7-Marketing Email campaign

import itertools
import _pickle as cPickle
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
plt.style.use("ggplot")
from sklearn.feature_selection import chi2,f_classif
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics import classification_report,roc_curve,precision_score,recall_score,auc,precision_recall_curve
from sklearn.model_selection import train_test_split
import xgboost as xgb
seed = 9999
plt.style.use('ggplot')
%matplotlib inline

Index

Load emails information from CSV file

emails = pd.read_csv("email_table.csv",index_col="email_id")

Columns:

  • email_id : the Id of the email that was sent. It is unique by email
  • email_text : there are two versions of the email: one has “long text” (i.e. has 4 paragraphs) and one has “short text” (just 2 paragraphs)
  • email_version : some emails were “personalized” (i.e. they had the name of the user receiving the email in the incipit, such as “Hi John,”), while some emails were “generic” (the incipit was just “Hi,”).
  • hour : the user local time when the email was sent.
  • weekday : the day when the email was sent.
  • user_country : the country where the user receiving the email was based. It comes from the user ip address when she created the account.
  • user_past_purchases : how many items in the past were bought by the user receiving the email
emails.sample(10)# view some data to get a feeling

email_text email_version hour weekday user_country user_past_purchases
email_id
434924 long_email personalized 3 Tuesday US 1
97442 long_email personalized 9 Thursday FR 7
919106 short_email generic 16 Friday US 4
476265 long_email generic 13 Saturday UK 2
723144 long_email personalized 12 Monday US 6
518804 short_email generic 7 Wednesday UK 7
801247 short_email personalized 6 Tuesday US 0
946474 long_email generic 9 Friday US 18
867238 short_email generic 3 Friday UK 7
750202 short_email generic 13 Sunday UK 8
# email_text : there are two versions of the email: 
# one has "long text" (i.e. has 4 paragraphs) and one has "short text" (just 2 paragraphs)
# since we need to change all features into numbers, so I replace 'email_text' with 'paragraphs'
emails["paragraphs"] = np.where(emails.email_text == 'short_email',2,4)
del emails["email_text"]

# email_version : some emails were "personalized" (i.e. they had name of the user in incipit, such as "Hi John,"), 
# while some emails were "generic" (the incipit was just "Hi,").
emails["is_personal"] = (emails.email_version == "personalized").astype(np.int)
del emails["email_version"]

weekday2index = {"Monday":1,"Tuesday":2,"Wednesday":3,"Thursday":4,"Friday":5,"Saturday":6,"Sunday":7}
emails["weekday"] = emails.weekday.map(weekday2index)

# rename long column names to shorter names, make it easier to read
emails.rename(columns={'user_past_purchases':'purchases','user_country':'country'},inplace=True)

assemble emails’ response together

emails["response"] = "received"

open_users = pd.read_csv("email_opened_table.csv").email_id
emails.loc[open_users,"response"] = "opened"

click_users = pd.read_csv("link_clicked_table.csv").email_id
emails.loc[click_users,"response"] = 'clicked'
emails.head()# check some data to get a feeling

hour weekday country purchases paragraphs is_personal response
email_id
85120 2 7 US 5 2 1 received
966622 12 7 UK 2 4 1 clicked
777221 11 3 US 2 4 1 received
493711 6 1 UK 1 2 0 received
106887 14 1 US 6 4 0 received
# output a csv file
emails.to_csv("clean_emails.csv",index_label="email_id")

Answer question 1

  • What percentage of users opened the email?
  • what percentage clicked on the link within the email?
rslt_dist = emails.response.value_counts(normalize=True)
rslt_dist
received    0.89605
opened      0.08276
clicked     0.02119
Name: response, dtype: float64
print "{:.2f}% of users opened the email".format((1 - rslt_dist.received) * 100)
print "{:.2f}% of users clicked the link".format(rslt_dist.clicked * 100)
10.39% of users opened the email
2.12% of users clicked the link

