30机器学习项目实战-贷款申请最大化利润

唐宇迪《python数据分析与机器学习实战》学习笔记
30机器学习项目实战-贷款申请最大化利润
本文相关原始数据及代码：链接，密码：8v5y

一、数据清洗过滤无用特征

互联网贷款网站：https://www.lendingclub.com/info/download-data.action

通过历史数据来决定是否放款，这里下载了2007-2011年的数据，大概有4万多个样本特征非常多：

这里对其进行一些预处理：

import pandas as pd
loans_2007 = pd.read_csv('LoanStats3a.csv', skiprows=1)
half_count = len(loans_2007) / 2
loans_2007 = loans_2007.dropna(thresh=half_count, axis=1)#去掉空值太多的行
#thresh=n，保留至少有 n 个非 NA 数的行
loans_2007 = loans_2007.drop(['desc', 'url'],axis=1)#去掉没用的“描述”‘链接’行
loans_2007.to_csv('loans_2007.csv', index=False)#保存为新文件

import pandas as pd
loans_2007 = pd.read_csv("loans_2007.csv")
print(loans_2007.iloc[0])#看一下第一行内容
print(loans_2007.shape[1])#看一下列数

id 1077501
member_id 1.2966e+06
loan_amnt 5000
funded_amnt 5000
funded_amnt_inv 4975
term 36 months
int_rate 10.65%
installment 162.87
grade B
sub_grade B2
emp_title NaN
emp_length 10+ years
home_ownership RENT
annual_inc 24000
verification_status Verified
issue_d Dec-2011
loan_status Fully Paid
pymnt_plan n
purpose credit_card
title Computer
zip_code 860xx
addr_state AZ
dti 27.65
delinq_2yrs 0
earliest_cr_line Jan-1985
inq_last_6mths 1
open_acc 3
pub_rec 0
revol_bal 13648
revol_util 83.7%
total_acc 9
initial_list_status f
out_prncp 0
out_prncp_inv 0
total_pymnt 5863.16
total_pymnt_inv 5833.84
total_rec_prncp 5000
total_rec_int 863.16
total_rec_late_fee 0
recoveries 0
collection_recovery_fee 0
last_pymnt_d Jan-2015
last_pymnt_amnt 171.62
last_credit_pull_d Nov-2016
collections_12_mths_ex_med 0
policy_code 1
application_type INDIVIDUAL
acc_now_delinq 0
chargeoff_within_12_mths 0
delinq_amnt 0
pub_rec_bankruptcies 0
tax_liens 0
Name: 0, dtype: object
52

id数据只是个编号对结果无影响所以不当成特征，具体的特征描述网站上可以看一下，loan_amnt 为申请额，funded_amnt 、funded_amnt_inv 为实际给的这种量是预测之后的事了，对预测无用，这种类似的量都丢除，只留申请时填写的数据。term还款日期。int_rate利率，这个指标可能越高是不是越不容易还款，可作特征。高度重复的特征也要去除，比如各种打分值其实说的是一个事，存在高度相关性。还有些特征，比如公司单位，要预测的话可能需要进行分级太麻烦，也去除。这里共52个特征，就照着上面的思路去清洗：

loans_2007 = loans_2007.drop(["id", "member_id", "funded_amnt", "funded_amnt_inv", "grade", "sub_grade", "emp_title", "issue_d"], axis=1)

loans_2007 = loans_2007.drop(["zip_code", "out_prncp", "out_prncp_inv", "total_pymnt", "total_pymnt_inv", "total_rec_prncp"], axis=1)

打印出候选特征，发现还是有点多32个：

loans_2007 = loans_2007.drop(["total_rec_int", "total_rec_late_fee", "recoveries", "collection_recovery_fee", "last_pymnt_d", "last_pymnt_amnt"], axis=1)
print(loans_2007.iloc[0])
print(loans_2007.shape[1])

loan_amnt 5000
term 36 months
int_rate 10.65%
installment 162.87
emp_length 10+ years
home_ownership RENT
annual_inc 24000
verification_status Verified
loan_status Fully Paid
pymnt_plan n
purpose credit_card
title Computer
addr_state AZ
dti 27.65
delinq_2yrs 0
earliest_cr_line Jan-1985
inq_last_6mths 1
open_acc 3
pub_rec 0
revol_bal 13648
revol_util 83.7%
total_acc 9
initial_list_status f
last_credit_pull_d Nov-2016
collections_12_mths_ex_med 0
policy_code 1
application_type INDIVIDUAL
acc_now_delinq 0
chargeoff_within_12_mths 0
delinq_amnt 0
pub_rec_bankruptcies 0
tax_liens 0
Name: 0, dtype: object
32

观察数据并没有哪个项明确规定标签值，无0/1这种。下面是网站上关于贷款状态’Loamn Status’列的评判。Fully Paid全额批准，可以打个1，Charged Off 没批准,评0，三的项是没满足要求的最终也不知道到底给贷款没，这里就不用了。后面其他指标的不确定性比较强也丢弃，例如Late(16-30days)批准延期了。所以最终选择Fully Paid和Charged Off作为Label值。

#取出拥有这两个属性的行
loans_2007 = loans_2007[(loans_2007['loan_status'] == "Fully Paid") | (loans_2007['loan_status'] == "Charged Off")]
#把属性和映射值做成字典
status_replace = {
   
    "loan_status" : {
   
        "Fully Paid": 1,
        "Charged Off": 0,
    }
}

loans_2007 = loans_2007.replace(status_replace)#应用字典进行替换

还剩30多列，观察发现有些列包含的值都是一样的，比如pymnt_plan列全为n、pub_rec全为0…对于预测完全无用，所以接下把这类列都去除。这里统计每列数据如果唯一值则去取，不过考虑到有些值可能为空值，所以这里先去除缺失值。

orig_columns = loans_2007.columns#取所有列
drop_colum