Kaggle竞赛销售预测(xgboost)

1.数据抽取

2.特征工程

3.算法对比

4.xgboost

import numpy as np
import pandas as pd
pd.set_option('display.max_rows', 500)
pd.set_option('display.max_columns', 100)

from itertools import product
from sklearn.preprocessing import LabelEncoder

import seaborn as sns
import matplotlib.pyplot as plt
%matplotlib inline

from xgboost import XGBRegressor
from xgboost import plot_importance

def plot_features(booster, figsize):    
    fig, ax = plt.subplots(1,1,figsize=figsize)
    return plot_importance(booster=booster, ax=ax)

import time
import sys
import gc
import pickle
sys.version_info

items = pd.read_csv('D:/anaconda_coding/xgboost/items.csv')
shops = pd.read_csv('D:/anaconda_coding/xgboost/shops.csv')
cats = pd.read_csv('D:/anaconda_coding/xgboost/item_categories.csv')
train = pd.read_csv('D:/anaconda_coding/xgboost/sales_train_v2.csv')
# set index to ID to avoid droping it later
test  = pd.read_csv('D:/anaconda_coding/xgboost/test.csv').set_index('ID')
test.head()

plt.figure(figsize=(10,4))
plt.xlim(-100, 3000)
sns.boxplot(x=train.item_cnt_day)

plt.figure(figsize=(10,4))
plt.xlim(train.item_price.min(), train.item_price.max()*1.1)
sns.boxplot(x=train.item_price)

train = train[train.item_price<100000]##筛选数据挑出价格小于100000，销售产品数量小于1000的训练数据
train = train[train.item_cnt_day<1001]
train.head()

##用中值去填充价格小于0的那一栏数据
median = train[(train.shop_id==32)&(train.item_id==2973)&(train.date_block_num==4)&(train.item_price>0)].item_price.median()
train.loc[train.item_price<0, 'item_price'] = median
train['item_price'].value_counts().min()

#  56
train.loc[train.shop_id == 0, 'shop_id'] = 57
test.loc[test.shop_id == 0, 'shop_id'] = 57
#
train.loc[train.shop_id == 1, 'shop_id'] = 58
test.loc[test.shop_id == 1, 'shop_id'] = 58

train.loc[train.shop_id == 10, 'shop_id'] = 11
test.loc[test.shop_id == 10, 'shop_id'] = 11

shops.loc[shops.shop_name == 'Сергиев Посад ТЦ "7Я"', 'shop_name'] = 'СергиевПосад ТЦ "7Я"'
shops['city'] = shops['shop_name'].str.split(' ').map(lambda x: x[0])
shops.loc[shops.city == '!Якутск', 'city'] = 'Якутск'
shops['city_code'] = LabelEncoder().fit_transform(shops['city'])
shops = shops[['shop_id','city_code']]

cats['split'] = cats['item_category_name'].str.split('-')
cats['type'] = cats['split'].map(lambda x: x[0].strip())
cats['type_code'] = LabelEncoder().fit_transform(cats['type'])
# if subtype is nan then type
cats['subtype'] = cats['split'].map(lambda x: x[1].strip() if len(x) > 1 else x[0].strip())
cats['subtype_code'] = LabelEncoder().fit_transform(cats['subtype'])
cats = cats[['item_category_id','type_code', 'subtype_code']]

items.drop(['item_name'], axis=1, inplace=True)
shops.head()

len(list(set(test.item_id) - set(test.item_id).intersection(set(train.item_id)))), len(list(set(test.item_id))), len(test)

ts = time.time()
matrix = []
cols = ['date_block_num','shop_id','item_id']
for i in range(34):
    sales = train[train.date_block_num==i]
    matrix.append(np.array(list(product([i], sales.shop_id.unique(), sales.item_id.unique())), dtype='int16'))
    
matrix = pd.DataFrame(np.vstack(matrix), columns=cols)
matrix['date_block_num'] = matrix['date_block_num'].astype(np.int8)
matrix['shop_id'] = matrix['shop_id'].astype(np.int8)
matrix['item_id'] = matrix['item_id'].astype(np.int16)
matrix.sort_values(cols,inplace=True)
time.time() - ts

train['revenue'] = train['item_price'] *  train['item_cnt_day']

