记录5个模型（逻辑回归、SVM、决策树、随机森林、XGBoost）关于accuracy、precision，recall和F1-score、auc值的评分表格，并画出ROC曲线。

记录5个模型（逻辑回归、SVM、决策树、随机森林、XGBoost）关于accuracy、precision，recall和F1-score、auc值的评分表格，并画出ROC曲线。

数据集下载地址：
链接: https://pan.baidu.com/s/1eAxEpYv5jtZahDuGCIkGrw 提取码: 1024

import pandas as pd
import numpy as np
from sklearn.impute import SimpleImputer
from sklearn.preprocessing import OrdinalEncoder
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import RandomForestClassifier
from xgboost import XGBClassifier
import matplotlib.pyplot as plt
from sklearn.preprocessing import minmax_scale
from sklearn.metrics import precision_score, roc_curve, recall_score, f1_score, roc_auc_score, accuracy_score
import warnings

warnings.filterwarnings("ignore")

data = pd.read_csv('data.csv',encoding='gbk')
delete = ['Unnamed: 0', 'custid', 'trade_no', 'bank_card_no','id_name','latest_query_time','source','loans_latest_time','first_transaction_time', 'student_feature']
data = data.drop(delete,axis=1)

# 使用众数填充
for i in range(data.shape[1]):
    feature = data.iloc[:,i].values.reshape(-1,1)  #sklearn中特征矩阵必须是二维
    imp_mode = SimpleImputer(strategy='most_frequent')
    data.iloc[:,i] = imp_mode.fit_transform(feature)

# 处理分类型特征
data['reg_preference_for_trad'] = OrdinalEncoder().fit_transform(data['reg_preference_for_trad'].values.reshape(-1,1))

# 划分数据
x = data.drop('status',axis=1)
y = data.status
X_train, X_test, y_train, y_test = train_test_split(x, y, test_size = 0.3, random_state =2018, shuffle = True)

# 数据归一化
X_train = minmax_scale(X_train)
X_test =  minmax_scale(X_test)

# 建立模型
LR = LogisticRegression()
LR.fit(X_train,y_train)

svc = SVC(kernel='linear',probability=True)
svc.fit(X_train,y_train)

DT = DecisionTreeClassifier(max_depth=6)
DT.fit(X_train,y_train)

RF = RandomForestClassifier()
RF.fit(X_train,y_train)

XGB = XGBClassifier()
XGB.fit(X_train,y_train)

models = [LR,svc,DT,RF,XGB]

names = ["LR","SVC", 'DT', "RF","Xgb"]
evaluates = ['accuracy','precision','recall','f1','auc']

df_list = []
for name, model in zip(names, models):
    y_train_pred = model.predict(X_train)
    y_test_pred = model.predict(X_test)

    # accuracy
    train_accuracy = model.score(X_train, y_train)
    test_accuracy = model.score(X_test, y_test)
    # precision
    train_precision = precision_score(y_train, y_train_pred)
    test_precision = precision_score(y_test, y_test_pred)
    # recall
    train_recall = recall_score(y_train, y_train_pred)
    test_recall = recall_score(y_test, y_test_pred)
    # f1
    train_f1 = f1_score(y_train, y_train_pred)
    test_f1 = f1_score(y_test, y_test_pred)
    # auc 计算时，计算的应该是不同的概率画出来的曲线下的面积,而不是预测值对应的曲线下的面积
    # 预测值 分类模型，应该全是0 或者 1 ，但是概率是类似于得分一样的值
    # 根据资料貌似两种都行，都可以作为阈值来进行ROC曲线的绘制
    y_train_pred = model.predict_proba(X_train)[:, 1]
    y_test_pred = model.predict_proba(X_test)[:, 1]

    train_auc = roc_auc_score(y_train, y_train_pred)
    test_auc = roc_auc_score(y_test, y_test_pred)
    print('{}  训练集： accuracy:{:.3},precision:{:.3}, recall:{:.3}, f1:{:.3}, auc:{:.3}'.format(name, train_accuracy,
                                                                                              train_precision,
                                                                                              train_recall, train_f1,
                                                                                              train_auc))
    print('{}  测试集： accuracy:{:.3},precision:{:.3}, recall:{:.3}, f1:{:.3}, auc:{:.3}'.format(name, test_accuracy,
                                                                                              test_precision,
                                                                                              test_recall, test_f1,
                                                                                              test_auc))
    print('\n')
    df = pd.DataFrame(np.array(
        [train_accuracy, train_precision, train_recall, train_f1, train_auc, test_accuracy, test_precision, test_recall,
         test_f1, test_auc]).reshape(2, -1),
                      index=['train', 'test'],
                      columns=['Accuracy', 'Precision', 'Recall', 'F1-Score', 'AUC-Score'])
    df_list.append(df)

pd.concat(df_list, axis=0, keys=names)

def draw_roc_curve(train_pre_proba, test_pre_proba, train_auc, test_auc, model_name):
    fpr, tpr, roc_auc = train_pre_proba
    test_fpr, test_tpr, test_roc_auc = test_pre_proba

    plt.figure()
    lw = 2
    plt.plot(fpr, tpr, color='darkorange',
             lw=lw, label='ROC curve (area = %0.2f)' % train_auc)
    plt.plot(test_fpr, test_tpr, color='red',
             lw=lw, label='ROC curve (area = %0.2f)' % test_auc)
    plt.plot([0, 1], [0, 1], color='navy', lw=lw, linestyle='--')
    plt.xlabel('False Positive Rate')
    plt.ylabel('True Positive Rate')
    plt.title('Roc example ' + model_name)
    plt.legend(loc="lower right")
    plt.show()

for name, model in zip(names, models):
    y_train_pred = model.predict_proba(X_train)[:, 1]
    y_test_pred = model.predict_proba(X_test)[:, 1]

    train_roc = roc_curve(y_train, y_train_pred)
    test_roc = roc_curve(y_test, y_test_pred)

    train_auc = roc_auc_score(y_train, y_train_pred)
    test_auc = roc_auc_score(y_test, y_test_pred)

    draw_roc_curve(train_roc, test_roc, train_auc, test_auc, name)

输出结果：

LR  训练集： accuracy:0.801,precision:0.749, recall:0.312, f1:0.44, auc:0.808
LR  测试集： accuracy:0.786,precision:0.627, recall:0.37, f1:0.466, auc:0.77


SVC  训练集： accuracy:0.796,precision:0.787, recall:0.257, f1:0.387, auc:0.816
SVC  测试集： accuracy:0.773,precision:0.645, recall:0.217, f1:0.325, auc:0.773


DT  训练集： accuracy:0.843,precision:0.773, recall:0.53, f1:0.629, auc:0.836
DT  测试集： accuracy:0.641,precision:0.359, recall:0.546, f1:0.433, auc:0.671


RF  训练集： accuracy:0.983,precision:0.997, recall:0.936, f1:0.966, auc:0.999
RF  测试集： accuracy:0.718,precision:0.427, recall:0.351, f1:0.385, auc:0.675


Xgb  训练集： accuracy:0.849,precision:0.861, recall:0.476, f1:0.613, auc:0.917
Xgb  测试集： accuracy:0.77,precision:0.564, recall:0.379, f1:0.453, auc:0.757

转载：https://www.jianshu.com/p/5d0df74437c1
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