import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import datetime
import warnings
warnings.filterwarnings('ignore')
data_train = pd.read_csv('F:\\Datas\\Financial_risk_control\\train.csv')
data_test_a = pd.read_csv('F:\\Datas\\Financial_risk_control\\testA.csv')
data_train_sample = pd.read_csv("F:\\Datas\\Financial_risk_control\\train.csv",nrows=5)
data_train_sample
id | loanAmnt | term | interestRate | installment | grade | subGrade | employmentTitle | employmentLength | homeOwnership | ... | n5 | n6 | n7 | n8 | n9 | n10 | n11 | n12 | n13 | n14 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | 0 | 35000.0 | 5 | 19.52 | 917.97 | E | E2 | 320.0 | 2 years | 2 | ... | 9.0 | 8.0 | 4.0 | 12.0 | 2.0 | 7.0 | 0.0 | 0.0 | 0.0 | 2.0 |
1 | 1 | 18000.0 | 5 | 18.49 | 461.90 | D | D2 | 219843.0 | 5 years | 0 | ... | NaN | NaN | NaN | NaN | NaN | 13.0 | NaN | NaN | NaN | NaN |
2 | 2 | 12000.0 | 5 | 16.99 | 298.17 | D | D3 | 31698.0 | 8 years | 0 | ... | 0.0 | 21.0 | 4.0 | 5.0 | 3.0 | 11.0 | 0.0 | 0.0 | 0.0 | 4.0 |
3 | 3 | 11000.0 | 3 | 7.26 | 340.96 | A | A4 | 46854.0 | 10+ years | 1 | ... | 16.0 | 4.0 | 7.0 | 21.0 | 6.0 | 9.0 | 0.0 | 0.0 | 0.0 | 1.0 |
4 | 4 | 3000.0 | 3 | 12.99 | 101.07 | C | C2 | 54.0 | NaN | 1 | ... | 4.0 | 9.0 | 10.0 | 15.0 | 7.0 | 12.0 | 0.0 | 0.0 | 0.0 | 4.0 |
5 rows × 47 columns
#设置chunksize参数,来控制每次迭代数据的大小
#用通俗的话来讲,就是五个五个读,顺便说下,一定要设置迭代次数
chunker = pd.read_csv("F:\\Datas\\Financial_risk_control\\train.csv",chunksize=5)
for item in chunker:
print(type(item))
#<class 'pandas.core.frame.DataFrame'>
print(len(item))
break
<class 'pandas.core.frame.DataFrame'>
5
- 查看相关的信息,比如维度、数量等
data_test_a.shape #维度
(200000, 48)
data_train.shape
(800000, 47)
data_train.columns
Index(['id', 'loanAmnt', 'term', 'interestRate', 'installment', 'grade',
'subGrade', 'employmentTitle', 'employmentLength', 'homeOwnership',
'annualIncome', 'verificationStatus', 'issueDate', 'isDefault',
'purpose', 'postCode', 'regionCode', 'dti', 'delinquency_2years',
'ficoRangeLow', 'ficoRangeHigh', 'openAcc', 'pubRec',
'pubRecBankruptcies', 'revolBal', 'revolUtil', 'totalAcc',
'initialListStatus', 'applicationType', 'earliesCreditLine', 'title',
'policyCode', 'n0', 'n1', 'n2', 'n2.1', 'n4', 'n5', 'n6', 'n7', 'n8',
'n9', 'n10', 'n11', 'n12', 'n13', 'n14'],
dtype='object')
-
具体标识
- id 为贷款清单分配的唯一信用证标识
- loanAmnt 贷款金额
- term 贷款期限(year)
- interestRate 贷款利率
- installment 分期付款金额
- grade 贷款等级
- subGrade 贷款等级之子级
- employmentTitle 就业职称
- employmentLength 就业年限(年)
- homeOwnership 借款人在登记时提供的房屋所有权状况
- annualIncome 年收入
- verificationStatus 验证状态
- issueDate 贷款发放的月份
- purpose 借款人在贷款申请时的贷款用途类别
- postCode 借款人在贷款申请中提供的邮政编码的前3位数字
- regionCode 地区编码
- dti 债务收入比
- delinquency_2years 借款人过去2年信用档案中逾期30天以上的违约事件数
- ficoRangeLow 借款人在贷款发放时的fico所属的下限范围
- ficoRangeHigh 借款人在贷款发放时的fico所属的上限范围
- openAcc 借款人信用档案中未结信用额度的数量
- pubRec 贬损公共记录的数量
- pubRecBankruptcies 公开记录清除的数量
- revolBal 信贷周转余额合计
- revolUtil 循环额度利用率,或借款人使用的相对于所有可用循环信贷的信贷金额
