模型搭建
1.读取数据
import pandas as pd
df = pd.read_excel('信用卡精准营销模型.xlsx')
df.head()
2.提取特征变量和目标变量
X = df.drop(columns='响应')
y = df['响应']
3.划分训练集和测试集
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=123)
4.模型训练及搭建
from sklearn.ensemble import AdaBoostClassifier
clf = AdaBoostClassifier(random_state=123)
clf.fit(X_train, y_train)
模型预测及评估
# 模型搭建完毕后,通过如下代码预测测试集数据:
y_pred = clf.predict(X_test)
print(y_pred)
# 通过和之前章节类似的代码,我们可以将预测值和实际值进行对比:
a = pd.DataFrame() # 创建一个空DataFrame
a['预测值'] = list(y_pred)
a['实际值'] = list(y_test)
a.head()
# 查看预测准确度
from sklearn.metrics import accuracy_score
score = accuracy_score(y_pred, y_test)
print(score)
# 查看预测分类概率
y_pred_proba = clf.predict_proba(X_test)
y_pred_proba[0:5] # 查看前5项,第一列为分类为0的概率,第二列为分类为1的概率
# 绘制ROC曲线
from sklearn.metrics import roc_curve
fpr, tpr, thres = roc_curve(y_test.values, y_pred_proba[:,1])
import matplotlib.pyplot as plt
plt.plot(fpr, tpr)
plt.show()
# 查看AUC值
from sklearn.metrics import roc_auc_score
score = roc_auc_score(y_test, y_pred_proba[:,1])
print(score)
# 查看特征重要性
clf.feature_importances_
# 通过DataFrame的方式展示特征重要性
features = X.columns # 获取特征名称
importances = clf.feature_importances_ # 获取特征重要性
# 通过二维表格形式显示
importances_df = pd.DataFrame()
importances_df['特征名称'] = features
importances_df['特征重要性'] = importances
importances_df.sort_values('特征重要性', ascending=False)