SIGNATE【SOTA】アップル引っ越し需要予測の解法

はじめに

SIGNATEで過去に終了したコンペに参加できるSOTA Challengeをしてみました。
今回の記事は引っ越し需要予測がテーマです。
コンペに参加してコードを書いてsubmitしても、忘れがちなので復習として記事にします。
凝ったことはしてないので、自分のような機械学習初学者の参考になれば幸いです。

SOTA Challenge機能の特徴
SIGNATE【SOTA】アップル引っ越し需要予測

SIGNATEのフォーラムで、こちらの記事を公開したことを記載しています。

##実行環境
GoogleColaboratory

##コンペ概要
引越しに関する要因（休業日や料金区分）をもとに、引越し数を時系列予測する。
学習用データは2101
評価用データは365
評価はMAE

##前準備

import pandas as pd
import numpy as np
import lightgbm as lgb
from sklearn.metrics import mean_absolute_error as MAE

def reduce_mem_usage(df, verbose=True):
    numerics = ['int16', 'int32', 'int64', 'float16', 'float32', 'float64']
    start_mem = df.memory_usage().sum() / 1024**2
    for col in df.columns:
        col_type = df[col].dtypes
        if col_type in numerics:
            c_min = df[col].min()
            c_max = df[col].max()
            if str(col_type)[:3] == 'int':
                if c_min > np.iinfo(np.int8).min and c_max < np.iinfo(np.int8).max:
                    df[col] = df[col].astype(np.int8)
                elif c_min > np.iinfo(np.int16).min and c_max < np.iinfo(np.int16).max:
                    df[col] = df[col].astype(np.int16)
                elif c_min > np.iinfo(np.int32).min and c_max < np.iinfo(np.int32).max:
                    df[col] = df[col].astype(np.int32)
                elif c_min > np.iinfo(np.int64).min and c_max < np.iinfo(np.int64).max:
                    df[col] = df[col].astype(np.int64)
            else:
                if c_min > np.finfo(np.float16).min and c_max < np.finfo(np.float16).max:
                    df[col] = df[col].astype(np.float16)
                elif c_min > np.finfo(np.float32).min and c_max < np.finfo(np.float32).max:
                    df[col] = df[col].astype(np.float32)
                else:
                    df[col] = df[col].astype(np.float64)
    end_mem = df.memory_usage().sum() / 1024**2
    if verbose: print('Mem. usage decreased to {:5.2f} Mb ({:.1f}% reduction)'.format(end_mem, 100 * (start_mem - end_mem) / start_mem))
    return df

#上限表示数を拡張
pd.set_option('display.max_columns', 50)
pd.set_option('display.max_rows', 50)

train = pd.read_csv('../sota/train.csv')
test = pd.read_csv('../sota/test.csv')
sample = pd.read_csv('../sota/sample_submit.csv',header=None)

train = reduce_mem_usage(train)
test = reduce_mem_usage(test)
sample = reduce_mem_usage(sample)

##特徴量生成

#四則演算
train['am*pm'] = train['price_am']*train['price_pm']
train['cli*clo'] = train['client']*train['close']
train['cli*am'] = train['client']*train['price_am']
train['cli*pm'] = train['client']*train['price_pm']
train['clo*am'] = train['close']*train['price_am']
train['clo*pm'] = train['close']*train['price_pm']

train['am+pm'] = train['price_am']+train['price_pm']
train['cli+clo'] = train['client']+train['close']
train['cli+am'] = train['client']+train['price_am']
train['cli+pm'] = train['client']+train['price_pm']
train['clo+am'] = train['close']+train['price_am']
train['clo+pm'] = train['close']+train['price_pm']

train['am-pm'] = train['price_am']-train['price_pm']
train['cli-clo'] = train['client']-train['close']
train['cli-am'] = train['client']-train['price_am']
train['cli-pm'] = train['client']-train['price_pm']
train['clo-am'] = train['close']-train['price_am']
train['clo-pm'] = train['close']-train['price_pm']

#ラグ特徴量、移動平均、日付
train['oneday_before_am'] = train['price_am'].shift(1)
train['oneday_before_pm'] = train['price_pm'].shift(1)
train['rel_3am'] = train['price_am'].rolling(7).sum()
train['rel_3pm'] = train['price_pm'].rolling(7).sum()
train['rel_3cli'] = train['client'].rolling(7).sum()
train['rel_3clo'] = train['close'].rolling(7).sum()
train['datetime'] = pd.to_datetime(train['datetime']) 
train['year'] = train['datetime'].dt.year
train['month'] = train['datetime'].dt.month
train['day'] = train['datetime'].dt.day
train['dayofweek'] = train['datetime'].dt.dayofweek

同様の処理をtestにも行う

test['am*pm'] = test['price_am']*test['price_pm']
test['cli*clo'] = test['client']*test['close']
test['cli*am'] = test['client']*test['price_am']
test['cli*pm'] = test['client']*test['price_pm']
test['clo*am'] = test['close']*test['price_am']
test['clo*pm'] = test['close']*test['price_pm']

test['am+pm'] = test['price_am']+test['price_pm']
test['cli+clo'] = test['client']+test['close']
test['cli+am'] = test['client']+test['price_am']
test['cli+pm'] = test['client']+test['price_pm']
test['clo+am'] = test['close']+test['price_am']
test['clo+pm'] = test['close']+test['price_pm']

test['am-pm'] = test['price_am']-test['price_pm']
test['cli-clo'] = test['client']-test['close']
test['cli-am'] = test['client']-test['price_am']
test['cli-pm'] = test['client']-test['price_pm']
test['clo-am'] = test['close']-test['price_am']
test['clo-pm'] = test['close']-test['price_pm']

test['oneday_before_am'] = test['price_am'].shift(1)
test['oneday_before_pm'] = test['price_pm'].shift(1)
test['rel_3am'] = test['price_am'].rolling(7).sum()
test['rel_3pm'] = test['price_pm'].rolling(7).sum()
test['rel_3cli'] = test['client'].rolling(7).sum()
test['rel_3clo'] = test['close'].rolling(7).sum()
test['datetime'] = pd.to_datetime(test['datetime'])
test['year'] = test['datetime'].dt.year
test['month'] = test['datetime'].dt.month
test['day'] = test['datetime'].dt.day
test['dayofweek'] = test['datetime'].dt.dayofweek

##モデル実装

X_train = train.drop(['y','datetime'], axis=1)
y_train = train['y']
X_test = test.drop(['datetime'], axis=1)
model = lgb.LGBMRegressor(random_state=42,n_estimators=500)
model.fit(X_train,y_train)
y_pred_train = model.predict(X_train)
MAE(y_train,y_pred_train)

1.8381673365676439

y_pred_test = model.predict(X_test)

sample[1] = np.array(y_pred_test) + 1
#日付の区切りを'/'から'-'へ
sample[0] = pd.to_datetime(sample[0])
sample.to_csv('submit.csv', header=False, index=False)

これでsubmitしたところ、72位でした。(2020/12/2時点）

単純な特徴量生成とモデルなので、改善余地は多いと思います。

追記：submit部分についてコードを見直しました。(2020/12/2)
参考：【PyTorch】BERTのfine-tuningを試してみた(SIGNATE Student Cup 2020)

##おわりに
今回はじめてSOTA Challengeをやってみました。

SOTA Challengeは過去のコンペに参加し、精度向上を極限まで挑戦し、知見を共有することを目的とした終わりのないコンペということなので、今後も少しずつ参加してみたいと思います。

最後まで記事を読んで頂き、ありがとうございました。