Slide 3
Slide 3 text
application
bureau
bureau
balance
AUC :
0.683 (SEED71)
0.683 (SEEDs avg)
AUC
0.772 (SEED71)
0.773 (SEEDs avg)
XGBoost
app meta feature
XGBoost
prev meta feature
229
features
300
features
all data
stacking-like Light GBM
5 stratified fold ( shuffle = True )
5 / 8 SEEDs rank averaged
SEED : 71 for model fit
SEED : 710, 711, 712, 713, 714
( 715, 716, 717 )
for OOF prediction
hyper parameter tuned for
603 features (reflected on meta features)
XGBoost
bureau meta feature
ONODERA
BASIC
FEATURES
600 features
NEJUMI
FEATURES
( interest rate )
1 feature
603 ( 604 )
features
Local CV
0.80641
Public LB / Private LB
0.80569 / 0.79853
100 th / 105 th
AUC
0.710 (SEED71)
0.712 (SEEDs avg)
previous
inst
POS_CASH
credit
952 features
Local CV 0.80646
LB 0.804 ( ~ 0.805 )
Maxwell
603 ( 604 )
selected features
based on ONODERA criteria
w/o
feature
selection
Stacking-like Light GBM