Kaggle competition: COVID19 Global Forecasting (Week 2)
kf = KFold(n_splits=5, shuffle=True, random_state=42)
 for col in inttypes:
train['te_'+col] = 0.
 test['te_'+col] = 0.
 SMOOTHING = test[~test[col].isin(train[col])].shape[0]/test.shape[0]
_, test['te_'+col] = target_encode(train[col],
test[col],
target=train['TARGET'],
min_samples_leaf=100,
smoothing=SMOOTHING,
noise_level=0.0)
 for f,(vis_index, blind_index)in enumerate(kf.split(train)) :
_, train.loc[blind_index, 'te_'+col] = target_encode(train.loc[vis_index, col],
train.loc[blind_index, col],
target=train.loc[vis_index,'TARGET'],
min_samples_leaf=100,
smoothing=SMOOTHING,
noise_level=0.0 )<concatenate>
plotly.offline.init_notebook_mode()
%matplotlib inline
def RMSLE(pred,actual):
return np.sqrt(np.mean(np.power(( np.log(pred+1)-np.log(actual+1)) ,2)) )
ntrainrows = train.shape[0]
alldata = pd.concat([train,test])
 del train ,test
gc.collect()<feature_engineering>
pd.set_option('mode.chained_assignment', None)
 test = pd.read_csv(".. /input/covid19-global-forecasting-week-2/test.csv")
 train = pd.read_csv(".. /input/covid19-global-forecasting-week-2/train.csv")
 train['Province_State'].fillna('', inplace=True)
 test['Province_State'].fillna('', inplace=True)
 train['Date'] = pd.to_datetime(train['Date'])
 test['Date'] = pd.to_datetime(test['Date'])
 train = train.sort_values(['Country_Region','Province_State','Date'])
 test = test.sort_values(['Country_Region','Province_State','Date'] )
alldata['nans'] = alldata.isnull().sum(axis=1 )<merge>
FirstDate = train.groupby('Country_Region' ).min() ['Date'].unique() [0]
train['Last Confirm'] = train['ConfirmedCases'].shift(1)
 while train[(train['Last Confirm'] > train['ConfirmedCases'])&(train['Date'] > FirstDate)].shape[0] > 0:
train['Last Confirm'] = train['ConfirmedCases'].shift(1)
 train['Last Fatalities'] = train['Fatalities'].shift(1)
 train.loc[(train['Last Confirm'] > train['ConfirmedCases'])&(train['Date'] > FirstDate),'ConfirmedCases'] = train.loc[(train['Last Confirm'] > train['ConfirmedCases'])&(train['Date'] > FirstDate),'Last Confirm']
train.loc[(train['Last Fatalities'] > train['Fatalities'])&(train['Date'] > FirstDate),'Fatalities'] = train.loc[(train['Last Fatalities'] > train['Fatalities'])&(train['Date'] > FirstDate),'Last Fatalities']
train['Last Confirm'] = train['ConfirmedCases'].shift(1)
 train['Last Fatalities'] = train['Fatalities'].shift(1 )
for col in inttypes[1:]:
x = alldata[col].value_counts().reset_index(drop=False)
 x.columns = [col,'cnt_'+col]
x['cnt_'+col]/=alldata.shape[0]
alldata = alldata.merge(x,on=col,how='left' )<data_type_conversions>
feature_day = [1,20,50,100,200,500,1000]
def CreateInput(data):
feature = []
for day in feature_day:
data.loc[:,'Number day from ' + str(day)+ ' case'] = 0
if(train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].count() > 0):
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].max()
else:
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]['Date'].min()
for i in range(0, len(data)) :
if(data['Date'].iloc[i] > fromday):
day_denta = data['Date'].iloc[i] - fromday
data['Number day from ' + str(day)+ ' case'].iloc[i] = day_denta.days
feature = feature + ['Number day from ' + str(day)+ ' case']
return data[feature]
pred_data_all = pd.DataFrame()
with tqdm(total=len(train['Country_Region'].unique())) as pbar:
for country in train['Country_Region'].unique() :
for province in train[(train['Country_Region'] == country)]['Province_State'].unique() :
df_train = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]
df_test = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
X_train = CreateInput(df_train)
 y_train_confirmed = df_train['ConfirmedCases'].ravel()
