model.py

import numpy as np
import pandas as pd
import xgboost as xgb
from xgboost import cv
from sklearn.model_selection import train_test_split


def prepare_data(monetary_decision):
    monetary_decision = monetary_decision.reset_index(drop=True)
    time = round((monetary_decision.decision_date - monetary_decision.decision_date.min()) / np.timedelta64(1, "M"))
    monetary_decision.loc[:, ('time')] = time
    col_num = ['log10_org_revenues',
               'time']
    col_cat = ['authorities_country',
               'type',
               'violation_theme',
               'justice_type',
               'org_country',
               'org_currency',
               'org_continent',
               'same_country',
               'org_company_type']
    predictors = monetary_decision[col_num + col_cat]
    target = monetary_decision.log10_monetary_sanction
    for col in col_cat:
        predictors[col] = predictors[col].astype("category")
    return predictors, target


def split(predictors, target):
    predictors_train, predictors_test, target_train, target_test = train_test_split(predictors,
                                                                          target,
                                                                          test_size=0.2,
                                                                          random_state=42)
    return predictors_train, predictors_test, target_train, target_test


def run_training(predictors_train, predictors_test):
    data_train = xgb.DMatrix(predictors_train, label=predictors_test, enable_categorical=True)
    params = {'max_depth': 4,
             'learning_rate': 0.05,
             'colsample_bytree': 0.3,
             'subsample': 0.8,
             'gamma': 0.5,
             'objective': 'reg:squarederror'}
    num_round = 1000
    xgb_cv = cv(dtrain=data_train, params=params, nfold=3,
                num_boost_round=1000, early_stopping_rounds=10, metrics="rmse", as_pandas=True, seed=123)
    print(xgb_cv)
    return xgb.train(params, data_train, num_round)


def predict(model, predictors):
    data = xgb.DMatrix(predictors, enable_categorical=True)
    return model.predict(data)


def features_importance(model):
    return pd.Series(model.get_score(importance_type='gain')).sort_values()