-
Notifications
You must be signed in to change notification settings - Fork 6
/
tsfresh.py
59 lines (49 loc) · 2.55 KB
/
tsfresh.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
# settings = get_setting_tsfresh(settings)
# settings = MinimalFCParameters()
settings = EfficientFCParameters()
train_df.fillna(0, inplace=True)
res_train_df = None
# res_test_df = None
vr = VarianceThreshold(0.5)
for num, num_col in enumerate(numeric_cols):
now = datetime.now()
print(num, 'col', num_col)
settings = full_settings_filtered[num_col]
Distributor = MultiprocessingDistributor(n_workers=4,
disable_progressbar=False,
progressbar_title="Feature Extraction")
X = extract_relevant_features(train_df[["customer_ID", "S_2"]+[num_col]].fillna(0),
y,
column_id='customer_ID',
column_sort='S_2',
n_jobs=5,
chunksize=5,
default_fc_parameters=settings,
fdr_level = 0.01,
distributor = Distributor)
X = pd.DataFrame(vr.fit_transform(X), columns=X.columns[vr.get_support()])
print('прошло времени до генерации', datetime.now() - now)
kind_to_fc_parameters = tsfresh.feature_extraction.settings.from_columns(X)
X_test = extract_features(test_df[["customer_ID", "S_2"]+[num_col]].fillna(0),
column_id='customer_ID',
column_sort='S_2',
n_jobs = 4,
chunksize=5,
distributor = Distributor,
kind_to_fc_parameters=kind_to_fc_parameters)
X_test = X_test[X.columns]
print('прошло времени до фильтрации', datetime.now() - now)
if res_train_df is None:
res_train_df = X
res_train_df["target"] = y.values
res_train_df["customer_ID"] = customer_train
res_test_df = X_test
res_test_df["customer_ID"] = customer_test
else:
X = reduce_mem_usage(X)
X_test = reduce_mem_usage(X_test)
res_train_df = pd.concat([res_train_df, X], axis=1)
res_test_df = pd.concat([res_test_df, X_test], axis=1)
res_train_df.to_csv("./../tmp_data/del_full_train_tsfresh.csv", index=False)
res_test_df.to_csv("./../tmp_data/del_full_test_tsfresh.csv", index=False)
print('прошло времени до сохраниения', datetime.now() - now)