggregations = {} for cat in cat_cols: cat_aggregations[cat] = ['mean'] prev_agg = prev.groupby('SK_ID_CURR' ).agg({**num_aggregations, **cat_aggregations}) prev_agg.columns = pd.Index(['PREV_' + e[0] + "_" + e[1].upper() for e in prev_agg.columns.tolist() ]) approved = prev[prev['NAME_CONTRACT_STATUS_Approved'] == 1] approved_agg = approved.groupby('SK_ID_CURR' ).agg(num_aggregations) approved_agg.columns = pd.Index(['APPROVED_' + e[0] + "_" + e[1].upper() for e in approved_agg.columns.tolist() ]) prev_agg = prev_agg.join(approved_agg, how='left', on='SK_ID_CURR') refused = prev[prev['NAME_CONTRACT_STATUS_Refused'] == 1] refused_agg = refused.groupby('SK_ID_CURR' ).agg(num_aggregations) refused_agg.columns = pd.Index(['REFUSED_' + e[0] + "_" + e[1].upper() for e in refused_agg.columns.tolist() ]) prev_agg = prev_agg.join(refused_agg, how='left', on='SK_ID_CURR') del refused, refused_agg, approved, approved_agg, prev gc.collect() return prev_agg def pos_cash(num_rows = None, nan_as_category = True): pos = pd.read_csv('.. /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 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': [ 'mean', 'var'], 'PAYMENT_DIFF': [ 'mean', 'var'], 'AMT_INSTALMENT': ['max', 'mean', 'sum'], 'AMT_PAYMENT': ['min', 'max', 'mean', 'sum'], 'DAYS_ENTRY_PAYMENT': ['max', 'mean', 'sum'] } for cat in cat_cols: aggregations[cat] = ['mean'] ins_agg = ins.groupby('SK_ID_CURR' ).agg(aggregations) ins_agg.columns = pd.Index(['INSTAL_' + e[0] + "_" + e[1].upper() for e in ins_agg.columns.tolist() ]) ins_agg['INSTAL_COUNT'] = ins.groupby('SK_ID_CURR' ).size() del ins gc.collect() return ins_agg def credit_card_balance(num_rows = None, nan_as_category = True): cc = pd.read_csv('.. /input/credit_card_balance.csv', nrows = num_rows) cc, cat_cols = one_hot_encoder(cc, nan_as_category= True) cc.drop(['SK_ID_PREV'], axis= 1, inplace = True) cc_agg = cc.groupby('SK_ID_CURR' ).agg([ '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
1,438,465
df_train = pd.read_csv('.. /input/train.csv') df_test = pd.read_csv('.. /input/test.csv') df_train[['Ticket', 'Survived']].groupby(['Survived'], as_index=True ).count() df_train[['Ticket', 'Pclass']].groupby(['Pclass'], as_index=True ).count()<count_missing_values>
def kfold_lightgbm(train_df, train_target, test_df, num_folds, stratified=False, debug=False): print("Starting LightGBM.Train shape: {}, test shape: {}".format(train_df.shape, test_df.shape)) if stratified: folds = StratifiedKFold(n_splits=num_folds, shuffle=True, random_state=47) else: folds = KFold(n_splits= num_folds, shuffle=True, random_state=47) oof_preds = np.zeros(train_df.shape[0]) sub_preds = np.zeros(test_df.shape[0]) feat_importance = pd.DataFrame() scores = [] models = [] for n_fold,(train_idx, valid_idx)in enumerate(folds.split(train_df, train_target)) : train_x, train_y = train_df.iloc[train_idx], train_target.iloc[train_idx] valid_x, valid_y = train_df.iloc[valid_idx], train_target.iloc[valid_idx] clf = LGBMClassifier( nthread=4, n_estimators=10000, learning_rate=0.02, num_leaves=32, colsample_bytree=0.9497036, subsample=0.8715623, max_depth=8, reg_alpha=0.04, reg_lambda=0.073, min_split_gain=0.0222415, min_child_weight=40, silent=-1, verbose=-1, ) clf.fit(train_x, train_y, eval_set=[(train_x, train_y),(valid_x, valid_y)], eval_metric= 