Example #1
0
def credit_balance(subset_ids=None,
                   silent=True,
                   treat_cat_missing=False,
                   treat_num_missing=False,
                   remove_duplicated_cols=False,
                   df_name="CCB"):
    group_vars = ['SK_ID_CURR', 'SK_ID_PREV']

    credit_balance = pp.read_dataset_csv(filename="credit_card_balance.csv")

    if subset_ids != None:
        credit_balance = credit_balance.loc[credit_balance.SK_ID_CURR.isin(
            subset_ids)]

    if not silent:
        print("Credit Card Balance Shape: {}".format(credit_balance.shape))

    # Decrease number of categories
    credit_balance = pp.join_low_occurance_categories(
        credit_balance, silent, join_category_name="Other 2")

    df_name_temp = ""
    counts_ccb = pp.get_counts_features(credit_balance, group_vars,
                                        df_name_temp, group_vars[1])
    ccb_agg = pp.get_engineered_features(credit_balance,
                                         group_vars,
                                         df_name_temp,
                                         num_agg_funcs=numeric_agg_funcs)

    ccb_agg = counts_ccb.merge(ccb_agg, on=group_vars, how='left')

    ccb_agg_client = pp.agg_numeric(ccb_agg, [group_vars[0]], df_name)

    return ccb_agg_client
Example #2
0
def bureau_balance(subset_ids=None,
                   silent=True,
                   treat_cat_missing=False,
                   treat_num_missing=False,
                   remove_duplicated_cols=False,
                   df_name="BB"):
    group_vars = ['SK_ID_CURR', 'SK_ID_BUREAU']

    bureau_balance = pp.read_dataset_csv(filename="bureau_balance.csv")
    bureau = pp.read_dataset_csv(filename="bureau.csv", usecols=group_vars)
    bureau_balance = bureau.merge(bureau_balance,
                                  on='SK_ID_BUREAU',
                                  how='inner')

    del bureau
    gc.collect()

    if subset_ids != None:
        bureau_balance = bureau_balance.loc[bureau_balance.SK_ID_CURR.isin(
            subset_ids)]

    if not silent:
        print("Bureau Balance Shape: {}".format(bureau_balance.shape))

    # Decrease number of categories
    bureau_balance = pp.join_low_occurance_categories(
        bureau_balance, silent, join_category_name="Other 2")

    df_name_temp = ""
    counts_bb = pp.get_counts_features(bureau_balance, group_vars,
                                       df_name_temp, group_vars[1])
    bb_agg = pp.get_engineered_features(bureau_balance,
                                        group_vars,
                                        df_name_temp,
                                        num_agg_funcs=numeric_agg_funcs)
    cols_status = [
        c for c in bb_agg.columns
        if c.endswith("_COUNT") and c.find("_STATUS_") != -1 and c not in [
            df_name_temp + "_STATUS_X_COUNT", df_name_temp +
            "_STATUS_C_COUNT", df_name_temp + "_STATUS_0_COUNT"
        ]
    ]

    bb_agg = counts_bb.merge(bb_agg, on=group_vars, how='left')

    bb_agg[df_name_temp + "_DPD_COUNT"] = bb_agg.loc[:,
                                                     cols_status].sum(axis=1)
    bb_agg[df_name_temp +
           "_DPD_FREQ"] = bb_agg[df_name_temp +
                                 "_DPD_COUNT"] / bb_agg[df_name_temp +
                                                        "_ROWCOUNT"]

    bb_agg_client = pp.agg_numeric(bb_agg, [group_vars[0]], df_name)

    return bb_agg_client
Example #3
0
def installments_payments(subset_ids=None,
                          silent=True,
                          treat_cat_missing=False,
                          treat_num_missing=False,
                          remove_duplicated_cols=False,
                          df_name="IP"):
    group_vars = ['SK_ID_CURR', 'SK_ID_PREV']

    installments = pp.read_dataset_csv(filename="installments_payments.csv")

    if subset_ids != None:
        installments = installments.loc[installments.SK_ID_CURR.isin(
            subset_ids)]

    if not silent:
        print("Installment Payments Shape: {}".format(installments.shape))

    # Percentage and difference paid in each installment (amount paid and installment value)
    installments['PAYMENT_PERC'] = installments['AMT_PAYMENT'] / installments[
        'AMT_INSTALMENT']
    installments['PAYMENT_DIFF'] = installments[
        'AMT_INSTALMENT'] - installments['AMT_PAYMENT']

    # Days past due and days before due (no negative values)
    installments['DPD'] = installments['DAYS_ENTRY_PAYMENT'] - installments[
        'DAYS_INSTALMENT']
    installments['DBD'] = installments['DAYS_INSTALMENT'] - installments[
        'DAYS_ENTRY_PAYMENT']
    installments['DPD'] = installments['DPD'].apply(lambda x: x
                                                    if x > 0 else 0)
    installments['DBD'] = installments['DBD'].apply(lambda x: x
                                                    if x > 0 else 0)

