setwd("D:/Santander")
## import train dataset
train<-read.csv("train.csv",header=T)
dim(train)
summary(train)
str(train)
prop.table(table(train2$TARGET))
stats<-function(x){
length<-length(x)
nmiss<-sum(is.na(x))
y<-x[!is.na(x)]
freq<-as.data.frame(table(y))
max_freq<-max(freq[,2])/length
min<-min(y)
median<-median(y)
max<-max(y)
mean<-mean(y)
freq<-length(unique(y))
return(c(nmiss=nmiss,min=min,median=median,mean=mean,max=max,freq=freq,max_freq=max_freq))
}
var_stats<-sapply(train,stats)
var_stats_1<-t(var_stats)
###???????????0.9999???????1/10000??????
exclude_var<-rownames(var_stats_1)[var_stats_1[,7]>0.9999]
train2<-train[,! colnames(train) %in% c(exclude_var,"ID")]
rm(list=setdiff(ls(),"train2"))
train2<-train2[1:10000,]
write.csv(train2,"example data.csv",row.names = F)
##??????????????
set.seed(1)
ind<-sample(c(1,2),size=nrow(train2),replace=T,prob=c(0.8,0.2))
train2$TARGET<-factor(train2$TARGET)
train_set<-train2[ind==1,]
test_set<-train2[ind==2,]
rm(train2)
##1\?R randomForest?????? 100??
library(randomForest)
memory.limit(4000)
random<-randomForest(TARGET~.,data=train_set,ntree=50)
print(random)
random.importance<-importance(random)
p_train<-predict(random,train_set,type="prob")
pred.auc<-prediction(p_train[,2],train_set$TARGET)
performance(pred.auc,"auc")
##train_set auc=0.8177
## predict test_set
p_test<-predict(random,newdata = test_set,type="prob")
pred.auc<-prediction(p_test[,2],test_set$TARGET)
performance(pred.auc,"auc")
##test_set auc=0.60
#________________________________________________#
##_________h2o.randomForest_______________
library(h2o)
h2o.init()
train.h2o<-as.h2o(train_set)
test.h2o<-as.h2o(test_set)
random.h2o<-h2o.randomForest(,"TARGET",training_frame = train.h2o,ntrees=50)
importance.h2o<-h2o.varimp(random.h2o)
p_train.h2o<-as.data.frame(h2o.predict(random.h2o,train.h2o))
pred.auc<-prediction(p_train.h2o$p1,train_set$TARGET)
performance(pred.auc,"auc") …
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