机器学习-逻辑回归信用卡欺诈案例

数据预处理

读取数据

查看数据分布

标准化

由于Amount相比其他上下波动较大，所有进行标准化处理

下采样

获取较少数据个数截取，一样少（容易过拟合）

上采样

使用SMOTE算法，数据集一样多

模型训练

交叉验证

使用交叉验证提高准确性

正则惩罚项

使用正则惩罚项，防止数据波动产生过拟合

模型得分

精度

召回率

混淆矩阵

源码如下

#!/usr/bin/env python
# coding: utf-8

# In[3]:


import pandas as pd
import matplotlib.pyplot as plt
import numpy as np

get_ipython().run_line_magic('matplotlib', 'inline')


# ## 读取数据

# In[4]:


data = pd.read_csv("creditcard.csv")
data.head()


# ## 样本分布

# In[5]:


count_classes = pd.value_counts(data['Class'], sort = True).sort_index()
print(count_classes)
count_classes.plot(kind = 'bar')
plt.title("Fraud class histogram")
plt.xlabel("Class")
plt.ylabel("Frequency")


# ### 标准化

# In[6]:


from sklearn.preprocessing import StandardScaler
data['normAmount'] = StandardScaler().fit_transform(data['Amount'].values.reshape(-1,1))

data=data.drop(["Time","Amount"],axis=1)
data.head()


# ### 下采样（数据一样少）

# In[7]:


X = data.iloc[:, data.columns != 'Class']
y = data.iloc[:, data.columns == 'Class']


# #### 数量少的数据

# In[8]:


number_records_fraud = len(data[data.Class == 1])
fraud_indices = np.array(data[data.Class == 1].index)


# #### 数量多的

# In[9]:


normal_indices = data[data.Class == 0].index
random_normal_indices = np.random.choice(normal_indices, number_records_fraud, replace = False)
random_normal_indices = np.array(random_normal_indices)


# #### 合并index获取数据 

# In[10]:


under_sample_indices = np.concatenate([fraud_indices,random_normal_indices])
under_sample_data = data.iloc[under_sample_indices,:]

X_undersample = under_sample_data.iloc[:, under_sample_data.columns != 'Class']
y_undersample = under_sample_data.iloc[:, under_sample_data.columns == 'Class']

print("Percentage of normal transactions: ", len(under_sample_data[under_sample_data.Class == 0])/len(under_sample_data))
print("Percentage of fraud transactions: ", len(under_sample_data[under_sample_data.Class == 1])/len(under_sample_data))
print("Total number of transactions in resampled data: ", len(under_sample_data))


# ###  数据切分

# In[11]:


from sklearn.model_selection import train_test_split

# Whole dataset
X_train, X_test, y_train, y_test = train_test_split(X,y,test_size = 0.3, random_state = 0)

print("Number transactions train dataset: ", len(X_train))
print("Number transactions test dataset: ", len(X_test))
print("Total number of transactions: ", len(X_train)+len(X_test))

# Undersampled dataset
X_train_undersample, X_test_undersample, y_train_undersample, y_test_undersample = train_test_split(X_undersample
                                                                                                   ,y_undersample
                                                                                                   ,test_size = 0.3
                                                                                                   ,random_state = 0)
print("")
print("Number transactions train dataset: ", len(X_train_undersample))
print("Number transactions test dataset: ", len(X_test_undersample))
print("Total number of transactions: ", len(X_train_undersample)+len(X_test_undersample))


# In[12]:


#Recall = TP/(TP+FN)
from sklearn.linear_model import LogisticRegression

from sklearn.model_selection import KFold, cross_val_score
#混淆矩阵
from sklearn.metrics import confusion_matrix,recall_score,classification_report 


# ### 正则惩罚项&交叉验证
# - 1/2*w2
# - |w|

# In[13]:


def printing_Kfold_scores(x_train_data,y_train_data):
    #交叉验证
    fold = KFold(5,shuffle=False) 

    # 惩罚力度
    c_param_range = [0.01,0.1,1,10,100]

    results_table = pd.DataFrame(index = range(len(c_param_range),2), columns = ['C_parameter','Mean recall score'])
    results_table['C_parameter'] = c_param_range

    # the k-fold will give 2 lists: train_indices = indices[0], test_indices = indices[1]
    j = 0
    for c_param in c_param_range:
        print('-------------------------------------------')
        print('C parameter: ', c_param)
        print('-------------------------------------------')
        print('')

        recall_accs = []
        for iteration, indices in enumerate(fold.split(x_train_data)):

            # Call the logistic regression model with a certain C parameter
            lr = LogisticRegression(C = c_param, penalty = 'l1',solver='liblinear')

