import pandas import datetime import numpy as np from sklearn.base import clone from sklearn.model_selection import train_test_split from sklearn.ensemble import GradientBoostingClassifier def uplift_fit_predict(model, X_train, treatment_train, target_train, X_test): """ Реализация простого способа построения uplift-модели. Обучаем два бинарных классификатора, которые оценивают вероятность target для клиента: 1. с которым была произведена коммуникация (treatment=1) 2. с которым не было коммуникации (treatment=0) В качестве оценки uplift для нового клиента берется разница оценок вероятностей: Predicted Uplift = P(target|treatment=1) - P(target|treatment=0) """ X_treatment, y_treatment = X_train[treatment_train == 1, :], target_train[treatment_train == 1] X_control, y_control = X_train[treatment_train == 0, :], target_train[treatment_train == 0] model_treatment = clone(model).fit(X_treatment, y_treatment) model_control = clone(model).fit(X_control, y_control) predict_treatment = model_treatment.predict_proba(X_test)[:, 1] predict_control = model_control.predict_proba(X_test)[:, 1] predict_uplift = predict_treatment - predict_control return predict_uplift def uplift_score(prediction, treatment, target, rate=0.3): """ Подсчет Uplift Score """ order = np.argsort(-prediction) treatment_n = int((treatment == 1).sum() * rate) treatment_p = target[order][treatment[order] == 1][:treatment_n].mean() control_n = int((treatment == 0).sum() * rate) control_p = target[order][treatment[order] == 0][:control_n].mean() score = treatment_p - control_p return score # Чтение данных df_clients = pandas.read_csv('data/clients.csv', index_col='client_id') df_train = pandas.read_csv('data/uplift_train.csv', index_col='client_id') df_test = pandas.read_csv('data/uplift_test.csv', index_col='client_id') # Извлечение признаков df_clients['first_issue_unixtime'] = pandas.to_datetime(df_clients['first_issue_date']).astype(int)/10**9 df_clients['first_redeem_unixtime'] = pandas.to_datetime(df_clients['first_redeem_date']).astype(int)/10**9 df_features = pandas.DataFrame({ 'gender_M': (df_clients['gender'] == 'M').astype(int), 'gender_F': (df_clients['gender'] == 'F').astype(int), 'gender_U': (df_clients['gender'] == 'U').astype(int), 'age': df_clients['age'], 'first_issue_time': df_clients['first_issue_unixtime'], 'first_redeem_time': df_clients['first_redeem_unixtime'], 'issue_redeem_delay': df_clients['first_redeem_unixtime'] - df_clients['first_issue_unixtime'], }).fillna(0) # Оценка качества на валидации indices_train = df_train.index indices_test = df_test.index indices_learn, indices_valid = train_test_split(df_train.index, test_size=0.3, random_state=123) valid_uplift = uplift_fit_predict( model=GradientBoostingClassifier(), X_train=df_features.loc[indices_learn, :].fillna(0).values, treatment_train=df_train.loc[indices_learn, 'treatment_flg'].values, target_train=df_train.loc[indices_learn, 'target'].values, X_test=df_features.loc[indices_valid, :].fillna(0).values, ) valid_score = uplift_score( valid_uplift, treatment=df_train.loc[indices_valid, 'treatment_flg'].values, target=df_train.loc[indices_valid, 'target'].values, ) print('Validation score:', valid_score) # Подготовка предсказаний для тестовых клиентов test_uplift = uplift_fit_predict( model=GradientBoostingClassifier(), X_train=df_features.loc[indices_train, :].fillna(0).values, treatment_train=df_train.loc[indices_train, 'treatment_flg'].values, target_train=df_train.loc[indices_train, 'target'].values, X_test=df_features.loc[indices_test, :].fillna(0).values, ) df_submission = pandas.DataFrame({'uplift': test_uplift}, index=df_test.index) df_submission.to_csv('submission.csv')