2022 钉钉杯数据挖掘A题“银行卡电信欺诈行为分析” Python 源码

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2022 钉钉杯数据挖掘A题 Python 源码

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注：仅供学习使用，请勿用于商业用途、论文发表、竞赛支撑材料盗取等其他任何用途！！！谢谢

关于数据集可联系竞赛组委会或与本人联系：shuijijun@mail.shiep.edu.cn
获取完整源码请与本人联系。

import collections
import tensorflow as tf
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import numpy as np
import itertools
import keras

from collections import Counter

from sklearn.manifold import TSNE
from sklearn.decomposition import PCA,TruncatedSVD
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.neighbors import KNeighborsClassifier
from sklearn.tree import DecisionTreeClassifier,plot_tree
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split,GridSearchCV
from sklearn.model_selection import RandomizedSearchCV,cross_val_score
from sklearn.model_selection import KFold,StratifiedKFold
from sklearn.model_selection import train_test_split
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.pipeline import make_pipeline
from sklearn.metrics import precision_score,recall_score,f1_score
from sklearn.metrics import roc_auc_score,accuracy_score,classification_report
from sklearn.metrics import classification_report,confusion_matrix
from sklearn.metrics import precision_recall_curve
from sklearn.metrics import roc_curve, auc
from sklearn.preprocessing import StandardScaler,RobustScaler

from scipy.stats import norm

from imblearn.pipeline import make_pipeline as imbalanced_make_pipeline
from imblearn.over_sampling import SMOTE
from imblearn.under_sampling import NearMiss
from imblearn.metrics import classification_report_imbalanced

from keras import backend as K
from keras.models import Sequential
from keras.layers import Activation
from keras.layers.core import Dense
from keras.optimizers import adam_v2
from keras.metrics import categorical_crossentropy

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# 数据导入
df = pd.read_csv('card_transdata.csv')
df.head()
# 检查缺失项
print('共计有：',df.isnull().sum().max(),'个数据缺失')
# 数据描述性统计
df.describe()
# 欺诈与合法交易占比
number_fraud = len(df[df['fraud']==1])
number_notfraud = number_all - number_fraud
print('总交易笔数：', number_all ,'笔')

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print('非诈骗交易笔数：', number_notfraud ,'笔')
print('诈骗交易笔数：', number_fraud ,'笔')
print('非诈骗交易比例：{:.4f}'.format(number_notfraud/number_all*100,),'%')
print('诈骗交易比例：{:.4f}'.format(number_fraud/number_all*100,),'%')
# 类别均衡性分析
sns.countplot('fraud',data = df)
plt.title('type \n(0: not fraud||1: fraud)',fontsize = 14)

---

# 避免出现过多异常值
# 使用 RobustScaler
std_scaler = StandardScaler()
rob_scaler = RobustScaler()
# 鲁棒性标准化
df['scaled_distance_from_home'] = rob_scaler.fit_transform(df['distance_from_home'].values.reshape(-1,1))
df['scaled_distance_from_last_transaction'] = rob_scaler.fit_transform(df['distance_from_last_transaction'].values.reshape(-1,1))
df['scaled_ratio_to_median_purchase_price'] = rob_scaler.fit_transform(df['ratio_to_median_purchase_price'].values.reshape(-1,1))

df.drop(['distance_from_home','distance_from_last_transaction','ratio_to_median_purchase_price'], axis=1, inplace=True)
print('Successfully using RobustScaler!')
scaled_distance_from_home = df['scaled_distance_from_home']
scaled_distance_from_last_transaction = df['scaled_distance_from_last_transaction']
scaled_ratio_to_median_purchase_price = df['scaled_ratio_to_median_purchase_price']

df.drop(['scaled_distance_from_home','scaled_distance_from_last_transaction','scaled_ratio_to_median_purchase_price'], axis=1, inplace=True)
df.insert(0,'scaled_distance_from_home',scaled_distance_from_home)
df.insert(0,'scaled_distance_from_last_transaction',scaled_distance_from_last_transaction)
df.insert(0,'scaled_ratio_to_median_purchase_price',scaled_ratio_to_median_purchase_price)
# 将鲁棒化后的数据集存放在 “df_after_robust.csv” 中
np.savetxt('df_after_robust.csv', df, delimiter = ',')

