金融贷款

任务：分别用IV值和随机森林进行特征选择。然后分别构建模型（逻辑回归、SVM、决策树、随机森林、GBDT、XGBoost和LightGBM），进行模型评估。

用IV值进行特征选择:

import pandas as pd
from pandas import DataFrame as df
from numpy import log
import numpy as np

financial = pd.read_csv("data.csv", encoding='gbk')
X = financial.drop(labels="status", axis=1)
y = financial["status"]
col_list = [col for col in financial.drop(labels=['Unnamed: 0','status',
                                            "source", "bank_card_no", "trade_no","id_name"], axis=1)]
dataIV = df()
feaIV = []

for col in col_list:
    subFina = df(financial.groupby(col)[col].count())
    subTag = df(financial.groupby(col)["status"].sum())
    data = df(pd.merge(subFina, subTag, how='left', left_index=True, right_index=True))
    total = financial[col].sum()
    b_total = financial["status"].