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contest

流程

特征工程: 交叉特征 + 统计比率     baseline: 交叉特征 + 统计比率 + gbdt  
单模型调优:
模型融合:  stacking 4-folds .

经验

gbdt 有效
模型融合有效
特征工程决定最终效果上限 ;过多特征造成 模型调优困难
NN 耗费资源,单NN效果可能略好于调好的 gbdt; relu造成节点萎缩,慎用 ; feature_size * nn_size 容易OOM , nn_size 第一层一般为 512 256

特征工程

输入: 原始数据
输出: libsvm样本

一般步骤:  

  1. 特征ID化  
  • 朴素特征
  • 交叉特征
  • 统计特征 这里需要注意,要能够方便的进行 高低频截断 ; 出现次数过少 或过多的特征 就需要截断去掉
  1. 基于ID化的特征,与 原始数据一起 生成libsvm 格式的 样本

上述样本构造出来以后,可以作为baseline 训练,查验基本的auc,logloss等指标    

特征工程做不扎实,直接影响后续的 模型效果

难点

各项维度的 统计均值  是工程难点

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