demo4.py

# -*- coding: utf-8 -*-
# 信用卡违约率分析
import matplotlib
import pandas as pd
from sklearn.model_selection import learning_curve, train_test_split, GridSearchCV
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import Pipeline
from sklearn.metrics import accuracy_score
from sklearn.svm import SVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.neighbors import KNeighborsClassifier
from matplotlib import pyplot as plt
# 打印配置文件路径 我的是在个人文件夹
print(matplotlib.matplotlib_fname())
import seaborn as sns

# 数据加载
data = data = pd.read_csv('./UCI_Credit_Card.csv')
# 数据探索
print(data.shape)  # 查看数据集大小
print(data.describe())  # 数据集概览
# 查看下一个月违约率的情况
next_month = data['default.payment.next.month'].value_counts()
print(next_month)
df = pd.DataFrame({'default.payment.next.month': next_month.index, 'values': next_month.values})
plt.rcParams['font.sans-serif'] = ['SimHei']  # 用来正常显示中文标签
plt.figure(figsize=(6, 6))
plt.title(u'信用卡违约率客户\n (违约：1，守约：0)')
sns.set_color_codes("pastel")
sns.barplot(x='default.payment.next.month', y="values", data=df)
locs, labels = plt.xticks()
plt.show()
# 特征选择，去掉ID字段、最后一个结果字段即可
data.drop(['ID'], inplace=True, axis=1)  # ID这个字段没有用
target = data['default.payment.next.month'].values
columns = data.columns.tolist()
columns.remove('default.payment.next.month')
features = data[columns].values
# 30%作为测试集，其余作为训练集
train_x, test_x, train_y, test_y = train_test_split(features, target, test_size=0.30, stratify=target, random_state=1)

# 构造各种分类器
classifiers = [
  SVC(random_state=1, kernel='rbf'),
  DecisionTreeClassifier(random_state=1, criterion='gini'),
  RandomForestClassifier(random_state=1, criterion='gini'),
  KNeighborsClassifier(metric='minkowski'),
]
# 分类器名称
classifier_names = [
  'svc',
  'decisiontreeclassifier',
  'randomforestclassifier',
  'kneighborsclassifier',
]
# 分类器参数
classifier_param_grid = [
  {'svc__C': [1], 'svc__gamma': [0.01]},
  {'decisiontreeclassifier__max_depth': [6, 9, 11]},
  {'randomforestclassifier__n_estimators': [3, 5, 6]},
  {'kneighborsclassifier__n_neighbors': [4, 6, 8]},
]


# 对具体的分类器进行GridSearchCV参数调优
def GridSearchCV_work(pipeline, train_x, train_y, test_x, test_y, param_grid, score='accuracy'):
  response = {}
  gridsearch = GridSearchCV(estimator=pipeline, param_grid=param_grid, scoring=score)
  # 寻找最优的参数 和最优的准确率分数
  search = gridsearch.fit(train_x, train_y)
  print("GridSearch最优参数：", search.best_params_)
  print("GridSearch最优分数： %0.4lf" % search.best_score_)
  predict_y = gridsearch.predict(test_x)
  print("准确率 %0.4lf" % accuracy_score(test_y, predict_y))
  response['predict_y'] = predict_y
  response['accuracy_score'] = accuracy_score(test_y, predict_y)
  return response


for model, model_name, model_param_grid in zip(classifiers, classifier_names, classifier_param_grid):
  pipeline = Pipeline([
    ('scaler', StandardScaler()),
    (model_name, model)
  ])
  result = GridSearchCV_work(pipeline, train_x, train_y, test_x, test_y, model_param_grid, score='accuracy')