• 【python数据分析】银行风控模型的建立


    # -*- coding: utf-8 -*-
    """
    Spyder Editor
    
    This is a temporary script file.
    """
    import pandas as pd
    import numpy as np
    #导入划分数据集函数
    from sklearn.model_selection import train_test_split
    #读取数据
    datafile = 'C:\\Users\\litchi\\Desktop\\python数据分析\\data(1)\\data\\bankloan.xls'#文件路径
    data = pd.read_excel(datafile)
    x = data.iloc[:,:8]
    y = data.iloc[:,8]
    #划分数据集
    x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=100)
    #导入模型和函数
    from keras.models import Sequential
    from keras.layers import Dense,Dropout
    #导入指标
    from keras.metrics import BinaryAccuracy
    #导入时间库计时
    import time
    start_time = time.time()
    #-------------------------------------------------------#
    model = Sequential()
    model.add(Dense(input_dim=8,units=800,activation='relu'))#激活函数relu
    model.add(Dropout(0.5))#防止过拟合的掉落函数
    model.add(Dense(input_dim=800,units=400,activation='relu'))
    model.add(Dropout(0.5))
    model.add(Dense(input_dim=400,units=1,activation='sigmoid'))
    
    model.compile(loss='binary_crossentropy', optimizer='adam',metrics=[BinaryAccuracy()])
    model.fit(x_train,y_train,epochs=100,batch_size=128)
    loss,binary_accuracy = model.evaluate(x,y,batch_size=128)
    #--------------------------------------------------------#
    end_time = time.time()
    run_time = end_time-start_time#运行时间
    
    print('模型运行时间:{}'.format(run_time))
    print('模型损失值:{}'.format(loss))
    print('模型精度:{}'.format(binary_accuracy))
    
    yp = model.predict(x).reshape(len(y))
    yp = np.around(yp,0).astype(int) #转换为整型
    from cm_plot import *  # 导入自行编写的混淆矩阵可视化函数
    
    cm_plot(y,yp).show()  # 显示混淆矩阵可视化结果
    def cm_plot(y, yp):
      
      from sklearn.metrics import confusion_matrix #导入混淆矩阵函数
    
      cm = confusion_matrix(y, yp) #混淆矩阵
      
      import matplotlib.pyplot as plt #导入作图库
      plt.matshow(cm, cmap=plt.cm.Greens) #画混淆矩阵图,配色风格使用cm.Greens,更多风格请参考官网。
      plt.colorbar() #颜色标签
      
      for x in range(len(cm)): #数据标签
        for y in range(len(cm)):
          plt.annotate(cm[x,y], xy=(x, y), horizontalalignment='center', verticalalignment='center')
      
      plt.ylabel('True label') #坐标轴标签
      plt.xlabel('Predicted label') #坐标轴标签
      return plt

    混淆矩阵:

     决策树:

    import pandas as pd
    import time
    import numpy as np
    import seaborn as sns
    import matplotlib.pyplot as plt 
    from sklearn.model_selection import train_test_split
    from sklearn.tree import DecisionTreeClassifier as DTC
    from sklearn.ensemble import RandomForestClassifier as RFC
    from sklearn import svm
    from sklearn import tree
    from sklearn.metrics import confusion_matrix
    from sklearn.metrics import accuracy_score
    from sklearn.metrics import roc_curve, auc
    from sklearn.neighbors import KNeighborsClassifier as KNN
    #导入plot_roc_curve,roc_curve和roc_auc_score模块
    from sklearn.metrics import plot_roc_curve,roc_curve,auc,roc_auc_score
    filePath = 'C:/Users/86188/Desktop/Python数据挖掘与数据分析/My work/data2/bankloan2.xls'
    data = pd.read_excel(filePath)
    x = data.iloc[:,:8]
    y = data.iloc[:,8]
    x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=100)
    
    #模型
    svm_clf = svm.SVC()#支持向量机
    dtc_clf = DTC(criterion='entropy')#决策树
    rfc_clf = RFC(n_estimators=10)#随机森林
    knn_clf = KNN()#K邻近
    
    #训练
    knn_clf.fit(x_train,y_train)
    rfc_clf.fit(x_train,y_train)
    dtc_clf.fit(x_train,y_train)
    svm_clf.fit(x_train, y_train)
    
    
    #ROC曲线比较
    fig,ax = plt.subplots(figsize=(12,10))
    rfc_roc = plot_roc_curve(estimator=rfc_clf, X=x, 
                            y=y, ax=ax, linewidth=1)
    svm_roc = plot_roc_curve(estimator=svm_clf, X=x, 
                            y=y, ax=ax, linewidth=1)
    dtc_roc = plot_roc_curve(estimator=dtc_clf, X=x,
                            y=y, ax=ax, linewidth=1)
    knn_roc = plot_roc_curve(estimator=knn_clf, X=x,
                            y=y, ax=ax, linewidth=1)
    ax.legend(fontsize=12)
    plt.show()
    
