Requirements
older or newer version of below packages should theoretically work fine
python 2.7
numpy 1.13.3
pandas 0.20.3
sklearn 0.19.1
keras 2.1.1
tensorflow 1.4.0
xgboost 0.6
lightgbm 2.0.10
How to reproduce
Simple solution (recommended)
Put unzipped data in input
Generate a simple solution that is good enough for 2nd place (~0.2938 on private LB)
cd code
python fea_eng0.py
python nn_model290.py to get a nn model that scores 0.290X
python gbm_model291.py to get a gbm model that scores 0.291X
python simple_average.py and then you can find the submission file at ../model/simple_average.csv
You can reproduce this solution in a few hours.
Exact solution (Optional)
Although not recommended but you can also reproduce the exact same solution we submitted (0.29413 on private LB).
you can follow these steps below, in addition to the simple solution
cd ../code_for_exact_solution/
python keras3.py
python keras6.py
python keras7.py
python lightgbm1.py
python lightgbm5.py
python lightgbm6.py
python lightgbm7.py
python lightgbm8.py
python logistic1.py
python xgb0.py
python xgb_linear0.py
python rank_average.py
It can take up to 2 days to generate the exact solution which only has 0.0003 improvement over the simple one