- totalAcc 借款人信用档案中当前的信用额度总数
- initialListStatus 贷款的初始列表状态
- applicationType 表明贷款是个人申请还是与两个共同借款人的联合申请
- earliesCreditLine 借款人最早报告的信用额度开立的月份
- title 借款人提供的贷款名称
- policyCode 公开可用的策略_代码=1新产品不公开可用的策略_代码=2
- n系列匿名特征 匿名特征n0-n14,为一些贷款人行为计数特征的处理
-
查看训练集数据典型
data_train.info()
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 800000 entries, 0 to 799999
Data columns (total 47 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 id 800000 non-null int64
1 loanAmnt 800000 non-null float64
2 term 800000 non-null int64
3 interestRate 800000 non-null float64
4 installment 800000 non-null float64
5 grade 800000 non-null object
6 subGrade 800000 non-null object
7 employmentTitle 799999 non-null float64
8 employmentLength 753201 non-null object
9 homeOwnership 800000 non-null int64
10 annualIncome 800000 non-null float64
11 verificationStatus 800000 non-null int64
12 issueDate 800000 non-null object
13 isDefault 800000 non-null int64
14 purpose 800000 non-null int64
15 postCode 799999 non-null float64
16 regionCode 800000 non-null int64
17 dti 799761 non-null float64
18 delinquency_2years 800000 non-null float64
19 ficoRangeLow 800000 non-null float64
20 ficoRangeHigh 800000 non-null float64
21 openAcc 800000 non-null float64
22 pubRec 800000 non-null float64
23 pubRecBankruptcies 799595 non-null float64
24 revolBal 800000 non-null float64
25 revolUtil 799469 non-null float64
26 totalAcc 800000 non-null float64
27 initialListStatus 800000 non-null int64
28 applicationType 800000 non-null int64
29 earliesCreditLine 800000 non-null object
30 title 799999 non-null float64
31 policyCode 800000 non-null float64
32 n0 759730 non-null float64
33 n1 759730 non-null float64
34 n2 759730 non-null float64
35 n2.1 759730 non-null float64
36 n4 766761 non-null float64
37 n5 759730 non-null float64
38 n6 759730 non-null float64
39 n7 759730 non-null float64
40 n8 759729 non-null float64
41 n9 759730 non-null float64
42 n10 766761 non-null float64
43 n11 730248 non-null float64
44 n12 759730 non-null float64
45 n13 759730 non-null float64
46 n14 759730 non-null float64
dtypes: float64(33), int64(9), object(5)
memory usage: 286.9+ MB
- 数据量还不是太大,如果数据再大的话就要用到数据压缩技术了,不然内存是会爆的
查看数据集各个特征的一些基本统计量
data_train.describe()
id | loanAmnt | term | interestRate | installment | employmentTitle | homeOwnership | annualIncome | verificationStatus | isDefault | ... | n5 | n6 | n7 | n8 | n9 | n10 | n11 | n12 | n13 | n14 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
count | 800000.000000 | 800000.000000 | 800000.000000 | 800000.000000 | 800000.000000 | 799999.000000 | 800000.000000 | 8.000000e+05 | 800000.000000 | 800000.000000 | ... | 759730.000000 | 759730.000000 | 759730.000000 | 759729.000000 | 759730.000000 | 766761.000000 | 730248.000000 | 759730.000000 | 759730.000000 | 759730.000000 |