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print('合法交易占比',round(df['fraud'].value_counts()[0]/len(df)*100,2),'%')
print('欺诈交易占比',round(df['fraud'].value_counts()[1]/len(df)*100,2),'%')
X = df.drop('fraud',axis=1)
y = df['fraud']
# 分层抽样
sss = StratifiedKFold(n_splits=5,random_state=None,shuffle=False)
for train_index, test_index in sss.split(X,y):
    print("Train:",train_index,"Test:",test_index)
    train_index = np.array(train_index)
    test_index = np.array(test_index)
    original_Xtrain, original_Xtest = X.iloc[train_index], X.iloc[test_index]
    original_ytrain, original_ytest = y.iloc[train_index], y.iloc[test_index]
# 转换为数组
original_Xtrain = original_Xtrain.values
original_Xtest = original_Xtest.values
original_ytrain = original_ytrain.values
original_ytest = original_ytest.values
#查看训练标签和测试标签的分布是否相同
train_unique_label,train_counts_label = np.unique(original_ytrain,return_counts=True)
test_unique_label,test_counts_label = np.unique(original_ytest,return_counts=True)
print('-'*100)
print('标签分布比例————\n')
print('训练集：',train_counts_label/len(original_ytrain))
print('测试集：',test_counts_label/len(original_ytest))

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# 随机打乱数据行
df = df.sample(frac=1)
# 选择87403个样本
fraud_df = df.loc[df['fraud'] == 1]
not_fraud_df = df.loc[df['fraud'] == 0][:87403]
normal_distributed_df = pd.concat([fraud_df,not_fraud_df])
# 再次打乱数据
new_df = normal_distributed_df.sample(frac=1, random_state=42)
new_df.head()
# 均衡化后的数据保存在 “df_4231.csv” 中
np.savetxt('df_4231.csv', new_df, delimiter = ',')
# 均衡化数据可视化
print('子样本数据集中的类别分布')
print(new_df['fraud'].value_counts()/len(new_df))
sns.countplot('fraud',data = new_df)
plt.title('balance the data size in diff matrix',fontsize = 14)
plt.show()

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f, (ax1, ax2) = plt.subplots(2, 1, sharex=True, figsize=(16,10))
# 原数据的关联矩阵
corr = df.corr()
sns.heatmap(corr, cmap='coolwarm_r',annot_kws={'size':20}, ax=ax1)
ax1.set_title('不平衡数据关联矩阵\n(不作为参考)',fontsize=14)
# 经过采样的关联矩阵
sub_sample_corr = new_df.corr()
sns.heatmap(sub_sample_corr, cmap='coolwarm_r',annot_kws={'size':20}, ax=ax2)
ax2.set_title('数据子集关联矩阵\n(参考)',fontsize=14)
plt.show()
# 负相关的特征
f, axes = plt.subplots(ncols=2, figsize=(16,4))
sns.boxplot(x='fraud',y='scaled_distance_from_last_transaction',data=new_df,ax=axes[0])
axes[0].set_title('used_pin_number与交易类型的负相关联性')
# 正相关的特征
f, axes = plt.subplots(ncols=2, figsize=(16,4))
sns.boxplot(x='fraud',y='scaled_ratio_to_median_purchase_price',data=new_df,ax=axes[0])
axes[0].set_title('ratio_to_median_purchase_price与交易类型的负相关联性')
sns.boxplot(x='fraud',y='scaled_distance_from_home',data=new_df,ax=axes[1])
axes[1].set_title('distance_from_home与交易类型的负相关联性')

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# 可视化特征分布
f,(ax1,ax2,ax3) = plt.subplots(1,3,figsize=(20,6))
# distance_from_home
distance_from_home_fraud_dist = new_df['scaled_distance_from_home'].loc[new_df['fraud'] == 1].values
ax1.set_xlim([-2,12.5])
sns.distplot(distance_from_home_fraud_dist,ax=ax1,fit=norm,color='#FB8861')
ax1.set_title('distance_from_home 数据分布\n（欺诈交易）',fontsize=14)
# distance_from_last_transaction
distance_from_last_transaction_fraud_dist = new_df['scaled_distance_from_last_transaction'].loc[new_df['fraud'] == 1].values
ax2.set_xlim([-2,5])
sns.distplot(distance_from_last_transaction_fraud_dist,ax=ax2,fit=norm,color='#56F9BB')
ax2.set_title('distance_from_last_transaction 数据分布\n（欺诈交易）',fontsize=14)
# ratio_to_median_purchase_price
ratio_to_median_purchase_price_fraud_dist = new_df['scaled_ratio_to_median_purchase_price'].loc[new_df['fraud'] == 1].values
ax3.set_xlim([-2,8])

