Building a Lead Scoring Model with EvalML#

In this demo, we will build an optimized lead scoring model using EvalML. To optimize the pipeline, we will set up an objective function to maximize the revenue generated with true positives while taking into account the cost of false positives. At the end of this demo, we also show you how introducing the right objective during the training is significantly better than using a generic machine learning metric like AUC.

[1]:
import evalml
from evalml import AutoMLSearch
from evalml.objectives import LeadScoring

Configure LeadScoring#

To optimize the pipelines toward the specific business needs of this model, you can set your own assumptions for how much value is gained through true positives and the cost associated with false positives. These parameters are

  • true_positive - dollar amount to be gained with a successful lead

  • false_positive - dollar amount to be lost with an unsuccessful lead

Using these parameters, EvalML builds a pileline that will maximize the amount of revenue per lead generated.

[2]:
lead_scoring_objective = LeadScoring(
    true_positives=25,
    false_positives=-5
)

Dataset#

We will be utilizing a dataset detailing a customer’s job, country, state, zip, online action, the dollar amount of that action and whether they were a successful lead.

[3]:
from urllib.request import urlopen
import pandas as pd
import woodwork as ww
customers_data = urlopen('https://featurelabs-static.s3.amazonaws.com/lead_scoring_ml_apps/customers.csv')
interactions_data = urlopen('https://featurelabs-static.s3.amazonaws.com/lead_scoring_ml_apps/interactions.csv')
leads_data = urlopen('https://featurelabs-static.s3.amazonaws.com/lead_scoring_ml_apps/previous_leads.csv')
customers = pd.read_csv(customers_data)
interactions = pd.read_csv(interactions_data)
leads = pd.read_csv(leads_data)

X = customers.merge(interactions, on='customer_id').merge(leads, on='customer_id')
y = X['label']
X = X.drop(['customer_id', 'date_registered', 'birthday','phone', 'email',
            'owner', 'company', 'id', 'time_x',
            'session', 'referrer', 'time_y', 'label', 'country'], axis=1)
display(X.head())
job state zip action amount
0 Engineer, mining NY 60091.0 page_view NaN
1 Psychologist, forensic CA NaN purchase 135.23
2 Psychologist, forensic CA NaN page_view NaN
3 Air cabin crew NaN 60091.0 download NaN
4 Air cabin crew NaN 60091.0 page_view NaN

We will convert our data into Woodwork data structures. Doing so enables us to have more control over the types passed to and inferred by AutoML.

[4]:
X.ww.init(semantic_tags={'job': 'category'}, logical_types={'job': 'Categorical'})
y = ww.init_series(y)
X.ww
[4]:
Physical Type Logical Type Semantic Tag(s)
Column
job category Categorical ['category']
state category Categorical ['category']
zip float64 Double ['numeric']
action category Categorical ['category']
amount float64 Double ['numeric']

Search for the best pipeline#

In order to validate the results of the pipeline creation and optimization process, we will save some of our data as a holdout set.

EvalML natively supports one-hot encoding and imputation so the above NaN and categorical values will be taken care of.

[5]:
X_train, X_holdout, y_train, y_holdout = evalml.preprocessing.split_data(X, y, problem_type='binary', test_size=0.2, random_seed=0)

X.ww
[5]:
Physical Type Logical Type Semantic Tag(s)
Column
job category Categorical ['category']
state category Categorical ['category']
zip float64 Double ['numeric']
action category Categorical ['category']
amount float64 Double ['numeric']

Because the lead scoring labels are binary, we will use set the problem type to “binary”. When we call .search(), the search for the best pipeline will begin.

[6]:
automl = AutoMLSearch(X_train=X_train, y_train=y_train,
                      problem_type='binary',
                      objective=lead_scoring_objective,
                      additional_objectives=['auc'],
                      allowed_model_families=["catboost", "random_forest", "linear_model"],
                      max_batches=3,
                      verbose=True)

automl.search()
*****************************
* Beginning pipeline search *
*****************************

Optimizing for Lead Scoring.
Greater score is better.