mean | 399999.500000 | 14416.818875 | 3.482745 | 13.238391 | 437.947723 | 72005.351714 | 0.614213 | 7.613391e+04 | 1.009683 | 0.199513 | ... | 8.107937 | 8.575994 | 8.282953 | 14.622488 | 5.592345 | 11.643896 | 0.000815 | 0.003384 | 0.089366 | 2.178606 |
std | 230940.252015 | 8716.086178 | 0.855832 | 4.765757 | 261.460393 | 106585.640204 | 0.675749 | 6.894751e+04 | 0.782716 | 0.399634 | ... | 4.799210 | 7.400536 | 4.561689 | 8.124610 | 3.216184 | 5.484104 | 0.030075 | 0.062041 | 0.509069 | 1.844377 |
min | 0.000000 | 500.000000 | 3.000000 | 5.310000 | 15.690000 | 0.000000 | 0.000000 | 0.000000e+00 | 0.000000 | 0.000000 | ... | 0.000000 | 0.000000 | 0.000000 | 1.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
25% | 199999.750000 | 8000.000000 | 3.000000 | 9.750000 | 248.450000 | 427.000000 | 0.000000 | 4.560000e+04 | 0.000000 | 0.000000 | ... | 5.000000 | 4.000000 | 5.000000 | 9.000000 | 3.000000 | 8.000000 | 0.000000 | 0.000000 | 0.000000 | 1.000000 |
50% | 399999.500000 | 12000.000000 | 3.000000 | 12.740000 | 375.135000 | 7755.000000 | 1.000000 | 6.500000e+04 | 1.000000 | 0.000000 | ... | 7.000000 | 7.000000 | 7.000000 | 13.000000 | 5.000000 | 11.000000 | 0.000000 | 0.000000 | 0.000000 | 2.000000 |
75% | 599999.250000 | 20000.000000 | 3.000000 | 15.990000 | 580.710000 | 117663.500000 | 1.000000 | 9.000000e+04 | 2.000000 | 0.000000 | ... | 11.000000 | 11.000000 | 10.000000 | 19.000000 | 7.000000 | 14.000000 | 0.000000 | 0.000000 | 0.000000 | 3.000000 |
max | 799999.000000 | 40000.000000 | 5.000000 | 30.990000 | 1715.420000 | 378351.000000 | 5.000000 | 1.099920e+07 | 2.000000 | 1.000000 | ... | 70.000000 | 132.000000 | 79.000000 | 128.000000 | 45.000000 | 82.000000 | 4.000000 | 4.000000 | 39.000000 | 30.000000 |
8 rows × 42 columns
- 查看前三行与后三行
data_train.head(3).append(data_train.tail(3))
id | loanAmnt | term | interestRate | installment | grade | subGrade | employmentTitle | employmentLength | homeOwnership | ... | n5 | n6 | n7 | n8 | n9 | n10 | n11 | n12 | n13 | n14 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | 0 | 35000.0 | 5 | 19.52 | 917.97 | E | E2 | 320.0 | 2 years | 2 | ... | 9.0 | 8.0 | 4.0 | 12.0 | 2.0 | 7.0 | 0.0 | 0.0 | 0.0 | 2.0 |
1 | 1 | 18000.0 | 5 | 18.49 | 461.90 | D | D2 | 219843.0 | 5 years | 0 | ... | NaN | NaN | NaN | NaN | NaN | 13.0 | NaN | NaN | NaN | NaN |
2 | 2 | 12000.0 | 5 | 16.99 | 298.17 | D | D3 | 31698.0 | 8 years | 0 | ... | 0.0 | 21.0 | 4.0 | 5.0 | 3.0 | 11.0 | 0.0 | 0.0 | 0.0 | 4.0 |
799997 | 799997 | 6000.0 | 3 | 13.33 | 203.12 | C | C3 | 2582.0 | 10+ years | 1 | ... | 4.0 | 26.0 | 4.0 | 10.0 | 4.0 | 5.0 | 0.0 | 0.0 | 1.0 | 4.0 |
799998 | 799998 | 19200.0 | 3 | 6.92 | 592.14 | A | A4 | 151.0 | 10+ years | 0 | ... | 10.0 | 6.0 | 12.0 | 22.0 | 8.0 | 16.0 | 0.0 | 0.0 | 0.0 | 5.0 |
799999 | 799999 | 9000.0 | 3 | 11.06 | 294.91 | B | B3 | 13.0 | 5 years | 0 | ... | 3.0 | 4.0 | 4.0 | 8.0 | 3.0 | 7.0 | 0.0 | 0.0 | 0.0 | 2.0 |
6 rows × 47 columns
print(f'There are {data_train.isnull().any().sum()} columns in train dataset with missing values.')
