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2020
- [x] Version 3: CMTR_CHURN_PR_V3_ TabNet 使用无监督模型进行预训练
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- 遇到的问题:AUC和准确率提升依旧很难,模型效果比较差。AUC: 0.6511318268787747 | Score: 0.74
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- 解决思路:使用PCA主成分分析法,进行特征降维, 准确率依旧下降,出现特征工程无效的情况,原因未知。AUC: 0.5801404503216607
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- [x] Version 3: CMTR_CHURN_PR_V4 变量分箱 | XGB | RF | TabNet | AutoML
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- 经过特征选择后(TOP30),对字符型变量进行独热编码,对数值型去除量纲,并进行等间距分箱,num_bins = 6
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1. XGB: AUC: 0.6046600198503995 | Score: 0.775887943971986
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2. RandomForest: AUC: 0.6046600198503995 | Score: 0.7712606303151576
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3. TabNet 无监督预训练, AUC: 0.7872822945848122
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4. AutoGluon 直接输出leaderboard,并使用TOP3的模型进行预测。
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