'auc', verbose= 1000, early_stopping_rounds= 300) oof_preds[valid_idx] = clf.predict_proba(valid_x, num_iteration=clf.best_iteration_)[:, 1] sub_preds += clf.predict_proba(test_df, num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits fold_importance_df = pd.DataFrame() fold_importance_df["feature"] = test_df.columns.values fold_importance_df["importance"] = clf.feature_importances_ fold_importance_df["shap_values"] = abs(shap.TreeExplainer(clf ).shap_values(valid_x)[:,:test_df.shape[1]] ).mean(axis=0 ).T fold_importance_df["fold"] = n_fold + 1 feat_importance = pd.concat([feat_importance, fold_importance_df], axis=0) scores.append(roc_auc_score(valid_y, oof_preds[valid_idx])) print('Fold %2d AUC : %.6f' %(n_fold + 1, scores[n_fold])) models.append(clf) del clf, train_x, train_y, valid_x, valid_y, fold_importance_df gc.collect() score = roc_auc_score(train_target, oof_preds) print('Full AUC score %.6f' % score) print('Mean AUC score %.6f' % np.mean(scores)) if not debug: pd.DataFrame(oof_preds ).to_csv("lgb{:03}_{:.5f}_train_oof.csv".format(test_df.shape[1], score), index=False) sub_df = pd.read_csv('.. /input/sample_submission.csv') sub_df['TARGET'] = sub_preds sub_df.to_csv("lgb{:03}_{:.5f}.csv".format(test_df.shape[1], score), index= False) display_shapley_values(feat_importance) return feat_importance, models, scores def display_importances(feat_importance): best_features = feat_importance[["feature", "importance"]].groupby("feature")["importance"].agg(['mean', 'std'])\ .sort_values(by="mean", ascending=False ).head(40 ).reset_index() best_features.columns = ["feature", "mean importance", "err"] plt.figure(figsize=(8, 10)) sns.barplot(x="mean importance", y="feature", xerr=best_features['err'], data=best_features) plt.title('LightGBM Features(avg over folds)') plt.tight_layout() plt.show() def display_shapley_values(feat_importance): best_features = feat_importance[["feature", "shap_values"]].groupby("feature")["shap_values"].agg(['mean', 'std'])\ .sort_values(by="mean", ascending=False ).head(40 ).reset_index() best_features.columns = ["feature", "mean shapley values", "err"] plt.figure(figsize=(8, 10)) sns.barplot(x="mean shapley values", y="feature", xerr=best_features['err'], data=best_features) plt.title('LightGBM shapley values(avg over folds)') plt.tight_layout() plt.show()
Home Credit Default Risk
1,438,465
for col in df_train.columns: msg = 'column: {:>10}\t Percent of NaN value: {:.2f}%'.format(col, 100 *(df_train[col].isnull().sum() / df_train[col].shape[0])) print(msg )<count_missing_values>
%%time debug = False num_rows = 10000 if debug else None scores = {} 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("Save df"): df.to_csv('merged_df.csv.gz', compression='gzip', index=False) with timer("Divide in training and test data"): feats = [f for f in df.columns if f not in ['TARGET','SK_ID_CURR','SK_ID_BUREAU','SK_ID_PREV','index']] train_df = df[df['TARGET'].notnull() ][feats] train_target = df[df['TARGET'].notnull() ]['TARGET'] test_df = df[df['TARGET'].isnull() ][feats] del df gc.collect()
Home Credit Default Risk
1,438,465