There are 22 columns in train dataset with missing values.
- 我们可以查看缺失特征中缺失率大于50%的特征
have_null_fea_dict = (data_train.isnull().sum()/len(data_train)).to_dict()
fea_null_moreThanHalf = {}
for key,value in have_null_fea_dict.items():
if value > 0.5:
fea_null_moreThanHalf[key] = value
fea_null_moreThanHalf
{}
说明没有缺失率大于一般的特征
对缺失值进行可视化
missing = data_train.isnull().sum()/len(data_train)
missing = missing[missing > 0]
missing.sort_values(inplace=True)
missing.plot.bar()
<matplotlib.axes._subplots.AxesSubplot at 0x21a59563948>
为什么要对确实数据可视化呢?是因为当缺失值很多时,则可以考虑删除缺失值,但Xgboost和Lgb以及神经网络都可以自动处理缺失值
- 查看训练集测试集中特征属性只有一值的特征
one_value_fea = [col for col in data_train.columns if data_train[col].nunique() <= 1]
one_value_fea_test = [col for col in data_test_a.columns if data_test_a[col].nunique() <= 1]
one_value_fea
['policyCode']
one_value_fea_test
['policyCode']
print(f'There are {len(one_value_fea)} columns in train dataset with one unique value.')
print(f'There are {len(one_value_fea_test)} columns in test dataset with one unique value.')
There are 1 columns in train dataset with one unique value.
There are 1 columns in test dataset with one unique value.
这个地方很重要,‘policyCode’具有一个唯一值,但另一种可能是全部缺失,这点特别重要
- 查看特征的类型
- 特征一般都是由类别型特征和数值型特征组成,而数值型特征又分为连续型和离散型。
- 类别型特征有时具有非数值关系,有时也具有数值关系。比如‘grade’中的等级A,B,C等,是否只是单纯的分类,还是A优于其他要结合业务判断。
- 数值型特征本是可以直接入模的,但往往风控人员要对其做分箱,转化为WOE编码进而做标准评分卡等操作。从模型效果上来看,特征分箱主要是为了降低变量的复杂性,减少变量噪音对模型的影响,提高自变量和因变量的相关度。从而使模型更加稳定。
numerical_fea = list(data_train.select_dtypes(exclude=['object']).columns)
category_fea = list(filter(lambda x: x not in numerical_fea,list(data_train.columns)))
#数字型特征
numerical_fea
['id',
'loanAmnt',
'term',
'interestRate',
'installment',
'employmentTitle',
'homeOwnership',
'annualIncome',
'verificationStatus',
'isDefault',
'purpose',
'postCode',
'regionCode',
'dti',
'delinquency_2years',
'ficoRangeLow',
'ficoRangeHigh',
'openAcc',
'pubRec',
'pubRecBankruptcies',
'revolBal',
'revolUtil',
'totalAcc',
'initialListStatus',
'applicationType',
'title',
'policyCode',
'n0',
'n1',
'n2',
'n2.1',
'n4',
'n5',
'n6',
'n7',
'n8',
'n9',
'n10',
'n11',
'n12',
'n13',
'n14']
#类别特征
category_fea
['grade', 'subGrade', 'employmentLength', 'issueDate', 'earliesCreditLine']
data_train.grade
0 E
1 D
2 D
3 A
4 C
..
