xgb-try_v3.R

# Based on Ben Hamner script from Springleaf
# https://www.kaggle.com/benhamner/springleaf-marketing-response/random-forest-example

library(readr)
library(xgboost)

#my favorite seed^^
set.seed(8)

cat("reading the train and test data\n")
train <- read_csv("data/train_states_R.csv")
test  <- read_csv("data/test_states_R.csv")
store <- read_csv("data/store.csv")



# removing the date column (since elements are extracted) and also StateHoliday which has a lot of NAs (may add it back in later)
train <- merge(train,store)
test <- merge(test,store)

# There are some NAs in the integer columns so conversion to zero
train[is.na(train)]   <- 0
test[is.na(test)]   <- 0

cat("train data column names and details\n")
names(train)
str(train)
summary(train)
cat("test data column names and details\n")
names(test)
str(test)
summary(test)

# looking at only stores that were open in the train set
# may change this later
train <- train[ which(train$Open=='1'),]
train <- train[ which(train$Sales!='0'),]
# seperating out the elements of the date column for the train set
# train$month <- as.integer(format(train$Date, "%m"))
# train$year <- as.integer(format(train$Date, "%y"))
# train$day <- as.integer(format(train$Date, "%d"))

# removing the date column (since elements are extracted) and also StateHoliday which has a lot of NAs (may add it back in later)
train <- train[,-c(2,4,9)]

# seperating out the elements of the date column for the test set
# test$month <- as.integer(format(test$Date, "%m"))
# test$year <- as.integer(format(test$Date, "%y"))
# test$day <- as.integer(format(test$Date, "%d"))

# removing the date column (since elements are extracted) and also StateHoliday which has a lot of NAs (may add it back in later)
test <- test[,-c(2,5,8)]

feature.names <- names(train)[c(1,2,6:11,17:28)]
cat("Feature Names\n")
feature.names

cat("assuming text variables are categorical & replacing them with numeric ids\n")
for (f in feature.names) {
  if (class(train[[f]])=="character") {
    levels <- unique(c(train[[f]], test[[f]]))
    train[[f]] <- as.integer(factor(train[[f]], levels=levels))
    test[[f]]  <- as.integer(factor(test[[f]],  levels=levels))
  }
}

cat("train data column names after slight feature engineering\n")
names(train)
cat("test data column names after slight feature engineering\n")
names(test)
tra<-train[,feature.names]
RMPSE<- function(preds, dtrain) {
  labels <- getinfo(dtrain, "label")
  elab<-exp(as.numeric(labels))-1
  epreds<-exp(as.numeric(preds))-1
  err <- sqrt(mean((epreds/elab-1)^2))
  return(list(metric = "RMPSE", value = err))
}

nrow(train)
dim(tra)
dim(train)

cat("start model training\n")

myRseed=8
set.seed(myRseed)
h<-sample(nrow(train),10000)

dval<-xgb.DMatrix(data=data.matrix(tra[h,]),label=log(train$Sales+1)[h])
dtrain<-xgb.DMatrix(data=data.matrix(tra[-h,]),label=log(train$Sales+1)[-h])
watchlist<-list(val=dval,train=dtrain)

param <- list(  objective           = "reg:linear", 
                booster = "gbtree",
                eta                 = 0.5,
                max_depth           = 10, 
                subsample           = 0.9, 
                colsample_bytree    = 0.7 
                #num_parallel_tree   = 2
                # alpha = 0.0001, 
                # lambda = 1
)

clf <- xgb.train(   params              = param, 
                    data                = dtrain, 
                    nrounds             = 60, 
                    verbose             = 0,
                    early.stop.round    = 100,
                    watchlist           = watchlist,
                    maximize            = FALSE,
                    nthread=16,
                    seed=myRseed,
                    feval=RMPSE
)

#clf.bestInd

pred1 <- exp(predict(clf, data.matrix(test[,feature.names]))) -1

clf <- xgb.train(   params              = param, 
                    data                = dtrain, 
                    nrounds             = 60, 
                    verbose             = 0,
                    early.stop.round    = 100,
                    watchlist           = watchlist,
                    maximize            = FALSE,
                    nthread=64,
                    seed=myRseed+2,
                    feval=RMPSE
)
pred2 <- exp(predict(clf, data.matrix(test[,feature.names]))) -1


submission <- data.frame(Id=test$Id, Sales=pred1)
submission2 <- data.frame(Id=test$Id, Sales=pred2)
submission3 <- data.frame(Id=test$Id, Sales=(pred1+pred2)/2)
cat("saving the submission file\n")
write_csv(submission, "xgb_DMC_5.csv")
write_csv(submission2, "xgb2_DMC_6.csv")
write_csv(submission3, "xgb2_DMC_7.csv")