Explore the data

def count_result_ratio(df):
    counts = df.response.value_counts(normalize=True)
    counts['total'] = df.shape[0]
    return counts

def grp_count_plotbar(key):
    grpresult = emails.groupby(key).apply(count_result_ratio)
    # grpresult.loc[:,["received","opened",'clicked']].plot(kind='bar')
    grpresult.loc[:,['clicked']].plot(kind='bar',title='click ratio vs. {}'.format(key))
    plt.ylabel('click ratio')
    return grpresult

Chi-square test and F-test

resp_lb_encoder = LabelEncoder()
cnty_lb_encoder = LabelEncoder()

X = emails.copy()
y = resp_lb_encoder.fit_transform(X.response)
del X["response"]

feat_names = ["hour","weekday","country","purchases","paragraphs","is_personal" ]
X = X.loc[:,feat_names]
X["country"] = cnty_lb_encoder.fit_transform(X.country)

chi2scores,_ = chi2(X,y)
fscores,_ = f_classif(X,y)

feat_scores = pd.DataFrame({"chi2scores":chi2scores,"fscores":fscores},index=feat_names)
feat_scores.sort_values(by='chi2scores',ascending=False)
chi2scores fscores
purchases 3448.795660 663.388596
country 378.554465 435.696911
is_personal 316.752872 317.427444
weekday 210.006087 105.002643
hour 147.815921 33.992047
paragraphs 53.952439 81.209295
feat_scores.sort_values(by="fscores",ascending=False)
chi2scores fscores
purchases 3448.795660 663.388596
country 378.554465 435.696911
is_personal 316.752872 317.427444
weekday 210.006087 105.002643
paragraphs 53.952439 81.209295
hour 147.815921 33.992047

from the test result, we can know that,

  • important features: previous purchase counts, user’s country, email’s version (personal or general)
  • not so important features maybe include: weekday, email’s text (short or long), hour to send the email

previous purchase vs. response

rslt_grpby_purchase = emails.groupby("purchases").apply(count_result_ratio).unstack()
rslt_grpby_purchase.fillna(value=0,inplace=True)
plt.rc('figure', figsize=(10, 5))
rslt_grpby_purchase.loc[:,["received","opened",'clicked']].plot(marker='o',markersize=5)
plt.ylabel("ratio")
<matplotlib.text.Text at 0x11bb87850>

png

from above plot, we can know, the more items a certain user purchased previously, the more likely that user will open the email or click the link.

user’s country vs. response

grp_count_plotbar('country')
response received opened clicked total
country
ES 0.960570 0.031103 0.008327 9967.0
FR 0.958779 0.033217 0.008004 9995.0
UK 0.879282 0.096043 0.024675 19939.0
US 0.880481 0.095160 0.024360 60099.0

png

from above plots, we see that, ‘open percentage’ and ‘click percentage’ is much higher (nearly 3 times) in UK and US than in France and Spain.

this may be the translation issue. I guess the emails are written in English, which is unreadable to some non-English-speaking users, which cause the low ‘click ratio’ in non-English-speaking countries.

email’s version vs. response

grp_count_plotbar('is_personal')
response received opened clicked total
is_personal
0 0.920034 0.064829 0.015137 50209.0
1 0.871864 0.100842 0.027294 49791.0

png

‘personalized email’ has higher ‘click ratio’ than ‘general email’. this is very easy to understand. Having my name in the recipient, at least I am some kind of ‘important’ to the company, other than some ordinary people which the company don’t bother to remember his name.

weekday vs. response

grp_count_plotbar('weekday')
response received opened clicked total
weekday
1 0.883590 0.093504 0.022906 14363.0
2 0.879092 0.096019 0.024889 14143.0
3 0.879296 0.093084 0.027620 14084.0
4 0.881348 0.094207 0.024445 14277.0
5 0.925019 0.060944 0.014037 14177.0
6 0.912005 0.070149 0.017846 14569.0
7 0.911448 0.071801 0.016751 14387.0

png

Friday, Saturday, Sunday have obviously lower ‘click ratio’ than Monday to Thursday. People normally don’t process emails during weekends.

