Loan Default Prediction - Imperial College London
This is the script I used to create my submission to Kaggle's Loan Default Prediction - Imperial College London competition. For my best submission, ranking 12 out of 677 participating teams with a CV MAE of 0.41674 and a private leaderboard MAE of 0.45481, I added a for loop within the main() function in order to average the results of 10 sets of models using multiple seeds. The script as it stands would have scored 0.45630 on the private leaderboard ranking 15th.
- Download data from competition website: https://www.kaggle.com/c/loan-default-prediction/
- Modify your working directory and/or path to python if needed.
- Run the "runLoan.py" file.