48th Solution, competition link: https://www.kaggle.com/c/talkingdata-adtracking-fraud-detection
- features.ipynb: notebook version
- train_xgb_lgb.py: script version, gives about 0.9824 on private LB
- blending.ipynb: blending historical models, which boost me about 0.0002
- FTRL.ipynb: haven't tried due to limited time
running this code on full training data needs 96GB RAM with 128G swap
please see the dashboard