Using SequentialEngine to train and score pipelines.
Searching up to 3 batches for a total of None pipelines.
Allowed model families:

Evaluating Baseline Pipeline: Mode Baseline Binary Classification Pipeline
Mode Baseline Binary Classification Pipeline:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.000

*****************************
* Evaluating Batch Number 1 *
*****************************

Logistic Regression Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: -0.004
Random Forest Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.039

*****************************
* Evaluating Batch Number 2 *
*****************************

Logistic Regression Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler + RF Classifier Select From Model:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.041
Random Forest Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + RF Classifier Select From Model:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.016

*****************************
* Evaluating Batch Number 3 *
*****************************

Decision Tree Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.011
LightGBM Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: -0.010
Extra Trees Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.009
Elastic Net Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Standard Scaler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.000
CatBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.360
XGBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean Lead Scoring: 0.004

Search finished after 00:29
Best pipeline: CatBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + Oversampler
Best pipeline Lead Scoring: 0.360294

View rankings and select pipeline#

Once the fitting process is done, we can see all of the pipelines that were searched, ranked by their score on the lead scoring objective we defined.

[7]:
automl.rankings
[7]:
id pipeline_name search_order mean_cv_score standard_deviation_cv_score validation_score percent_better_than_baseline high_variance_cv parameters
0 9 CatBoost Classifier w/ Label Encoder + Select ... 9 0.360294 0.072885 0.360294 inf False {'Label Encoder': {'positive_label': None}, 'N...
1 3 Logistic Regression Classifier w/ Label Encode... 3 0.040866 0.065818 0.040866 inf False {'Label Encoder': {'positive_label': None}, 'I...
2 2 Random Forest Classifier w/ Label Encoder + Im... 2 0.038720 0.034897 0.038720 inf False {'Label Encoder': {'positive_label': None}, 'I...
3 4 Random Forest Classifier w/ Label Encoder + Im... 4 0.016129 0.027936 0.016129 inf False {'Label Encoder': {'positive_label': None}, 'I...
4 5 Decision Tree Classifier w/ Label Encoder + Se... 5 0.010753 0.018624 0.010753 inf False {'Label Encoder': {'positive_label': None}, 'N...
5 7 Extra Trees Classifier w/ Label Encoder + Sele... 7 0.008602 0.014899 0.008602 inf False {'Label Encoder': {'positive_label': None}, 'N...
6 10 XGBoost Classifier w/ Label Encoder + Select C... 10 0.004301 0.007450 0.004301 inf False {'Label Encoder': {'positive_label': None}, 'N...
7 0 Mode Baseline Binary Classification Pipeline 0 0.000000 0.000000 0.000000 0.0 False {'Label Encoder': {'positive_label': None}, 'B...
8 8 Elastic Net Classifier w/ Label Encoder + Sele... 8 0.000000 0.000000 0.000000 0.0 False {'Label Encoder': {'positive_label': None}, 'N...
9 1 Logistic Regression Classifier w/ Label Encode... 1 -0.004300 0.009857 -0.004300 inf False {'Label Encoder': {'positive_label': None}, 'I...
10 6 LightGBM Classifier w/ Label Encoder + Select ... 6 -0.009681 0.008539 -0.009681 inf False {'Label Encoder': {'positive_label': None}, 'N...

To select the best pipeline we can call automl.best_pipeline.

[8]:
best_pipeline = automl.best_pipeline

Describe pipeline#

You can get more details about any pipeline, including how it performed on other objective functions by calling .describe_pipeline() and specifying the id of the pipeline.

