金融数据4

模型的评价

from sklearn.metrics import accuracy_score, recall_score, f1_score, roc_auc_score, roc_curve, precision_score
from matplotlib import pyplot as plt
# 定义评估函数
def model_metrics(clf, X_train, X_test, y_train, y_test):
    # 预测
    y_train_pred = clf.predict(X_train)
    y_test_pred = clf.predict(X_test)
    y_train_pred_proba = clf.predict_proba(X_train)[:, 1]
    y_test_pred_proba = clf.predict_proba(X_test)[:, 1]
 
    # 评估
    # 准确性
    print('准确性：')
    print('Train：{:.4f}'.format(accuracy_score(y_train, y_train_pred)))
    print('Test：{:.4f}'.format(accuracy_score(y_test, y_test_pred)))
 
    #精确性
    print('精确性：')
    print("Train:{:.4f}".format(precision_score(y_train, y_train_pred)))
    print("Test: {:.4f}".format(precision_score(y_train, y_train_pred)))
    # 召回率
    print('召回率：')
    print('Train：{:.4f}'.format(recall