R packages: Correlationfunnel 相关漏斗图，可视化因变量自变量之间的相关关系

correlationfunnel

相关漏斗图，用于快速探索目标变量与自变量之间的相关关系。

# install.packages("correlationfunnel")
library(correlationfunnel)

library(tidyverse)

导入数据

data("german", package = "rchallenge") 

german %>% glimpse()

## Rows: 1,000
## Columns: 21
## $ status                  <fct> no checking account, no checking account, ... …
## $ duration                <int> 18, 9, 12, 12, 12, 10, 8, 6, 18, 24, 11, 30, 6…
## $ credit_history          <fct> all credits at this bank paid back duly, all c…
## $ purpose                 <fct> car (used), others, retraining, others, others…
## $ amount                  <int> 1049, 2799, 841, 2122, 2171, 2241, 3398, 1361,…
## $ savings                 <fct> unknown/no savings account, unknown/no savings…
## $ employment_duration     <fct> < 1 yr, 1 <= ... < 4 yrs, 4 <= ... < 7 yrs, 1 …
## $ installment_rate        <ord> < 20, 25 <= ... < 35, 25 <= ... < 35, 20 <= ..…
## $ personal_status_sex     <fct> female : non-single or male : single, male : m…
## $ other_debtors           <fct> none, none, none, none, none, none, none, none…
## $ present_residence       <ord> >= 7 yrs, 1 <= ... < 4 yrs, >= 7 yrs, 1 <= ...…
## $ property                <fct> car or other, unknown / no property, unknown /…
## $ age                     <int> 21, 36, 23, 39, 38, 48, 39, 40, 65, 23, 36, 24…
## $ other_installment_plans <fct> none, none, none, none, bank, none, none, none…
## $ housing                 <fct> for free, for free, for free, for free, rent, …
## $ number_credits          <ord> 1, 2-3, 1, 2-3, 2-3, 2-3, 2-3, 1, 2-3, 1, 2-3,…
## $ job                     <fct> skilled employee/official, skilled employee/of…
## $ people_liable           <fct> 0 to 2, 3 or more, 0 to 2, 3 or more, 0 to 2, …
## $ telephone               <fct> no, no, no, no, no, no, no, no, no, no, no, no…
## $ foreign_worker          <fct> no, no, no, yes, yes, yes, yes, yes, no, no, n…
## $ credit_risk             <fct> good, good, good, good, good, good, good, good…

德国信用数据，可以从rchallenge中获得，目标是使用20个解释变量来判断因变量信用风险（好/坏）

1. 处理数据作为二元特征 Binary Features

我们使用 binarize() 函数生成二进制 (0/1) 变量的特征集。

• Numeric data 被切分（使用n_bins）成分类数据，然后所有分类数据都被单热编码以产生二进制特征。为了防止低频类别（高基数类别）增加维数（结果数据框的宽度），我们使用 thresh_infreq = 0.01 和 name_infreq = “OTHER” 对多余的类别进行分组。

• Categorical data : one-hot encoding

german_binarized_tbl = german %>% 
  correlationfunnel::binarize(n_bins = 5, thresh_infreq = 0.1, name_infreq = "OTHER", one_hot=TRUE)

german_binarized_tbl %>% 
  glimpse()