799995 C
799996 A
799997 C
799998 A
799999 B
Name: grade, Length: 800000, dtype: object
- 接下来我们划分数值型变量中的连续变量和离散型变量, 这里我们设置的是特征值的数量不能超过10个,当然也可以设置更多。
#过滤数值型类别特征
def get_numerical_serial_fea(data,feas):
numerical_serial_fea = []
numerical_noserial_fea = []
for fea in feas:
temp = data[fea].nunique()
if temp <= 10:
numerical_noserial_fea.append(fea)
continue
numerical_serial_fea.append(fea)
return numerical_serial_fea,numerical_noserial_fea
numerical_serial_fea,numerical_noserial_fea = get_numerical_serial_fea(data_train,numerical_fea)
#特征值在10以外的特征
numerical_serial_fea
['id',
'loanAmnt',
'interestRate',
'installment',
'employmentTitle',
'annualIncome',
'purpose',
'postCode',
'regionCode',
'dti',
'delinquency_2years',
'ficoRangeLow',
'ficoRangeHigh',
'openAcc',
'pubRec',
'pubRecBankruptcies',
'revolBal',
'revolUtil',
'totalAcc',
'title',
'n0',
'n1',
'n2',
'n2.1',
'n4',
'n5',
'n6',
'n7',
'n8',
'n9',
'n10',
'n13',
'n14']
#这是数字型特征中特征值在十个以内的特征
numerical_noserial_fea
['term',
'homeOwnership',
'verificationStatus',
'isDefault',
'initialListStatus',
'applicationType',
'policyCode',
'n11',
'n12']
- 对每一个数值类别型进行变量分析
data_train['term'].value_counts()#离散型变量
3 606902
5 193098
Name: term, dtype: int64
data_train['homeOwnership'].value_counts()#离散型变量
0 395732
1 317660
2 86309
3 185
5 81
4 33
Name: homeOwnership, dtype: int64
data_train['verificationStatus'].value_counts()#离散型变量
1 309810
2 248968
0 241222
Name: verificationStatus, dtype: int64
data_train['initialListStatus'].value_counts()#离散型变量
0 466438
1 333562
Name: initialListStatus, dtype: int64
data_train['applicationType'].value_counts()#离散型变量
0 784586
1 15414
Name: applicationType, dtype: int64
data_train['policyCode'].value_counts()#离散型变量,无用,全部一个值
1.0 800000
Name: policyCode, dtype: int64
- 像这种的,特征值之间相差悬殊,就没有再进一步分析的必要
data_train['n11'].value_counts()#离散型变量,
0.0 729682
1.0 540
2.0 24
4.0 1
3.0 1
Name: n11, dtype: int64
data_train['n12'].value_counts()#离散型变量,
0.0 757315
1.0 2281
2.0 115
3.0 16
4.0 3
Name: n12, dtype: int64
- 接下来对数值连续型进行变量分析
#每个数字特征得分布可视化
f = pd.melt(data_train, value_vars=numerical_serial_fea)
g = sns.FacetGrid(f, col="variable", col_wrap=2, sharex=False, sharey=False)
g = g.map(sns.distplot, "value")
- 查看某一个数值型变量的分布,查看变量是否符合正态分布,如果不符合正太分布的变量可以log化后再观察下是否符合正态分布。
- 如果想统一处理一批数据变标准化 必须把这些之前已经正态化的数据提出
- 正态化的原因:一些情况下正态非正态可以让模型更快的收敛,一些模型要求数据正态(eg. GMM、KNN),保证数据不要过偏态即可,过于偏态可能会影响模型预测结果。
#Ploting Transaction Amount Values Distribution
