金融预测

一周算法实践进阶day3：模型融合

import pandas as pd
from sklearn.model_selection import train_test_split
import numpy as np
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import LogisticRegression
from sklearn import svm
from sklearn.ensemble import RandomForestClassifier
from xgboost import XGBClassifier
from lightgbm import LGBMClassifier
from sklearn.metrics import accuracy_score,roc_auc_score
from mlxtend.classifier import StackingClassifier #Stacking库
from sklearn import model_selection

financial = pd.read_csv("data.csv", encoding = 'gbk')
fi_copy = financial.copy()

#preprocess
for x in ("source", "bank_card_no", "trade_no", "id_name"):
    fi_copy.drop([x], axis=1, inplace=True)
    
fi_copy = fi_copy.drop("status", axis=1)
fi_copy_num = fi_copy.select_dtypes(include