在代码中可能存在以下几个问题:
1. 在代码的第4行和第5行中,文件路径使用了绝对路径,可能会导致在不同的环境中运行出错。建议使用相对路径或者通过配置文件等方式来指定数据文件路径。
2. 在代码的第6行和第19行中,列名使用了硬编码的方式,可能会导致代码可读性差,后续维护麻烦。建议使用变量名或者配置文件等方式来指定列名。
3. 在代码的第25行中,使用了未定义的变量 X 和 y,应该使用 X_train 和 y_train_forced_turnover_nolimited。
4. 在代码的第37行中,应该将 X_train 和 y_train 替换为 X_train_forced_turnover_nolimited 和 y_train_forced_turnover_nolimited。
下面是修改后的代码:
```
import pandas as pd
from sklearn.model_selection import KFold
from sklearn.metrics import roc_auc_score
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, Dropout
from tensorflow.keras.optimizers import Adam
from tensorflow.keras.callbacks import EarlyStopping
# 读取数据
trainsets = pd.read_csv('trainsets82.csv')
testsets = pd.read_csv('testsets82.csv')
y_train_forced_turnover_nolimited = trainsets['m3_forced_turnover_nolimited']
X_train_forced_turnover_nolimited = trainsets.drop(['m3_P_perf_ind_all_1', 'm3_P_perf_ind_all_2', 'm3_P_perf_ind_all_3', 'm3_P_perf_ind_allind_1', 'm3_P_perf_ind_allind_2', 'm3_P_perf_ind_allind_3', 'm3_P_perf_ind_year_1', 'm3_P_perf_ind_year_2', 'm3_P_perf_ind_year_3', 'm3_forced_turnover_nolimited', 'm3_forced_turnover_3mon', 'm3_forced_turnover_6mon', 'm3_forced_turnover_1year', 'm3_forced_turnover_3year', 'm3_forced_turnover_5year', 'm3_forced_turnover_10year', 'CEOid', 'CEO_turnover_N', 'year', 'Firmid', 'appo_year'], axis=1)
y_test_forced_turnover_nolimited = testsets['m3_forced_turnover_nolimited']
X_test_forced_turnover_nolimited = testsets.drop(['m3_P_perf_ind_all_1', 'm3_P_perf_ind_all_2', 'm3_P_perf_ind_all_3', 'm3_P_perf_ind_allind_1', 'm3_P_perf_ind_allind_2', 'm3_P_perf_ind_allind_3', 'm3_P_perf_ind_year_1', 'm3_P_perf_ind_year_2', 'm3_P_perf_ind_year_3', 'm3_forced_turnover_nolimited', 'm3_forced_turnover_3mon', 'm3_forced_turnover_6mon', 'm3_forced_turnover_1year', 'm3_forced_turnover_3year', 'm3_forced_turnover_5year', 'm3_forced_turnover_10year', 'CEOid', 'CEO_turnover_N', 'year', 'Firmid', 'appo_year'], axis=1)
# 定义模型参数
input_dim = X_train_forced_turnover_nolimited.shape[1]
epochs = 100
batch_size = 32
lr = 0.001
dropout_rate = 0.5
# 定义模型结构
def create_model():
model = Sequential()
model.add(Dense(64, input_dim=input_dim, activation='relu'))
model.add(Dropout(dropout_rate))
model.add(Dense(32, activation='relu'))
model.add(Dropout(dropout_rate))
model.add(Dense(1, activation='sigmoid'))
optimizer = Adam(lr=lr)
model.compile(loss='binary_crossentropy', optimizer=optimizer, metrics=['accuracy'])
return model
# 5折交叉验证
kf = KFold(n_splits=5, shuffle=True, random_state=42)
cv_scores = []
for train_index, test_index in kf.split(X_train_forced_turnover_nolimited):
# 划分训练集和验证集
X_train, X_val = X_train_forced_turnover_nolimited.iloc[train_index], X_train_forced_turnover_nolimited.iloc[test_index]
y_train, y_val = y_train_forced_turnover_nolimited.iloc[train_index], y_train_forced_turnover_nolimited.iloc[test_index]
# 创建模型
model = create_model()
# 定义早停策略
early_stopping = EarlyStopping(monitor='val_loss', patience=10, verbose=1)
# 训练模型
model.fit(X_train, y_train, validation_data=(X_val, y_val), epochs=epochs, batch_size=batch_size, callbacks=[early_stopping], verbose=1)
# 预测验证集
y_pred = model.predict(X_val)
# 计算AUC指标
auc = roc_auc_score(y_val, y_pred)
cv_scores.append(auc)
# 输出交叉验证结果
print('CV AUC:', np.mean(cv_scores))
# 在全量数据上重新训练模型
model = create_model()
model.fit(X_train_forced_turnover_nolimited, y_train_forced_turnover_nolimited, epochs=epochs, batch_size=batch_size, verbose=1)
```