python风控工具_python-风控模型分析01

数据导入与查看

# -*- coding: utf-8 -*-

# %%time

# from pyhive import presto

import pandas as pd

import numpy as np

import warnings

import os

data=pd.read_csv('*/全域风险.csv')

data.head(2)

# label= pd.DataFrame(list(result),columns=columns_names)

# label.to_csv('/data/ljk/baixin.csv',index=False)

数据筛选

data2=data[data['fina_date']

feature=['num_id','zhiye','weiyue','gongzhai','qingchang','zhuxing','lvyue','shouxin','xiaofei','xingqu','chengzhang']

data2=data2[feature]

data2.head()

scorecardpy Python包的使用

import scorecardpy as sc

import matplotlib.pyplot as plt

%matplotlib inline

plt.show()

bins_new=sc.woebin(data_new.loc[data_new.overdue!=-1,['zhiye','overdue']], y="overdue")

woebin_plot=sc.woebin_plot(bins_new)

woebin_plot

结果编辑

# data_new = data_new.drop(['flag','var_name'],axis=1)

merge_result_total = pd.DataFrame()

for cl in data_new.columns[1:]:

x=data_new[data_new[cl]>=0][cl]

if len(set(x))>=10:

value_bins=pd.qcut(x,5,duplicates='drop',retbins=True)[0]

data_new['flag']=value_bins #拦截点打标

data_new['var_name']= cl #变量

tmp = data_new[['var_name','flag','overdue']]

tmp.rename(columns={'overdue':'label'},inplace=True)

result_stp=tmp.groupby(['var_name','flag']).count() #拦截数

result_pos=tmp.groupby(['var_name','flag'])['label'].sum().to_frame() #黑样本

result_neg=tmp[tmp['label']==0].groupby(['var_name','flag'])['label'].count().to_frame() #白样本

merge_result=result_stp.merge(result_pos,how='left',on=['var_name','flag']).merge(result_neg,how='left',on=['var_name','flag'])

merge_result.reset_index(inplace=True)

merge_result.rename(columns={'label_x':'stp','label_y':'pos','label':'neg'},inplace=True)

merge_result['rank']=pd.Series([i+1 for i in range(merge_result.shape[0])])

merge_result.sort_values(by=['rank'],axis=0,ascending=True,inplace=True,na_position='last')

merge_result['cunsum_pos']=merge_result.groupby('var_name')['pos'].cumsum()

merge_result['cunsum_neg']=merge_result.groupby('var_name')['neg'].cumsum()

merge_result['cunsum_stp']=merge_result.groupby('var_name')['stp'].cumsum()

merge_result['total_pos']=merge_result[merge_result['rank']== merge_result.shape[0]]['cunsum_pos'].values[0]

merge_result['total_neg']=merge_result[merge_result['rank']== merge_result.shape[0]]['cunsum_neg'].values[0]

merge_result['total_stp']=merge_result[merge_result['rank']== merge_result.shape[0]]['cunsum_stp'].values[0]

res = merge_result

res['intercept']=res['stp']/res['total_stp'] # 区间拦截率

res['precision']=res['pos']/res['stp'] # 准确率

res['recall']=res['pos']/res['total_pos'] #召回率

res['Disturb']=res['neg']/res['total_neg'] #打扰率

res['cum_precision']=res['cunsum_pos']/res['cunsum_stp'] # 累计准确率

res['avg_precision']=res['total_pos']/res['total_stp']

res['cum_recall']=res['cunsum_pos']/res['total_pos'] # 累计召回率

res['cum_Disturb']=res['cunsum_neg']/res['total_neg'] # 累计打扰率

res['ks']=res['cum_recall']-res['cum_Disturb']

res['ks_max']=res.groupby('var_name')['ks'].max().values[0]

rs=res.drop_duplicates(subset=None, keep='first', inplace=False) #去重

merge_result_total = merge_result_total.append(rs)

merge_result_total.rename(columns={'var_name':'变量','flag':'拦截区间','stp':'拦截样本数','pos':'黑样本数','neg':'白样本数','cunsum_pos':'累计黑样本数','cunsum_neg':'累计白样本数','cunsum_stp':'累计拦截数','intercept':'拦截率','precision':'准确率','recall':'召回率','Disturb':'打扰率','cum_precision':'累计准确率','avg_precision':'平均准确率','cum_recall':'累计召回率','cum_Disturb':'累计打扰率','ks':'ks区间值','ks_max':'ks值','total_pos':'总黑样本','total_neg':'总白样本','total_stp':'总样本'},inplace=True)

merge_result_total.to_csv('*/quanyumob3_result0421.csv',header=True,index=False)

merge_result_total

ks曲线函数

调用方法

ks=PlotKS(data_new3['zhiye'],data_new3['overdue'],n=20,asc=True)

ks

plt.show

import pandas as pd

import matplotlib.pyplot as plt

####################### PlotKS ##########################

def PlotKS(preds, labels, n=20, asc=True):