ts = time.time()
group = train.groupby(['date_block_num','shop_id','item_id']).agg({'item_cnt_day': ['sum']})
group.columns = ['item_cnt_month']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=cols, how='left')
matrix['item_cnt_month'] = (matrix['item_cnt_month']
                                .fillna(0)
                                .clip(0,20) # NB clip target here
                                .astype(np.float16))
time.time() - ts

test['date_block_num'] = 34
test['date_block_num'] = test['date_block_num'].astype(np.int8)
test['shop_id'] = test['shop_id'].astype(np.int8)
test['item_id'] = test['item_id'].astype(np.int16)
test.head()

ts = time.time()
matrix = pd.concat([matrix, test], ignore_index=True, sort=False, keys=cols)
matrix.fillna(0, inplace=True) # 34 month
print(matrix.head())
time.time() - ts

ts = time.time()
matrix = pd.merge(matrix, shops, on=['shop_id'], how='left')
matrix = pd.merge(matrix, items, on=['item_id'], how='left')
matrix = pd.merge(matrix, cats, on=['item_category_id'], how='left')
matrix['city_code'] = matrix['city_code'].astype(np.int8)
matrix['item_category_id'] = matrix['item_category_id'].astype(np.int8)
matrix['type_code'] = matrix['type_code'].astype(np.int8)
matrix['subtype_code'] = matrix['subtype_code'].astype(np.int8)
time.time() - ts

def lag_feature(df, lags, col):
    tmp = df[['date_block_num','shop_id','item_id',col]]
    for i in lags:
        shifted = tmp.copy()
        shifted.columns = ['date_block_num','shop_id','item_id', col+'_lag_'+str(i)]
        shifted['date_block_num'] += i
        df = pd.merge(df, shifted, on=['date_block_num','shop_id','item_id'], how='left')
    return df

ts = time.time()
matrix = lag_feature(matrix, [1,2,3,6,12], 'item_cnt_month')
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num'], how='left')
matrix['date_avg_item_cnt'] = matrix['date_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_avg_item_cnt')
matrix.drop(['date_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'item_id']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_item_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num','item_id'], how='left')
matrix['date_item_avg_item_cnt'] = matrix['date_item_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1,2,3,6,12], 'date_item_avg_item_cnt')
matrix.drop(['date_item_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'shop_id']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_shop_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num','shop_id'], how='left')
matrix['date_shop_avg_item_cnt'] = matrix['date_shop_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1,2,3,6,12], 'date_shop_avg_item_cnt')
matrix.drop(['date_shop_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'item_category_id']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_cat_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num','item_category_id'], how='left')
matrix['date_cat_avg_item_cnt'] = matrix['date_cat_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_cat_avg_item_cnt')
matrix.drop(['date_cat_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'shop_id', 'item_category_id']).agg({'item_cnt_month': ['mean']})
group.columns = ['date_shop_cat_avg_item_cnt']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'shop_id', 'item_category_id'], how='left')
matrix['date_shop_cat_avg_item_cnt'] = matrix['date_shop_cat_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_shop_cat_avg_item_cnt')
matrix.drop(['date_shop_cat_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'shop_id', 'type_code']).agg({'item_cnt_month': ['mean']})
group.columns = ['date_shop_type_avg_item_cnt']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'shop_id', 'type_code'], how='left')
matrix['date_shop_type_avg_item_cnt'] = matrix['date_shop_type_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_shop_type_avg_item_cnt')
matrix.drop(['date_shop_type_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'shop_id', 'subtype_code']).agg({'item_cnt_month': ['mean']})
group.columns = ['date_shop_subtype_avg_item_cnt']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'shop_id', 'subtype_code'], how='left')
matrix['date_shop_subtype_avg_item_cnt'] = matrix['date_shop_subtype_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_shop_subtype_avg_item_cnt')
matrix.drop(['date_shop_subtype_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'city_code']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_city_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'city_code'], how='left')
matrix['date_city_avg_item_cnt'] = matrix['date_city_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_city_avg_item_cnt')
matrix.drop(['date_city_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'item_id', 'city_code']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_item_city_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'item_id', 'city_code'], how='left')
matrix['date_item_city_avg_item_cnt'] = matrix['date_item_city_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_item_city_avg_item_cnt')
matrix.drop(['date_item_city_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'type_code']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_type_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'type_code'], how='left')
matrix['date_type_avg_item_cnt'] = matrix['date_type_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_type_avg_item_cnt')
matrix.drop(['date_type_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = matrix.groupby(['date_block_num', 'subtype_code']).agg({'item_cnt_month': ['mean']})
group.columns = [ 'date_subtype_avg_item_cnt' ]
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num', 'subtype_code'], how='left')
matrix['date_subtype_avg_item_cnt'] = matrix['date_subtype_avg_item_cnt'].astype(np.float16)
matrix = lag_feature(matrix, [1], 'date_subtype_avg_item_cnt')
matrix.drop(['date_subtype_avg_item_cnt'], axis=1, inplace=True)
time.time() - ts

