readme.md

KaggleLib

Library contains most useful functions to participate in Kaggle and other machine learning competitions. Module is divided into parts usually included in machine learning application pipeline: Preprocessing -> Features engineering -> Features selection -> Model tuning -> Model training -> Model predicting -> Building ensemble of models

Requirements

All dependencies listed in requirements.txt

Installation and setup

0. clone repository
1. cd KaggleLib
2. pip install -r requirements.txt
3. pip install .
4. check installation by running example: python examples/example.py

API

The library contains following parts:

0. Model - generic class for machine learning models

   • type : model type (XGBoost, LightGBM, Keras or Scikit-Learn)
   • params : dictionary of model parameters
   • model : instance of model object
   • cv_score : cross-validation score

1. Preprocessing

   • hash_data : hashing of categorical columns (one-hot)
   • normalize_data : numerical data normalization

2. Feature engineering

   • make_numerical_interactions : feature interactions of 2 and 3 order, operations: sum, division, multipliciation, division
   • make_categorical_interactions : categorical feature interactions of 2 and 3 order
   • categorical_target_encoding:
   • logarithm : log feature transformation
   • exponent : exponent feature transformation
   • sigmoid : sigmoid feature transformation
   • trgonometry : sin, cos, tan feature transformation

3. Feature selection

   • genetic_feature_selection : select subset of features with best cross-validation metric by genetic algorithm (evolutional change of features subsets)

4. Model tuning

   • cross_validation : calculate cross-validation score of a model
   • tune_lgbm : find best LightGBM parameters by HyperOpt
   • tune_xgb : find best XGBoost parameters by HyperOpt

5. Model training

   • train_keras : train Keras model
   • train_lgbm : train LightGBM model
   • train_xgb : train XGBoost model
   • train_sklearn : train Scikit-Learn mdoel

6. Model predicting

   • predict_keras : prediction by Keras model
   • predict_lgbm : prediction by LightGBM model
   • predict_xgb : prediction by XGBoost model
   • predict_sklearn : prediction by Scikit-Learn model

7. Model ensembles

   • stacking : creating stack of model using out-of-fold predictions technique

8. Utils

   • make_folds : split data into folds
   • generate_keras_model : generate Keras model by dictionary
   • HistoryCallback : callback to preserve Keras training information on every epoch