    # Decrease number of categories
    installments = pp.join_low_occurance_categories(
        installments, silent, join_category_name="Other 2")

    df_name_temp = ""
    counts_ip = pp.get_counts_features(installments, group_vars, df_name_temp,
                                       group_vars[1])
    ip_agg = pp.get_engineered_features(installments,
                                        group_vars,
                                        df_name_temp,
                                        num_agg_funcs=numeric_agg_funcs)

    ip_agg = counts_ip.merge(ip_agg, on=group_vars, how='left')

    ip_agg_client = pp.agg_numeric(ip_agg, [group_vars[0]], df_name)

    return ip_agg_client
Example #4
0
def bureau(subset_ids=None,
           silent=True,
           treat_cat_missing=False,
           treat_num_missing=False,
           remove_duplicated_cols=False,
           df_name="BU"):
    group_var = ['SK_ID_CURR']

    bureau = pp.read_dataset_csv(filename="bureau.csv")

    if subset_ids != None:
        bureau = bureau.loc[bureau.SK_ID_CURR.isin(subset_ids)]

    if not silent:
        print("Bureau Shape: {}".format(bureau.shape))

    # Decrease number of categories
    bureau = pp.join_low_occurance_categories(bureau,
                                              silent,
                                              join_category_name="Other 2")

    if (treat_num_missing):
        if not silent:
            print("Treating numericals missing...")
        bureau = pp.handle_missing_median(
            bureau,
            pp.get_numerical_missing_cols(bureau),
            group_by_cols=["CREDIT_TYPE"])

    if not silent:
        print(
            "Aggregating BUREAU by categories of 'SK_ID_CURR' and 'CREDIT_ACTIVE'..."
        )
    bu_agg_1 = pp.agg_categorical_numeric(
        bureau,
        df_name + "1",
        group_var=['SK_ID_CURR', 'CREDIT_ACTIVE'],
        num_columns=['DAYS_CREDIT', 'AMT_ANNUITY'])

    if not silent:
        print("Aggregating BUREAU by only 'SK_ID_CURR'...")
    counts = pp.get_counts_features(bureau, group_var, df_name + "2")
    bu_agg_2 = pp.get_engineered_features(bureau,
                                          group_var,
                                          df_name + "2",
                                          num_agg_funcs=numeric_agg_funcs)

    bu_agg_2 = counts.merge(bu_agg_2, on=group_var[0], how='left')

    return bu_agg_1.merge(bu_agg_2, on=group_var[0], how='left')
Example #5
0
def previous_application(subset_ids=None,
                         silent=True,
                         treat_cat_missing=False,
                         treat_num_missing=False,
                         remove_duplicated_cols=False,
                         df_name="PA"):
    group_var = ['SK_ID_CURR']

    previous_application = pp.read_dataset_csv(
        filename="previous_application.csv")

    if subset_ids != None:
        previous_application = previous_application.loc[
            previous_application.SK_ID_CURR.isin(subset_ids)]

    if not silent:
        print("Previous Application Shape: {}".format(
            previous_application.shape))

    if not silent:
        print("Deleting columns with high occurance of nulls...")
    previous_application.drop(
        ['RATE_INTEREST_PRIMARY', 'RATE_INTEREST_PRIVILEGED'],
        axis=1,
        inplace=True)
    #previous_application.drop(['RATE_INTEREST_PRIMARY', 'RATE_INTEREST_PRIVILEGED', 'DAYS_FIRST_DRAWING'], axis=1, inplace = True)

    previous_application.NFLAG_INSURED_ON_APPROVAL.fillna(0, inplace=True)
    previous_application.loc[:,
                             'NFLAG_INSURED_ON_APPROVAL'] = previous_application.loc[:, 'NFLAG_INSURED_ON_APPROVAL'].astype(
                                 'int32')

    previous_application['APP_CREDIT_PERC'] = previous_application[
        'AMT_APPLICATION'] / previous_application['AMT_CREDIT']

    # Label Encode
    previous_application = pp.label_encode(previous_application, silent)

    # Decrease number of categories
    previous_application = pp.join_low_occurance_categories(
        previous_application, silent, join_category_name="Other 2")

    previous_application.PRODUCT_COMBINATION.fillna("Other 2", inplace=True)

    previous_application = treat_anomalies(previous_application,
                                           columns=[
                                               'DAYS_FIRST_DRAWING',
                                               'DAYS_FIRST_DUE',
                                               'DAYS_LAST_DUE_1ST_VERSION',
                                               'DAYS_LAST_DUE',
                                               'DAYS_TERMINATION'
                                           ])

    if (treat_num_missing):
        if not silent:
            print("Treating numericals missing...")
            print(
                pp.check_missing(previous_application[
                    pp.get_numerical_missing_cols(previous_application)]))

        previous_application = pp.handle_missing_median(
            previous_application,
            pp.get_numerical_missing_cols(previous_application),
            group_by_cols=["NAME_CONTRACT_STATUS"])

        if not silent:
            print(
                pp.check_missing(previous_application[
                    pp.get_numerical_missing_cols(previous_application)]))

    if not silent:
        print(
            "Aggregating PREVIOUS APPLICATION by categories of 'SK_ID_CURR' and 'NAME_CONTRACT_STATUS'..."
        )
    pa_agg_1 = pp.agg_categorical_numeric(
        previous_application,
        df_name + "1",
        group_var=['SK_ID_CURR', 'NAME_CONTRACT_STATUS'])

    if not silent:
        print("Aggregating PREVIOUS APPLICATION by only 'SK_ID_CURR'...")
    counts = pp.get_counts_features(previous_application, group_var,
                                    df_name + "2")
    pa_agg_2 = pp.get_engineered_features(previous_application,
                                          group_var,
                                          df_name + "2",
                                          num_agg_funcs=numeric_agg_funcs)

    pa_agg_2 = counts.merge(pa_agg_2, on=group_var[0], how='left')

    return pa_agg_1.merge(pa_agg_2, on=group_var[0], how='left')