Springleaf competition EDA I

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Из курса от партнера National Research University Higher School of Economics

How to Win a Data Science Competition: Learn from Top Kagglers

527 оценки

National Research University Higher School of Economics

How to Win a Data Science Competition: Learn from Top Kagglers

527 оценки

Курс 2 из 7 — Specialization Advanced Machine Learning

If you want to break into competitive data science, then this course is for you! Participating in predictive modelling competitions can help you gain practical experience, improve and harness your data modelling skills in various domains such as credit, insurance, marketing, natural language processing, sales’ forecasting and computer vision to name a few. At the same time you get to do it in a competitive context against thousands of participants where each one tries to build the most predictive algorithm. Pushing each other to the limit can result in better performance and smaller prediction errors. Being able to achieve high ranks consistently can help you accelerate your career in data science. In this course, you will learn to analyse and solve competitively such predictive modelling tasks. When you finish this class, you will: - Understand how to solve predictive modelling competitions efficiently and learn which of the skills obtained can be applicable to real-world tasks. - Learn how to preprocess the data and generate new features from various sources such as text and images. - Be taught advanced feature engineering techniques like generating mean-encodings, using aggregated statistical measures or finding nearest neighbors as a means to improve your predictions. - Be able to form reliable cross validation methodologies that help you benchmark your solutions and avoid overfitting or underfitting when tested with unobserved (test) data. - Gain experience of analysing and interpreting the data. You will become aware of inconsistencies, high noise levels, errors and other data-related issues such as leakages and you will learn how to overcome them. - Acquire knowledge of different algorithms and learn how to efficiently tune their hyperparameters and achieve top performance. - Master the art of combining different machine learning models and learn how to ensemble. - Get exposed to past (winning) solutions and codes and learn how to read them. Disclaimer : This is not a machine learning course in the general sense. This course will teach you how to get high-rank solutions against thousands of competitors with focus on practical usage of machine learning methods rather than the theoretical underpinnings behind them. Prerequisites: - Python: work with DataFrames in pandas, plot figures in matplotlib, import and train models from scikit-learn, XGBoost, LightGBM. - Machine Learning: basic understanding of linear models, K-NN, random forest, gradient boosting and neural networks.

Из урока

Exploratory Data Analysis

We will start this week with Exploratory Data Analysis (EDA). It is a very broad and exciting topic and an essential component of solving process. Besides regular videos you will find a walk through EDA process for Springleaf competition data and an example of prolific EDA for NumerAI competition with extraordinary findings.

Springleaf competition EDA I8:11

Springleaf competition EDA II16:36

Numerai competition EDA6:03

Познакомьтесь с преподавателями

Dmitry Ulyanov
Visiting lecturer
HSE Faculty of Computer Science
Alexander Guschin
Visiting lecturer at HSE, Lecturer at MIPT
HSE Faculty of Computer Science
Mikhail Trofimov
Visiting lecturer
HSE Faculty of Computer Science
Dmitry Altukhov
Visiting lecturer
HSE Faculty of Computer Science
Marios Michailidis
Research Data Scientist
H2O.ai

[MUSIC]

So in this video, I will go through Springleaf data,

it was a competition on Kaggle.

In that competition, the competitors were to

predict whether a client will respond to direct mail offer provided by Springleaf.

So presumably, we'll have some features about client,

some features about offer, and we'll need to predict 1 if he will respond and

0 if he will not, so let's start.

We'll first import some libraries in here, define some functions,

it's not very interesting.

And finally, let's load the data and

train our test one, and do a little bit of data overview.

So the first thing we want to know about our data is the shapes of data tables,

so let's bring the train shape, and test that test shape.

What we see here, we have one 150,000 objects, both in train and

test sets, and about 2000 features in both train and test.

And what we see more than, we have one more feature in train, and

as humans, just target can continue to move the train.

So we should just keep it in mind and be careful, and

drop this column when we feed our models.

So let's examine training and test,

so let's use this function had to print several rows of both.

We see here we have ID column, and what's interesting here is that I see in

training we have values 2, 4, 5, 7, and in test we have 1, 3, 6, 9.

And it seems like they are not overlapping, and

I suppose the generation process was as following.

So the organizers created a huge data set with 300,000 rules,

and then they sampled at random, rows for the train and for the test.

And that is basically how we get this train and test, and

we have this column IG, it is row index in this original huge file.

Then we have something categorical, then something numeric,

numeric again, categorical, then something that can be numeric or binary.

But you see has decimal part, so I don't know why,

then some very strange values in here, and again, something categorical.

And actually, we have a lot of in between, and yeah,

we have target as the last column of the train set, so let's move on.

Probably another thing we want to check is whether we have not a numbers

in our data set, like nonce values, and we can do it in several ways.

And one way we,

let's compute how many NaNs are there for each object, for each row.

So this is actually what we do here, and

we print only the values for the first 15 rows.

And so the row 0 has 25 NaNs,

row 1 has 19 NaN,, and so on, but

what's interesting here, six rows have 24 NaNs.

It doesn't look like we got it in random,

it's really unlikely to have these at random.

So my hypothesis could be that the row order has some structure, so

the rows are not shuffled, and that is why we have this kind of pattern.

And that means that we probably could use row index

as another feature for our classifier, so that is it.

And the same, we can do with columns, so

for each column, let's compute how many NaNs are there in each column.

And we see that ID has 0 NaNs, then some 0s, and

then we see that a lot of columns have the same 56 NaNs.

And that is again something really strange, so either every column will

have 56 NaNs, and so it's not magic, it's probably just how the things go.

But if we know that there are a lot of columns, and every column have

more different number of NaNs, then it's really unlikely to have a lot of columns

nearer to each other in the data set with the same number of NaNs.

So probably, our hypothesis could be here that the column order

is not random, so we could probably investigate this.

So we have about 2,000 columns in this data, and

it's a really huge number of columns.

And it's really hard to work with this data set, and

basically we don't have any names, so the data is only mice.

As I told you, the first thing we can do is

to determine the types of the data, so we will do it here.

So we're first going to continue train and test on a huge data frame

like the organizers had, it will have 300,000 rows.

And then we'll first use a unique function to

determine how many unique values each column has.

And basically here we bring several values of what we found,

and it seems like there are five columns that have only one unique number.

So we can drop the, basically what we have here,

we just find them in this line, and then we drop them.

So next we want to remove duplicated features, but first,

for convenience, fill not a numbers with something that

we can find easily later, and then we do the following.

So we create another data frame of size,

of a similar shape as the training set.

What we do we take a column from train set,

we apply a label encoder, as we discussed in a previous video,

and we basically store it in this new train set.

So basically we get another data frame which is train,

but label encoded train set.

And having this data frame, we can easily find duplicated features,

we just start iterating the features with two iterators.

Basically, one is fixed and the second one goes from the next feature to the end.

Then we try to compare the columns, the two columns that we're standing at, right.

And if they are element wise the same, then we have duplicated columns,

and basically that is how we fill up this dictionary of duplicated columns.

We see it here, so we found that variable 9 is duplicated for

input 8, and variable 18 again is duplicated for

variable 8, and so on, and so we have really a lot of duplicates in here.

So this loop, it took some time, so I prefer to dump

the results to disk, so we can easily restore them.

So I do it here, and then I basically drop those columns

that we found from the train test data frame.

So yeah, in the second video,

we will go through some features and

do some work to data set.

[MUSIC]

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