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awinml committed Nov 21, 2022
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The dataset can be downloaded from [here](https://www.kaggle.com/competitions/amex-default-prediction).


## EDA
## Analysis

The complete EDA notebook can be viewed [here](https://nbviewer.org/github/awinml/amex-default-classification/blob/main/amex-eda.ipynb).
The complete analysis can be viewed [here](https://nbviewer.org/github/awinml/amex-default-classification/blob/main/amex-eda.ipynb).

### Target Distribution

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- We observe that Payment 2 and Target are **highly negatively correlated**.
- This could be probably be due to the fact that people paying their bill have a less chance of default.

## Results:
## Experiments:

- There is a substantial number of missing values in the data. These cannot be imputed since the features are anonymized and there is no clear rationale behind imputation.
- This constraint forces us to choose models that can handle missing values.
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- Hyperparameters of the LightGBM model such as `n_estimators`, `feature_fraction` and `learning_rate` were tuned to improve **Accuracy by 0.1%, F1-Score by 6% and ROC-AUC Score by 10%.**

## Results:

- A **Soft Voting Classifier** was used to create a ensemble of both the models and was used for generating the final predictions. It achieved an **Accuracy of 94.48%, an F1-Score of 96.71% and an ROC-AUC Score of 96.40%.**

The results from all the models have been summarized below:
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