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Feature Engineering

Data Fields

Features Descriptions
ip Not Null
app Not Null
device Not Null
os Not Null
channel Not Null
click_time Not Null
attributed_time
is_attributed 0 / 1

Feature Selection Categories

1 Basic Features (#5)

ip, app, device, os, channel

2 Basic Features' attributed contributors (#5 * 2)

For each unique value of every basic feature, count the number of click that is attributed or not.

3 Frequencies of Basic Features (#5)

For each unique value of every basic feature, calculate the value's frequency in the whole dataset.

4 Conversion Rate (#5)

For each unique value of every basic feature, calculate the values conversion rate (i.e. the fraction, #is_attributed clicks / #clicks).

5 Correlated Features' Combination (#n)

Select the features' combination whose features own a high value of correlation.

6 Temporal Extraction

As for different time span(whole time, minute, and hour), calculate raw , average and standard deviation of all the features above.

So the amount of all above features is 3 * (20 + n) * 3.

7 Temporal Conversion Rate (#1)

Calculate every hour's conversion rate.

8 Others

eg: temporal interval

Experiments

Performance

Num Category Features AUC on dev set AUC on test set AUC in Real World
1 1 Basic #5 0.9774025893305988 0.9583
Basic #5 0.959279 0.963003 0.9559
2 1 Basic #6 (hour) 0.9765065318797589 0.9563
Basic #7(hour, day) 0.960369 0.964231 0.9563
3 "Basic" 0.974860783943336 0.9684
4 1,2 Add count 0.9759619912016608
5 1,2 Add attributed count 0.9840863114093297 0.6239
6 1,2 Add attributed count (no hour's effect) 0.9840863114093297 0.6114
7 1,2 Add count and attributed count 0.9842108186300558
8 1,3 Add Frequency 0.9759619912016608
9 1,2,3 Add count, attributed count, frequency 0.9843591094736229
10 1,4 Add count, conversion rate
11 1,2,3,4 Add count, attributed count, frequency, conversion 0.9842607399131638
12 1,6 Add hour count 0.975100704348888
13 1,6 Add hour attributed count auc 0.9952688459421872 0.7051
14 1,5 Add ip_channel 0.979456127558631 0.9622
15 1,5 Add app_channel 0.9783578247039497 0.9592
16 1,5 Add ip_device 0.9801894479874732 0.9628
17 1,5 Add All two degree of features 0.9813457066441867 0.9646
18 1,5 Add All two degree of features(100,000,000) 0.9656
19 1,5 "Basic" + some features of high_importance 0.9863726922286226 0.9684

PS: In Basic#5, click_time is transfered into hour and day.

Plot Importance of Features

Num 3: "Basic"

1

Num 18: Basic + All two degree of features

1

Select device_ip, channel_app, app_ip, device, os_ip to add into Num3: "Basic" .

Num 19

1

Correlations of features

Mutual Information

Normalized corr_rate = I(X;Y) / H(X,Y) = I(X;Y) / (H(X) + H(Y) - I(X;Y))

Mask = 0.1

app & channel: 0.269795263371
app & ip_channel: 0.104454990715
app & device_channel: 0.263802502515
app & os_channel: 0.174031886398

channel & ip_app: 0.105000757011
channel & app_device: 0.256371969166
channel & app_os: 0.148765039685

ip_app & device_channel: 0.109073593121
ip_app & os_channel: 0.150919655929

ip_channel & app_device: 0.105314833255
ip_channel & app_os: 0.136361783362

app_device & os_channel: 0.169265661127

app_os & device_channel: 0.149640128183

Mask = 0.2

app & channel: 0.269795263371
app & device_channel: 0.263802502515

channel & app_device: 0.256371969166

Mask = 0

ip & app: 0.00927286991461
ip & device: 0.00694314823037
ip & os: 0.0295303991247
ip & channel: 0.01910882176
ip & app_device: 0.0116509685587
ip & app_os: 0.0352817805537
ip & app_channel: 0.0269119027086
ip & device_os: 0.0319996095279
ip & device_channel: 0.0232395465844
ip & os_channel: 0.0687097193232
ip & hour: 0.00842828568901

app & device: 0.0278221472785
app & os: 0.0138230238585
app & channel: 0.269795263371
app & ip_device: 0.0147259939819
app & ip_os: 0.0259135610616
app & ip_channel: 0.104454990715
app & device_os: 0.0146956128532
app & device_channel: 0.263802502515
app & os_channel: 0.174031886398
app & hour: 0.00196613604054

device & os: 0.0292843937519
device & channel: 0.0190570407725
device & ip_app: 0.010875061967
device & ip_os: 0.0123530449439
device & ip_channel: 0.0109356373285
device & app_os: 0.0164432432512
device & app_channel: 0.0215004570006
device & os_channel: 0.0157067148459
device & hour: 0.00218613697383

os & channel: 0.0111228058317
os & ip_app: 0.0392854321075
os & ip_device: 0.036077091733
os & ip_channel: 0.0587870031998
os & app_device: 0.0155230901264
os & app_channel: 0.0127829864518
os & device_channel: 0.0152616221357
os & hour: 0.000521350840747

channel & ip_app: 0.105000757011
channel & ip_device: 0.0241785886481
channel & ip_os: 0.0498727607888
channel & app_device: 0.256371969166
channel & app_os: 0.148765039685
channel & device_os: 0.0125333204848
channel & hour: 0.00297988945705

ip_app & device_os: 0.0420245202447
ip_app & device_channel: 0.109073593121
ip_app & os_channel: 0.150919655929
ip_app & hour: 0.0116179491756

ip_device & app_os: 0.0412224118725
ip_device & app_channel: 0.0327801472947
ip_device & os_channel: 0.0755055123239
ip_device & hour: 0.00926587918155

ip_os & app_device: 0.0292665954443
ip_os & app_channel: 0.0654641563309
ip_os & device_channel: 0.0560870467462
ip_os & hour: 0.0302603369959

ip_channel & app_device: 0.105314833255
ip_channel & app_os: 0.136361783362
ip_channel & device_os: 0.0618911697116
ip_channel & hour: 0.0232839554938

app_device & os_channel: 0.169265661127
app_device & hour: 0.00226247457287

app_os & device_channel: 0.149640128183
app_os & hour: 0.00113844687176

app_channel & device_os: 0.0147866713056
app_channel & hour: 0.00478454682739

device_os & hour: 0.000885698518659

device_channel & hour: 0.00329861922203

os_channel & hour: 0.00227965522251

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TalkingData AdTracking Fraud Detection Challenge.

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