python 数据分箱_PYTHON评分卡建模_分箱代码

#读取数据集，至少包含变量和target两列

sample_set = pd.read_excel('/数据样本.xlsx')

def calc_score_median(sample_set, var):

'''

计算相邻评分的中位数，以便进行决策树二元切分

param sample_set: 待切分样本

param var: 分割变量名称

'''

var_list = list(np.unique(sample_set[var]))

var_median_list = []

for i in range(len(var_list) -1):

var_median = (var_list[i] + var_list[i+1]) / 2

var_median_list.append(var_median)

return var_median_list

def choose_best_split(sample_set, var, min_sample):

'''

使用CART分类决策树选择最好的样本切分点

返回切分点

param sample_set: 待切分样本

param var: 分割变量名称

param min_sample: 待切分样本的最小样本量(限制条件)

'''

# 根据样本评分计算相邻不同分数的中间值

score_median_list = calc_score_median(sample_set, var)

median_len = len(score_median_list)

sample_cnt = sample_set.shape[0]

sample1_cnt = sum(sample_set['target'])

sample0_cnt =  sample_cnt- sample1_cnt

Gini = 1 - np.square(sample1_cnt / sample_cnt) - np.square(sample0_cnt / sample_cnt)

bestGini = 0.0; bestSplit_point = 0.0; bestSplit_position = 0.0

for i in range(median_len):

left = sample_set[sample_set[var] < score_median_list[i]]

right = sample_set[sample_set[var] > score_median_list[i]]

left_cnt = left.shape[0]; right_cnt = right.shape[0]

left1_cnt = sum(left['target']); right1_cnt = sum(right['target'])

left0_cnt =  left_cnt - left1_cnt; right0_cnt =  right_cnt - right1_cnt

left_ratio = left_cnt / sample_cnt; right_ratio = right_cnt / sample_cnt

if left_cnt < min_sample or right_cnt < min_sample:

continue

Gini_left = 1 - np.square(left1_cnt / left_cnt) - np.square(left0_cnt / left_cnt)

Gini_right = 1 - np.square(right1_cnt / right_cnt) - np.square(right0_cnt / right_cnt)

Gini_temp = Gini - (left_ratio * Gini_left + right_ratio * Gini_right)

if Gini_temp > bestGini:

bestGini = Gini_temp; bestSplit_point = score_median_list[i]

if median_len > 1:

bestSplit_position = i / (median_len - 1)

else:

bestSplit_position = i / median_len

else:

continue

Gini = Gini - bestGini

return bestSplit_point, bestSplit_position

def bining_data_split(sample_set, var, min_sample, split_list):

'''

划分数据找到最优分割点list

param sample_set: 待切分样本

param var: 分割变量名称

param min_sample: 待切分样本的最小样本量(限制条件)

param split_list: 最优分割点list

'''

split, position = choose_best_split(sample_set, var, min_sample)

if split != 0.0:

split_list.append(split)

# 根据分割点划分数据集，继续进行划分

sample_set_left = sample_set[sample_set[var] < split]

sample_set_right = sample_set[sample_set[var] > split]

# 如果左子树样本量超过2倍最小样本量，且分割点不是第一个分割点，则切分左子树

if len(sample_set_left) >= min_sample * 2 and position not in [0.0, 1.0]:

bining_data_split(sample_set_left, var, min_sample, split_list)

else:

None

# 如果右子树样本量超过2倍最小样本量，且分割点不是最后一个分割点，则切分右子树

if len(sample_set_right) >= min_sample * 2 and position not in [0.0, 1.0]:

bining_data_split(sample_set_right, var, min_sample, split_list)

else:

None

def get_bestsplit_list(sample_set, var):

'''

根据分箱得到最优分割点list

param sample_set: 待切分样本

param var: 分割变量名称

'''

# 计算最小样本阈值（终止条件）

min_df = sample_set.shape[0] * 0.05

split_list = []

# 计算第一个和最后一个分割点

bining_data_split(sample_set, var, min_df, split_list)

return split_list