            # Use the training data to fit the model. In this case, we use the portion of the fold to train the model
            # with indices[0]. We then predict on the portion assigned as the 'test cross validation' with indices[1]
            lr.fit(x_train_data.iloc[indices[0],:],y_train_data.iloc[indices[0],:].values.ravel())

            # Predict values using the test indices in the training data
            y_pred_undersample = lr.predict(x_train_data.iloc[indices[1],:].values)

            # Calculate the recall score and append it to a list for recall scores representing the current c_parameter
            recall_acc = recall_score(y_train_data.iloc[indices[1],:].values,y_pred_undersample)
            recall_accs.append(recall_acc)
            print('Iteration ', iteration,': recall score = ', recall_acc)

        # The mean value of those recall scores is the metric we want to save and get hold of.
        results_table.loc[j,'Mean recall score'] = np.mean(recall_accs)
        j += 1
        print('')
        print('Mean recall score ', np.mean(recall_accs))
        print('')

    best_c = results_table.loc[results_table['Mean recall score'].astype(float).idxmax()]['C_parameter']
    
    # Finally, we can check which C parameter is the best amongst the chosen.
    print('*********************************************************************************')
    print('Best model to choose from cross validation is with C parameter = ', best_c)
    print('*********************************************************************************')
    
    return best_c


# In[14]:


best_c = printing_Kfold_scores(X_train_undersample,y_train_undersample)


# In[15]:


def plot_confusion_matrix(cm, classes,
                          title='Confusion matrix',
                          cmap=plt.cm.Blues):
    """
    This function prints and plots the confusion matrix.
    """
    plt.imshow(cm, interpolation='nearest', cmap=cmap)
    plt.title(title)
    plt.colorbar()
    tick_marks = np.arange(len(classes))
    plt.xticks(tick_marks, classes, rotation=0)
    plt.yticks(tick_marks, classes)

    thresh = cm.max() / 2.
    for i, j in itertools.product(range(cm.shape[0]), range(cm.shape[1])):
        plt.text(j, i, cm[i, j],
                 horizontalalignment="center",
                 color="white" if cm[i, j] > thresh else "black")

    plt.tight_layout()
    plt.ylabel('True label')
    plt.xlabel('Predicted label')


# # 使用测试数测试 

# In[16]:


import itertools
lr = LogisticRegression(C = best_c, penalty = 'l1',solver='liblinear')
lr.fit(X_train_undersample,y_train_undersample.values.ravel())
y_pred_undersample = lr.predict(X_test_undersample.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix(y_test_undersample,y_pred_undersample)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()


# # 使用原始数据测试

# In[17]:


lr = LogisticRegression(C = best_c, penalty = 'l1',solver='liblinear')
lr.fit(X_train_undersample,y_train_undersample.values.ravel())
y_pred = lr.predict(X_test.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix(y_test,y_pred)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()


# # 使用原始数据训练 

# In[18]:


best_c = printing_Kfold_scores(X_train,y_train)


# In[19]:


lr = LogisticRegression(C = best_c, penalty = 'l1',solver='liblinear')
lr.fit(X_train,y_train.values.ravel())
y_pred_undersample = lr.predict(X_test.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix(y_test,y_pred_undersample)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()


# # 过采样

# In[20]:


import pandas as pd
from imblearn.over_sampling import SMOTE
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import confusion_matrix
from sklearn.model_selection import train_test_split


# In[28]:


credit_cards=pd.read_csv('creditcard.csv')


# In[29]:


credit_cards.head()


# In[33]:


credit_cards['Class']


# In[34]:


credit_cards=pd.read_csv('creditcard.csv')
columns=credit_cards.columns
# The labels are in the last column ('Class'). Simply remove it to obtain features columns
features_columns=columns.delete(len(columns)-1)

features=credit_cards[features_columns]
labels=credit_cards['Class']


# In[35]:


features_train, features_test, labels_train, labels_test = train_test_split(features, 
                                                                            labels, 
                                                                            test_size=0.2, 
                                                                            random_state=0)


# In[37]:


features_train.shape


# In[42]:


labels_train.shape


# In[43]:


labels_train.sum()


# In[44]:


oversampler=SMOTE(random_state=0)
os_features,os_labels=oversampler.fit_sample(features_train,labels_train)


# In[24]:


len(os_labels[os_labels==1])


# In[25]:


os_features = pd.DataFrame(os_features)
os_labels = pd.DataFrame(os_labels)
best_c = printing_Kfold_scores(os_features,os_labels)


# In[27]:


lr = LogisticRegression(C = best_c, penalty = 'l1',solver='liblinear')
lr.fit(os_features,os_labels.values.ravel())
y_pred = lr.predict(features_test.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix(labels_test,y_pred)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()