plt.figure(figsize=(16,12))
plt.suptitle('Transaction Values Distribution', fontsize=22)
plt.subplot(221)
sub_plot_1 = sns.distplot(data_train['loanAmnt'])
sub_plot_1.set_title("loanAmnt Distribuition", fontsize=18)
sub_plot_1.set_xlabel("")
sub_plot_1.set_ylabel("Probability", fontsize=15)
plt.subplot(222)
sub_plot_2 = sns.distplot(np.log(data_train['loanAmnt']))
sub_plot_2.set_title("loanAmnt (Log) Distribuition", fontsize=18)
sub_plot_2.set_xlabel("")
sub_plot_2.set_ylabel("Probability", fontsize=15)
Text(0, 0.5, 'Probability')
- 同理举一反三,我们对interestRate进行对数变换,这个变换之后很接近正态分布
#Ploting Transaction Amount Values Distribution
plt.figure(figsize=(16,12))
plt.suptitle('Transaction Values Distribution', fontsize=22)
plt.subplot(221)
sub_plot_1 = sns.distplot(data_train['interestRate'])
sub_plot_1.set_title("interestRate Distribuition", fontsize=18)
sub_plot_1.set_xlabel("")
sub_plot_1.set_ylabel("Probability", fontsize=15)
plt.subplot(222)
sub_plot_2 = sns.distplot(np.log(data_train['interestRate']))
sub_plot_2.set_title("interestRate (Log) Distribuition", fontsize=18)
sub_plot_2.set_xlabel("")
sub_plot_2.set_ylabel("Probability", fontsize=15)
Text(0, 0.5, 'Probability')
- 接下里进行非数值类别型变量分析
category_fea
['grade', 'subGrade', 'employmentLength', 'issueDate', 'earliesCreditLine']
data_train['grade'].value_counts()
B 233690
C 227118
A 139661
D 119453
E 55661
F 19053
G 5364
Name: grade, dtype: int64
data_train['subGrade'].value_counts()
C1 50763
B4 49516
B5 48965
B3 48600
C2 47068
C3 44751
C4 44272
B2 44227
B1 42382
C5 40264
A5 38045
A4 30928
D1 30538
D2 26528
A1 25909
D3 23410
A3 22655
A2 22124
D4 21139
D5 17838
E1 14064
E2 12746
E3 10925
E4 9273
E5 8653
F1 5925
F2 4340
F3 3577
F4 2859
F5 2352
G1 1759
G2 1231
G3 978
G4 751
G5 645
Name: subGrade, dtype: int64
data_train['employmentLength'].value_counts()
10+ years 262753
2 years 72358
< 1 year 64237
3 years 64152
1 year 52489
5 years 50102
4 years 47985
6 years 37254
8 years 36192
7 years 35407
9 years 30272
Name: employmentLength, dtype: int64
data_train['issueDate'].value_counts()
2016-03-01 29066
2015-10-01 25525
2015-07-01 24496
2015-12-01 23245
2014-10-01 21461
...
2007-08-01 23
2007-07-01 21
2008-09-01 19
2007-09-01 7
2007-06-01 1
Name: issueDate, Length: 139, dtype: int64
data_train['earliesCreditLine'].value_counts()
Aug-2001 5567
Aug-2002 5403
Sep-2003 5403
Oct-2001 5258
Aug-2000 5246
...
