金融贷款逾期模型 -- 029

内容目录

一、导入相关库二、数据读取三、数据清洗——删除无关、重复数据四、数据清洗——类型转换1、数据集划分2、缺失值处理3、异常值处理4、离散特征编码5、日期特征处理6、特征组合五、数据集划分六、模型构建七、模型评估八、模型调优九、分类模型和集成模型评分和ROC曲线

一、导入相关库

# -*- coding:utf-8 -*-
# 一、导入相关库
import pandas as pd
from sklearn.preprocessing import StandardScaler
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
import xgboost as xgb
import lightgbm as lgb
from sklearn.metrics import accuracy_score, precision_score, recall_score
from sklearn.metrics import roc_auc_score
import matplotlib.pyplot as plt

import warnings
import numpy as np
import matplotlib
import pandas as pd
warnings.filterwarnings("ignore")
matplotlib.rcParams['font.sans-serif']=['SimHei']   # 用黑体显示中文
matplotlib.rcParams['axes.unicode_minus']=False     # 正常显示负号
np.set_printoptions(precision=5,suppress=True)

pd.set_option('display.max_columns', 10000)
#显示所有行
pd.set_option('display.max_rows', 10000)
pd.set_option('max_colwidth',10000)
pd.set_option('display.width', 10000)#不换行

print(X.shape)  #(4754, 84)  

   Unnamed: 0   custid                          trade_no bank_card_no  low_volume_percent  middle_volume_percent  take_amount_in_later_12_month_highest  trans_amount_increase_rate_lately  trans_activity_month  trans_activity_day  transd_mcc  trans_days_interval_filter  trans_days_interval  regional_mobility  student_feature  repayment_capability  is_high_user  number_of_trans_from_2011  first_transaction_time  historical_trans_amount  historical_trans_day  rank_trad_1_month  trans_amount_3_month  avg_consume_less_12_valid_month    abs  top_trans_count_last_1_month  avg_price_last_12_month  avg_price_top_last_12_valid_month reg_preference_for_trad  trans_top_time_last_1_month  trans_top_time_last_6_month  consume_top_time_last_1_month  consume_top_time_last_6_month  cross_consume_count_last_1_month  trans_fail_top_count_enum_last_1_month  trans_fail_top_count_enum_last_6_month  trans_fail_top_count_enum_last_12_month  consume_mini_time_last_1_month  max_cumulative_consume_later_1_month  max_consume_count_later_6_month  railway_consume_count_last_12_month  pawns_auctions_trusts_consume_last_1_month  pawns_auctions_trusts_consume_last_6_month  jewelry_consume_count_last_6_month  status source  first_transaction_day  trans_day_last_12_month id_name  apply_score  apply_credibility  query_org_count  query_finance_count  query_cash_count  query_sum_count latest_query_time  latest_one_month_apply  latest_three_month_apply  latest_six_month_apply  loans_score  loans_credibility_behavior  loans_count  loans_settle_count  loans_overdue_count  loans_org_count_behavior  consfin_org_count_behavior  loans_cash_count  latest_one_month_loan  latest_three_month_loan  latest_six_month_loan  history_suc_fee  history_fail_fee  latest_one_month_suc  latest_one_month_fail  loans_long_time loans_latest_time  loans_credit_limit  loans_credibility_limit  loans_org_count_current  loans_product_count  loans_max_limit  loans_avg_limit  consfin_credit_limit  consfin_credibility  consfin_org_count_current  consfin_product_count  consfin_max_limit  consfin_avg_limit  latest_query_day  loans_latest_day
0           5  2791858  20180507115231274000000023057383          卡号1                0.01                   0.99                                      0                               0.90                  0.55               0.313        17.0                        27.0                 26.0                3.0              NaN                 19890             0                       30.0              20130817.0                   149050                 151.0               0.40                 34030                              7.0   3920                          0.15                     1020                               0.55                    一线城市                          4.0                         19.0                            4.0                           19.0                               1.0                                     1.0                                     2.0                                      2.0                             5.0                                  2170                              6.0                                  0.0                                        1970                                       18040                                 0.0       1     xs                 1738.0                     85.0      蒋红        583.0               79.0              8.0                  2.0               6.0             10.0        2018-04-25                     2.0                       5.0                     8.0        552.0                        73.0         37.0                34.0                  2.0                      10.0                         1.0               9.0                    1.0                      1.0                   13.0             37.0               7.0                   1.0                    0.0            341.0        2018-04-19              2200.0                     72.0                      9.0                 10.0           2900.0           1688.0                1200.0                 75.0                        1.0                    2.0             1200.0             1200.0              12.0              18.0
1          10   534047  20180507121002192000000023073000          卡号1                0.02                   0.94                                   2000                               1.28                  1.00               0.458        19.0                        30.0                 14.0                4.0              1.0                 16970             0                       23.0              20160402.0                   302910                 224.0               0.35                 10590                              5.0   6950                          0.05                     1210                               0.50                    一线城市                         13.0                         30.0                           13.0                           30.0                               0.0                                     0.0                                     3.0                                      3.0                           330.0                                  2100                              9.0                                  0.0                                        1820