##注入所需库
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
import random
import numpy as np
import time
import shap
from sklearn.svm import SVC #支持向量机分类器
# from sklearn.neighbors import KNeighborsClassifier #K近邻分类器
# from sklearn.linear_model import LogisticRegression #逻辑回归分类器
import xgboost as xgb #XGBoost分类器
import lightgbm as lgb #LightGBM分类器
from sklearn.ensemble import RandomForestClassifier #随机森林分类器
# from catboost import CatBoostClassifier #CatBoost分类器
# from sklearn.tree import DecisionTreeClassifier #决策树分类器
# from sklearn.naive_bayes import GaussianNB #高斯朴素贝叶斯分类器
from skopt import BayesSearchCV
from skopt.space import Integer
from deap import base, creator, tools, algorithms
from sklearn.model_selection import StratifiedKFold, cross_validate # 引入分层 K 折和交叉验证工具
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score # 用于评估分类器性能的指标
from sklearn.metrics import classification_report, confusion_matrix #用于生成分类报告和混淆矩阵
from sklearn.metrics import make_scorer#定义函数
import warnings #用于忽略警告信息
warnings.filterwarnings("ignore") # 忽略所有警告信息
#设置中文字体&负号正确显示
plt.rcParams['font.sans-serif']=['STHeiti']
plt.rcParams['axes.unicode_minus']=True
plt.rcParams['figure.dpi']=100
#查看基本信息&读取数据
data=pd.read_csv(r'data.csv')
print(f'{data.info()}\n{data.isnull().sum()}\n{data.head()}\n{data.columns}')
#绘制图像
# plt.figure(figsize=(6,4))
# sns.boxplot(x=data['Annual Income'])
# plt.title('年收入箱线图')
# plt.xlabel('年收入')
# plt.tight_layout()
# plt.show()
# plt.figure(figsize=(6,4))
# sns.boxenplot(x='Credit Default',y='Annual Income',data=data)
# plt.title('年收入分类箱线图')
# plt.xlabel('是否欠款')
# plt.ylabel('金额')
# plt.xticks([0,1],['n','y'])
# plt.tight_layout()
# plt.show()
# plt.figure(figsize=(6,4))
# sns.histplot(
# x='Annual Income',
# hue='Credit Default',
# hue_order=(0,1),
# data=data,
# element='bars',
# kde=True
# )
# plt.title('年收入直方图')
# plt.xlabel('年收入')
# plt.ylabel('金额')
# plt.tight_layout()
# plt.show()
#数据填补
for i in data.columns:
if data[i].dtype!='object':
if data[i].isnull().sum()>0:
data[i].fillna(data[i].mean(),inplace=True)
else:
if data[i].isnull().sum()>0:
data[i].fillna(data[i].mode()[0],inplace=True)
print(f'{data.isnull().sum()}\n{data.info()}')
#数据编码
mapping={'10+ years':0,
'9 years':1,
'8 years':2,
'7 years':3,
'6 years':4,
'5 years':5,
'4 years':6,
'3 years':7,
'2 years':8,
'1 year':9,
'< 1 year':10}
data['Years in current job']=data['Years in current job'].map(mapping)
dummies_list=[]
data2=pd.read_csv(r'data.csv')
data=pd.get_dummies(data=data,drop_first=True)
for i in data.columns:
if i not in data2.columns:
dummies_list.append(i)
for i in dummies_list:
data[i]=data[i].astype(int)
print(f'{data.info()}\n{data.columns}')
#绘制相关热力图
# continuous_list=['Annual Income', 'Years in current job',
# 'Number of Open Accounts', 'Years of Credit History',
# 'Maximum Open Credit', 'Number of Credit Problems',
# 'Months since last delinquent', 'Current Loan Amount',
# 'Current Credit Balance', 'Monthly Debt', 'Credit Score']
# correlation_matrix=data[continuous_list].corr()
# plt.figure(figsize=(12,10))
# sns.heatmap(correlation_matrix,annot=True,cmap='coolwarm',vmin=-1,vmax=1)
# plt.title('相关热力图')
# plt.xticks(rotation=45,ha='right')
# plt.tight_layout()
# plt.show()
# #绘制箱线图子图
features=['Annual Income','Years in current job','Tax Liens','Number of Open Accounts']
# fig,axes=plt.subplots(2,2,figsize=(6,4))
# for i,feature in enumerate(features):
# row,col=i//2,i%2
# axes[row,col].boxplot(data[features])
# axes[row,col].set_title(f'box of {feature}')
# axes[row,col].set_ylabel(feature)
# plt.tight_layout()
# plt.show()
#分类箱线图
# fig,axes=plt.subplots(2,2,figsize=(6,4))
# for i,feature in enumerate(features):
# row,col=i//2,i%2
# sns.boxplot(
# x='Credit Default',
# y=feature,
# data=data,
# ax=axes[row,col]
# )
# axes[row,col].set_title(f'box of {feature}')
# axes[row,col].set_xticks([0,1],['n','y'])
# axes[row,col].set_xlabel(feature)
# axes[row,col].set_ylabel('count')
# plt.tight_layout()
# plt.tight_layout()
# plt.show()
# #分类直方图子图
# fig,axes=plt.subplots(2,2,figsize=(6,4))
# for i,feature in enumerate(features):
# row,col=i//2,i%2
# sns.histplot(
# x=feature,
# hue='Credit Default',
# hue_order=[0,1],
# kde=True,
# element='bars',
# data=data,
# ax=axes[row,col]
# )
# axes[row,col].set_title('分类直方图')
# axes[row,col].set_xlabel(feature)
# axes[row,col].set_ylabel('count')
# plt.tight_layout()
# plt.show()
from sklearn.model_selection import train_test_split