ts = time.time()
group = train.groupby(['item_id']).agg({'item_price': ['mean']})
group.columns = ['item_avg_item_price']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['item_id'], how='left')
matrix['item_avg_item_price'] = matrix['item_avg_item_price'].astype(np.float16)

group = train.groupby(['date_block_num','item_id']).agg({'item_price': ['mean']})
group.columns = ['date_item_avg_item_price']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num','item_id'], how='left')
matrix['date_item_avg_item_price'] = matrix['date_item_avg_item_price'].astype(np.float16)

lags = [1,2,3,4,5,6]
matrix = lag_feature(matrix, lags, 'date_item_avg_item_price')

for i in lags:
    matrix['delta_price_lag_'+str(i)] = \
        (matrix['date_item_avg_item_price_lag_'+str(i)] - matrix['item_avg_item_price']) / matrix['item_avg_item_price']

def select_trend(row):
    for i in lags:
        if row['delta_price_lag_'+str(i)]:
            return row['delta_price_lag_'+str(i)]
    return 0
    
matrix['delta_price_lag'] = matrix.apply(select_trend, axis=1)
matrix['delta_price_lag'] = matrix['delta_price_lag'].astype(np.float16)
matrix['delta_price_lag'].fillna(0, inplace=True)

# matrix['price_trend'] = matrix[['delta_price_lag_1','delta_price_lag_2','delta_price_lag_3']].bfill(axis=1).iloc[:, 0]
# Invalid dtype for backfill_2d [float16]

fetures_to_drop = ['item_avg_item_price', 'date_item_avg_item_price']
for i in lags:
    fetures_to_drop += ['date_item_avg_item_price_lag_'+str(i)]
    fetures_to_drop += ['delta_price_lag_'+str(i)]

matrix.drop(fetures_to_drop, axis=1, inplace=True)

time.time() - ts

ts = time.time()
group = train.groupby(['date_block_num','shop_id']).agg({'revenue': ['sum']})
group.columns = ['date_shop_revenue']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['date_block_num','shop_id'], how='left')
matrix['date_shop_revenue'] = matrix['date_shop_revenue'].astype(np.float32)

group = group.groupby(['shop_id']).agg({'date_shop_revenue': ['mean']})
group.columns = ['shop_avg_revenue']
group.reset_index(inplace=True)

matrix = pd.merge(matrix, group, on=['shop_id'], how='left')
matrix['shop_avg_revenue'] = matrix['shop_avg_revenue'].astype(np.float32)

matrix['delta_revenue'] = (matrix['date_shop_revenue'] - matrix['shop_avg_revenue']) / matrix['shop_avg_revenue']
matrix['delta_revenue'] = matrix['delta_revenue'].astype(np.float16)

matrix = lag_feature(matrix, [1], 'delta_revenue')

matrix.drop(['date_shop_revenue','shop_avg_revenue','delta_revenue'], axis=1, inplace=True)
time.time() - ts

matrix['month'] = matrix['date_block_num'] % 12
matrix.head()

days = pd.Series([31,28,31,30,31,30,31,31,30,31,30,31])
matrix['days'] = matrix['month'].map(days).astype(np.int8)

ts = time.time()
cache = {}
matrix['item_shop_last_sale'] = -1
matrix['item_shop_last_sale'] = matrix['item_shop_last_sale'].astype(np.int8)
for idx, row in matrix.iterrows():    
    key = str(row.item_id)+' '+str(row.shop_id)
    if key not in cache:
        if row.item_cnt_month!=0:
            cache[key] = row.date_block_num
    else:
        last_date_block_num = cache[key]
        matrix.at[idx, 'item_shop_last_sale'] = row.date_block_num - last_date_block_num
        cache[key] = row.date_block_num         
time.time() - ts