[9]:
automl.describe_pipeline(automl.rankings.iloc[0]["id"])
***********************************************************************************************************************************************************************************************************************
* CatBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + Oversampler *
***********************************************************************************************************************************************************************************************************************

Problem Type: binary
Model Family: CatBoost

Pipeline Steps
==============
1. Label Encoder
         * positive_label : None
2. Select Columns By Type Transformer
         * column_types : ['Categorical', 'EmailAddress', 'URL']
         * exclude : True
3. Label Encoder
         * positive_label : None
4. Imputer
         * categorical_impute_strategy : most_frequent
         * numeric_impute_strategy : mean
         * categorical_fill_value : None
         * numeric_fill_value : None
5. Oversampler
         * sampling_ratio : 0.25
         * k_neighbors_default : 5
         * n_jobs : -1
         * sampling_ratio_dict : None
         * k_neighbors : 5
6. Select Columns Transformer
         * columns : ['zip', 'amount']
7. Select Columns Transformer
         * columns : ['job', 'state', 'action']
8. Label Encoder
         * positive_label : None
9. Imputer
         * categorical_impute_strategy : most_frequent
         * numeric_impute_strategy : mean
         * categorical_fill_value : None
         * numeric_fill_value : None
10. Oversampler
         * sampling_ratio : 0.25
         * k_neighbors_default : 5
         * n_jobs : -1
         * sampling_ratio_dict : None
         * k_neighbors : 5
11. CatBoost Classifier
         * n_estimators : 10
         * eta : 0.03
         * max_depth : 6
         * bootstrap_type : None
         * silent : True
         * allow_writing_files : False
         * n_jobs : -1

Training
========
Training for binary problems.
Objective to optimize binary classification pipeline thresholds for: <evalml.objectives.lead_scoring.LeadScoring object at 0x7f4d09ac05e0>
Total training time (including CV): 1.3 seconds

Cross Validation
----------------
             Lead Scoring   AUC # Training # Validation
0                   0.429 0.846      3,099        1,550
1                   0.284 0.890      3,099        1,550
2                   0.368 0.891      3,100        1,549
mean                0.360 0.876          -            -
std                 0.073 0.025          -            -
coef of var         0.202 0.029          -            -

Evaluate on hold out#

Finally, since the best pipeline was trained on all of the training data, we evaluate it on the holdout dataset.

[10]:
best_pipeline_score = best_pipeline.score(X_holdout, y_holdout, objectives=["auc", lead_scoring_objective])
best_pipeline_score
[10]:
OrderedDict([('AUC', 0.8733152009670595),
             ('Lead Scoring', 0.5030094582975064)])

Why optimize for a problem-specific objective?#

To demonstrate the importance of optimizing for the right objective, let’s search for another pipeline using AUC, a common machine learning metric. After that, we will score the holdout data using the lead scoring objective to see how the best pipelines compare.

[11]:
automl_auc = evalml.AutoMLSearch(X_train=X_train, y_train=y_train,
                                 problem_type='binary',
                                 objective='auc',
                                 additional_objectives=[lead_scoring_objective],
                                 allowed_model_families=["catboost", "random_forest", "linear_model"],
                                 max_batches=3,
                                 verbose=True)

automl_auc.search()
*****************************
* Beginning pipeline search *
*****************************

Optimizing for AUC.
Greater score is better.

Using SequentialEngine to train and score pipelines.
Searching up to 3 batches for a total of None pipelines.
Allowed model families:

Evaluating Baseline Pipeline: Mode Baseline Binary Classification Pipeline
Mode Baseline Binary Classification Pipeline:
        Starting cross validation
        Finished cross validation - mean AUC: 0.500

*****************************
* Evaluating Batch Number 1 *
*****************************

Logistic Regression Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.653
Random Forest Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.652

*****************************
* Evaluating Batch Number 2 *
*****************************

Logistic Regression Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler + RF Classifier Select From Model:
        Starting cross validation
        Finished cross validation - mean AUC: 0.643
Random Forest Classifier w/ Label Encoder + Imputer + One Hot Encoder + Oversampler + RF Classifier Select From Model:
        Starting cross validation
        Finished cross validation - mean AUC: 0.637

*****************************
* Evaluating Batch Number 3 *
*****************************

Decision Tree Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.579
LightGBM Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.601
Extra Trees Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.649
Elastic Net Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Standard Scaler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler + Standard Scaler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.635
CatBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.876
XGBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + One Hot Encoder + Oversampler:
        Starting cross validation
        Finished cross validation - mean AUC: 0.628

