Recommandation environment: Anaconda virtual environment (python 3.6).
Install tensorflow 1.8.0 (newest version is 1.9.0).
Install all the other package.
Install feature_selector for https://github.com/WillKoehrsen/feature-selector. (put it in current directory).
Download dataset(application_train.csv and application_test.csv)from Kaggle competition https://www.kaggle.com/c/home-credit-default-risk/data. (put this two dataset into /dataset/home_credit/sources).