机器学习二（二分类问题）

# -*- coding: utf-8 -*-
"""
Created on Mon Aug  6 20:37:19 2018

@author: wangxihe
"""
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from  scipy import stats 
from statsmodels.formula.api import ols
import statsmodels.api as sm
import statsmodels.formula.api as smf
import os
os.chdir(r'E:\spyderwork\wxh\数据科学\二分类问题')
columns=['A0','A1','A2','A3','A4','A5','A6','A7','A8','A9','A10','A11','A12','A13','A14','A15',
         'A16','A17','A18','A19','A20','A21','A22','A23','A24','A25','A26','A27','A28','A29',
         'A30','A31','A32','A33','A34','A35','A36','A37','A38','A39','A40','A41','A42','A43',
         'A44','A45','A46','A47','A48','A49','A50','A51','A52','A53','A54','A55',
         'A56','A57','A58','A59','Y']
sonar=pd.read_csv('sonar.all-data.csv',names=columns,header=None)
sonar.shape
sonar.dtypes
sonar['Y'].value_counts()#大致均衡
#R=0,M=1
sonar['Y'].replace({'R':0},inplace=True)
sonar['Y'].replace({'M':1},inplace=True)

# 数据的分类分布
sonar['Y'].value_counts().plot(kind='bar')
#%%
      使用传统的方法
#%%
#由于自变量都是连续的，使用双样本T检验
columned=[]
X=sonar.copy()
for ct in X.columns:
    if ct!='Y':
      TT0=X[X['Y']==0][ct]
      TT1=X[X['Y']==1][ct]
      #方差齐性检验
      leveneTest=stats.levene(TT0,TT1,center='median')
#      print('w-value=%6.4f, p-value=%6.4f' %leveneTest)
      _,fp_value=leveneTest
      if fp_value<0.05:
          Flag=False
      else:
          Flag=True
         
      _,p_value=stats.stats.ttest_ind(TT0,TT1,equal_var=Flag)
      if p_value<0.05:
         columned.append(ct) 
         print('p-value=%6.4f' %p_value)
len(columned)  #建议保留  34个变量
##使用共性判断
#%%共线性
def vif(df, col_i):
    cols = list(df.columns)
    cols.remove(col_i)
    cols_noti = cols
    formula = col_i + '~' + '+'.join(cols_noti)
    r2 = ols(formula, df).fit().rsquared
    return 1. / (1. - r2)

#%%
exog = X[columned].copy()

for i in exog.columns:
    print(i, '\t', vif(df=exog, col_i=i))
   
exog.drop(['A19'],axis=1,inplace=True)
exog.drop(['A45'],axis=1,inplace=True)
exog.drop(['A35'],axis=1,inplace=True)
exog.drop(['A10'],axis=1,inplace=True)
exog.drop(['A47'],axis=1,inplace=True)
#%%
# 向前法
def forward_select(data, response):
    remaining = set(data.columns)
    remaining.remove(response)
    selected = []
    current_score, best_new_score = float('inf'), float('inf')
    while remaining:
        aic_with_candidates=[]
        for candidate in remaining:
            formula = "{} ~ {}".format(
                response,' + '.join(selected + [candidate]))
            aic = smf.glm(
                formula=formula, data=data,
                family=sm.families.Binomial(sm.families.links.logit)
            ).fit().aic
            aic_with_candidates.append((aic, candidate))
        aic_with_candidates.sort(reverse=True)
        best_new_score, best_candidate=aic_with_candidates.pop()
        if current_score > best_new_score:
            remaining.remove(best_candidate)
            selected.append(best_candidate)
            current_score = best_new_score