email text vs. response

grp_count_plotbar('paragraphs')
response received opened clicked total
paragraphs
2 0.883698 0.092430 0.023872 49724.0
4 0.908266 0.073196 0.018538 50276.0

png

sending hour vs. response

grp_count_plotbar('hour')
response received opened clicked total
hour
1 0.910840 0.071032 0.018128 2703.0
2 0.911589 0.072089 0.016322 3676.0
3 0.915184 0.065293 0.019523 4610.0
4 0.911419 0.072394 0.016186 5622.0
5 0.917417 0.064570 0.018013 6551.0
6 0.909176 0.073677 0.017147 7465.0
7 0.909434 0.072282 0.018284 8204.0
8 0.911407 0.069659 0.018933 8398.0
9 0.873725 0.100481 0.025794 8529.0
10 0.866993 0.104768 0.028240 8180.0
11 0.872645 0.100227 0.027128 7483.0
12 0.875230 0.099109 0.025661 6508.0
13 0.890521 0.089590 0.019889 5581.0
14 0.889520 0.089738 0.020742 4580.0
15 0.894074 0.081019 0.024907 3493.0
16 0.894165 0.082639 0.023197 2759.0
17 0.890650 0.090861 0.018489 1893.0
18 0.905700 0.078114 0.016186 1421.0
19 0.924862 0.058564 0.016575 905.0
20 0.911585 0.076220 0.012195 656.0
21 0.942466 0.049315 0.008219 365.0
22 0.931373 0.049020 0.019608 204.0
23 0.917241 0.041379 0.041379 145.0
24 0.840580 0.130435 0.028986 69.0

png

although from above plot, it seems ‘sending hour’ has some impact on ‘clicked ratio’. however, that may be caused by much fewer examples in late hours. also according to statistical test‘s result, I don’t think ‘sending hour’ is an important feature, and won’t include it in my model.

Answer question 4

Did you find any interesting pattern on how the email campaign performed for different segments of users? Explain.

from above explorary analysis, I can find some interesting patterns listed below:

Build Predictive Model

In this section, I will build a model to predict whether a user will open the email and click the link inside it.

Prepare the data

del X
X = emails.copy()
X.sample(5)# get a feeling about current data
hour weekday country purchases paragraphs is_personal response
email_id
785135 10 4 UK 4 4 0 received
479664 4 5 UK 0 4 0 received
233005 19 5 US 10 4 0 received
285041 15 2 US 7 4 1 received
10411 2 5 UK 5 4 0 received
# select original features
# 'paragraphs' isn't an important feature, but I will include it, and see how RF say about it
X = X.loc[:,["country","purchases","paragraphs","is_personal"] ]

# create new feature
X['is_weekend'] = (emails.weekday>=5).astype(int)

# One-Hot-Encode 'country' feature
X = pd.get_dummies(X,columns=["country"],drop_first=True)

# prepare the target
y = (emails.response == 'clicked').astype(int)
X.sample(5)# check the data
purchases paragraphs is_personal is_weekend country_FR country_UK country_US
email_id
231912 5 2 1 1 0.0 0.0 0.0
538951 5 2 1 0 0.0 0.0 0.0
716309 5 2 1 0 1.0 0.0 0.0
695780 6 4 1 1 0.0 0.0 1.0
586318 2 4 1 0 0.0 0.0 1.0
# split for training and testing
Xtrain,Xtest,ytrain,ytest = train_test_split(X,y,test_size=0.33333,random_state = seed)
print 'Train set shape: {}, positive ratio={:.3f}'.format(Xtrain.shape,ytrain.mean())
print 'Test set shape: {}, positive ratio={:.3f}'.format(Xtest.shape,ytest.mean())
Train set shape: (66667, 7), positive ratio=0.021
Test set shape: (33333, 7), positive ratio=0.022

Train the model

Due to time limitation, I will just train one GBM model.