Search finished after 00:30
Best pipeline: CatBoost Classifier w/ Label Encoder + Select Columns By Type Transformer + Label Encoder + Imputer + Oversampler + Select Columns Transformer + Select Columns Transformer + Label Encoder + Imputer + Oversampler
Best pipeline AUC: 0.875697
[12]:
automl_auc.rankings
[12]:
id pipeline_name search_order mean_cv_score standard_deviation_cv_score validation_score percent_better_than_baseline high_variance_cv parameters
0 9 CatBoost Classifier w/ Label Encoder + Select ... 9 0.875697 0.025383 0.875697 37.569667 False {'Label Encoder': {'positive_label': None}, 'N...
1 1 Logistic Regression Classifier w/ Label Encode... 1 0.652954 0.036080 0.652954 15.295408 False {'Label Encoder': {'positive_label': None}, 'I...
2 2 Random Forest Classifier w/ Label Encoder + Im... 2 0.651591 0.059622 0.651591 15.159098 False {'Label Encoder': {'positive_label': None}, 'I...
3 7 Extra Trees Classifier w/ Label Encoder + Sele... 7 0.649083 0.036805 0.649083 14.908343 False {'Label Encoder': {'positive_label': None}, 'N...
4 3 Logistic Regression Classifier w/ Label Encode... 3 0.642721 0.050740 0.642721 14.272080 False {'Label Encoder': {'positive_label': None}, 'I...
5 4 Random Forest Classifier w/ Label Encoder + Im... 4 0.637190 0.049395 0.637190 13.719027 False {'Label Encoder': {'positive_label': None}, 'I...
6 8 Elastic Net Classifier w/ Label Encoder + Sele... 8 0.634544 0.024862 0.634544 13.454355 False {'Label Encoder': {'positive_label': None}, 'N...
7 10 XGBoost Classifier w/ Label Encoder + Select C... 10 0.628339 0.018670 0.628339 12.833910 False {'Label Encoder': {'positive_label': None}, 'N...
8 6 LightGBM Classifier w/ Label Encoder + Select ... 6 0.600536 0.011945 0.600536 10.053587 False {'Label Encoder': {'positive_label': None}, 'N...
9 5 Decision Tree Classifier w/ Label Encoder + Se... 5 0.579447 0.010766 0.579447 7.944728 False {'Label Encoder': {'positive_label': None}, 'N...
10 0 Mode Baseline Binary Classification Pipeline 0 0.500000 0.000000 0.500000 0.000000 False {'Label Encoder': {'positive_label': None}, 'B...

Like before, we can look at the rankings and pick the best pipeline.

[13]:
best_pipeline_auc = automl_auc.best_pipeline
[14]:
# get the auc and lead scoring score on holdout data
best_pipeline_auc_score = best_pipeline_auc.score(X_holdout, y_holdout,  objectives=["auc", lead_scoring_objective])
best_pipeline_auc_score
[14]:
OrderedDict([('AUC', 0.8733152009670595),
             ('Lead Scoring', 0.2880481513327601)])
[15]:
assert best_pipeline_score['Lead Scoring'] >= best_pipeline_auc_score['Lead Scoring']
assert best_pipeline_auc_score['Lead Scoring'] >= 0

When we optimize for AUC, we can see that the AUC score from this pipeline is similar to the AUC score from the pipeline optimized for lead scoring. However, the revenue per lead is much smaller per lead when optimized for AUC and was much larger when optimized for lead scoring. As a result, we would have a huge gain on the amount of revenue if we optimized for lead scoring.

This happens because optimizing for AUC does not take into account the user-specified true_positive (dollar amount to be gained with a successful lead) and false_positive (dollar amount to be lost with an unsuccessful lead) values. Thus, the best pipelines may produce the highest AUC but may not actually generate the most revenue through lead scoring.

This example highlights how performance in the real world can diverge greatly from machine learning metrics.