import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
data = pd.read_csv('creditcard.csv')
data.head()
count_classes = pd.value_counts(data['Class'],sort = True).sort_index()
count_classes.plot(kind = 'bar',color='blue')
plt.title('frauad class histogram')
plt.xlabel('class')
plt.ylabel('frequency')
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()
X = data.ix[:, data.columns != 'Class']
y = data.ix[:, data.columns == 'Class']# Number of data points in the minority class
number_records_fraud = len(data[data.Class == 1])
fraud_indices = np.array(data[data.Class == 1].index)#print(number_records_fraud)
#print(fraud_indices)
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)
print(random_normal_indices)
# Under sample dataset
under_sample_data = data.iloc[under_sample_indices,:]
X_undersample = under_sample_data.ix[:, under_sample_data.columns != 'Class']
y_undersample = under_sample_data.ix[:, under_sample_data.columns == 'Class']# Showing ratio
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))
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))
#Recall = TP/(TP+FN)
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import KFold, cross_val_score
from sklearn.metrics import confusion_matrix,recall_score,classification_report
def printing_Kfold_scores(x_train_data,y_train_data):
fold = KFold(5,shuffle=False)# Different C parameters
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')# 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.ix[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('float64').argmax()]['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
best_c = printing_Kfold_scores(X_train_undersample,y_train_undersample)
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')
import itertools
lr = LogisticRegression(C = best_c, penalty = 'l1')
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()
lr = LogisticRegression(C = best_c, penalty = 'l1')
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()
best_c = printing_Kfold_scores(X_train,y_train)
lr = LogisticRegression(C = best_c, penalty = 'l1')
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()
lr = LogisticRegression(C = 0.01, penalty = 'l1')
lr.fit(X_train_undersample,y_train_undersample.values.ravel())
y_pred_undersample_proba = lr.predict_proba(X_test_undersample.values)thresholds = [0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9]
plt.figure(figsize=(10,10))
j = 1
for i in thresholds:
y_test_predictions_high_recall = y_pred_undersample_proba[:,1] > i
plt.subplot(3,3,j)
j += 1
# Compute confusion matrix
cnf_matrix = confusion_matrix(y_test_undersample,y_test_predictions_high_recall)
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]
plot_confusion_matrix(cnf_matrix
, classes=class_names
, title='Threshold >= %s'%i)
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
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']
features_train, features_test, labels_train, labels_test = train_test_split(features,
labels,
test_size=0.2,
random_state=0)
oversampler=SMOTE(random_state=0)
os_features,os_labels=oversampler.fit_sample(features_train,labels_train)
os_features = pd.DataFrame(os_features)
os_labels = pd.DataFrame(os_labels)
best_c = printing_Kfold_scores(os_features,os_labels)
lr = LogisticRegression(C = best_c, penalty = 'l1')
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()