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The 3rd place solution for Santander Customer Satisfaction competition
It seems the 5fold_20times.csv
only appear to be the input file.
https://github.com/diefimov/santander_2016/tree/master/data/input
From the Darius's strategy, Darius pointed out that splitting data into 2 distinct population turns out to provide with the highest AUC gain. In order to do the split, you have to first calculate the summation of some variables. But how did you determine which variables you should drop before getting the summation? For example here, https://github.com/diefimov/santander_2016/blob/master/darius/scripts/population_split.R#L53
I'm not sure whether it is appropriate to put it here. I'm sorry if it's not.
My question is what is the hypothesis to calculate if X mod 3 == 0 (for money type variables) ?
For example https://github.com/diefimov/santander_2016/blob/master/darius/scripts/lasso_raddar.R#L171
Hi,
Have you done something special to treat the fact that this is a very imbalance problem ?
Regads
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