y_train_fatalities = df_train['Fatalities'].ravel()
X_pred = CreateInput(df_test)
 feature_use = X_pred.columns[0]
for i in range(X_pred.shape[1] - 1,0,-1):
if(X_pred.iloc[0,i] > 0):
feature_use = X_pred.columns[i]
break
idx = X_train[X_train[feature_use] == 0].shape[0]
adjusted_X_train = X_train[idx:][feature_use].values.reshape(-1, 1)
 adjusted_y_train_confirmed = y_train_confirmed[idx:]
adjusted_y_train_fatalities = y_train_fatalities[idx:]
adjusted_X_pred = X_pred[feature_use].values.reshape(-1, 1)
 model = make_pipeline(PolynomialFeatures(2), BayesianRidge())
 model.fit(adjusted_X_train,adjusted_y_train_confirmed)
 y_hat_confirmed = model.predict(adjusted_X_pred)
 model.fit(adjusted_X_train,adjusted_y_train_fatalities)
 y_hat_fatalities = model.predict(adjusted_X_pred)
 pred_data = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
pred_data['ConfirmedCases_hat'] = y_hat_confirmed
pred_data['Fatalities_hat'] = y_hat_fatalities
pred_data_all = pred_data_all.append(pred_data)
 pbar.update(1)
 df_val = pd.merge(pred_data_all,train[['Date','Country_Region','Province_State','ConfirmedCases','Fatalities']],on=['Date','Country_Region','Province_State'], how='left')
 df_val.loc[df_val['Fatalities_hat'] < 0,'Fatalities_hat'] = 0
df_val.loc[df_val['ConfirmedCases_hat'] < 0,'ConfirmedCases_hat'] = 0
df_val_1 = df_val.copy()
alldata[features] = alldata[features].astype('float32' )<normalization>
RMSLE(df_val[(df_val['ConfirmedCases'].isnull() == False)]['ConfirmedCases'].values,df_val[(df_val['ConfirmedCases'].isnull() == False)]['ConfirmedCases_hat'].values )
for c in features:
ss = StandardScaler()
alldata.loc[~alldata[c].isnull() ,c] = ss.fit_transform(alldata.loc[~alldata[c].isnull() ,c].values.reshape(-1,1))
alldata[c].fillna(alldata[c].mean() ,inplace=True )<prepare_x_and_y>
RMSLE(df_val[(df_val['Fatalities'].isnull() == False)]['Fatalities'].values,df_val[(df_val['Fatalities'].isnull() == False)]['Fatalities_hat'].values )
train = alldata[:ntrainrows]
test = alldata[ntrainrows:]<feature_engineering>
country = "Vietnam"
df_val = df_val_1
df_val[df_val['Country_Region'] == country].groupby(['Date','Country_Region'] ).sum().reset_index()
traintargets = train.TARGET.values
train = UseGPFeatures(train)
 test = UseGPFeatures(test)
 train['TARGET'] = traintargets<set_options>
animator.save('confirm_animation.gif', writer='imagemagick', fps=2)
 display(Image(url='confirm_animation.gif'))
gc.enable()<define_variables>
feature_day = [1,20,50,100,200,500,1000]
def CreateInput(data):
feature = []
for day in feature_day:
data.loc[:,'Number day from ' + str(day)+ ' case'] = 0
if(train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].count() > 0):
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].max()
else:
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]['Date'].min()
for i in range(0, len(data)) :
if(data['Date'].iloc[i] > fromday):
day_denta = data['Date'].iloc[i] - fromday
data['Number day from ' + str(day)+ ' case'].iloc[i] = day_denta.days
feature = feature + ['Number day from ' + str(day)+ ' case']
return data[feature]
pred_data_all = pd.DataFrame()
with tqdm(total=len(train['Country_Region'].unique())) as pbar:
for country in train['Country_Region'].unique() :
for province in train[(train['Country_Region'] == country)]['Province_State'].unique() :
with warnings.catch_warnings() :
warnings.filterwarnings("ignore")
 df_train = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]
df_test = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
X_train = CreateInput(df_train)
 y_train_confirmed = df_train['ConfirmedCases'].ravel()
y_train_fatalities = df_train['Fatalities'].ravel()