x=data.drop('Credit Default',axis=1)
y=data['Credit Default']
x_train,x_test,y_train,y_test=train_test_split(x,y,test_size=0.2,random_state=42)
print(f'train:{x_train.shape}\ntest:{x_test.shape}')
# #SVM
# print("--- 1. 默认参数SVM (训练集 -> 测试集) ---")
# start_time=time.time()
# svm_model=SVC(random_state=42,class_weight='balanced')
# svm_model.fit(x_train,y_train)
# svm_pred=svm_model.predict(x_test)
# end_time=time.time()
# print(f'训练与预测耗时:{end_time-start_time:.4f}')
# print('\nSVM分类报告')
# print(classification_report(y_test,svm_pred))
# print('\nSVM混淆矩阵')
# print(confusion_matrix(y_test,svm_pred))
# #randomforrest
# print("--- 1. 默认参数随机森林 (训练集 -> 测试集) ---")
# start_time=time.time()
# rf_model=RandomForestClassifier(random_state=42,class_weight='balanced')
# rf_model.fit(x_train,y_train)
# rf_pred=rf_model.predict(x_test)
# end_time=time.time()
# print(f'训练与预测耗时:{end_time - start_time:.4f}')
# print('\n随机森林分类报告')
# print(classification_report(y_test,rf_pred))
# print('\n随机森林混淆矩阵')
# print(confusion_matrix(y_test,rf_pred))
#定义约登指数
def youden_score(y_true,y_pred):
tn,fp,fn,tp=confusion_matrix(y_true,y_pred).ravel()
sensitivity=tp/(tp+fn)
specificity=tn/(tn+fp)
return sensitivity+specificity-1
youden_scorer=make_scorer(youden_score)
# # # #SMOTE过采样后带权重网格搜索优化的随机森林
# #SMOTE
# from imblearn.over_sampling import SMOTE
# smote=SMOTE(random_state=42)
# x_train_smote,y_train_smote=smote.fit_resample(x_train,y_train)
# #网格搜索&交叉验证
# from sklearn.model_selection import GridSearchCV
# cv_strategy=StratifiedKFold(n_splits=5,shuffle=True,random_state=42)
# param_grid={
# 'n_estimators':[5,10,15],
# 'max_depth':[None,5,10],
# 'min_samples_split':[2,3,4],
# 'min_samples_leaf':[2,3,4]
# }
# grid_search=GridSearchCV(
# estimator=RandomForestClassifier(random_state=42,class_weight='balanced'),
# param_grid=param_grid,
# cv=cv_strategy,
# n_jobs=-1,
# scoring=youden_score
# )
# start_time=time.time()
# grid_search.fit(x_train_smote,y_train_smote)
# end_time=time.time()
# best_model=grid_search.best_estimator_
# best_pred=best_model.predict(x_test)
# print(f'网格搜索耗时:{end_time-start_time:.4f}秒')
# print('最佳参数:',grid_search.best_params_)
# print('\n带权重网格搜索优化后的随机森林在测试集上的分类报告')
# print(classification_report(y_test,best_pred))
# print('网格搜索优化后的随机森林在测试集上的混淆矩阵')
# print(confusion_matrix(y_test,best_pred))
#SMOTE过采样后带权重的贝叶斯优化的随机森林
#SMOTE过采样
from imblearn.over_sampling import SMOTE
smote=SMOTE(random_state=42)
x_train_smote,y_train_smote=smote.fit_resample(x_train,y_train)
#贝叶斯优化&交叉验证
from sklearn.model_selection import GridSearchCV
cv_strategy=StratifiedKFold(n_splits=5,shuffle=True,random_state=42)
search_space={
'n_estimators':Integer(1,5),
'max_depth':Integer(1,5),
'min_samples_split':Integer(2,6),
'min_samples_leaf':Integer(1,5)
}
bayes_search=BayesSearchCV(
estimator=RandomForestClassifier(random_state=42,class_weight='balanced'),
search_spaces=search_space,
n_iter=5,
cv=cv_strategy,
n_jobs=-1,
scoring=youden_scorer
)
start_time=time.time()
bayes_search.fit(x_train_smote,y_train_smote)
end_time=time.time()
best_model=bayes_search.best_estimator_
best_pred=best_model.predict(x_test)
print(f'贝叶斯优化耗时:{end_time-start_time:.4f}秒')
print('最佳参数',bayes_search.best_params_)
print('\n贝叶斯优化后的随机森林在测试集上的分类报告')
print(classification_report(y_test,best_pred))
print('\n贝叶斯优化后的随机森林在测试集上的混淆矩阵')
print(confusion_matrix(y_test,best_pred))
#shap分析
start_time=time.time()
explainer=shap.TreeExplainer(best_model)
shap_values=explainer.shap_values(x_test)
end_time=time.time()
print(f"shap分析耗时: {end_time - start_time:.4f} 秒")
print('shap_value shape:',shap_values.shape)
print('shap_values[0]shape:',shap_values[0].shape)
print('shape_values[:,:,0]shape',shap_values[:,:,0].shape)
print('x_test shape:',x_test.shape)
# # SHAP 特征重要性条形图 (Summary Plot - bar)
# print("--- 2. SHAP 特征重要性条形图 ---")
# shap.summary_plot(shap_values[:,:,0],x_test,plot_type='bar',show=False)
# plt.title('SHAP特征重要性条形图')
# plt.tight_layout()
# plt.show()
#SHAP特征重要性蜂巢图
print("--- 2. SHAP 特征重要性蜂巢图 ---")
shap.summary_plot(shap_values[:,:,0],x_test,plot_type='violin',show=False)
plt.title('SHAP特征重要性蜂窝图')
plt.tight_layout()
plt.show()