## Rows: 1,000
## Columns: 74
## $ status__no_checking_account                                   <dbl> 1, 1, 0,…
## $ `status__..._<_0_DM`                                          <dbl> 0, 0, 1,…
## $ `status__..._>=_200_DM_/_salary_for_at_least_1_year`          <dbl> 0, 0, 0,…
## $ status__OTHER                                                 <dbl> 0, 0, 0,…
## $ `duration__-Inf_12`                                           <dbl> 0, 1, 1,…
## $ duration__12_15                                               <dbl> 0, 0, 0,…
## $ duration__15_24                                               <dbl> 1, 0, 0,…
## $ duration__24_30                                               <dbl> 0, 0, 0,…
## $ duration__30_Inf                                              <dbl> 0, 0, 0,…
## $ `credit_history__no_credits_taken/all_credits_paid_back_duly` <dbl> 0, 0, 1,…
## $ credit_history__all_credits_at_this_bank_paid_back_duly       <dbl> 1, 1, 0,…
## $ credit_history__OTHER                                         <dbl> 0, 0, 0,…
## $ purpose__others                                               <dbl> 0, 1, 0,…
## $ `purpose__car_(new)`                                          <dbl> 0, 0, 0,…
## $ `purpose__car_(used)`                                         <dbl> 1, 0, 0,…
## $ `purpose__furniture/equipment`                                <dbl> 0, 0, 0,…
## $ purpose__OTHER                                                <dbl> 0, 0, 1,…
## $ `amount__-Inf_1262`                                           <dbl> 1, 0, 1,…
## $ amount__1262_1906.8                                           <dbl> 0, 0, 0,…
## $ amount__1906.8_2852.4                                         <dbl> 0, 1, 0,…
## $ amount__2852.4_4720                                           <dbl> 0, 0, 0,…
## $ amount__4720_Inf                                              <dbl> 0, 0, 0,…
## $ `savings__unknown/no_savings_account`                         <dbl> 1, 1, 0,…
## $ `savings__..._<__100_DM`                                      <dbl> 0, 0, 1,…
## $ `savings__..._>=_1000_DM`                                     <dbl> 0, 0, 0,…
## $ savings__OTHER                                                <dbl> 0, 0, 0,…
## $ `employment_duration__<_1_yr`                                 <dbl> 1, 0, 0,…
## $ `employment_duration__1_<=_..._<_4_yrs`                       <dbl> 0, 1, 0,…
## $ `employment_duration__4_<=_..._<_7_yrs`                       <dbl> 0, 0, 1,…
## $ `employment_duration__>=_7_yrs`                               <dbl> 0, 0, 0,…
## $ employment_duration__OTHER                                    <dbl> 0, 0, 0,…
## $ installment_rate__1                                           <dbl> 0, 0, 0,…
## $ installment_rate__2                                           <dbl> 0, 1, 1,…
## $ installment_rate__3                                           <dbl> 0, 0, 0,…
## $ installment_rate__4                                           <dbl> 1, 0, 0,…
## $ `personal_status_sex__female_:_non-single_or_male_:_single`   <dbl> 1, 0, 1,…
## $ `personal_status_sex__male_:_married/widowed`                 <dbl> 0, 1, 0,…
## $ personal_status_sex__OTHER                                    <dbl> 0, 0, 0,…
## $ other_debtors__none                                           <dbl> 1, 1, 1,…
## $ other_debtors__OTHER                                          <dbl> 0, 0, 0,…
## $ present_residence__1                                          <dbl> 0, 0, 0,…
## $ present_residence__2                                          <dbl> 0, 1, 0,…
## $ present_residence__3                                          <dbl> 0, 0, 0,…
## $ present_residence__4                                          <dbl> 1, 0, 1,…
## $ `property__unknown_/_no_property`                             <dbl> 0, 1, 1,…
## $ property__car_or_other                                        <dbl> 1, 0, 0,…
## $ `property__building_soc._savings_agr./life_insurance`         <dbl> 0, 0, 0,…
## $ property__real_estate                                         <dbl> 0, 0, 0,…
## $ `age__-Inf_26`                                                <dbl> 1, 0, 1,…
## $ age__26_30                                                    <dbl> 0, 0, 0,…
## $ age__30_36                                                    <dbl> 0, 1, 0,…
## $ age__36_44                                                    <dbl> 0, 0, 0,…
## $ age__44_Inf                                                   <dbl> 0, 0, 0,…
## $ other_installment_plans__bank                                 <dbl> 0, 0, 0,…
## $ other_installment_plans__none                                 <dbl> 1, 1, 1,…
## $ other_installment_plans__OTHER                                <dbl> 0, 0, 0,…
## $ housing__for_free                                             <dbl> 1, 1, 1,…
## $ housing__rent                                                 <dbl> 0, 0, 0,…
## $ housing__own                                                  <dbl> 0, 0, 0,…
## $ number_credits__1                                             <dbl> 1, 0, 1,…
## $ `number_credits__2-3`                                         <dbl> 0, 1, 0,…
## $ number_credits__OTHER                                         <dbl> 0, 0, 0,…
## $ `job__unskilled_-_resident`                                   <dbl> 0, 0, 1,…
## $ `job__skilled_employee/official`                              <dbl> 1, 1, 0,…
## $ `job__manager/self-empl./highly_qualif._employee`             <dbl> 0, 0, 0,…
## $ job__OTHER                                                    <dbl> 0, 0, 0,…
## $ people_liable__3_or_more                                      <dbl> 0, 1, 0,…
## $ people_liable__0_to_2                                         <dbl> 1, 0, 1,…
## $ telephone__no                                                 <dbl> 1, 1, 1,…
## $ `telephone__yes_(under_customer_name)`                        <dbl> 0, 0, 0,…
## $ foreign_worker__no                                            <dbl> 1, 1, 1,…
## $ foreign_worker__OTHER                                         <dbl> 0, 0, 0,…
## $ credit_risk__bad                                              <dbl> 0, 0, 0,…
## $ credit_risk__good                                             <dbl> 1, 1, 1,…

2. 建立与目标变量的联系

customer_risk_tbl = german_binarized_tbl %>% 
  correlationfunnel::correlate(credit_risk__good)

customer_risk_tbl %>% glimpse()

## Rows: 74
## Columns: 3
## $ feature     <fct> credit_risk, credit_risk, status, status, credit_history, …
## $ bin         <chr> "bad", "good", "..._>=_200_DM_/_salary_for_at_least_1_year…
## $ correlation <dbl> -1.00000000, 1.00000000, 0.32243570, -0.25833347, 0.181713…

3. 绘制相关关系图

A Correlation Funnel is an tornado plot that lists the highest correlation features (based on absolute magnitude) at the top of the and the lowest correlation features at the bottom. The resulting visualization looks like a Funnel.

customer_risk_tbl %>% 
  correlationfunnel::plot_correlation_funnel(interactive = FALSE)

4. 进一步检查结果

customer_risk_tbl %>% 
  filter(feature %in% c("status", "credit_history", "duration",
                        "savings", "amount", "housing","property","age")) %>% 
  correlationfunnel::plot_correlation_funnel(interactive = FALSE, limits= c(-0.5,0.5))

从图中我们可以发现以下特征与因变量 credit_good 有重要关系：

• status: 薪资水平在200 DM salary for at least 1 year 时
• credit_history: 这家银行的所有信用都已按时偿还
• duration: 小于12时
• savings: 存款大于1000DM时

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