X_pred = CreateInput(df_test)
 feature_use = X_pred.columns[0]
for i in range(X_pred.shape[1] - 1,0,-1):
if(X_pred.iloc[0,i] > 0):
feature_use = X_pred.columns[i]
break
idx = X_train[X_train[feature_use] == 0].shape[0]
adjusted_X_train = X_train[idx:][feature_use].values.reshape(-1, 1)
 adjusted_y_train_confirmed = y_train_confirmed[idx:]
adjusted_y_train_fatalities = y_train_fatalities[idx:]
pred_data = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
max_train_date = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]['Date'].max()
min_test_date = pred_data['Date'].min()
model = ExponentialSmoothing(adjusted_y_train_confirmed, trend = 'additive' ).fit()
y_hat_confirmed = model.forecast(pred_data[pred_data['Date'] > max_train_date].shape[0])
 y_train_confirmed = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['Date'] >= min_test_date)]['ConfirmedCases'].values
y_hat_confirmed = np.concatenate(( y_train_confirmed,y_hat_confirmed), axis = 0)
 model = ExponentialSmoothing(adjusted_y_train_fatalities, trend = 'additive' ).fit()
y_hat_fatalities = model.forecast(pred_data[pred_data['Date'] > max_train_date].shape[0])
 y_train_fatalities = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['Date'] >= min_test_date)]['Fatalities'].values
y_hat_fatalities = np.concatenate(( y_train_fatalities,y_hat_fatalities), axis = 0)
 pred_data['ConfirmedCases_hat'] = y_hat_confirmed
pred_data['Fatalities_hat'] = y_hat_fatalities
pred_data_all = pred_data_all.append(pred_data)
 pbar.update(1)
 df_val = pd.merge(pred_data_all,train[['Date','Country_Region','Province_State','ConfirmedCases','Fatalities']],on=['Date','Country_Region','Province_State'], how='left')
 df_val.loc[df_val['Fatalities_hat'] < 0,'Fatalities_hat'] = 0
df_val.loc[df_val['ConfirmedCases_hat'] < 0,'ConfirmedCases_hat'] = 0
df_val_2 = df_val.copy()
folds = KFold(n_splits=5, shuffle=True, random_state=42)
 oof_preds = np.zeros(train.shape[0])
 sub_preds = np.zeros(test.shape[0])
 feats = [f for f in train.columns if f not in ['SK_ID_CURR','TARGET']]<prepare_x_and_y>
feature_day = [1,20,50,100,200,500,1000]
def CreateInput(data):
feature = []
for day in feature_day:
data.loc[:,'Number day from ' + str(day)+ ' case'] = 0
if(train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].count() > 0):
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['ConfirmedCases'] < day)]['Date'].max()
else:
fromday = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]['Date'].min()
for i in range(0, len(data)) :
if(data['Date'].iloc[i] > fromday):
day_denta = data['Date'].iloc[i] - fromday
data['Number day from ' + str(day)+ ' case'].iloc[i] = day_denta.days
feature = feature + ['Number day from ' + str(day)+ ' case']
return data[feature]
pred_data_all = pd.DataFrame()
with tqdm(total=len(train['Country_Region'].unique())) as pbar:
for country in train['Country_Region'].unique() :
for province in train[(train['Country_Region'] == country)]['Province_State'].unique() :
with warnings.catch_warnings() :
warnings.filterwarnings("ignore")
 df_train = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]
df_test = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
X_train = CreateInput(df_train)
 y_train_confirmed = df_train['ConfirmedCases'].ravel()
y_train_fatalities = df_train['Fatalities'].ravel()
X_pred = CreateInput(df_test)
 feature_use = X_pred.columns[0]
for i in range(X_pred.shape[1] - 1,0,-1):
if(X_pred.iloc[0,i] > 0):
feature_use = X_pred.columns[i]
break
idx = X_train[X_train[feature_use] == 0].shape[0]
adjusted_X_train = X_train[idx:][feature_use].values.reshape(-1, 1)
 adjusted_y_train_confirmed = y_train_confirmed[idx:]
adjusted_y_train_fatalities = y_train_fatalities[idx:]
