信用卡评分模型构建数据

信用卡评分模型构建

背景描述

目前拥有用户年龄，信用卡和个人信贷额度的总余额，过去2年借款人逾期，预测借款人是否会预期次数，月收入，负债比率，家属等信息，通过这些信息建立风控，信用评分模型，预测预测借款人是否会预期。

一.导入数据和库

导入相应库

import datetime
import pandas as pd
import numpy as np
import os
import seaborn as sns
import re
import matplotlib.pyplot as plt
import warnings

warnings.filterwarnings('always')
warnings.filterwarnings('ignore')
sns.set(style="darkgrid")
plt.rcParams['font.sans-serif'] = ['SimHei']  # 用来正常显示中文标签
plt.rcParams['axes.unicode_minus'] = False  # 用来正常显示

/opt/conda/lib/python3.6/importlib/_bootstrap.py:219: RuntimeWarning: numpy.dtype size changed, may indicate binary incompatibility. Expected 96, got 88
  return f(*args, **kwds)
/opt/conda/lib/python3.6/importlib/_bootstrap.py:219: RuntimeWarning: numpy.dtype size changed, may indicate binary incompatibility. Expected 96, got 88
  return f(*args, **kwds)


time: 1.57 s

导入数据

train = pd.read_csv('/home/kesci/input/kaggle4396/cs-training.csv')
test = pd.read_csv('/home/kesci/input/kaggle4396/cs-test.csv')

time: 248 ms

train.drop(columns=["Unnamed: 0"], inplace=True)
test.drop(columns=["Unnamed: 0"], inplace=True)

time: 9.83 ms

数据维度

train.shape

(150000, 11)



time: 3.97 ms

有无缺失值

train.isnull().sum()

SeriousDlqin2yrs                            0
RevolvingUtilizationOfUnsecuredLines        0
age                                         0
NumberOfTime30-59DaysPastDueNotWorse        0
DebtRatio                                   0
MonthlyIncome                           29731
NumberOfOpenCreditLinesAndLoans             0
NumberOfTimes90DaysLate                     0
NumberRealEstateLoansOrLines                0
NumberOfTime60-89DaysPastDueNotWorse        0
NumberOfDependents                       3924
dtype: int64



time: 30.9 ms

有无重复值

train.duplicated().sum()

609



time: 61.2 ms

整体分布

train.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 150000 entries, 0 to 149999
Data columns (total 11 columns):
SeriousDlqin2yrs                        150000 non-null int64
RevolvingUtilizationOfUnsecuredLines    150000 non-null float64
age                                     150000 non-null int64
NumberOfTime30-59DaysPastDueNotWorse    150000 non-null int64
DebtRatio                               150000 non-null float64
MonthlyIncome                           120269 non-null float64
NumberOfOpenCreditLinesAndLoans         150000 non-null int64
NumberOfTimes90DaysLate                 150000 non-null int64
NumberRealEstateLoansOrLines            150000 non-null int64
NumberOfTime60-89DaysPastDueNotWorse    150000 non-null int64
NumberOfDependents                      146076 non-null float64
dtypes: float64(4), int64(7)
memory usage: 12.6 MB
time: 32.2 ms

看下数据

train.head()

	SeriousDlqin2yrs	RevolvingUtilizationOfUnsecuredLines	age	NumberOfTime30-59DaysPastDueNotWorse	DebtRatio	MonthlyIncome	NumberOfOpenCreditLinesAndLoans	NumberOfTimes90DaysLate	NumberRealEstateLoansOrLines	NumberOfTime60-89DaysPastDueNotWorse	NumberOfDependents
0	1	0.766127	45	2	0.802982	9120.0	13	0	6	0	2.0
1	0	0.957151	40	0	0.121876	2600.0	4	0	0	0	1.0
2	0	0.658180	38	1	0.085113	3042.0	2	1	0	0	0.0
3	0	0.233810	30	0	0.036050	3300.0	5	0	0	0	0.0
4	0	0.907239	49	1	0.024926	63588.0	7	0	1	0	0.0

time: 12.1 ms

cor=train.corr()
fig, ax = plt.subplots(figsize=(10, 10))
sns.heatmap(cor, xticklabels=cor.columns, yticklabels=cor.columns, annot=True, ax=ax);

time: 1.2 s

二.数据前处理

train_clean = train.copy()

time: 6.31 ms

去重

train_clean.drop_duplicates(inplace=True)

time: 198 ms

缺失值处理

通过众数填充缺失值

def fill_na(df):
    na_list = [i for i in df.isnull().sum().index if df.isnull().sum()[i] > 0]
    for n in na_list:
        train_fillna = train_clean[n][train_clean[n].isna() == False]
        train_clean[n].fillna(train_fillna.median(), inplace=True)

time: 1.13 ms

fill_na(train_clean)
train_clean.isnull().sum()

SeriousDlqin2yrs                        0
RevolvingUtilizationOfUnsecuredLines    0
age                                     0
NumberOfTime30-59DaysPastDueNotWorse    0
DebtRatio                               0
MonthlyIncome                           0
NumberOfOpenCreditLinesAndLoans         0
NumberOfTimes90DaysLate                 0
NumberRealEstateLoansOrLines            0
NumberOfTime60-89DaysPastDueNotWorse    0
NumberOfDependents                      0
dtype: int64



time: 360 ms

贷款人的年龄分布

plt.figure(figsize=(16, 6))
sns.distplot(train_clean["age"], color = "black");

time: 665 ms

train_clean["age_label"] = pd.cut(train_clean["age"], np.arange(20, 110, 10))

time: 9.82 ms

# 重新分组,合并样本太少或者违约率过于接近的分组
bins = [0, 30, 40, 50, 60, 70, 110