task1：赛题理解

最新推荐文章于 2022-11-28 22:06:21 发布

老三1987

最新推荐文章于 2022-11-28 22:06:21 发布

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分类专栏：机器学习分类算法文章标签： python

本文链接：https://blog.csdn.net/jona1987/article/details/108610983

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1 赛题理解

赛题以金融风控中的个人信贷为背景，要求选手根据贷款申请人的数据信息预测其是否有违约的可能，以此判断是否通过此项贷款，这是一个典型的分类问题。

1.1 学习目标

理解赛题数据和目标，清楚评分体系。
完成相应报名，下载数据和结果提交打卡（可提交示例结果），熟悉比赛流程

1.2 赛题概况

赛题以预测金融风险为任务，数据集报名后可见并可下载，该数据来自某信贷平台的贷款记录，总数据量超过120w，包含47列变量信息，其中15列为匿名变量。为了保证比赛的公平性，将会从中抽取80万条作为训练集，20万条作为测试集A，20万条作为测试集B，同时会对employmentTitle、purpose、postCode和title等信息进行脱敏。

train.csv

特征变量：

id 为贷款清单分配的唯一信用证标识
loanAmnt 贷款金额
term 贷款期限（year）
interestRate 贷款利率
installment 分期付款金额
grade 贷款等级
subGrade 贷款等级之子级
employmentTitle 就业职称
employmentLength 就业年限（年）
homeOwnership 借款人在登记时提供的房屋所有权状况
annualIncome 年收入
verificationStatus 验证状态
issueDate 贷款发放的月份
purpose 借款人在贷款申请时的贷款用途类别
postCode 借款人在贷款申请中提供的邮政编码的前3位数字
regionCode 地区编码
dti 债务收入比
delinquency_2years 借款人过去2年信用档案中逾期30天以上的违约事件数
ficoRangeLow 借款人在贷款发放时的fico所属的下限范围
ficoRangeHigh 借款人在贷款发放时的fico所属的上限范围
openAcc 借款人信用档案中未结信用额度的数量
pubRec 贬损公共记录的数量
pubRecBankruptcies 公开记录清除的数量
revolBal 信贷周转余额合计
revolUtil 循环额度利用率，或借款人使用的相对于所有可用循环信贷的信贷金额
totalAcc 借款人信用档案中当前的信用额度总数
initialListStatus 贷款的初始列表状态
applicationType 表明贷款是个人申请还是与两个共同借款人的联合申请
earliesCreditLine 借款人最早报告的信用额度开立的月份
title 借款人提供的贷款名称
policyCode 公开可用的策略_代码=1新产品不公开可用的策略_代码=2
n系列匿名特征匿名特征n0-n14，为一些贷款人行为计数特征的处理

目标变量：isDefault

1.3 评估指标

竞赛采用AUC作为评价指标。AUC（Area Under Curve）被定义为 ROC曲线下与坐标轴围成的面积。

1.4 赛题流程

数据探索性分析–特征工程–建模调参–模型融合

1.5 数据初始查看

import pandas as pd
path=r'C:\Users\gnzha\工作\工作\bonc\python\学习资料\202009datawhale资料\数据\\'
train_data=pd.read_csv(path+'train.csv')