    #模型评价
    rfc_yp = rfc_clf.predict(x)
    rfc_score = accuracy_score(y, rfc_yp)
    svm_yp = svm_clf.predict(x)
    svm_score = accuracy_score(y, svm_yp)
    dtc_yp = dtc_clf.predict(x)
    dtc_score = accuracy_score(y, dtc_yp)
    knn_yp = knn_clf.predict(x)
    knn_score = accuracy_score(y, knn_yp)
    score = {"随机森林得分":rfc_score,"支持向量机得分":svm_score,"决策树得分":dtc_score,"K邻近得分":knn_score}
    score = sorted(score.items(),key = lambda score:score[0],reverse=True)
    print(pd.DataFrame(score))
    
    #中文标签、负号正常显示
    plt.rcParams['font.sans-serif'] = ['SimHei']
    plt.rcParams['axes.unicode_minus'] = False
    
    #绘制混淆矩阵
    figure = plt.subplots(figsize=(12,10))
    plt.subplot(2,2,1)
    plt.title('随机森林')
    rfc_cm = confusion_matrix(y, rfc_yp)
    heatmap = sns.heatmap(rfc_cm, annot=True, fmt='d')
    heatmap.yaxis.set_ticklabels(heatmap.yaxis.get_ticklabels(), rotation=0, ha='right')
    heatmap.xaxis.set_ticklabels(heatmap.xaxis.get_ticklabels(), rotation=45, ha='right')
    plt.ylabel("true label")
    plt.xlabel("predict label")
    
    plt.subplot(2,2,2)
    plt.title('支持向量机')
    svm_cm = confusion_matrix(y, svm_yp)
    heatmap = sns.heatmap(svm_cm, annot=True, fmt='d')
    heatmap.yaxis.set_ticklabels(heatmap.yaxis.get_ticklabels(), rotation=0, ha='right')
    heatmap.xaxis.set_ticklabels(heatmap.xaxis.get_ticklabels(), rotation=45, ha='right')
    plt.ylabel("true label")
    plt.xlabel("predict label")
    
    plt.subplot(2,2,3)
    plt.title('决策树')
    dtc_cm = confusion_matrix(y, dtc_yp)
    heatmap = sns.heatmap(dtc_cm, annot=True, fmt='d')
    heatmap.yaxis.set_ticklabels(heatmap.yaxis.get_ticklabels(), rotation=0, ha='right')
    heatmap.xaxis.set_ticklabels(heatmap.xaxis.get_ticklabels(), rotation=45, ha='right')
    plt.ylabel("true label")
    plt.xlabel("predict label")
    
    plt.subplot(2,2,4)
    plt.title('K邻近')
    knn_cm = confusion_matrix(y, knn_yp)
    heatmap = sns.heatmap(knn_cm, annot=True, fmt='d')
    heatmap.yaxis.set_ticklabels(heatmap.yaxis.get_ticklabels(), rotation=0, ha='right')
    heatmap.xaxis.set_ticklabels(heatmap.xaxis.get_ticklabels(), rotation=45, ha='right')
    plt.ylabel("true label")
    plt.xlabel("predict label")
    plt.show()
    
    #画出决策树
    import pandas as pd
    import os
    os.environ["PATH"] += os.pathsep + 'D:/软件下载安装/Graphviz/bin'
    from sklearn.tree import export_graphviz
    x = pd.DataFrame(x)
    
    with open(r"C:/Users/86188/Desktop/Python数据挖掘与数据分析/My work/tmp/banklodan_tree.dot", 'w') as f:
        export_graphviz(dtc_clf, feature_names = x.columns, out_file = f)
        f.close()
        
    from IPython.display import Image  
    from sklearn import tree
    import pydotplus 
    dot_data = tree.export_graphviz(dtc_clf, out_file=None,  #regr_1 是对应分类器
                             feature_names=x.columns,   #对应特征的名字
                             class_names= ['不违约','违约'],    #对应类别的名字
                             filled=True, rounded=True,  
                             special_characters=True)  
    
    #让graphviz显示中文用"MicrosoftYaHei"代替'helvetica'
    graph = pydotplus.graph_from_dot_data(dot_data.replace('helvetica',"MicrosoftYaHei"))  
    graph.write_png(C:\\Users\\litchi\\Desktop\\Matlab数据挖掘banklodan_tree.png')    #保存图像
    Image(graph.create_png()) 
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  • 原文地址:https://www.cnblogs.com/litchi666/p/16071794.html
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