for col in df_test.columns: msg = 'column: {:>10}\t Percent of NaN value: {:.2f}%'.format(col, 100 *(df_test[col].isnull().sum() / df_test[col].shape[0])) print(msg )<count_missing_values>
%%time feat_importance, models, scores = kfold_lightgbm(train_df, train_target, test_df, num_folds=5, stratified=False, debug=debug )
Home Credit Default Risk
1,438,465
for col in df_test.columns: msg = 'column: {:>10}\t Percent of NaN value: {:.2f}%'.format(col, 100 *(df_test[col].isnull().sum() / df_test[col].shape[0])) print(msg )<feature_engineering>
def inv_logit(p): return np.exp(p)/(1 + np.exp(p)) base_value = shap_values[0,-1] output = base_value + np.sum(shap_values[0,:-1]) print('Log-odds output:', output, ' Logistic output:', inv_logit(output))
Home Credit Default Risk
1,438,465
<feature_engineering><EOS>
percentile = 0.15 best_features = feat_importance[["feature", "shap_values"]].groupby("feature")["shap_values"].agg(['mean'])\ .sort_values(by="mean", ascending=False ).reset_index() best_features = best_features[:int(best_features.shape[0]*percentile)]["feature"].values print(" with timer("Run LightGBM with kfold"): train_df = train_df[best_features] test_df = test_df[best_features] feat_importance, models, scores = kfold_lightgbm(train_df, train_target, test_df, num_folds=5, stratified=False, debug=debug )
Home Credit Default Risk
1,289,226
<SOS> metric: AUC Kaggle data source: home-credit-default-risk<categorify>
plt.rcParams['font.size'] = 18 plt.style.use('fivethirtyeight') %matplotlib inline
Home Credit Default Risk
1,289,226
df_train['Initial'].replace(['Mlle','Mme','Ms','Dr','Major','Lady','Countess','Jonkheer','Col','Rev','Capt','Sir','Don', 'Dona'], ['Miss','Miss','Miss','Mr','Mr','Mrs','Mrs','Other','Other','Other','Mr','Mr','Mr', 'Mr'],inplace=True) df_test['Initial'].replace(['Mlle','Mme','Ms','Dr','Major','Lady','Countess','Jonkheer','Col','Rev','Capt','Sir','Don', 'Dona'], ['Miss','Miss','Miss','Mr','Mr','Mrs','Mrs','Other','Other','Other','Mr','Mr','Mr', 'Mr'],inplace=True )<feature_engineering>
random = pd.read_csv('.. /input/home-credit-model-tuning/random_search_simple.csv' ).sort_values('score', ascending = False ).reset_index() opt = pd.read_csv('.. /input/home-credit-model-tuning/bayesian_trials_simple.csv' ).sort_values('score', ascending = False ).reset_index() print('Best score from random search: {:.5f} found on iteration: {}.'.format(random.loc[0, 'score'], random.loc[0, 'iteration'])) print('Best score from bayesian optimization: {:.5f} found on iteration: {}.'.format(opt.loc[0, 'score'], opt.loc[0, 'iteration']))
Home Credit Default Risk
1,289,226
df_train.loc[(df_train.Age.isnull())&(df_train.Initial=='Mr'),'Age'] = 33 df_train.loc[(df_train.Age.isnull())&(df_train.Initial=='Mrs'),'Age'] = 36 df_train.loc[(df_train.Age.isnull())&(df_train.Initial=='Master'),'Age'] = 5 df_train.loc[(df_train.Age.isnull())&(df_train.Initial=='Miss'),'Age'] = 22 df_train.loc[(df_train.Age.isnull())&(df_train.Initial=='Other'),'Age'] = 46 df_test.loc[(df_test.Age.isnull())&(df_test.Initial=='Mr'),'Age'] = 33 df_test.loc[(df_test.Age.isnull())&(df_test.Initial=='Mrs'),'Age'] = 36 df_test.loc[(df_test.Age.isnull())&(df_test.Initial=='Master'),'Age'] = 5 df_test.loc[(df_test.Age.isnull())&(df_test.Initial=='Miss'),'Age'] = 22 df_test.loc[(df_test.Age.isnull())&(df_test.Initial=='Other'),'Age'] = 46<data_type_conversions>