If given sufficient time, I will apply fowllowing strategies to improve the model:

  • build multiple models, and ensemble them (average or stacking) to improve the prediction performance.
  • try more hyper-parameters to find better ones.
train_matrix = xgb.DMatrix(Xtrain,ytrain)
test_matrix = xgb.DMatrix(Xtest)
params = {}
params['objective'] = 'binary:logistic'  # output probabilities
params['eval_metric'] = 'auc'
params["num_rounds"] = 300
params["early_stopping_rounds"] = 30
# params['min_child_weight'] = 2
params['max_depth'] = 6
params['eta'] = 0.1
params["subsample"] = 0.8
params["colsample_bytree"] = 0.8

cv_results = xgb.cv(params,train_matrix,
                    num_boost_round = params["num_rounds"],
                    nfold = params.get('nfold',5),
                    metrics = params['eval_metric'],
                    early_stopping_rounds = params["early_stopping_rounds"],
                    verbose_eval = True,
                    seed = seed)
[0]    train-auc:0.677493+0.00828721    test-auc:0.672627+0.00998874
[1]    train-auc:0.697782+0.00882727    test-auc:0.696658+0.0206434
[2]    train-auc:0.70463+0.00828662    test-auc:0.702561+0.0208773
[3]    train-auc:0.711914+0.00409068    test-auc:0.710696+0.0228788
[4]    train-auc:0.714488+0.00278646    test-auc:0.712043+0.0193185
[5]    train-auc:0.717649+0.00424529    test-auc:0.714465+0.0207032
[6]    train-auc:0.719344+0.00510737    test-auc:0.715544+0.0193956
[7]    train-auc:0.724209+0.00365824    test-auc:0.719632+0.0165027
[8]    train-auc:0.729045+0.00371847    test-auc:0.72386+0.0148701
[9]    train-auc:0.730501+0.00375046    test-auc:0.724429+0.0142755
[10]    train-auc:0.732467+0.0026696    test-auc:0.726337+0.0156743
[11]    train-auc:0.735537+0.00246068    test-auc:0.729132+0.0162888
[12]    train-auc:0.737188+0.00155158    test-auc:0.730848+0.0168706
[13]    train-auc:0.738333+0.00183292    test-auc:0.73156+0.016002
[14]    train-auc:0.740307+0.00175305    test-auc:0.732328+0.0157333
[15]    train-auc:0.741514+0.00256378    test-auc:0.733169+0.0154183
[16]    train-auc:0.742537+0.0021792    test-auc:0.733099+0.0151237
[17]    train-auc:0.744702+0.00246548    test-auc:0.735111+0.0143654
[18]    train-auc:0.744979+0.00216543    test-auc:0.735508+0.0144697
[19]    train-auc:0.746026+0.00214697    test-auc:0.736038+0.0145
[20]    train-auc:0.747204+0.00234766    test-auc:0.73719+0.0144764
[21]    train-auc:0.748409+0.0027355    test-auc:0.737671+0.0133952
[22]    train-auc:0.749618+0.00291407    test-auc:0.738383+0.0132849
[23]    train-auc:0.750261+0.0030989    test-auc:0.739096+0.0125292
[24]    train-auc:0.750758+0.00331821    test-auc:0.739578+0.0117813
[25]    train-auc:0.751382+0.00282425    test-auc:0.739345+0.0120623
[26]    train-auc:0.752415+0.00346696    test-auc:0.740137+0.010798
[27]    train-auc:0.75338+0.00363762    test-auc:0.740929+0.0106986
[28]    train-auc:0.754266+0.00323947    test-auc:0.741637+0.0107274
[29]    train-auc:0.754915+0.00302772    test-auc:0.741759+0.0112564
[30]    train-auc:0.755914+0.0028627    test-auc:0.742037+0.0113041
[31]    train-auc:0.756318+0.0033501    test-auc:0.7425+0.0109369
[32]    train-auc:0.756882+0.00331093    test-auc:0.74231+0.0109721
[33]    train-auc:0.757279+0.00329185    test-auc:0.742169+0.011238
[34]    train-auc:0.757727+0.00332192    test-auc:0.74215+0.0115881
[35]    train-auc:0.758015+0.00318842    test-auc:0.742415+0.0118561
[36]    train-auc:0.75832+0.00301207    test-auc:0.742148+0.0119087
[37]    train-auc:0.758837+0.00294787    test-auc:0.742522+0.0116916
[38]    train-auc:0.759134+0.00323002    test-auc:0.742998+0.0112852
[39]    train-auc:0.759435+0.00314337    test-auc:0.743453+0.0113958
[40]    train-auc:0.759625+0.00329416    test-auc:0.743103+0.0111658
[41]    train-auc:0.760182+0.00309855    test-auc:0.743537+0.0108819
[42]    train-auc:0.760478+0.00316004    test-auc:0.743372+0.011017
[43]    train-auc:0.760531+0.00324614    test-auc:0.743372+0.0112937
[44]    train-auc:0.760811+0.00309214    test-auc:0.743344+0.0112747
[45]    train-auc:0.761199+0.00302771    test-auc:0.743541+0.0114938
[46]    train-auc:0.761436+0.00302944    test-auc:0.743817+0.0118088
