35. 贷款违约预测

最新推荐文章于 2024-04-04 16:04:31 发布

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最新推荐文章于 2024-04-04 16:04:31 发布

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文章标签：机器学习数据分析逻辑回归

本文链接：https://blog.csdn.net/weixin_46036019/article/details/114497899

版权

一、项目介绍

背景

以金融风控中的个人信贷为背景，根据贷款申请人的数据信息预测其是否有违约的可能，以此判断是否通过此项贷款，这是一个典型的分类问题。

具体的列名含义

            id 为贷款清单分配的唯一信用证标识
            loanAmnt 贷款金额
            term 贷款期限（year）
            interestRate 贷款利率
            installment 分期付款金额
            grade 贷款等级
            subGrade 贷款等级之子级
            employmentTitle 就业职称
            employmentLength 就业年限（年）
            homeOwnership 借款人在登记时提供的房屋所有权状况
            annualIncome 年收入
            verificationStatus 验证状态
            issueDate 贷款发放的月份
            purpose 借款人在贷款申请时的贷款用途类别
            postCode 借款人在贷款申请中提供的邮政编码的前3位数字
            regionCode 地区编码
            dti 债务收入比
            delinquency_2years 借款人过去2年信用档案中逾期30天以上的违约事件数
            ficoRangeLow 借款人在贷款发放时的fico所属的下限范围
            ficoRangeHigh 借款人在贷款发放时的fico所属的上限范围
            openAcc 借款人信用档案中未结信用额度的数量
            pubRec 贬损公共记录的数量
            pubRecBankruptcies 公开记录清除的数量
            revolBal 信贷周转余额合计
            revolUtil 循环额度利用率，或借款人使用的相对于所有可用循环信贷的信贷金额
            totalAcc 借款人信用档案中当前的信用额度总数
            initialListStatus 贷款的初始列表状态
            applicationType 表明贷款是个人申请还是与两个共同借款人的联合申请
            earliesCreditLine 借款人最早报告的信用额度开立的月份
            title 借款人提供的贷款名称
            policyCode 公开可用的策略代码=1新产品不公开可用的策略代码=2
            n系列匿名特征 匿名特征n0-n14，为一些贷款人行为计数特征的处理

二、数据准备

导入相关库

import pandas as pd 
import numpy as np 
import matplotlib.pyplot as plt
import seaborn as sns
import datetime
from sklearn.model_selection import cross_val_score,train_test_split,GridSearchCV
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier
import warnings
warnings.filterwarnings('ignore')

##### 取消pandas最大列显示限制
pd.options.display.max_columns = None

获取数据

train = pd.read_csv('../data/贷款违约预测/train.csv')

三、数据分析

3.1 总体了解数据

train.shape

(800000, 47)

train.columns

Index(['id', 'loanAmnt', 'term', 'interestRate', 'installment', 'grade',
       'subGrade', 'employmentTitle', 'employmentLength', 'homeOwnership',
       'annualIncome', 'verificationStatus', 'issueDate', 'isDefault',
       'purpose', 'postCode', 'regionCode', 'dti', 'delinquency_2years',
       'ficoRangeLow', 'ficoRangeHigh', 'openAcc', 'pubRec',
       'pubRecBankruptcies', 'revolBal', 'revolUtil', 'totalAcc',
       'initialListStatus', 'applicationType', 'earliesCreditLine', 'title',
       'policyCode', 'n0', 'n1', 'n2', 'n3', 'n4', 'n5', 'n6', 'n7', 'n8',
       'n9', 'n10', 'n11', 'n12', 'n13', 'n14'],
      dtype='object')

train.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 800000 entries, 0 to 799999
Data columns (total 47 columns):
 #   Column              Non-Null Count   Dtype  
---  ------              --------------   -----  
 0   id                  800000 non-null  int64  
 1   loanAmnt            800000 non-null  float64
 2   term                800000 non-null  int64  
 3   interestRate        800000 non-null  float64
 4   installment         800000 non-null  float64
 5   grade               800000 non-null  object 
 6   subGrade            800000 non-null  object 
 7   employmentTitle     799999 non-null  float64
 8   employmentLength    753201 non-null  object 
 9   homeOwnership       800000 non-null  int64  
 10  annualIncome        800000 non-null  float64
 11  verificationStatus  800000 non-null  int64  
 12  issueDate           800000 non-null  object 
 13  isDefault           800000 non-null  int64  
 14  purpose             800000 non-null  int64  
 15  postCode            799999 non-null  float64
 16  regionCode          800000 non-null  int64  
 17  dti                 799761 non-null  float64
 18  delinquency_2years  800000 non-null  float64
 19  ficoRangeLow        800000 non-null  float64
 20  ficoRangeHigh       800000 non-null  float64
 21  openAcc             800000 non-null  float64
 22  pubRec              800000 non-null  float64
 23  pubRecBankruptcies  799595 non-null  float64
 24  revolBal            800000 non-null  float64
 25  revolUtil           799469 non-null  float64
 26  totalAcc            800000 non-null  float64
 27  initialListStatus   800000 non-null  int64  
 28  applicationType     800000 non-null  int64  
 29  earliesCreditLine   800000 non-null  object 
 30  title               799999 non-null  float64
 31  policyCode          800000 non-null  float64
 32  n0                  759730 non-null  float64
 33  n1                  759730 non-null  float64
 34  n2                  759730 non-null  float64
 35  n3                  759730 non-null  float64
 36  n4                  766761 non-null  float64
 37  n5                  759730 non-null  float64
 38  n6                  759730 non-null  float64
 39  n7                  759730 non-null  float64
 40  n8                  759729 non-null  float64
 41  n9                  759730 non-null  float64
 42  n10                 766761 non-null  float64
 43  n11                 730248 non-null  float64
 44  n12                 759730 non-null  float64
 45  n13                 759730 non-null  float64
 46  n14                 759730 non-null  float64
dtypes: float64(33), int64(9), object(5)
memory usage: 286.9+ MB