train_data.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 800000 entries, 0 to 799999
Data columns (total 47 columns):
 #   Column              Non-Null Count   Dtype  
---  ------              --------------   -----  
 0   id                  800000 non-null  int64  
 1   loanAmnt            800000 non-null  float64
 2   term                800000 non-null  int64  
 3   interestRate        800000 non-null  float64
 4   installment         800000 non-null  float64
 5   grade               800000 non-null  object 
 6   subGrade            800000 non-null  object 
 7   employmentTitle     799999 non-null  float64
 8   employmentLength    753201 non-null  object 
 9   homeOwnership       800000 non-null  int64  
 10  annualIncome        800000 non-null  float64
 11  verificationStatus  800000 non-null  int64  
 12  issueDate           800000 non-null  object 
 13  isDefault           800000 non-null  int64  
 14  purpose             800000 non-null  int64  
 15  postCode            799999 non-null  float64
 16  regionCode          800000 non-null  int64  
 17  dti                 799761 non-null  float64
 18  delinquency_2years  800000 non-null  float64
 19  ficoRangeLow        800000 non-null  float64
 20  ficoRangeHigh       800000 non-null  float64
 21  openAcc             800000 non-null  float64
 22  pubRec              800000 non-null  float64
 23  pubRecBankruptcies  799595 non-null  float64
 24  revolBal            800000 non-null  float64
 25  revolUtil           799469 non-null  float64
 26  totalAcc            800000 non-null  float64
 27  initialListStatus   800000 non-null  int64  
 28  applicationType     800000 non-null  int64  
 29  earliesCreditLine   800000 non-null  object 
 30  title               799999 non-null  float64
 31  policyCode          800000 non-null  float64
 32  n0                  759730 non-null  float64
 33  n1                  759730 non-null  float64
 34  n2                  759730 non-null  float64
 35  n2.1                759730 non-null  float64
 36  n4                  766761 non-null  float64
 37  n5                  759730 non-null  float64
 38  n6                  759730 non-null  float64
 39  n7                  759730 non-null  float64
 40  n8                  759729 non-null  float64
 41  n9                  759730 non-null  float64
 42  n10                 766761 non-null  float64
 43  n11                 730248 non-null  float64
 44  n12                 759730 non-null  float64
 45  n13                 759730 non-null  float64
 46  n14                 759730 non-null  float64
dtypes: float64(33), int64(9), object(5)
memory usage: 286.9+ MB

testA_data=pd.read_csv(path+'testA.csv')

testA_data.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 200000 entries, 0 to 199999
Data columns (total 48 columns):
 #   Column              Non-Null Count   Dtype  
---  ------              --------------   -----  
 0   id                  200000 non-null  int64  
 1   loanAmnt            200000 non-null  float64
 2   term                200000 non-null  int64  
 3   interestRate        200000 non-null  float64
 4   installment         200000 non-null  float64
 5   grade               200000 non-null  object 
 6   subGrade            200000 non-null  object 
 7   employmentTitle     200000 non-null  float64
 8   employmentLength    188258 non-null  object 
 9   homeOwnership       200000 non-null  int64  
 10  annualIncome        200000 non-null  float64
 11  verificationStatus  200000 non-null  int64  
 12  issueDate           200000 non-null  object 
 13  purpose             200000 non-null  int64  
 14  postCode            200000 non-null  float64
 15  regionCode          200000 non-null  int64  
 16  dti                 199939 non-null  float64
 17  delinquency_2years  200000 non-null  float64
 18  ficoRangeLow        200000 non-null  float64
 19  ficoRangeHigh       200000 non-null  float64
 20  openAcc             200000 non-null  float64
 21  pubRec              200000 non-null  float64
 22  pubRecBankruptcies  199884 non-null  float64
 23  revolBal            200000 non-null  float64
 24  revolUtil           199873 non-null  float64
 25  totalAcc            200000 non-null  float64
 26  initialListStatus   200000 non-null  int64  
 27  applicationType     200000 non-null  int64  
 28  earliesCreditLine   200000 non-null  object 
 29  title               200000 non-null  float64
 30  policyCode          200000 non-null  float64
 31  n0                  189889 non-null  float64
 32  n1                  189889 non-null  float64
 33  n2                  189889 non-null  float64
 34  n2.1                189889 non-null  float64
 35  n2.2                189889 non-null  float64
 36  n2.3                189889 non-null  float64
 37  n4                  191606 non-null  float64
 38  n5                  189889 non-null  float64
 39  n6                  189889 non-null  float64
 40  n7                  189889 non-null  float64
 41  n8                  189889 non-null  float64
 42  n9                  189889 non-null  float64
 43  n10                 191606 non-null  float64
 44  n11                 182425 non-null  float64
 45  n12                 189889 non-null  float64
 46  n13                 189889 non-null  float64
 47  n14                 189889 non-null  float64
dtypes: float64(35), int64(8), object(5)
memory usage: 73.2+ MB

