决策树也可以做特征分析啦

决策树也可以做特征分析啦

那么这个代码是用于建模初期，你为了大概了解变量的一个基本特征写的，不是最优分组哈，因为这个代码是将变量最多分为12组，分这么多组的原因也是为了更好的观察特征而已啦，你要是觉得太多组，你可以改下树的深度这些调整一下，这里关于变量特征怎么看，我就不说了.....

%macro

zhandapao(data,DVAR,id,dir);

proc datasets lib=work nodetails;

delete

varname_total;

run;

 

%let lib=%upcase(%scan(&data.,1,'.'));

%letdname=%upcase(%scan(&data.,2,'.'));

%globalvar_list var_num;

proc sql noprint;

select name,count(*) into :var_list separated by' ',:var_num

from sashelp.VCOLUMN

where left(libname)="&lib."and

left(memname)="&dname."and

type="num"and

lowcase(name)^=lowcase("&DVAR.")

and lowcase(name)^="&id.";

quit;

%put

&var_list.;

 

%doi=1%to&var_num.;

%letnumvar_name_&i.=%scan(&var_list.,&i.);

%put&numvar_name_1.;

proc split data=&data.splitsize=300

maxbranch=2

MAXDEPTH=5nsurrs=5

assess=lift criterion=gini;

input &&numvar_name_&i./level=interval;

target &DVAR./level=binary;

Score data=&data.out=d_&&numvar_name_&i.;

code file="&dir.treecode_tic_&&numvar_name_&i..sas";

describe file="&dir.treerule_tic_&&numvar_name_&i..txt";

run;

data n_D_&&numvar_name_&i.;

set d_&&numvar_name_&i.;

%include"&dir.treecode_tic_&&numvar_name_&i..sas";

rename p_&DVAR.1=p_&&numvar_name_&i.;

run;

proc sql noprint;

select count(*),max(&&numvar_name_&i.),min(&&numvar_name_&i.)into:total, :max ,:min from n_D_&&numvar_name_&i.;

quit;

data n_D_&&numvar_name_&i.;

set n_D_&&numvar_name_&i.;

if &min.<=&&numvar_name_&i.<=&max.

then flag="no_null";

else flag="null";

run;

proc sql;

select count(*) into:is_null from

n_D_&&numvar_name_&i.;

quit;

%if&is_null.>0%then%do;

proc sql noprint;

select count(*),max(&&numvar_name_&i.),min(&&numvar_name_&i.)into:total,:max ,:min from n_D_&&numvar_name_&i.;

create table total as

select"&&numvar_name_&i."as

varname,

min(&&numvar_name_&i.) as interval_1,

max(&&numvar_name_&i.) as interval_2,

compress(put(min(round(&&numvar_name_&i.,0.0001)),best32.))||'-'||compress(put(max(round(&&numvar_name_&i.,0.0001)),best32.)) as interval,

sum(&DVAR.) as bad_num,

count(*) as total_num,

count(*)/&total.as num_rate,

sum(&DVAR.)/count(*) as bad_rate

from n_D_&&numvar_name_&i.

group by p_&&numvar_name_&i.

union all

select"&&numvar_name_&i."as varname,

-9999as interval_1,

-9999as interval_2,

'null'as interval,

sum(&DVAR.) as bad_num,

count(*) as total_num,

count(*)/&total.as num_rate,

sum(&DVAR.)/count(*) as bad_rate

from n_D_&&numvar_name_&i.(where=(&&numvar_name_&i.=.))

group by p_&&numvar_name_&i.

order by interval_1;

quit;

%end;

%else%do;

proc sql noprint;

select count(*),max(&&numvar_name_&i.),min(&&numvar_name_&i.)into:total,:max ,:min from n_D_&&numvar_name_&i.;

create table total as

select"&&numvar_name_&i."as varname,

min(&&numvar_name_&i.) asninterval_1,

max(&&numvar_name_&i.) as interval_2,

compress(put(min(round(&&numvar_name_&i.,0.0001)),best32.))||'-'||compress(put(max(round(&&numvar_name_&i.,0.0001)),best32.)) as interval,

sum(&DVAR.) as bad_num,

count(*) as total_num,

count(*)/&total.as num_rate,

sum(&DVAR.)/count(*) as bad_rate

from n_D_&&numvar_name_&i.

group by p_&&numvar_name_&i.

order by interval_1;

quit;

%end;

data &&numvar_name_&i.;

set total;

group=_n_;

run;

proc append base=varname_total

data=&&numvar_name_&i.

force;run;

proc datasets lib=work nodetails;

delete total n_: d_:

&&numvar_name_&i.

_namedat;

quit;

%end;

%mend;

解释一下这个代码怎么用，这个宏已经是封装好了的，直接填入参数就可以用了：

zhandapao(data,DVAR,id,dir);

data:填入你的数据集

DVAR：填入你的因变量

id：填入你的数据集的主键

dir：这个你需要填一个路径，是用来放决策树的规则的文件下，决策树的规则文件你看不懂没关系，你填个类似“F/DD”的路径就可以了。

例子：%zhandapao(DD.TEST_DATA,y,CUSTOMER_id,D:test_1);

结果图就是这样子：

那么今天的更新就到这里啦