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res_train_36000000_180421.R
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if (!require("pacman")) install.packages("pacman")
pacman::p_load(knitr, tidyverse, highcharter, data.table, lubridate, pROC, tictoc, DescTools, lightgbm)
set.seed(84)
options(scipen = 9999, warn = -1, digits= 4)
train <- fread("train.csv", skip=154903890, nrows=33000000,
col.names =c("ip", "app", "device", "os", "channel", "click_time",
"is_attributed", "ip_nextClick", "ip_app_nextClick", "ip_channel_nextClick", "ip_os_nextClick"),
showProgress = FALSE)
invisible(gc())
most_freq_hours_in_test_data <- c("4","5","9","10","13","14")
least_freq_hours_in_test_data <- c("6","11","15")
train$ip_nextClick <- NULL
train$ip_os_nextClick <- NULL
train[, UsrappRank:=1:.N, by=list(ip,app,device,os)]
train[, UsrappCount:=.N, by=list(ip,app,device,os)]
train[, UsrappNewness:=1:.N, by=list(ip,app,device,os)]
train[, UsrCount:=.N, by=list(ip,device,os)]
train[, UsrNewness:=1:.N, by=list(ip,device,os)]
train[, app_f := .N, by = "app"]
train[, ip_dev_f := .N, by = "ip,device"]
train[, ip_os_f := .N, by = "ip,os"]
train[, ip_app_f := .N, by = "ip,app"]
train[, channel_f := .N, by = "channel"]
train <- train %>% mutate(wday = Weekday(click_time),
hour = hour(click_time),
in_test_hh = ifelse(hour %in% most_freq_hours_in_test_data, 1,
ifelse(hour %in% least_freq_hours_in_test_data, 3, 2)))
train$hour <- as.factor(train$hour)
levels(train$hour) <- c(levels(train$hour),'17')
train[train$hour %in% c('16', '17'), 'hour'] <- '17'
train$hour <- droplevels(train$hour)
train$hour <- as.integer(train$hour)
train <- train %>%
select(-c(click_time)) %>%
add_count(ip, wday, in_test_hh) %>% rename("nip_day_test_hh" = n) %>%
select(-c(in_test_hh)) %>%
add_count(ip, wday, hour) %>% rename("n_ip" = n) %>%
add_count(ip, wday, hour, os) %>% rename("n_ip_os" = n) %>%
add_count(ip, wday, hour, app) %>% rename("n_ip_app" = n) %>%
add_count(ip, wday, hour, app, os) %>% rename("n_ip_app_os" = n) %>%
add_count(app, wday, hour) %>% rename("n_app" = n) %>%
add_count(device, hour) %>% rename("ndev_h" = n) %>%
add_count(ip, device, wday, hour) %>% rename("nip_dev_d_h" = n) %>%
add_count(channel, hour, device) %>% rename("nchan_dev_h" = n) %>%
select(-c(wday)) %>% select(-c(ip))
gc()
train[is.na(train)] <- 0
gc()
library(caret)
set.seed(71)
train_part <- createDataPartition(train$is_attributed, p = 0.5, list = FALSE)
categorical_features = c("app", "os", "channel", "hour")
dtrain = lgb.Dataset(data.matrix(train[train_part,] %>% select(-is_attributed)),
label = as.numeric(train[train_part,]$is_attributed),
categorical_feature = categorical_features)
dvalid = lgb.Dataset(data.matrix(train[-train_part,] %>% select(-is_attributed)),
label = as.numeric(train[-train_part,]$is_attributed),
categorical_feature = categorical_features)
rm(train)
invisible(gc())
params = list(objective = "binary",
metric = "auc",
learning_rate= 0.1,
num_leaves= 7,
max_depth= 3,
min_child_samples= 100,
max_bin= 255, # RAM dependent as per LightGBM documentation
subsample= 0.7,
subsample_freq= 1,
colsample_bytree= 0.7,
min_child_weight= 0,
min_split_gain= 0,
scale_pos_weight=99.75) # calculated for this dataset
set.seed(71)
model <- lgb.train(params, dtrain, valids = list(validation = dvalid), nthread = 4,
nrounds = 3000, verbose= 1, early_stopping_rounds = 50, eval_freq = 25)
kable(lgb.importance(model, percentage = TRUE))
#Predict
test <- fread("test.csv", colClasses = list(numeric=2:6), showProgress = FALSE)
sub <- data.table(click_id = test$click_id, is_attributed = NA)
test$click_id <- NULL
invisible(gc())
test$ip_nextClick <- NULL
test$ip_os_nextClick <- NULL
test[, UsrappRank:=1:.N, by=list(ip,app,device,os)]
test[, UsrappCount:=.N, by=list(ip,app,device,os)]
test[, UsrappNewness:=1:.N, by=list(ip,app,device,os)]
test[, UsrCount:=.N, by=list(ip,device,os)]
test[, UsrNewness:=1:.N, by=list(ip,device,os)]
test[, app_f := .N, by = "app"]
test[, ip_dev_f := .N, by = "ip,device"]
test[, ip_os_f := .N, by = "ip,os"]
test[, ip_app_f := .N, by = "ip,app"]
test[, channel_f := .N, by = "channel"]
test <- test %>% mutate(wday = Weekday(click_time),
hour = hour(click_time),
in_test_hh = ifelse(hour %in% most_freq_hours_in_test_data, 1,
ifelse(hour %in% least_freq_hours_in_test_data, 3, 2)))
test$hour <- as.factor(test$hour)
levels(test$hour) <- c(levels(test$hour),'17')
test[test$hour %in% c('16', '17'), 'hour'] <- '17'
test$hour <- droplevels(test$hour)
test$hour <- as.integer(test$hour)
test <- test %>%
select(-c(click_time)) %>%
add_count(ip, wday, in_test_hh) %>% rename("nip_day_test_hh" = n) %>%
select(-c(in_test_hh)) %>%
add_count(ip, wday, hour) %>% rename("n_ip" = n) %>%
add_count(ip, wday, hour, os) %>% rename("n_ip_os" = n) %>%
add_count(ip, wday, hour, app) %>% rename("n_ip_app" = n) %>%
add_count(ip, wday, hour, app, os) %>% rename("n_ip_app_os" = n) %>%
add_count(app, wday, hour) %>% rename("n_app" = n) %>%
add_count(device, hour) %>% rename("ndev_h" = n) %>%
add_count(ip, device, wday, hour) %>% rename("nip_dev_d_h" = n) %>%
add_count(channel, hour, device) %>% rename("nchan_dev_h" = n) %>%
select(-c(wday)) %>% select(-c(ip))
gc()
test[is.na(test)] <- 0
gc()
preds <- predict(model, data = data.matrix(test[, colnames(test)]), n = model$best_iter)
preds <- as.data.frame(preds)
sub$is_attributed <- NULL
sub$is_attributed <- preds
rm(test)
invisible(gc())
fwrite(sub, "res_train_36000000_180421.csv")
summary(preds$preds)
kable(lgb.importance(model, percentage = TRUE))
#0.9477