train.describe()

	id	loanAmnt	term	interestRate	installment	employmentTitle	homeOwnership	annualIncome	verificationStatus	isDefault	purpose	postCode	regionCode	dti	delinquency_2years	ficoRangeLow	ficoRangeHigh	openAcc	pubRec	pubRecBankruptcies	revolBal	revolUtil	totalAcc	initialListStatus	applicationType	title	policyCode	n0	n1	n2	n3	n4	n5	n6	n7	n8	n9	n10	n11	n12	n13	n14
count	800000.000000	800000.000000	800000.000000	800000.000000	800000.000000	799999.000000	800000.000000	8.000000e+05	800000.000000	800000.000000	800000.000000	799999.000000	800000.000000	799761.000000	800000.000000	800000.000000	800000.000000	800000.000000	800000.000000	799595.000000	8.000000e+05	799469.000000	800000.000000	800000.000000	800000.000000	799999.000000	800000.0	759730.000000	759730.000000	759730.000000	759730.000000	766761.000000	759730.000000	759730.000000	759730.000000	759729.000000	759730.000000	766761.000000	730248.000000	759730.000000	759730.000000	759730.000000
mean	399999.500000	14416.818875	3.482745	13.238391	437.947723	72005.351714	0.614213	7.613391e+04	1.009683	0.199513	1.745982	258.535648	16.385758	18.284557	0.318239	696.204081	700.204226	11.598020	0.214915	0.134163	1.622871e+04	51.790734	24.998861	0.416953	0.019267	1754.113589	1.0	0.511932	3.642330	5.642648	5.642648	4.735641	8.107937	8.575994	8.282953	14.622488	5.592345	11.643896	0.000815	0.003384	0.089366	2.178606
std	230940.252015	8716.086178	0.855832	4.765757	261.460393	106585.640204	0.675749	6.894751e+04	0.782716	0.399634	2.367453	200.037446	11.036679	11.150155	0.880325	31.865995	31.866674	5.475286	0.606467	0.377471	2.245802e+04	24.516126	11.999201	0.493055	0.137464	7941.474040	0.0	1.333266	2.246825	3.302810	3.302810	2.949969	4.799210	7.400536	4.561689	8.124610	3.216184	5.484104	0.030075	0.062041	0.509069	1.844377
min	0.000000	500.000000	3.000000	5.310000	15.690000	0.000000	0.000000	0.000000e+00	0.000000	0.000000	0.000000	0.000000	0.000000	-1.000000	0.000000	630.000000	634.000000	0.000000	0.000000	0.000000	0.000000e+00	0.000000	2.000000	0.000000	0.000000	0.000000	1.0	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	1.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
25%	199999.750000	8000.000000	3.000000	9.750000	248.450000	427.000000	0.000000	4.560000e+04	0.000000	0.000000	0.000000	103.000000	8.000000	11.790000	0.000000	670.000000	674.000000	8.000000	0.000000	0.000000	5.944000e+03	33.400000	16.000000	0.000000	0.000000	0.000000	1.0	0.000000	2.000000	3.000000	3.000000	3.000000	5.000000	4.000000	5.000000	9.000000	3.000000	8.000000	0.000000	0.000000	0.000000	1.000000
50%	399999.500000	12000.000000	3.000000	12.740000	375.135000	7755.000000	1.000000	6.500000e+04	1.000000	0.000000	0.000000	203.000000	14.000000	17.610000	0.000000	690.000000	694.000000	11.000000	0.000000	0.000000	1.113200e+04	52.100000	23.000000	0.000000	0.000000	1.000000	1.0	0.000000	3.000000	5.000000	5.000000	4.000000	7.000000	7.000000	7.000000	13.000000	5.000000	11.000000	0.000000	0.000000	0.000000	2.000000
75%	599999.250000	20000.000000	3.000000	15.990000	580.710000	117663.500000	1.000000	9.000000e+04	2.000000	0.000000	4.000000	395.000000	22.000000	24.060000	0.000000	710.000000	714.000000	14.000000	0.000000	0.000000	1.973400e+04	70.700000	32.000000	1.000000	0.000000	5.000000	1.0	0.000000	5.000000	7.000000	7.000000	6.000000	11.000000	11.000000	10.000000	19.000000	7.000000	14.000000	0.000000	0.000000	0.000000	3.000000
max	799999.000000	40000.000000	5.000000	30.990000	1715.420000	378351.000000	5.000000	1.099920e+07	2.000000	1.000000	13.000000	940.000000	50.000000	999.000000	39.000000	845.000000	850.000000	86.000000	86.000000	12.000000	2.904836e+06	892.300000	162.000000	1.000000	1.000000	61680.000000	1.0	51.000000	33.000000	63.000000	63.000000	49.000000	70.000000	132.000000	79.000000	128.000000	45.000000	82.000000	4.000000	4.000000	39.000000	30.000000

