暑期项目实训个人记录-12

import pandas as pd
import matplotlib.pyplot as plt #导入图像库
import matplotlib
import seaborn as sns
import statsmodels.api as sm
from sklearn.metrics import roc_curve, auc

if __name__ == '__main__':
    matplotlib.rcParams['axes.unicode_minus'] = False
    data = pd.read_csv('data\SignalVariable\WoeData.csv')
    Y=data['SeriousDlqin2yrs']
    X=data.drop(['SeriousDlqin2yrs','DebtRatio','MonthlyIncome', 'NumberOfOpenCreditLinesAndLoans','NumberRealEstateLoansOrLines','NumberOfDependents'],axis=1)
    X1=sm.add_constant(X)
    logit=sm.Logit(Y,X1)
    result=logit.fit()
    print(result.params)

    test = pd.read_csv('data\SignalVariable\TestWoeData.csv')
    Y_test = test['SeriousDlqin2yrs']
    X_test = test.drop(['SeriousDlqin2yrs', 'DebtRatio', 'MonthlyIncome', 'NumberOfOpenCreditLinesAndLoans','NumberRealEstateLoansOrLines', 'NumberOfDependents'], axis=1)
    X3 = sm.add_constant(X_test)
    resu = result.predict(X3)
    fpr, tpr, threshold = roc_curve(Y_test, resu)
    rocauc = auc(fpr, tpr)
    plt.plot(fpr, tpr, 'b', label='AUC = %0.2f' % rocauc)
    plt.legend(loc='lower right')
    plt.plot([0, 1], [0, 1], 'r--')
    plt.xlim([0, 1])
    plt.ylim([0, 1])
    plt.ylabel('真正率')
    plt.xlabel('假正率')