[47]    train-auc:0.761543+0.00314059    test-auc:0.744085+0.0117599
[48]    train-auc:0.761755+0.00306749    test-auc:0.744454+0.0118087
[49]    train-auc:0.761926+0.00314977    test-auc:0.744501+0.0118104
[50]    train-auc:0.762055+0.00309526    test-auc:0.744369+0.0119067
[51]    train-auc:0.762271+0.00292601    test-auc:0.744522+0.0120931
[52]    train-auc:0.762409+0.00301158    test-auc:0.744722+0.0119359
[53]    train-auc:0.762461+0.00298882    test-auc:0.744397+0.0117605
[54]    train-auc:0.762592+0.00298153    test-auc:0.744378+0.0119351
[55]    train-auc:0.762895+0.00297585    test-auc:0.744472+0.0118786
[56]    train-auc:0.762913+0.00296567    test-auc:0.744442+0.0117821
[57]    train-auc:0.763132+0.00301844    test-auc:0.744228+0.0117882
[58]    train-auc:0.763194+0.0029937    test-auc:0.744274+0.0116317
[59]    train-auc:0.763377+0.00302593    test-auc:0.744082+0.011701
[60]    train-auc:0.763542+0.00298474    test-auc:0.743952+0.0117522
[61]    train-auc:0.763706+0.00296295    test-auc:0.743824+0.0117634
[62]    train-auc:0.763734+0.00293909    test-auc:0.743966+0.0115998
[63]    train-auc:0.763867+0.00296588    test-auc:0.743936+0.0116863
[64]    train-auc:0.763986+0.0029833    test-auc:0.743937+0.0116513
[65]    train-auc:0.764118+0.00302993    test-auc:0.743966+0.0117081
[66]    train-auc:0.764343+0.00292955    test-auc:0.743819+0.01163
[67]    train-auc:0.76442+0.00289046    test-auc:0.743918+0.0116983
[68]    train-auc:0.76458+0.00284802    test-auc:0.744038+0.0113129
[69]    train-auc:0.764717+0.00293263    test-auc:0.743734+0.0113893
[70]    train-auc:0.764937+0.00289321    test-auc:0.743605+0.0114114
[71]    train-auc:0.764969+0.00291843    test-auc:0.743335+0.0114451
[72]    train-auc:0.765096+0.00293488    test-auc:0.743135+0.0116176
[73]    train-auc:0.765168+0.00292989    test-auc:0.743155+0.0116143
[74]    train-auc:0.765326+0.00296368    test-auc:0.743008+0.0114881
[75]    train-auc:0.765443+0.00296921    test-auc:0.743122+0.0115193
[76]    train-auc:0.765457+0.00295559    test-auc:0.743204+0.011375
[77]    train-auc:0.765536+0.00298759    test-auc:0.74318+0.0113059
[78]    train-auc:0.765807+0.00298637    test-auc:0.74306+0.0113673
[79]    train-auc:0.765864+0.00301058    test-auc:0.743087+0.0114866
[80]    train-auc:0.765975+0.00306381    test-auc:0.743178+0.011708
[81]    train-auc:0.766011+0.00310261    test-auc:0.743395+0.0116618
n_best_trees = cv_results.shape[0]
print "best number of trees: {}".format(n_best_trees)
best number of trees: 53
watchlist = [(train_matrix, 'train')]
gbt = xgb.train(params, train_matrix, n_best_trees,watchlist)
[0]    train-auc:0.702188
[1]    train-auc:0.704781
[2]    train-auc:0.71018
[3]    train-auc:0.714805
[4]    train-auc:0.715547
[5]    train-auc:0.726005
[6]    train-auc:0.725821
[7]    train-auc:0.725022
[8]    train-auc:0.7335
[9]    train-auc:0.735223
[10]    train-auc:0.736723
[11]    train-auc:0.74205
[12]    train-auc:0.742289
[13]    train-auc:0.742862
[14]    train-auc:0.743885
[15]    train-auc:0.743699
[16]    train-auc:0.742109
[17]    train-auc:0.744295
[18]    train-auc:0.746087
[19]    train-auc:0.74534
[20]    train-auc:0.743896
[21]    train-auc:0.74842
[22]    train-auc:0.7502
[23]    train-auc:0.750863
[24]    train-auc:0.750096
[25]    train-auc:0.752116
[26]    train-auc:0.752202
[27]    train-auc:0.752974
[28]    train-auc:0.752529
[29]    train-auc:0.752424
[30]    train-auc:0.753932
[31]    train-auc:0.753449
[32]    train-auc:0.754669
[33]    train-auc:0.755053
[34]    train-auc:0.755589
[35]    train-auc:0.755971
[36]    train-auc:0.757188
[37]    train-auc:0.757529
[38]    train-auc:0.757631
[39]    train-auc:0.757584
[40]    train-auc:0.757568
[41]    train-auc:0.758382
[42]    train-auc:0.758155
[43]    train-auc:0.758213
[44]    train-auc:0.758067
[45]    train-auc:0.7586
[46]    train-auc:0.758911
[47]    train-auc:0.759027
[48]    train-auc:0.759092
[49]    train-auc:0.759198
[50]    train-auc:0.759484
[51]    train-auc:0.759869
[52]    train-auc:0.760239
# plot feature importances
xgb.plot_importance(gbt)
<matplotlib.axes._subplots.AxesSubplot at 0x11ffb4e90>

