学习目标
- 学习特征预处理、缺失值、异常值处理、数据分桶等特征处理方法
- 学习特征交互、编码、选择的相应方法
内容介绍
- 数据预处理
- 缺失值的填充
- 时间格式处理
- 对象类型特征转换到数值
- 异常值处理
- 基于3segama原则
- 基于箱型图
- 数据分箱
- 固定宽度分箱
- 分位数分箱
- 离散数值型数据分箱
- 连续数值型数据分箱
- 特征交互
- 特征和特征之间组合
- 特征和特征之间衍生
- 特征编码
- one-hot编码
- label-encode编码
- 特征选择
- 1 Filter
- 2 Wrapper (RFE)
- 3 Embedded
代码示例
# 导入包并读取数据
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import datetime
from tqdm import tqdm
from sklearn.preprocessing import LabelEncoder
from sklearn.feature_selection import SelectKBest
from sklearn.feature_selection import chi2
from sklearn.preprocessing import MinMaxScaler
import xgboost as xgb
import lightgbm as lgb
from catboost import CatBoostRegressor
import warnings
from sklearn.model_selection import StratifiedKFold, KFold
from sklearn.metrics import accuracy_score, f1_score, roc_auc_score, log_loss
warnings.filterwarnings('ignore')
data_train =pd.read_csv('../train.csv')
data_test_a = pd.read_csv('../testA.csv')
# 特征分为数值型和类别型
numerical_fea = list(data_train.select_dtypes(exclude=['object']).columns)
category_fea = list(filter(lambda x: x not in numerical_fea,list(data_train.columns)))
label = 'isDefault'
numerical_fea.remove(label)
# 缺失值填充
data_train.isnull().sum() #查看缺失值情况
data_train = data_train.fillna(0) # 所有缺失值替换为指定的值0
data_train = data_train.fillna(axis=0,method='ffill') # 缺失值上面的值替换缺失值
data_train = data_train.fillna(axis=0,method='bfill',limit=2) # 缺失值下面的值替换缺失值,且设置最多只填充两个连续的缺失值
#按照中位数数填充数值型特征
data_train[numerical_fea] = data_train[numerical_fea].fillna(data_train[numerical_fea].median())
data_test_a[numerical_fea] = data_test_a[numerical_fea].fillna(data_train[numerical_fea].median())
#按照众数填充类别型特征
data_train[category_fea] = data_train[category_fea].fillna(data_train[category_fea].mode())
data_test_a[category_fea] = data_test_a[category_fea].fillna(data_train[category_fea].mode())
data_train.isnull().sum()
# 时间格式处理
for data in [data_train, data_test_a]:
data['issueDate'] = pd.to_datetime(data['issueDate'],format='%Y-%m-%d')
startdate = datetime.datetime.strptime('2007-06-01', '%Y-%m-%d')
#构造时间特征
data['issueDateDT'] = data['issueDate'].apply(lambda x: x-startdate).dt.days
# 对象类型特征转换到数值
# 对 employmentLength 进行转换
data_train['employmentLength'].value_counts(dropna=False).sort_index()
def employmentLength_to_int(s):
if pd.isnull(s):
return s
else:
return np.int8(s.split()[0])
for data in [data_train, data_test_a]:
data['employmentLength'].replace(to_replace='10+ years', value='10 years', inplace=True)
data['employmentLength'].replace('< 1 year', '0 years', inplace=True)
data['employmentLength'] = data['employmentLength'].apply(employmentLength_to_int)
data['employmentLength'].value_counts(dropna=False).sort_index()
# 对earliesCreditLine进行预处理
data_train['earliesCreditLine'].sample(5)
for data in [data_train, data_test_a]:
data['earliesCreditLine'] = data['earliesCreditLine'].apply(lambda s: int(s[-4:]))
# 部分类别特征
cate_features = ['grade', 'subGrade', 'employmentTitle', 'homeOwnership', 'verificationStatus', 'purpose', 'postCode', 'regionCode', \
'applicationType', 'initialListStatus', 'title', 'policyCode']
for f in cate_features:
print(f, '类型数:', data[f].nunique())
# 像等级这种类别特征,是有优先级的可以labelencode或者自映射
for data in [data_train, data_test_a]:
data['grade'] = data['grade'].map({'A':1,'B':2,'C':3,'D':4,'E':5,'F':6,'G':7})
# 类型数在2之上,又不是高维稀疏的,且纯分类特征
for data in [data_train, data_test_a]:
data = pd.get_dummies(data, columns=['subGrade', 'homeOwnership', 'verificationStatus', 'purpose', 'regionCode'], drop_first=True)
# 异常值处理
# 检测异常的方法一:均方差
def find_outliers_by_3segama(data,fea):
data_std = np.std(data[fea])
data_mean = np.mean(data[fea])
outliers_cut_off = data_std * 3