---

sns.distplot(ratio_to_median_purchase_price_fraud_dist,ax=ax3,fit=norm,color='#C5B3F9')
ax3.set_title('ratio_to_median_purchase_price 数据分布\n（欺诈交易）',fontsize=14)
plt.show()
# 移除离群值
distance_from_home_fraud = new_df['scaled_distance_from_home'].loc[new_df['fraud'] == 1].values
# 计算25%和75%处的2值，得出iqr
q25,q75 = np.percentile(distance_from_home_fraud,25),np.percentile(distance_from_home_fraud,75)
print('25% 四分位数：{} | 75% 四分位数：{}'.format(q25,q75))
distance_from_home_iqr = q75-q25
print('IQR:{}'.format(distance_from_home_iqr))
# 设置 iqrx1.5作为四分位上阈值和下阈值
distance_from_home_cut_off = distance_from_home_iqr * 1.5
distance_from_home_lower,distance_from_home_upper = q25 - distance_from_home_cut_off,q75 + distance_from_home_cut_off
print('范围：{}'.format(distance_from_home_cut_off))
print('distance_from_home下阈值：{}'.format(distance_from_home_lower))
print('distance_from_home上阈值：{}'.format(distance_from_home_upper))
# 找到超出阈值的点
outliers = [x for x in distance_from_home_fraud if x < distance_from_home_lower or x > distance_from_home_upper]
# print('distance_from_home 离群值：{}'.format(outliers))
print('欺诈交易中 distance_from_home 的离群值数量：{}'.format(len(outliers)))
# 剔除异常点
new_df = new_df.drop(new_df[(new_df['scaled_distance_from_home'] > distance_from_home_upper) | (new_df['scaled_distance_from_home'] < distance_from_home_lower)].index)
print('离群值移除后的样本数：{}'.format(len(new_df)))
print('----' * 44)
# 剔除 distance_from_last_transaction 异常点
distance_from_last_transaction_fraud = new_df['scaled_distance_from_last_transaction'].loc[new_df['fraud'] == 1].values
q25,q75 = np.percentile(distance_from_last_transaction_fraud,25),np.percentile(distance_from_last_transaction_fraud,75)
distance_from_last_transaction_iqr = q75-q25
distance_from_last_transaction_cut_off = distance_from_last_transaction_iqr * 1.5
distance_from_last_transaction_lower,distance_from_last_transaction_upper = q25 - distance_from_last_transaction_cut_off,q75 + distance_from_last_transaction_cut_off
print('distance_from_last_transaction 下阈值：{}'.format(distance_from_last_transaction_lower))
print('distance_from_last_transaction 上阈值：{}'.format(distance_from_last_transaction_upper))
outliers = [x for x in distance_from_last_transaction_fraud if x < distance_from_last_transaction_lower or x > distance_from_last_transaction_upper]
# print('distance_from_last_transaction 离群值：{}'.format(outliers))
print('欺诈交易中 distance_from_last_transaction 的离群值数量：{}'.format(len(outliers)))
new_df = new_df.drop(new_df[(new_df['scaled_distance_from_last_transaction'] > distance_from_last_transaction_upper) | (new_df['scaled_distance_from_last_transaction'] < distance_from_last_transaction_lower)].index)
print('离群值移除后的样本数：{}'.format(len(new_df)))
print('----' * 44)
# 剔除 ratio_to_median_purchase_price 异常点
ratio_to_median_purchase_price_fraud = new_df['scaled_ratio_to_median_purchase_price'].loc[new_df['fraud'] == 1].values
q25,q75 = np.percentile(ratio_to_median_purchase_price_fraud,25),np.percentile(ratio_to_median_purchase_price_fraud,75)
ratio_to_median_purchase_price_iqr = q75-q25
ratio_to_median_purchase_price_cut_off = ratio_to_median_purchase_price_iqr * 1.5
ratio_to_median_purchase_price_lower,ratio_to_median_purchase_price_upper = q25 - ratio_to_median_purchase_price_cut_off,q75 + ratio_to_median_purchase_price_cut_off
print('ratio_to_median_purchase_price 下阈值：{}'.format(ratio_to_median_purchase_price_lower))
print('ratio_to_median_purchase_price 上阈值：{}'.format(ratio_to_median_purchase_price_upper))
outliers = [x for x in ratio_to_median_purchase_price_fraud if x < ratio_to_median_purchase_price_lower or x > ratio_to_median_purchase_price_upper]

