preprocess.py

import numpy as np
import pandas as pd
from sklearn.preprocessing import OneHotEncoder


# Load the data, sample such that the target classes are equal size
df = pd.read_csv("data/train_transaction.csv")
df = pd.concat(
    [df[df.isFraud == 0].sample(n=len(df[df.isFraud == 1])), df[df.isFraud == 1]],
    axis=0,
)

# Select the features and target
X = df[["ProductCD", "P_emaildomain", "R_emaildomain", "card4", "M1", "M2", "M3"]]
y = df.isFraud

# Use one-hot encoding to encode the categorical features
enc = OneHotEncoder(handle_unknown="ignore")
enc.fit(X)

X = pd.DataFrame(
    enc.transform(X).toarray(), columns=enc.get_feature_names_out().reshape(-1)
)
X["TransactionAmt"] = df[["TransactionAmt"]].to_numpy()

# Split the dataset and train the model
from sklearn.model_selection import train_test_split

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.2, random_state=42
)
X_train.to_csv("feature_sets/X_train.csv", index=False)
X_test.to_csv("feature_sets/X_test.csv", index=False)
y_train.to_csv("feature_sets/y_train.csv", index=False)
y_test.to_csv("feature_sets/y_test.csv", index=False)