png

above feature importance match the result from explorary analysis.

Plot ROC curve and choose better probability threshold

since the data is highly imbalanced (positive examples is only 2% of the total examples), if using default probability threshold (0.5), the model just classify every example as negative, so we need to plot the ROC curve and choose a better probability threshold.

But ROC cannot be plot on either training set or test set. so I split the original train set into ‘training’ and ‘validation’ sets, re-train on ‘training set’ and plot ROC on ‘validation set’.

print "n_best_trees={},xgboost parameters: ".format(n_best_trees)
params
n_best_trees=53,xgboost parameters: 





{'colsample_bytree': 0.8,
 'early_stopping_rounds': 30,
 'eta': 0.1,
 'eval_metric': 'auc',
 'max_depth': 6,
 'num_rounds': 300,
 'objective': 'binary:logistic',
 'subsample': 0.8}
# define a function, avoid pollute the current namespace
def validation_roc():
    Xtrain_only,Xvalid,ytrain_only,yvalid = train_test_split(Xtrain,ytrain,test_size=0.2,random_state=seed)

    train_only_matrix = xgb.DMatrix(Xtrain_only,ytrain_only)
    valid_matrix = xgb.DMatrix(Xvalid)

    # retrain on training set
    gbt_train_only = xgb.train(params, train_only_matrix, n_best_trees)

    # predict on validation set
    yvalid_probas = gbt_train_only.predict(valid_matrix, ntree_limit=n_best_trees)

    d = {}
    d['FPR'],d['TPR'],d['Threshold'] = roc_curve(yvalid,yvalid_probas)
    return pd.DataFrame(d)
roc_results = validation_roc()
_ = plt.figure()
plt.plot(roc_results.FPR,roc_results.TPR)
plt.xlabel("FPR")
plt.ylabel('TPR')
<matplotlib.text.Text at 0x11abea2d0>

png

according to above ROC curve and make a compromise between Precision and Recall, I decide to choose a threshold which makes TPR at about 0.6, then FPR will be about 0.3, which I think is acceptable.

