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kaggle_ieee_fraud.py
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kaggle_ieee_fraud.py
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"""Data recipe to prepare data for Kaggle IEEE-CIS Fraud Detection https://www.kaggle.com/c/ieee-fraud-detection"""
"""
Settings for Driverless AI:
1. Update folder_path below before uploading under 'ADD DATASET' -> 'UPLOAD DATA RECIPE'
2. Start experiment and select 'IEEE.train' as training dataset, 'IEEE.test' as test dataset
3. Select 'isFraud' as 'TARGET COLUMN'
4. Select 'fold_column' as 'FOLD COLUMN'
5. Go to expert settings and click on 'LOAD CUSTOM RECIPE FROM URL', enter https://raw.githubusercontent.com/h2oai/driverlessai-recipes/rel-1.8.1/models/algorithms/catboost.py to upload CatBoost model recipe
6. On same page, switch from 'AUTO' to 'KAGGLE' under 'PIPELINE BUILDING RECIPE'
7. Go the 'FEATURES' tab in expert settings, enter "Trans_D1_start", "addr1", "card1" under 'Features to group by'
8. Click 'SAVE'
9. Set experiment dials to 7/10/1
10. Set scorer to 'AUC'
11. Start experiment
"""
import datetime
import datatable as dt
import numpy as np
import os
from h2oaicore.data import CustomData
class MyData(CustomData):
@staticmethod
def create_data():
folder_path = '/home/arno/kaggle/ieee/input' # Modify as needed
train_identity_file = os.path.join(folder_path, 'train_identity.csv')
test_identity_file = os.path.join(folder_path, 'test_identity.csv')
train_transaction_file = os.path.join(folder_path, 'train_transaction.csv')
test_transaction_file = os.path.join(folder_path, 'test_transaction.csv')
if not (os.path.isfile(train_identity_file) and os.path.isfile(test_identity_file) and os.path.isfile(
train_transaction_file) and os.path.isfile(test_transaction_file)):
return []
train_identity = dt.fread(train_identity_file)
test_identity = dt.fread(test_identity_file)
train_transaction = dt.fread(train_transaction_file)
test_transaction = dt.fread(test_transaction_file)
target = 'isFraud'
train_identity.key = 'TransactionID'
test_identity.key = 'TransactionID'
# Join identity into transactions
train = train_transaction[:, :, dt.join(train_identity)]
test = test_transaction[:, :, dt.join(test_identity)]
# Combine train and test for further processing
X = dt.rbind([train, test], force=True)
# Turn integer time column into datetime string with proper format
startdate = datetime.datetime.strptime('2017-11-30', "%Y-%m-%d")
pd_time = X[:, 'TransactionDT'].to_pandas()['TransactionDT'].apply(
lambda x: (startdate + datetime.timedelta(seconds=x))
)
X[:, 'TransactionDT_str'] = dt.Frame(pd_time.apply(
lambda x: datetime.datetime.strftime(x, "%Y-%m-%d %H:%M:%S"))
)
# Month - to be used as fold column (that way get cross-validation without shuffling future/past too much, minimize overlap between folds)
fold_column = 'fold_column'
X[:, fold_column] = dt.Frame(pd_time.dt.month + (pd_time.dt.year - 2017) * 12)
# Create start times (in secs) for Dx features (which are growing linearly over time)
for i in range(1, 16):
X[:, 'Trans_D%d_start' % i] = dt.Frame(
np.floor(X[:, 'TransactionDT'].to_numpy().ravel() / (24 * 60 * 60)) - X[:,
'D%d' % i].to_numpy().ravel())
# re-order names
first_names = [target, fold_column]
names = first_names + [x for x in X.names if x not in first_names]
X = X[:, names]
# Split back into train and test
train = X[:train_transaction.nrows, :]
test = X[train_transaction.nrows:, :]
return {'IEEE.train': train, 'IEEE.test': test}