- Clone this repo
- Make sure you have the required libraries installed (preferably with pip):
pandas,numpy,lightgbm,sklearn - Create empty directory
data-x-li-dataat the same level as the directory where you cloned this repo. It will be used for source CSVs and generated outputs so they won't be committed to this repo. - Run
ir_nss.py. This will generate the filenss.csvin thedata-x-li-datadirectory. Be patient, it takes about two minutes. - Put the following files (you can find them zipped in MS Teams) in the
data-x-li-datadirectory (keep the filenames lowercase to avoid errors on some systems):scen_0001-0200.csvscen_0201-0500.csvscen_0501-0700.csvscen_0701-1000.csvscen_1001-1300.csvscen_1301-1600.csvscen_1601-1900.csvscen_1901-2236.csv
- Run
data_load.py. This will read the source CSVs andnss.csvfile and generatedf_merged_train_test.pickle, again in thedata-x-li-datadirectory. - Run
lightgbm_exec.pywhich reads thedf_merged_train_test.picklefile and printslow_MAPE,best_paramsandbest_fit_no(see the bottom of the file). And this takes a looong time.
-
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ML on Life insurance contract value
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