/IEEE-CIS-Fraud-Detection

IEEE-CIS-Fraud-Detection top 3源码、提交给主办方的write-up

Primary LanguageJupyter Notebook

Requirements

python 3.7.3

numpy 1.16.2

pandas 0.24.2

sklearn 0.20.3

keras 2.2.4

tensorflow 1.13.1

xgboost 0.82

lightgbm 2.2.3

How to reproduce

01-Input Model_Data

02-Feature Enginnering

  • 890 features
    cd /02-Feature_Enginnering/890features/
    python lgb_single_final.py----Also output the result

  • 692 features
    cd /02-Feature Enginnering/692features/1.baseline_features_388/
    python 1.feature engineering.py
    python 2.feature selection.py
    python 3.feature engineering.py
    cd /02-Feature Enginnering/692features/2.uid_magic_features_301/
    python uid4_eng.py
    cd /02-Feature Enginnering/692features/3.combine_features_3/
    python combine_features_3.py

03-Single Model

  • 890 features
    cd /03-Single_Model/890features/
    python lgb_single_final.py
    -----------------CV 95365 LB 9605

  • 692 features
    cd /03-Single_Model/692features/
    python Lgb_CV9562_LB9597.py
    -----------------CV 9562 LB 9597
    ----------------- tune the parameters the lgb can reach LB 9614
    python Catboost_CV9582_LB9590.py
    -----------------CV 9582 LB 9590
    python NN_CV9518_LB9556.py
    -----------------CV 9518 LB 9556

Model Blend

  • cd /04-Model Blend/
    python model_blend.py
  • Finally:lgb_0930_0.65_v1
  • Public:0.967161 Private:0.943642
step 01:
lgb_890features_blend_0.65=0.65*lgb_kfold_9614+0.35*lgb_kfold_9605
------LB 9646-----
step 02:
lgb_0930_0.95_v0=0.95*lgb_890features_blend_0.65+0.05*CV9518_NN_LB9556
------LB 9663-----
step 03:
lgb_0930_0.65_v1 =0.65*lgb_0930_0.95_v0.csv+0.35*pred_692_features_blend
while:
pred_692_features_blend=0.65*lgb_cv9562_692features_9597+0.35*CatBoost_cv9582_692features_9590