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nyanp avatar nyanp commented on June 14, 2024
SK_ID_CURR SK_ID_PREV TARGET
208252 2414778 1
441781 1159533 1
286301 1236574 1
  • bar

from kaggle-homecredit.

nyanp avatar nyanp commented on June 14, 2024
  • 同一userの中にTrain/Testが両方含まれる場合もあるが、その場合はTestデータのほうがTrainデータよりも必ず後にくるように調整されている。そのため、直接のリークは無い
  • 逆に言えば、Train/Test間で少なくとも重複userに関しては時系列データになっている
    • 全体的にTestデータのほうが時系列順で後のレコードになっていると仮定すれば、以下の現象に説明がつくかも
      • adversarial validationで高いAUCが出る
      • 特にCREDIT/ANNUITYの分布に差がある　(金利変動に応じて値がずれるはず)

from kaggle-homecredit.

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