keys = [] for key, value in ast.literal_eval(random.loc[0, 'hyperparameters'] ).items() : print(f'{key}: {value}') keys.append(key )
Home Credit Default Risk
1,289,226
df_train['Embarked'].fillna('S', inplace=True )<feature_engineering>
for key in keys: print('{}: {}'.format(key, ast.literal_eval(opt.loc[0, 'hyperparameters'])[key]))
Home Credit Default Risk
1,289,226
df_train['Age_cat'] = 0 df_train.loc[df_train['Age'] < 20, 'Age_cat'] = 0 df_train.loc[(20 <= df_train['Age'])&(df_train['Age'] < 26), 'Age_cat'] = 1 df_train.loc[(26 <= df_train['Age'])&(df_train['Age'] < 33), 'Age_cat'] = 2 df_train.loc[(33 <= df_train['Age'])&(df_train['Age'] < 39), 'Age_cat'] = 3 df_train.loc[(39 <= df_train['Age']), 'Age_cat'] = 4 df_test['Age_cat'] = 0 df_test.loc[df_test['Age'] < 20, 'Age_cat'] = 0 df_test.loc[(20 <= df_test['Age'])&(df_test['Age'] < 26), 'Age_cat'] = 1 df_test.loc[(26 <= df_test['Age'])&(df_test['Age'] < 33), 'Age_cat'] = 2 df_test.loc[(33 <= df_test['Age'])&(df_test['Age'] < 39), 'Age_cat'] = 3 df_test.loc[(39 <= df_test['Age']), 'Age_cat'] = 4<feature_engineering>
random['set'] = 'random' scores = random[['score', 'iteration', 'set']] opt['set'] = 'opt' scores = scores.append(opt[['set', 'iteration', 'score']], sort = True) scores.head()
Home Credit Default Risk
1,289,226
<count_values>
scores.groupby('set')['score'].agg(['mean', 'max', 'min', 'std', 'count'] )
Home Credit Default Risk
1,289,226
print(df_train['Age_cat'].value_counts() )<categorify>
random_fit = np.polyfit(random['iteration'], random['score'], 1) print('Random search slope: {:.8f}'.format(random_fit[0]))
Home Credit Default Risk
1,289,226
df_train['Initial'] = df_train['Initial'].map({'Master': 0, 'Miss': 1, 'Mr': 2, 'Mrs': 3, 'Other': 4}) df_test['Initial'] = df_test['Initial'].map({'Master': 0, 'Miss': 1, 'Mr': 2, 'Mrs': 3, 'Other': 4} )<categorify>
opt_fit = np.polyfit(opt['iteration'], opt['score'], 1) print('opt search slope: {:.8f}'.format(opt_fit[0]))
Home Credit Default Risk
1,289,226
df_train['Embarked'] = df_train['Embarked'].map({'C': 0, 'Q': 1, 'S': 2}) df_test['Embarked'] = df_test['Embarked'].map({'C': 0, 'Q': 1, 'S': 2}) <categorify>
opt_fit[0] / random_fit[0]
Home Credit Default Risk
1,289,226
df_train['Sex'] = df_train['Sex'].map({'female': 0, 'male': 1}) df_test['Sex'] = df_test['Sex'].map({'female': 0, 'male': 1}) <categorify>
print('After 10,000 iterations, the random score is: {:.5f}.'.format( random_fit[0] * 1e5 + random_fit[1]))
Home Credit Default Risk
1,289,226
df_train = pd.get_dummies(df_train, columns=['Age_cat'], prefix='Age_cat') df_test = pd.get_dummies(df_test, columns=['Age_cat'], prefix='Age_cat' )<categorify>
print('After 10,000 iterations, the bayesian score is: {:.5f}.'.format( opt_fit[0] * 1e5 + opt_fit[1]))
Home Credit Default Risk
1,289,226
df_train = pd.get_dummies(df_train, columns=['Initial'], prefix='Initial') df_test = pd.get_dummies(df_test, columns=['Initial'], prefix='Initial' )<categorify>