ts = time.time()
cache = {}
matrix['item_last_sale'] = -1
matrix['item_last_sale'] = matrix['item_last_sale'].astype(np.int8)
for idx, row in matrix.iterrows():    
    key = row.item_id
    if key not in cache:
        if row.item_cnt_month!=0:
            cache[key] = row.date_block_num
    else:
        last_date_block_num = cache[key]
        if row.date_block_num>last_date_block_num:
            matrix.at[idx, 'item_last_sale'] = row.date_block_num - last_date_block_num
            cache[key] = row.date_block_num         
time.time() - ts

ts = time.time()
matrix['item_shop_first_sale'] = matrix['date_block_num'] - matrix.groupby(['item_id','shop_id'])['date_block_num'].transform('min')
matrix['item_first_sale'] = matrix['date_block_num'] - matrix.groupby('item_id')['date_block_num'].transform('min')
time.time() - ts

ts = time.time()
matrix = matrix[matrix.date_block_num > 11]
time.time() - ts

ts = time.time()
def fill_na(df):
    for col in df.columns:
        if ('_lag_' in col) & (df[col].isnull().any()):
            if ('item_cnt' in col):
                df[col].fillna(0, inplace=True)         
    return df

matrix = fill_na(matrix)
time.time() - ts

matrix.to_pickle('data.pkl')
del matrix
del cache
del group
del items
del shops
del cats
del train
# leave test for submission
gc.collect();

5.数据大小优化、xgboost跑模型

data = pd.read_pickle('data.pkl')
data = data[[
    'date_block_num',
    'shop_id',
    'item_id',
    'item_cnt_month',
    'city_code',
    'item_category_id',
    'type_code',
    'subtype_code',
    'item_cnt_month_lag_1',
    'item_cnt_month_lag_2',
    'item_cnt_month_lag_3',
    'item_cnt_month_lag_6',
    'item_cnt_month_lag_12',
    'date_avg_item_cnt_lag_1',
    'date_item_avg_item_cnt_lag_1',
    'date_item_avg_item_cnt_lag_2',
    'date_item_avg_item_cnt_lag_3',
    'date_item_avg_item_cnt_lag_6',
    'date_item_avg_item_cnt_lag_12',
    'date_shop_avg_item_cnt_lag_1',
    'date_shop_avg_item_cnt_lag_2',
    'date_shop_avg_item_cnt_lag_3',
    'date_shop_avg_item_cnt_lag_6',
    'date_shop_avg_item_cnt_lag_12',
    'date_cat_avg_item_cnt_lag_1',
    'date_shop_cat_avg_item_cnt_lag_1',
    #'date_shop_type_avg_item_cnt_lag_1',
    #'date_shop_subtype_avg_item_cnt_lag_1',
    'date_city_avg_item_cnt_lag_1',
    'date_item_city_avg_item_cnt_lag_1',
    #'date_type_avg_item_cnt_lag_1',
    #'date_subtype_avg_item_cnt_lag_1',
    'delta_price_lag',
    'month',
    'days',
    'item_shop_last_sale',
    'item_last_sale',
    'item_shop_first_sale',
    'item_first_sale',
]]

X_train = data[data.date_block_num < 33].drop(['item_cnt_month'], axis=1)
Y_train = data[data.date_block_num < 33]['item_cnt_month']
X_valid = data[data.date_block_num == 33].drop(['item_cnt_month'], axis=1)
Y_valid = data[data.date_block_num == 33]['item_cnt_month']
X_test = data[data.date_block_num == 34].drop(['item_cnt_month'], axis=1)

del data
gc.collect();

ts = time.time()

model = XGBRegressor(
    max_depth=8,
    n_estimators=1000,
    min_child_weight=300, 
    colsample_bytree=0.8, 
    subsample=0.8, 
    eta=0.3,    
    seed=42)

model.fit(
    X_train, 
    Y_train, 
    eval_metric="rmse", 
    eval_set=[(X_train, Y_train), (X_valid, Y_valid)], 
    verbose=True, 
    early_stopping_rounds = 10)

time.time() - ts

Y_pred = model.predict(X_valid).clip(0, 20)
Y_test = model.predict(X_test).clip(0, 20)

submission = pd.DataFrame({
    "ID": test.index, 
    "item_cnt_month": Y_test
})
submission.to_csv('xgb_submission.csv', index=False)

# save predictions for an ensemble
pickle.dump(Y_pred, open('xgb_train.pickle', 'wb'))
pickle.dump(Y_test, open('xgb_test.pickle', 'wb'))

plot_features(model, (10,14))