零基础入门金融风控-贷款违约预测_Task3

本文在task2基线方案的基础上，进行了缺失值的填充，利用平均数填充了数值型特征，利用众数填充了类别型特征。

数据读取处理

python包导入

import pandas as pd
import numpy as np
from category_encoders.target_encoder import TargetEncoder
from sklearn.model_selection import KFold
from sklearn.metrics import auc, roc_curve
import lightgbm as lgb

数据读取与基本信息查看

数据读取

# 文件目录，相对路径
INPUT_PATH = 'data/'
OUTPUT_PATH = 'data/result/'

# 文件读取行数
MAX_ROWS = None

# 训练数据及label
train_data = pd.read_csv(INPUT_PATH + 'train.csv', index_col='id')
target = train_data.pop('isDefault')

# 测试数据
test_data = pd.read_csv(INPUT_PATH + 'testA.csv', index_col='id')

# 查看数据信息 
train_data.info()

# 查看数据数据
train_data.head()

数据基本处理与缺失值填充

from sklearn.model_selection import train_test_split


# n2 与 n3 重复性较高，删除 n2
train_data.drop(['n2', 'issueDate'], axis = 1, inplace = True)
test_data = test_data[train_data.columns]

numerical_fea = list(train_data.select_dtypes(exclude=['object']).columns)
category_fea = list(filter(lambda x: x not in numerical_fea,list(train_data.columns)))

# 按照平均数填充数值型特征
train_data[numerical_fea] = train_data[numerical_fea].fillna(train_data[numerical_fea].median())

# 按照众数填充类别型特征
train_data[category_fea] = train_data[category_fea].fillna(train_data[category_fea].mode())

# 获取非数值列
s = train_data.dtypes
tecols = s[s=='object'].index.tolist()

# 将非数值列直接利用TargetEncoder进行离散化编码
te = TargetEncoder(cols=tecols)
tf = te.fit_transform(train_data, target)
df = te.transform(test_data)

# 划分训练集和验证集
X_train_split, X_val, y_train_split, y_val = train_test_split(tf, target, test_size=0.2)
train_matrix = lgb.Dataset(X_train_split, label=y_train_split)
valid_matrix = lgb.Dataset(X_val, label=y_val)

模型建模与训练

lightGBM模型初始化

"""使用优化后的参数初始化模型（参数通过网格搜索法进行优化，这里没有相关代码）"""
base_params_lgb = {
                    'boosting_type': 'gbdt',
                    'objective': 'binary',
                    'metric': 'auc',
                    'learning_rate': 0.01,
                    'num_leaves': 14,
                    'max_depth': 19,
                    'min_data_in_leaf': 37,
                    'min_child_weight':1.6,
                    'bagging_fraction': 0.98,
                    'feature_fraction': 0.69,
                    'bagging_freq': 96,
                    'reg_lambda': 9,
                    'reg_alpha': 7,
                    'min_split_gain': 0.4,
                    'nthread': 8,
                    'seed': 2020,
                    'silent': True,
}

模型训练

"""使用训练集数据进行模型训练"""
final_model_lgb = lgb.train(base_params_lgb, train_set=train_matrix, valid_sets=valid_matrix, num_boost_round=13000, verbose_eval=1000, early_stopping_rounds=200)

模型预测与结果导出

模型预测

# 预测test，输出结果
OUTPUT_PATH = 'data/result/'

df = te.transform(test_data)
pre = final_model_lgb.predict(df)

导出预测结果

import time

pd.Series(pre, name='isDefault', index=test_data.index).reset_index().to_csv(OUTPUT_PATH + str(int(time.time()))
                                                                             +'_submit.csv', index=False)