Aug-1958 1
Oct-1954 1
Dec-1951 1
Nov-1954 1
Aug-1946 1
Name: earliesCreditLine, Length: 720, dtype: int64
data_train['isDefault'].value_counts()
0 640390
1 159610
Name: isDefault, dtype: int64
- 上面的代码是用一些库函数来看了下数值分布,可视化 的方法让我们很直观的看到一些数值分布,但并不是说这都是对的,需要我们自己再进一步去分析
接下来进行变量分布可视化
单一变量分布可视化
plt.figure(figsize=(8, 8))
sns.barplot(data_train["employmentLength"].value_counts(dropna=False)[:20],
data_train["employmentLength"].value_counts(dropna=False).keys()[:20])
plt.show()
根绝y值不同可视化x某个特征的分布
- 首先查看类别型变量在不同y值上的分布
train_loan_fr = data_train.loc[data_train['isDefault'] == 1]
train_loan_nofr = data_train.loc[data_train['isDefault'] == 0]
fig, ((ax1, ax2), (ax3, ax4)) = plt.subplots(2, 2, figsize=(15, 8))
train_loan_fr.groupby('grade')['grade'].count().plot(kind='barh', ax=ax1, title='Count of grade fraud')
train_loan_nofr.groupby('grade')['grade'].count().plot(kind='barh', ax=ax2, title='Count of grade non-fraud')
train_loan_fr.groupby('employmentLength')['employmentLength'].count().plot(kind='barh', ax=ax3, title='Count of employmentLength fraud')
train_loan_nofr.groupby('employmentLength')['employmentLength'].count().plot(kind='barh', ax=ax4, title='Count of employmentLength non-fraud')
plt.show()
其次查看连续型变量在不同y值上的分布
fig, ((ax1, ax2)) = plt.subplots(1, 2, figsize=(15, 6))
data_train.loc[data_train['isDefault'] == 1] \
['loanAmnt'].apply(np.log) \
.plot(kind='hist',
bins=100,
title='Log Loan Amt - Fraud',
color='r',
xlim=(-3, 10),
ax= ax1)
data_train.loc[data_train['isDefault'] == 0] \
['loanAmnt'].apply(np.log) \
.plot(kind='hist',
bins=100,
title='Log Loan Amt - Not Fraud',
color='b',
xlim=(-3, 10),
ax=ax2)
<matplotlib.axes._subplots.AxesSubplot at 0x21a017bbfc8>
total = len(data_train)
total_amt = data_train.groupby(['isDefault'])['loanAmnt'].sum().sum()
plt.figure(figsize=(12,5))
plt.subplot(121)##1代表行,2代表列,所以一共有2个图,1代表此时绘制第一个图。
plot_tr = sns.countplot(x='isDefault',data=data_train)#data_train‘isDefault’这个特征每种类别的数量**
plot_tr.set_title("Fraud Loan Distribution \n 0: good user | 1: bad user", fontsize=14)
plot_tr.set_xlabel("Is fraud by count", fontsize=16)
plot_tr.set_ylabel('Count', fontsize=16)
for p in plot_tr.patches:
height = p.get_height()
plot_tr.text(p.get_x()+p.get_width()/2.,
height + 3,
'{:1.2f}%'.format(height/total*100),
ha="center", fontsize=15)
percent_amt = (data_train.groupby(['isDefault'])['loanAmnt'].sum())
percent_amt = percent_amt.reset_index()
plt.subplot(122)
plot_tr_2 = sns.barplot(x='isDefault', y='loanAmnt', dodge=True, data=percent_amt)
plot_tr_2.set_title("Total Amount in loanAmnt \n 0: good user | 1: bad user", fontsize=14)
plot_tr_2.set_xlabel("Is fraud by percent", fontsize=16)
plot_tr_2.set_ylabel('Total Loan Amount Scalar', fontsize=16)
for p in plot_tr_2.patches:
height = p.get_height()
plot_tr_2.text(p.get_x()+p.get_width()/2.,
height + 3,
'{:1.2f}%'.format(height/total_amt * 100),
ha="center", fontsize=15)
