Dev fractions

configs/neptune.yaml

@@ -52,7 +52,8 @@ parameters:
 
 # Feature Extraction
   installments__last_k_trend_periods: '[10, 50, 100, 500]'
-  installments__last_k_agg_periods: '[1, 5, 10, 50, 100, 500]'
+  installments__last_k_agg_periods: '[1, 5, 10, 20, 50, 100]'
+  installments__last_k_agg_period_fractions: '[(5,20),(5,50),(10,50),(10,100),(20,100)]'
   application_aggregation__use_diffs_only: True
   use_nan_count: True
 
@@ -68,12 +69,12 @@ parameters:
   lgbm__max_bin: 300
   lgbm__max_depth: -1
   lgbm__num_leaves: 35
-  lgbm__min_child_samples: 50
+  lgbm__min_child_samples: 70
   lgbm__subsample: 1.0
   lgbm__subsample_freq: 1
-  lgbm__colsample_bytree: 0.2
+  lgbm__colsample_bytree: 0.05
   lgbm__min_gain_to_split: 0.5
-  lgbm__reg_lambda: 100.0
+  lgbm__reg_lambda: 100
   lgbm__reg_alpha: 0.0
   lgbm__scale_pos_weight: 1
 

configs/neptune_random_search.yaml

@@ -53,6 +53,7 @@ parameters:
 # Feature Extraction
   installments__last_k_trend_periods: '[10, 50, 100, 500]'
   installments__last_k_agg_periods: '[1, 5, 10, 50, 100, 500]'
+  installments__last_k_agg_period_fractions: '[(5,20),(5,50),(10,50),(10,100),(20,100)]'
   application_aggregation__use_diffs_only: True
   use_nan_count: True
 

configs/neptune_stacking.yaml

@@ -51,8 +51,9 @@ parameters:
   fill_value: 0
 
 # Feature Extraction
-  installments__last_k_trend_periods: '[10, 50, 100, 500]'
-  installments__last_k_agg_periods: '[1, 5, 10, 50, 100, 500]'
+  installments__last_k_trend_periods: None
+  installments__last_k_agg_periods: None
+  installments__last_k_agg_period_fractions: None
   application_aggregation__use_diffs_only: True
   use_nan_count: True