贷款用户逾期问题Task4

任务4 - 模型评估（2天）

任务4：记录5个模型（逻辑回归、SVM、决策树、随机森林、XGBoost）关于accuracy、precision，recall和F1-score、auc值的评分表格，并画出ROC曲线。
时间：2天
可以参照以下格式：
图片:

评估

from sklearn.metrics import accuracy_score, recall_score, f1_score, roc_auc_score, roc_curve
from matplotlib import pyplot as plt
# 定义评估函数
def model_metrics(clf, X_train, X_test, y_train, y_test):
    # 预测
    y_train_pred = clf.predict(X_train)
    y_test_pred = clf.predict(X_test)
    y_train_pred_proba = clf.predict_proba(X_train)[:, 1]
    y_test_pred_proba = clf.predict_proba(X_test)[:, 1]

    # 评估
    # 准确性
    print('准确性：')
    print('Train：{:.4f}'.format(accuracy_score(y_train, y_train_pred)))
    print('Test：{:.4f}'.format(accuracy_score(y_test, y_test_pred)))

    # 召回率
    print('召回率：')
    print('Train：{:.4f}'.format(recall_score(y_train, y_train_pred)))
    print('Test：{:.4f}'.format(recall_score(y_test, y_test_pred)))
    
    # f1_score
    print('f1_score：')
    print('Train：{:.4f}'.format(f1_score(y_train, y_train_pred)))
    print('Test：{:.4f}'.format(f1_score(y_test, y_test_pred)))
    
    # roc_auc
    print('roc_auc：')
    print('Train：{:.4f}'.format(roc_auc_score(y_train, y_train_pred_proba)))
    print('Test：{:.4f}'.format(roc_auc_score(y_test, y_test_pred_proba)))    
    
    # 描绘 ROC 曲线
    fpr_tr, tpr_tr, _ = roc_curve(y_train, y_train_pred_proba)
    fpr_te, tpr_te, _ = roc_curve(y_test, y_test_pred_proba)