This repository contains the data and R scripts for a classification competition aimed at predicting customer defaults. Participants are required to estimate the probability of default (PD) for various clients and submit their predictions.
This Classification competition based on Addison Howard, AritraAmex, Di Xu, Hossein Vashani, inversion, Negin, Sohier Dane. (2022). American Express - Default Prediction. Kaggle. https://kaggle.com/competitions/amex-default-prediction
01_data_raw/dat_fa.rds
: Raw data file containing
initial customer data.amex_train.rds
: Training dataset for model
building.amex_validation.rds
: Validation dataset for model
evaluation (does not include target variable).amex_submission.rds
: Template for competition
submissions, containing customer IDs.data_prep.R
: Main script to preprocess data, create
training and validation datasets, and prepare a submission
template.For any issues or questions regarding the data or the competition setup, please see the ILIAS learning module.