def process(results): results = results.copy() results['hyperparameters'] = results['hyperparameters'].map(ast.literal_eval) results = results.sort_values('score', ascending = False ).reset_index(drop = True) hyp_df = pd.DataFrame(columns = list(results.loc[0, 'hyperparameters'].keys())) for i, hyp in enumerate(results['hyperparameters']): hyp_df = hyp_df.append(pd.DataFrame(hyp, index = [0]), ignore_index = True, sort= True) hyp_df['iteration'] = results['iteration'] hyp_df['score'] = results['score'] return hyp_df
Home Credit Default Risk
1,289,226
df_train = pd.get_dummies(df_train, columns=['Embarked'], prefix='Embarked') df_test = pd.get_dummies(df_test, columns=['Embarked'], prefix='Embarked' )<drop_column>
random_hyp = process(random) opt_hyp = process(opt) random_hyp.head()
Home Credit Default Risk
1,289,226
df_train.drop(['PassengerId', 'Name', 'SibSp', 'Parch', 'Ticket', 'Cabin'], axis=1, inplace=True) df_test.drop(['PassengerId', 'Name', 'SibSp', 'Parch', 'Ticket', 'Cabin'], axis=1, inplace=True) <import_modules>
param_grid = { 'is_unbalance': [True, False], 'boosting_type': ['gbdt', 'goss', 'dart'], 'num_leaves': list(range(20, 150)) , 'learning_rate': list(np.logspace(np.log10(0.005), np.log10(0.5), base = 10, num = 1000)) , 'subsample_for_bin': list(range(20000, 300000, 20000)) , 'min_child_samples': list(range(20, 500, 5)) , 'reg_alpha': list(np.linspace(0, 1)) , 'reg_lambda': list(np.linspace(0, 1)) , 'colsample_bytree': list(np.linspace(0.6, 1, 10)) , 'subsample': list(np.linspace(0.5, 1, 100)) }
Home Credit Default Risk
1,289,226
from sklearn.ensemble import RandomForestClassifier from sklearn import metrics from sklearn.model_selection import train_test_split<prepare_x_and_y>
best_random_hyp = random_hyp.loc[0, :] best_opt_hyp = opt_hyp.loc[0, :]
Home Credit Default Risk
1,289,226
X_train = df_train.drop('Survived', axis=1 ).values target_label = df_train['Survived'].values X_test = df_test.values<split>
random_hyp.groupby('boosting_type')['score'].agg(['mean', 'max', 'min', 'std', 'count'] )
Home Credit Default Risk
1,289,226
X_tr, X_vld, y_tr, y_vld = train_test_split(X_train, target_label, test_size=0.34, random_state=900 )<import_modules>
opt_hyp.groupby('boosting_type')['score'].agg(['mean', 'max', 'min', 'std', 'count'] )
Home Credit Default Risk
1,289,226
from sklearn.metrics import accuracy_score<train_model>
random_hyp.groupby('is_unbalance')['score'].agg(['mean', 'max', 'min', 'std', 'count'] )
Home Credit Default Risk
1,289,226
model = GradientBoostingClassifier() model.fit(X_tr,y_tr) pred = model.predict(X_vld )<compute_test_metric>
opt_hyp.groupby('is_unbalance')['score'].agg(['mean', 'max', 'min', 'std', 'count'] )
Home Credit Default Risk
1,289,226
print('총 {}명 중 {:.2f}% 정확도로 생존을 맞춤'.format(y_vld.shape[0], 100 * metrics.accuracy_score(pred, y_vld)) )<load_from_csv>
random_hyp['set'] = 'Random Search' opt_hyp['set'] = 'Bayesian' hyp = random_hyp.append(opt_hyp, ignore_index = True, sort = True) hyp.head()
Home Credit Default Risk
1,289,226
submission = pd.read_csv('.. /input/sample_submission.csv' )<predict_on_test>
plt.rcParams['axes.labelpad'] = 12
Home Credit Default Risk
1,289,226
prediction = model.predict(X_test) submission['Survived'] = prediction<save_to_csv>
random_hyp['n_estimators'] = random_hyp['n_estimators'].astype(np.int32) random_hyp.corr() ['score']
Home Credit Default Risk