train_data.columns

Index(['id', 'loanAmnt', 'term', 'interestRate', 'installment', 'grade',
       'subGrade', 'employmentTitle', 'employmentLength', 'homeOwnership',
       'annualIncome', 'verificationStatus', 'issueDate', 'isDefault',
       'purpose', 'postCode', 'regionCode', 'dti', 'delinquency_2years',
       'ficoRangeLow', 'ficoRangeHigh', 'openAcc', 'pubRec',
       'pubRecBankruptcies', 'revolBal', 'revolUtil', 'totalAcc',
       'initialListStatus', 'applicationType', 'earliesCreditLine', 'title',
       'policyCode', 'n0', 'n1', 'n2', 'n2.1', 'n4', 'n5', 'n6', 'n7', 'n8',
       'n9', 'n10', 'n11', 'n12', 'n13', 'n14'],
      dtype='object')

testA_data.columns

Index(['id', 'loanAmnt', 'term', 'interestRate', 'installment', 'grade',
       'subGrade', 'employmentTitle', 'employmentLength', 'homeOwnership',
       'annualIncome', 'verificationStatus', 'issueDate', 'purpose',
       'postCode', 'regionCode', 'dti', 'delinquency_2years', 'ficoRangeLow',
       'ficoRangeHigh', 'openAcc', 'pubRec', 'pubRecBankruptcies', 'revolBal',
       'revolUtil', 'totalAcc', 'initialListStatus', 'applicationType',
       'earliesCreditLine', 'title', 'policyCode', 'n0', 'n1', 'n2', 'n2.1',
       'n2.2', 'n2.3', 'n4', 'n5', 'n6', 'n7', 'n8', 'n9', 'n10', 'n11', 'n12',
       'n13', 'n14'],
      dtype='object')

train_data.head()

	id	loanAmnt	term	interestRate	installment	grade	subGrade	employmentTitle	employmentLength	homeOwnership	...	n5	n6	n7	n8	n9	n10	n11	n12	n13	n14
0	0	35000.0	5	19.52	917.97	E	E2	320.0	2 years	2	...	9.0	8.0	4.0	12.0	2.0	7.0	0.0	0.0	0.0	2.0
1	1	18000.0	5	18.49	461.90	D	D2	219843.0	5 years	0	...	NaN	NaN	NaN	NaN	NaN	13.0	NaN	NaN	NaN	NaN
2	2	12000.0	5	16.99	298.17	D	D3	31698.0	8 years	0	...	0.0	21.0	4.0	5.0	3.0	11.0	0.0	0.0	0.0	4.0
3	3	11000.0	3	7.26	340.96	A	A4	46854.0	10+ years	1	...	16.0	4.0	7.0	21.0	6.0	9.0	0.0	0.0	0.0	1.0
4	4	3000.0	3	12.99	101.07	C	C2	54.0	NaN	1	...	4.0	9.0	10.0	15.0	7.0	12.0	0.0	0.0	0.0	4.0

5 rows × 47 columns

train_data['isDefault'].head()

0    1
1    0
2    0
3    0
4    0
Name: isDefault, dtype: int64

train_data['isDefault'].describe()

count    800000.000000
mean          0.199513
std           0.399634
min           0.000000
25%           0.000000
50%           0.000000
75%           0.000000
max           1.000000
Name: isDefault, dtype: float64

train_data['isDefault'].value_counts()

0    640390
1    159610
Name: isDefault, dtype: int64

train_data['isDefault'].values

array([1, 0, 0, ..., 1, 0, 0], dtype=int64)

2 提交结果

在这里插入图片描述

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task1：赛题理解

1 赛题理解赛题以金融风控中的个人信贷为背景，要求选手根据贷款申请人的数据信息预测其是否有违约的可能，以此判断是否通过此项贷款，这是一个典型的分类问题。1.1 学习目标理解赛题数据和目标，清楚评分体系。完成相应报名，下载数据和结果提交打卡（可提交示例结果），熟悉比赛流程1.2 赛题概况赛题以预测金融风险为任务，数据集报名后可见并可下载，该数据来自某信贷平台的贷款记录，总数据量超过120w，包含47列变量信息，其中15列为匿名变量。为了保证比赛的公平性，将会从中抽取80万条作为训练集，20万条作为
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