title: “Automated Model Development Process”

author: “Fan Dongping”

date: “2019-09-13”

output: rmarkdown::html_vignette

vignette: >

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   library(creditmodel)
   if (!dir.exists("c:/test_model")) dir.create("c:/test_model")
   setwd("c:/test_model")
   sub = cv_split(UCICreditCard, k = 3)[[1]]
   dat = UCICreditCard[sub,]
   dat = re_name(dat, "default.payment.next.month", "target")
   dat = data_cleansing(dat, target = "target", obs_id = "ID",
                     occur_time = "apply_date", miss_values = list("", -1, -2))
    train_test <- train_test_split(dat, split_type = "OOT", prop = 0.7,occur_time = "apply_date")
    dat_train = train_test$train
    dat_test = train_test$test
    x_list = c("PAY_0", "LIMIT_BAL", "PAY_AMT5", "PAY_3")
    B_model = training_model(dat = dat,
                         model_name = "UCICreditCard", target = "target", x_list = x_list,
                         occur_time = "apply_date", obs_id = "ID", dat_test = dat_test,
                         preproc = FALSE,
                         feature_filter = NULL,
                         algorithm = list("RF","LR","XGB","GBM"),
                         LR.params = lr_params(lasso = TRUE,
                                               step_wise = TRUE, vars_plot = TRUE),
                         XGB.params = xgb_params(),
                         breaks_list = NULL,
                         parallel = FALSE, cores_num = NULL,
                         save_pmml = FALSE, plot_show = FALSE,
                         model_path = getwd(),
                         seed = 46)
    }