lower_rule = data_mean - outliers_cut_off
upper_rule = data_mean + outliers_cut_off
data[fea+'_outliers'] = data[fea].apply(lambda x:str('异常值') if x > upper_rule or x < lower_rule else '正常值')
return data
data_train = data_train.copy()
for fea in numerical_fea:
data_train = find_outliers_by_3segama(data_train,fea)
print(data_train[fea+'_outliers'].value_counts())
print(data_train.groupby(fea+'_outliers')['isDefault'].sum())
print('*'*10)
#删除异常值
for fea in numerical_fea:
data_train = data_train[data_train[fea+'_outliers']=='正常值']
data_train = data_train.reset_index(drop=True)
# 数据分桶
# 固定宽度分箱
# 通过除法映射到间隔均匀的分箱中,每个分箱的取值范围都是loanAmnt/1000
data['loanAmnt_bin1'] = np.floor_divide(data['loanAmnt'], 1000)
## 通过对数函数映射到指数宽度分箱
data['loanAmnt_bin2'] = np.floor(np.log10(data['loanAmnt']))
# 分位数分箱
data['loanAmnt_bin3'] = pd.qcut(data['loanAmnt'], 10, labels=False)
# 特征交互
for col in ['grade', 'subGrade']:
temp_dict = data_train.groupby([col])['isDefault'].agg(['mean']).reset_index().rename(columns={'mean': col + '_target_mean'})
temp_dict.index = temp_dict[col].values
temp_dict = temp_dict[col + '_target_mean'].to_dict()
data_train[col + '_target_mean'] = data_train[col].map(temp_dict)
data_test_a[col + '_target_mean'] = data_test_a[col].map(temp_dict)
# 其他衍生变量 mean 和 std
for df in [data_train, data_test_a]:
for item in ['n0','n1','n2','n2.1','n4','n5','n6','n7','n8','n9','n10','n11','n12','n13','n14']:
df['grade_to_mean_' + item] = df['grade'] / df.groupby([item])['grade'].transform('mean')
df['grade_to_std_' + item] = df['grade'] / df.groupby([item])['grade'].transform('std')
# 特征编码
#label-encode:subGrade,postCode,title
# 高维类别特征需要进行转换
for col in tqdm(['employmentTitle', 'postCode', 'title','subGrade']):
le = LabelEncoder()
le.fit(list(data_train[col].astype(str).values) + list(data_test_a[col].astype(str).values))
data_train[col] = le.transform(list(data_train[col].astype(str).values))
data_test_a[col] = le.transform(list(data_test_a[col].astype(str).values))
print('Label Encoding 完成')
# 特征选择
# Filter
# 方差选择法
from sklearn.feature_selection import VarianceThreshold
#其中参数threshold为方差的阈值
VarianceThreshold(threshold=3).fit_transform(train,target_train)
# 相关系数法
from sklearn.feature_selection import SelectKBest
from scipy.stats import pearsonr
# 选择K个最好的特征,返回选择特征后的数据
# 第一个参数为计算评估特征是否好的函数,该函数输入特征矩阵和目标向量,
# 输出二元组(评分,P值)的数组,数组第i项为第i个特征的评分和P值。在此定义为计算相关系数
# 参数k为选择的特征个数
SelectKBest(k=5).fit_transform(train,target_train)
# 卡方检验
from sklearn.feature_selection import SelectKBest
from sklearn.feature_selection import chi2
#参数k为选择的特征个数
SelectKBest(chi2, k=5).fit_transform(train,target_train)
# 互信息法
from sklearn.feature_selection import SelectKBest
from minepy import MINE
#由于MINE的设计不是函数式的,定义mic方法将其为函数式的,
#返回一个二元组,二元组的第2项设置成固定的P值0.5
def mic(x, y):
m = MINE()
m.compute_score(x, y)
return (m.mic(), 0.5)
#参数k为选择的特征个数
SelectKBest(lambda X, Y: array(map(lambda x:mic(x, Y), X.T)).T, k=2).fit_transform(train,target_train)
# Wrapper (Recursive feature elimination,RFE)
from sklearn.feature_selection import RFE
from sklearn.linear_model import LogisticRegression
#递归特征消除法,返回特征选择后的数据
#参数estimator为基模型
#参数n_features_to_select为选择的特征个数
RFE(estimator=LogisticRegression(), n_features_to_select=2).fit_transform(train,target_train)
# Embedded
from sklearn.feature_selection import SelectFromModel
from sklearn.linear_model import LogisticRegression
#带L1惩罚项的逻辑回归作为基模型的特征选择
SelectFromModel(LogisticRegression(penalty="l1", C=0.1)).fit_transform(train,target_train)
from sklearn.feature_selection import SelectFromModel
from sklearn.ensemble import GradientBoostingClassifier
#GBDT作为基模型的特征选择
SelectFromModel(GradientBoostingClassifier()).fit_transform(train,target_train)