# 查看数据集中特征缺失值的特征数
train.isnull().any().sum()

# 具体的查看缺失特征数量并可视化
missing = train.isnull().sum()
missing = missing[missing > 0]
missing.sort_values(inplace = True)
missing.plot.bar();

[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-lUzXSsK9-1615121853776)(output_13_0.png)]

# 查看训练集测试集中特征属性只有一值的特征
fea = [col for col in train.columns if train[col].nunique() <=1]
fea

['policyCode']

# 查看特征的数值类型有哪些，对象类型有哪些
numerical_fea = list(train.select_dtypes(exclude=['object']).columns)
category_fea = list(filter(lambda x:x not in numerical_fea,list(train.columns)))
print('数值类型特征有{}个，分别为{}：'.format(len(numerical_fea),numerical_fea))
print()
print('对象类型特征有{}个，分别为{}：'.format(len(category_fea),category_fea))

数值类型特征有42个，分别为['id', 'loanAmnt', 'term', 'interestRate', 'installment', 'employmentTitle', 'homeOwnership', 'annualIncome', 'verificationStatus', 'isDefault', 'purpose', 'postCode', 'regionCode', 'dti', 'delinquency_2years', 'ficoRangeLow', 'ficoRangeHigh', 'openAcc', 'pubRec', 'pubRecBankruptcies', 'revolBal', 'revolUtil', 'totalAcc', 'initialListStatus', 'applicationType', 'title', 'policyCode', 'n0', 'n1', 'n2', 'n3', 'n4', 'n5', 'n6', 'n7', 'n8', 'n9', 'n10', 'n11', 'n12', 'n13', 'n14']：

对象类型特征有5个，分别为['grade', 'subGrade', 'employmentLength', 'issueDate', 'earliesCreditLine']：

# 划分数值型变量中的连续变量和离散型变量
numerical_noserial_fea = []
numerical_serial_fea = []

for fea in numerical_fea:
    temp = train[fea].nunique()
    if temp <= 10:
        numerical_noserial_fea.append(fea)
        continue
    numerical_serial_fea.append(fea)
    
print('数值连续型变量特征有：',numerical_serial_fea)
print()
print('数值离散型变量特征有：',numerical_noserial_fea)

数值连续型变量特征有： ['id', 'loanAmnt', 'interestRate', 'installment', 'employmentTitle', 'annualIncome', 'purpose', 'postCode', 'regionCode', 'dti', 'delinquency_2years', 'ficoRangeLow', 'ficoRangeHigh', 'openAcc', 'pubRec', 'pubRecBankruptcies', 'revolBal', 'revolUtil', 'totalAcc', 'title', 'n0', 'n1', 'n2', 'n3', 'n4', 'n5', 'n6', 'n7', 'n8', 'n9', 'n10', 'n13', 'n14']

数值离散型变量特征有： ['term', 'homeOwnership', 'verificationStatus', 'isDefault', 'initialListStatus', 'applicationType', 'policyCode', 'n11', 'n12']

3.2 数值离散型变量分析

for fea in numerical_noserial_fea:
    print('离散型变量：',fea)
    print(train[fea].value_counts())
    print()
    print()

离散型变量： term
3    606902
5    193098
Name: term, dtype: int64


离散型变量： homeOwnership
0    395732
1    317660
2     86309
3       185
5        81
4        33
Name: homeOwnership, dtype: int64


离散型变量： verificationStatus
1    309810

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35. 贷款违约预测

一、项目介绍背景以金融风控中的个人信贷为背景，根据贷款申请人的数据信息预测其是否有违约的可能，以此判断是否通过此项贷款，这是一个典型的分类问题。具体的列名含义 id 为贷款清单分配的唯一信用证标识 loanAmnt 贷款金额 term 贷款期限（year） interestRate 贷款利率 installment 分期付款金额 grade 贷款等级
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