# preds is score: asc=1

# preds is prob: asc=0

pred = preds # 预测值

bad = labels # 取1为bad, 0为good

ksds = pd.DataFrame({'bad': bad, 'pred': pred})

ksds['good'] = 1 - ksds.bad

if asc == 1:

ksds1 = ksds.sort_values(by=['pred', 'bad'], ascending=[True, True])

elif asc == 0:

ksds1 = ksds.sort_values(by=['pred', 'bad'], ascending=[False, True])

ksds1.index = range(len(ksds1.pred))

ksds1['cumsum_good1'] = 1.0*ksds1.good.cumsum()/sum(ksds1.good)

ksds1['cumsum_bad1'] = 1.0*ksds1.bad.cumsum()/sum(ksds1.bad)

if asc == 1:

ksds2 = ksds.sort_values(by=['pred', 'bad'], ascending=[True, False])

elif asc == 0:

ksds2 = ksds.sort_values(by=['pred', 'bad'], ascending=[False, False])

ksds2.index = range(len(ksds2.pred))

ksds2['cumsum_good2'] = 1.0*ksds2.good.cumsum()/sum(ksds2.good)

ksds2['cumsum_bad2'] = 1.0*ksds2.bad.cumsum()/sum(ksds2.bad)

# ksds1 ksds2 -> average

ksds = ksds1[['cumsum_good1', 'cumsum_bad1']]

ksds['cumsum_good2'] = ksds2['cumsum_good2']

ksds['cumsum_bad2'] = ksds2['cumsum_bad2']

ksds['cumsum_good'] = (ksds['cumsum_good1'] + ksds['cumsum_good2'])/2

ksds['cumsum_bad'] = (ksds['cumsum_bad1'] + ksds['cumsum_bad2'])/2

# ks

ksds['ks'] = ksds['cumsum_bad'] - ksds['cumsum_good']

ksds['tile0'] = range(1, len(ksds.ks) + 1)

ksds['tile'] = 1.0*ksds['tile0']/len(ksds['tile0'])

qe = list(np.arange(0, 1, 1.0/n))

qe.append(1)

qe = qe[1:]

ks_index = pd.Series(ksds.index)

ks_index = ks_index.quantile(q = qe)

ks_index = np.ceil(ks_index).astype(int)

ks_index = list(ks_index)

ksds = ksds.loc[ks_index]

ksds = ksds[['tile', 'cumsum_good', 'cumsum_bad', 'ks']]

ksds0 = np.array([[0, 0, 0, 0]])

ksds = np.concatenate([ksds0, ksds], axis=0)

ksds = pd.DataFrame(ksds, columns=['tile', 'cumsum_good', 'cumsum_bad', 'ks'])

ks_value = ksds.ks.max()

ks_pop = ksds.tile[ksds.ks.idxmax()]

print ('ks_value is ' + str(np.round(ks_value, 4)) + ' at pop = ' + str(np.round(ks_pop, 4)))

# chart

plt.plot(ksds.tile, ksds.cumsum_good, label='cum_good',

color='blue', linestyle='-', linewidth=2)

plt.plot(ksds.tile, ksds.cumsum_bad, label='cum_bad',

color='red', linestyle='-', linewidth=2)

plt.plot(ksds.tile, ksds.ks, label='ks',

color='green', linestyle='-', linewidth=2)

plt.axvline(ks_pop, color='gray', linestyle='--')

plt.axhline(ks_value, color='green', linestyle='--')

plt.axhline(ksds.loc[ksds.ks.idxmax(), 'cumsum_good'], color='blue', linestyle='--')

plt.axhline(ksds.loc[ksds.ks.idxmax(),'cumsum_bad'], color='red', linestyle='--')

plt.title('KS=%s ' %np.round(ks_value, 4) +

'at Pop=%s' %np.round(ks_pop, 4), fontsize=15)

return ksds