idx = X_pred[X_pred[feature_use] == 0].shape[0]
adjusted_X_pred = X_pred[idx:][feature_use].values.reshape(-1, 1)
 pred_data = test[(test['Country_Region'] == country)&(test['Province_State'] == province)]
max_train_date = train[(train['Country_Region'] == country)&(train['Province_State'] == province)]['Date'].max()
min_test_date = pred_data['Date'].min()
model = SARIMAX(adjusted_y_train_confirmed, order=(1,1,0),
measurement_error=True ).fit(disp=False)
 y_hat_confirmed = model.forecast(pred_data[pred_data['Date'] > max_train_date].shape[0])
 y_train_confirmed = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['Date'] >= min_test_date)]['ConfirmedCases'].values
y_hat_confirmed = np.concatenate(( y_train_confirmed,y_hat_confirmed), axis = 0)
 model = SARIMAX(adjusted_y_train_fatalities, order=(1,1,0),
measurement_error=True ).fit(disp=False)
 y_hat_fatalities = model.forecast(pred_data[pred_data['Date'] > max_train_date].shape[0])
 y_train_fatalities = train[(train['Country_Region'] == country)&(train['Province_State'] == province)&(train['Date'] >= min_test_date)]['Fatalities'].values
y_hat_fatalities = np.concatenate(( y_train_fatalities,y_hat_fatalities), axis = 0)
 pred_data['ConfirmedCases_hat'] = y_hat_confirmed
pred_data['Fatalities_hat'] = y_hat_fatalities
pred_data_all = pred_data_all.append(pred_data)
 pbar.update(1)
 df_val = pd.merge(pred_data_all,train[['Date','Country_Region','Province_State','ConfirmedCases','Fatalities']],on=['Date','Country_Region','Province_State'], how='left')
 df_val.loc[df_val['Fatalities_hat'] < 0,'Fatalities_hat'] = 0
df_val.loc[df_val['ConfirmedCases_hat'] < 0,'ConfirmedCases_hat'] = 0
df_val_3 = df_val.copy()
for n_fold,(trn_idx, val_idx)in enumerate(folds.split(train)) :
trn_x, trn_y = train[feats].iloc[trn_idx], train.iloc[trn_idx]['TARGET']
val_x, val_y = train[feats].iloc[val_idx], train.iloc[val_idx]['TARGET']
clf = LGBMClassifier(
 n_estimators=4000,
learning_rate=0.03,
num_leaves=30,
colsample_bytree=.8,
subsample=.9,
max_depth=7,
reg_alpha=.1,
reg_lambda=.1,
min_split_gain=.01,
min_child_weight=100,
silent=-1,
verbose=-1, 
)
 clf.fit(trn_x, trn_y,
eval_set= [(trn_x, trn_y),(val_x, val_y)],
eval_metric='auc', verbose=100, early_stopping_rounds=100 
)
 oof_preds[val_idx] = clf.predict_proba(val_x, num_iteration=clf.best_iteration_)[:, 1]
sub_preds += clf.predict_proba(test[feats], num_iteration=clf.best_iteration_)[:, 1] / folds.n_splits
print('Fold %2d AUC : %.6f' %(n_fold + 1, roc_auc_score(val_y, oof_preds[val_idx])))
 del clf, trn_x, trn_y, val_x, val_y
gc.collect()<save_to_csv>
method_list = ['Poly Bayesian Ridge','Exponential Smoothing','SARIMA']
method_val = [df_val_1,df_val_2,df_val_3]
for i in range(0,3):
df_val = method_val[i]
method_score = [method_list[i]] + [RMSLE(df_val[(df_val['ConfirmedCases'].isnull() == False)]['ConfirmedCases'].values,df_val[(df_val['ConfirmedCases'].isnull() == False)]['ConfirmedCases_hat'].values)] + [RMSLE(df_val[(df_val['Fatalities'].isnull() == False)]['Fatalities'].values,df_val[(df_val['Fatalities'].isnull() == False)]['Fatalities_hat'].values)]
print(method_score )
Submission = pd.DataFrame({ 'SK_ID_CURR': ID,'TARGET': sub_preds })
 Submission.to_csv("hybrid.csv", index=False )<set_options>
df_val = df_val_1
submission = df_val[['ForecastId','ConfirmedCases_hat','Fatalities_hat']]
submission.columns = ['ForecastId','ConfirmedCases','Fatalities']
submission.to_csv('submission.csv', index=False)
 submission
pd.set_option('display.max_columns', None)
 %matplotlib inline
color = sns.color_palette()
warnings.filterwarnings("ignore" )<load_from_csv>
df_worldinfor[df_worldinfor['Country'] == 'Vietnam']