Link : https://www.kaggle.com/c/home-credit-default-risk
#Home Credit Default Risk using LGBM
Salient Project Features:
The Datasets were joined together to form an Accumulated Dataset (ADS) for both Train and Test to do analysis.
Exploratory Data Analysis (EDA) was done using both univariate and multivariate analysis to understand the relationship and associations among the variables.
Missing Value treatment
This was leveraged to reduce the dimensionality of the dataset by dropping the variables which had missing values greater than 50% as any imputing strategy used for these features would have been misleading.
For remaining numerical features, the missing values were imputed with Median values as the variables were skewed and preference was given to Median value over Mean.
For remaining categorical features, imputed with a constant value to identify the missing values. These could have been imputed with mode value but as the Target variable in dataset is highly imbalanced, this was avoided.
−> Anomaly and Outlier detection and treatment was done for features with counter intuitive values and/or having values extremely small or high.
−> Feature Engineering was applied to derive new variables based on learnings industry research and correlation and multivariate analysis.
−> LightGBM algorithm was used to for predicting the probabilities for defaulting after appropriately treating the variables, imputing and scaling the most important features.