roc_results.loc[(roc_results.TPR > 0.6) & (roc_results.TPR < 0.65),:]
FPR TPR Threshold
192 0.274192 0.613861 0.030303
193 0.274729 0.613861 0.030261
194 0.274960 0.613861 0.030247
195 0.284245 0.617162 0.030224
196 0.288389 0.620462 0.029755
197 0.288619 0.620462 0.029587
198 0.290998 0.623762 0.029482
199 0.291229 0.623762 0.029463
200 0.291996 0.630363 0.029195
201 0.292380 0.630363 0.029118
202 0.294298 0.630363 0.028849
203 0.295296 0.630363 0.028624
204 0.296217 0.630363 0.028613
205 0.302663 0.630363 0.028445
206 0.303661 0.630363 0.028363
207 0.303737 0.630363 0.028344
208 0.304044 0.630363 0.028225
209 0.313944 0.643564 0.028042
210 0.314020 0.646865 0.028016
211 0.315709 0.646865 0.027908
212 0.316016 0.646865 0.027625
# choose a threshold based on ROC
# FPR=0.292380, TPR=0.630363, Threshold=0.029118
pos_prob_threshold = 0.029118

def adjust_predict(matrix):
    y_probas = gbt.predict(matrix, ntree_limit=n_best_trees)
    return (y_probas > pos_prob_threshold).astype(int)
ytrain_pred = adjust_predict(train_matrix)
print classification_report(ytrain,ytrain_pred)
             precision    recall  f1-score   support

          0       0.99      0.72      0.83     65265
          1       0.05      0.65      0.09      1402

avg / total       0.97      0.71      0.82     66667

ytest_pred = adjust_predict(test_matrix)
print classification_report(ytest,ytest_pred)
             precision    recall  f1-score   support

          0       0.99      0.71      0.83     32616
          1       0.04      0.60      0.08       717

avg / total       0.97      0.71      0.81     33333

more accurate Precision and Recall

print "test precision: {:.2f}%".format(precision_score(ytest,ytest_pred) * 100)
print "test recall: {:.2f}%".format(recall_score(ytest,ytest_pred) * 100)
test precision: 4.35%
test recall: 60.11%
gbt.save_model('gbt.model')

Answer question 2 and question 3’s first part

  • The VP of marketing thinks that it is stupid to send emails to a random subset and in a random way. Based on all the information you have about the emails that were sent, can you build a model to optimize in future email campaigns to maximize the probability of users clicking on the link inside the email?
  • By how much do you think your model would improve click through rate ( defined as # of users who click on the link / total users who received the email). How would you test that?

I have build a Gradient Boosting Tree model in previous section which predicts whether a user will click the link or not. Then the new email campaign strategy will be: only send email to users which my GBM model predicts positive.

n_emails_old_sent = ytest_pred.shape[0]
n_emails_new_sent = ytest_pred.sum()
saving_percentage = 100 - n_emails_new_sent * 100.0/n_emails_old_sent
pd.Series({'#emails sent in old way': n_emails_old_sent,
           '#emails sent in new way': n_emails_new_sent,
           'saving percentage (%)': saving_percentage})
#emails sent in new way     9904.000000
#emails sent in old way    33333.000000
saving percentage (%)         70.287703
dtype: float64

according to its predictive result on test set

  • my model only need to send 30% of the old email amount, saving 70% amount.
  • my model will cover 60% of valued users which will click the link.
  • 4.35% of the receiver will open email and click the link. compare with old strategy, whose click rate is 2.12% , my new strategy can double the click rate.

Answer question 3’s second part

By how much do you think your model would improve click through rate ( defined as # of users who click on the link / total users who received the email). How would you test that?

To test my conclusion, we need to perform a A/B test:

  1. randomly assign users to two groups, Control group and Experiment group.
  2. in Control group, still use the old email-campaign strategy, i.e., just send emails to all users in Control group.
  3. in Experiment group, use my model to predict whether the user will click the link or not. and only send emails to those users whose predictive result is positive.
  4. then we preform a one-tail unpaired t-test to test whether Experiement group’s population proportion is higher than Control group’s population proportion.

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