时间格式数据处理及查看
#转化成时间格式 issueDateDT特征表示数据日期离数据集中日期最早的日期(2007-06-01)的天数
data_train['issueDate'] = pd.to_datetime(data_train['issueDate'],format='%Y-%m-%d')
startdate = datetime.datetime.strptime('2007-06-01', '%Y-%m-%d')
data_train['issueDateDT'] = data_train['issueDate'].apply(lambda x: x-startdate).dt.days
#转化成时间格式
data_test_a['issueDate'] = pd.to_datetime(data_train['issueDate'],format='%Y-%m-%d')
startdate = datetime.datetime.strptime('2007-06-01', '%Y-%m-%d')
data_test_a['issueDateDT'] = data_test_a['issueDate'].apply(lambda x: x-startdate).dt.days
plt.hist(data_train['issueDateDT'], label='train');
plt.hist(data_test_a['issueDateDT'], label='test');
plt.legend();
plt.title('Distribution of issueDateDT dates');
#train 和 test issueDateDT 日期有重叠 所以使用基于时间的分割进行验证是不明智的
#透视图 索引可以有多个,“columns(列)”是可选的,聚合函数aggfunc最后是被应用到了变量“values”中你所列举的项目上。
pivot = pd.pivot_table(data_train, index=['grade'], columns=['issueDateDT'], values=['loanAmnt'], aggfunc=np.sum)
pivot
loanAmnt | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
issueDateDT | 0 | 30 | 61 | 92 | 122 | 153 | 183 | 214 | 245 | 274 | ... | 3926 | 3957 | 3987 | 4018 | 4048 | 4079 | 4110 | 4140 | 4171 | 4201 |
grade | |||||||||||||||||||||
A | NaN | 53650.0 | 42000.0 | 19500.0 | 34425.0 | 63950.0 | 43500.0 | 168825.0 | 85600.0 | 101825.0 | ... | 13093850.0 | 11757325.0 | 11945975.0 | 9144000.0 | 7977650.0 | 6888900.0 | 5109800.0 | 3919275.0 | 2694025.0 | 2245625.0 |
B | NaN | 13000.0 | 24000.0 | 32125.0 | 7025.0 | 95750.0 | 164300.0 | 303175.0 | 434425.0 | 538450.0 | ... | 16863100.0 | 17275175.0 | 16217500.0 | 11431350.0 | 8967750.0 | 7572725.0 | 4884600.0 | 4329400.0 | 3922575.0 | 3257100.0 |
C | NaN | 68750.0 | 8175.0 | 10000.0 | 61800.0 | 52550.0 | 175375.0 | 151100.0 | 243725.0 | 393150.0 | ... | 17502375.0 | 17471500.0 | 16111225.0 | 11973675.0 | 10184450.0 | 7765000.0 | 5354450.0 | 4552600.0 | 2870050.0 | 2246250.0 |
D | NaN | NaN | 5500.0 | 2850.0 | 28625.0 | NaN | 167975.0 | 171325.0 | 192900.0 | 269325.0 | ... | 11403075.0 | 10964150.0 | 10747675.0 | 7082050.0 | 7189625.0 | 5195700.0 | 3455175.0 | 3038500.0 | 2452375.0 | 1771750.0 |
E | 7500.0 | NaN | 10000.0 | NaN | 17975.0 | 1500.0 | 94375.0 | 116450.0 | 42000.0 | 139775.0 | ... | 3983050.0 | 3410125.0 | 3107150.0 | 2341825.0 | 2225675.0 | 1643675.0 | 1091025.0 | 1131625.0 | 883950.0 | 802425.0 |
F | NaN | NaN | 31250.0 | 2125.0 | NaN | NaN | NaN | 49000.0 | 27000.0 | 43000.0 | ... | 1074175.0 | 868925.0 | 761675.0 | 685325.0 | 665750.0 | 685200.0 | 316700.0 | 315075.0 | 72300.0 | NaN |
G | NaN | NaN | NaN | NaN | NaN | NaN | NaN | 24625.0 | NaN | NaN | ... | 56100.0 | 243275.0 | 224825.0 | 64050.0 | 198575.0 | 245825.0 | 53125.0 | 23750.0 | 25100.0 | 1000.0 |
7 rows × 139 columns
生成数据报告
import pandas_profiling
pfr = pandas_profiling.ProfileReport(data_train)
pfr.to_file("./example.html")
- 这是探索性数据分析的有关内容,目的就是为接下里的特征工程做准备,因为清洗过的数据更有利于建模调参