Python数据分析_第11课：logistic回归_笔记

最新推荐文章于 2022-12-02 17:57:52 发布

RealEmperor

最新推荐文章于 2022-12-02 17:57:52 发布

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分类专栏： Python数据分析文章标签： Python logistic回归

本文链接：https://blog.csdn.net/weixin_42018258/article/details/99639935

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本文主要介绍了Python中逻辑回归的应用，通过银行贷款违约分析案例，详细讲解了参数初始化、建立逻辑回归模型的过程。同时，文章也探讨了非线性回归，包括多项式、对数、指数和幂函数模型，其中幂函数模型表现最佳。

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GitHub: https://github.com/RealEmperor/Python-for-Data-Analysis

逻辑回归

案例1：银行贷款违约分析

参数初始化

import pandas as pd

# 参数初始化
filename = 'data/bankloan.xls'
data = pd.read_excel(filename)
print(data.head())

   年龄  教育  工龄  地址   收入   负债率      信用卡负债      其他负债  违约
0  41   3  17  12  176   9.3  11.359392  5.008608   1
1  27   1  10   6   31  17.3   1.362202  4.000798   0
2  40   1  15  14   55   5.5   0.856075  2.168925   0
3  41   1  15  14  120   2.9   2.658720  0.821280   0
4  24   2   2   0   28  17.3   1.787436  3.056564   1

x = data.iloc[:, :8].as_matrix()
print(x)

[[ 41.         3.        17.       ...,   9.3       11.359392   5.008608]
 [ 27.         1.        10.       ...,  17.3        1.362202   4.000798]
 [ 40.         1.        15.       ...,   5.5        0.856075   2.168925]
 ..., 
 [ 33.         1.        15.       ...,   7.6        0.491264   1.940736]
 [ 45.         1.        19.       ...,   8.4        2.302608   4.165392]
 [ 37.         1.        12.       ...,  14.7        2.994684   3.473316]]

y = data.iloc[:, 8].as_matrix()
print(y)

[1 0 0 0 1 0 0 0 1 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0
 0 1 0 0 0 0 0 1 0 0 0 1 0 1 0 1 0 0 1 0 0 0 0 0 1 0 0 0 1 1 0 1 1 0 0 0 0
 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 1 0 1 0 1 1 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0
 0 0 0 0 0 0 0 1 1 0 1 1 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0
 0 0 0 1 0 0 0 0 0 1 1 0 0 0 1 0 1 1 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0
 0 1 0 0 0 1 0 1 1 0 0 1 0 0 1 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 1 1 0 0
 0 1 1 0 0 0 0 0 0 1 0 0 0 0 0 1 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0
 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 0 1 1 0 1 0 1 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0
 0 0 1 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 1 0 1 0 1 1 1 0 0 0 0 0 1 1
 0 0 0 0 0 1 1 0 0 0 1 0 1 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 0 1 0 0 0 0 0
 0 0 0 1 0 0 0 0 0 0 0 1 1 0 1 0 0 0 0 0 0 1 0 1 1 0 0 0 0 1 0 0 0 1 0 0 0
 0 0 0 0 0 0 1 1 0 0 0 1 0 1 0 0 0 1 0 0 0 1 0 1 0 0 1 0 0 0 0 0 0 0 0 0 1
 1 0 0 0 1 1 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 1 0 0 1 1 1 0 0 0 0 1 0 0 0 0
 1 0 0 1 0 1 1 1 0 0 1 1 1 1 1 0 0 1 1 0 1 0 0 1 0 0 0 0 0 0 0 0 0 1 0 0 0
 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 1 0 1 0 0 0 1 0 0 0 0 1 1 1 1 0 0 0
 0 0 0 1 0 0 0 0 0 1 1 0 0 1 0 1 0 0 1 1 0 1 0 0 0 0 0 0 1 1 0 0 0 0 1 1 1
 0 0 1 0 1 1 0 1 0 0 0 0 1 0 1 0 0 0 1 0 1 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0
 0 0 0 1 1 0 0 1 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0
 0 0 0 0 0 0 0 1 0 0 0 1 0 0 1 1 0 0 0 1 0 1 0 0 0 0 1 0 0 1 0 0 0 0]

建立随机逻辑回归模型，筛选变量

from sklearn.linear_model import LogisticRegression as LR
from sklearn.linear_model import RandomizedLogisticRegression as RLR

rlr = RLR()  # 建立随机逻辑回归模型，筛选变量
rlr.fit(x,<