python计算卡方值代码_python 基于卡方值分箱算法的实现示例

python 基于卡方值分箱算法的实现示例,标签,很简单,中都,对不,最小

python 基于卡方值分箱算法的实现示例

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原理很简单，初始分20箱或更多，先确保每箱中都含有0，1标签，对不包含0，1标签的箱向前合并，计算各箱卡方值，对卡方值最小的箱向后合并，代码如下import pandas as pdimport numpy as npimport scipyfrom scipy import statsdef chi_bin(DF,var,target,binnum=5,maxcut=20): ''' DF:data var:variable target:target / label binnum: the number of bins output maxcut: initial bins number ''' data=DF[[var,target]] #equifrequent cut the var into maxcut bins data["cut"],breaks=pd.qcut(data[var],q=maxcut,duplicates="drop",retbins=True) #count 1,0 in each bin count_1=data.loc[data[target]==1].groupby("cut")[target].count() count_0=data.loc[data[target]==0].groupby("cut")[target].count() #get bins value: min,max,count 0,count 1 bins_value=[*zip(breaks[:maxcut-1],breaks[1:],count_0,count_1)] #define woe def woe_value(bins_value): df_woe=pd.DataFrame(bins_value) df_woe.columns=["min","max","count_0","count_1"] df_woe["total"]=df_woe.count_1+df_woe.count_0 df_woe["bad_rate"]=df_woe.count_1/df_woe.total df_woe["woe"]=np.log((df_woe.count_0/df_woe.count_0.sum())/(df_woe.count_1/df_woe.count_1.sum())) return df_woe #define iv def iv_value(df_woe): rate=(df_woe.count_0/df_woe.count_0.sum())-(df_woe.count_1/df_woe.count_1.sum()) iv=np.sum(rate * df_woe.woe) return iv #make sure every bin contain 1 and 0 ##first bin merge backwards for i in range(len(bins_value)): if 0 in bins_value[0][2:]: bins_value[0:2]=[( bins_value[0][0], bins_value[1][1], bins_value[0][2]+bins_value[1][2], bins_value[0][3]+bins_value[1][3])] continue ##bins merge forwards if 0 in bins_value[i][2:]: bins_value[i-1:i+1]=[( bins_value[i-1][0], bins_value[i][1], bins_value[i-1][2]+bins_value[i][2], bins_value[i-1][3]+bins_value[i][3])] break else: break #calculate chi-square merge the minimum chisquare while len(bins_value)>binnum: chi_squares=[] for i in range(len(bins_value)-1): a=bins_value[i][2:] b=bins_value[i+1][2:] chi_square=scipy.stats.chi2_contingency([a,b])[0] chi_squares.append(chi_square) #merge the minimum chisquare backwards i = chi_squares.index(min(chi_squares)) bins_value[i:i+2]=[( bins_value[i][0], bins_value[i+1][1], bins_value[i][2]+bins_value[i+1][2], bins_value[i][3]+bins_value[i+1][3])] df_woe=woe_value(bins_value) #print bin number and iv print("箱数：{},iv:{:.6f}".format(len(bins_value),iv_value(df_woe))) #return bins and woe information return woe_value(bins_value)

以下是效果：

初始分成10箱，目标为3箱chi_bin(data,"age","SeriousDlqin2yrs",binnum=3,maxcut=10)箱数：8,iv:0.184862

箱数：7,iv:0.184128

箱数：6,iv:0.179518

箱数：5,iv:0.176980

箱数：4,iv:0.172406

箱数：3,iv:0.160015

min max count_0 count_1 total bad_rate woe

0 0.0 52.0 70293 7077 77370 0.091470 -0.266233

1 52.0 61.0 29318 1774 31092 0.057056 0.242909

2 61.0 72.0 26332 865 27197 0.031805 0.853755以上就是关于对python 基于卡方值分箱算法的实现示例的详细介绍。欢迎大家对python 基于卡方值分箱算法的实现示例内容提出宝贵意见