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# print('ratio_to_median_purchase_price 离群值：{}'.format(outliers))
print('欺诈交易中 ratio_to_median_purchase_price 的离群值数量：{}'.format(len(outliers)))
new_df = new_df.drop(new_df[(new_df['scaled_ratio_to_median_purchase_price'] > ratio_to_median_purchase_price_upper) | (new_df['scaled_ratio_to_median_purchase_price'] < ratio_to_median_purchase_price_lower)].index)
print('离群值移除后的样本数：{}'.format(len(new_df)))
print('----' * 44)
# 绘制箱型图
f,(ax1,ax2,ax3) = plt.subplots(1,3,figsize=(20,6))
# distance_from_home
sns.boxplot(x='fraud',y='scaled_distance_from_home',data=new_df,ax=ax1)
ax1.set_title('distance_from_home 特征\n离群值移除',fontsize=14)
ax1.annotate('降低极端\n离群值数量',xy=(0.98,-17.5),xytext=(0,-12),arrowprops=dict(facecolor='black'),fontsize=14)
# distance_from_last_transaction
sns.boxplot(x='fraud',y='scaled_distance_from_last_transaction',data=new_df,ax=ax2)
ax2.set_title('distance_from_last_transaction 特征\n离群值移除',fontsize=14)
ax2.annotate('降低极端\n离群值数量',xy=(0.98,-17.3),xytext=(0,-12),arrowprops=dict(facecolor='black'),fontsize=14)
# ratio_to_median_purchase_price
sns.boxplot(x='fraud',y='scaled_ratio_to_median_purchase_price',data=new_df,ax=ax3)
ax3.set_title('ratio_to_median_purchase_price 特征\n离群值移除',fontsize=14)
ax3.annotate('降低极端\n离群值数量',xy=(0.98,-14.3),xytext=(0,-12),arrowprops=dict(facecolor='black'),fontsize=14)
plt.show()

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new_df.head()
print(new_df.shape)
# 定义特征和标签
X = new_df.drop('fraud',axis=1)
y = new_df['fraud']
# 切分数据集
X_train,X_test,y_train,y_test = train_test_split(X,y,test_size=0.1,random_state=42)
# 采用 NumPy Array 的格式输入 sklearn 模型训练-数据转换
X_train = X_train.values
X_test = X_test.values
y_train = y_train.values
y_test = y_test.values

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# 将上述四个分类器归入列表中，分别调用 sklearn 模型函数
classifiers = {
    '逻辑回归':LogisticRegression(),
    'K 近邻':KNeighborsClassifier(),
    '支持向量机':SVC(),
    '决策树':DecisionTreeClassifier()
    }
# 遍历classifiers，提取每个分类器进行训练
for key,classifier in classifiers.items():
    classifier.fit(X_train,y_train)
    training_score = cross_val_score(classifier,X_train,y_train,cv=5)
    print('分类器',classifier.__class__.__name__,'准确率',round(training_score.mean(),2)*100,'%')

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# 分类器参数调优
# 逻辑回归-用时：6s
log_reg_params = {"penalty":["l1","l2"],"C":[0.001,0.01,0.1,1,10,100,1000]}
# 不指定 CV 值，默认为 5 折交叉验证

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grid_log_reg = GridSearchCV(LogisticRegression(),log_reg_params)
grid_log_reg.fit(X_train,y_train)
log_reg = grid_log_reg.best_estimator_
# k 近邻-用时：2m 35.9s
knears_params = {"n_neighbors":list(range(2,5,1)),"algorithm":["auto","ball_tree","kd_tree","brute"]}
grid_knears = GridSearchCV(KNeighborsClassifier(),knears_params)
grid_knears.fit(X_train,y_train)
knears_neighbors = grid_knears.best_estimator_
# 支持向量机-用时：80m 16.3s
svc_params = {"C":[0.5,0.7,0.9,1],"kernel":["rbf","poly","sigmoid","linear"]}
grid_svc = GridSearchCV(SVC(),svc_params)
grid_svc.fit(X_train,y_train)
svc = grid_svc.best_estimator_
# 决策树-用时：1m 25.1s
tree_params = {"criterion":["gini","entropy"],"max_depth":list(range(2,4,1)),"min_samples_leaf":list(range(5,7,1))}
grid_tree = GridSearchCV(DecisionTreeClassifier(),tree_params)
grid_tree.fit(X_train,y_train)
tree_clf = grid_tree.best_estimator_
# 绘制训练决策树，实例化
clf = DecisionTreeClassifier()
plt.rcParams["font.sans-serif"]=["SimHei"] #设置字体
# 决策树的输出窗口大小
plt.figure(figsize=(40,20))
# 提供训练集来绘制
clf = clf.fit(X_train, y_train)
plot_tree(clf, filled=True)
plt.title("使用训练集训练决策树",fontsize=30)
plt.show()
# 输出交叉验证 cross_val_score 得分与经典模型的得分对比
log_reg_score = cross_val_score(log_reg,X_train,y_train,cv=5)
print('逻辑回归 交叉验证得分：',round(log_reg_score.mean()*100,2).astype(str)+'%')
knears_score = cross_val_score(knears_neighbors,X_train,y_train,cv=5)
print('k 近邻 交叉验证得分：',round(knears_score.mean()*100,2).astype(str)+'%')
svc_score = cross_val_score(svc,X_train,y_train,cv=5)
print('支持向量机 交叉验证得分：',round(svc_score.mean()*100,2).astype(str)+'%')
tree_score = cross_val_score(tree_clf,X_train,y_train,cv=5)
print('决策树 交叉验证得分：',round(tree_score.mean()*100,2).astype(str)+'%')

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