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Requirements

older or newer version of below packages should theoretically work fine

python 2.7

numpy 1.13.3

pandas 0.20.3

sklearn 0.19.1

keras 2.1.1

tensorflow 1.4.0

xgboost 0.6

lightgbm 2.0.10

How to reproduce

Simple solution (recommended)

Put unzipped data in input

Generate a simple solution that is good enough for 2nd place (~0.2938 on private LB)

cd code

python fea_eng0.py

python nn_model290.py to get a nn model that scores 0.290X

python gbm_model291.py to get a gbm model that scores 0.291X

python simple_average.py and then you can find the submission file at ../model/simple_average.csv

You can reproduce this solution in a few hours.

Exact solution (Optional)

Although not recommended but you can also reproduce the exact same solution we submitted (0.29413 on private LB).

you can follow these steps below, in addition to the simple solution

cd ../code_for_exact_solution/
python keras3.py
python keras6.py
python keras7.py
python lightgbm1.py
python lightgbm5.py
python lightgbm6.py
python lightgbm7.py
python lightgbm8.py
python logistic1.py
python xgb0.py
python xgb_linear0.py
python rank_average.py

It can take up to 2 days to generate the exact solution which only has 0.0003 improvement over the simple one