简单神经网络训练信贷预测分类模型
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split # 划分数据集
from sklearn.preprocessing import MinMaxScaler
import time
from tqdm import tqdm
import torch # PyTorch的主库,提供了张量操作、自动微分、GPU加速等核心功能
import torch.nn as nn # 神经网络模块,包含了各种层(如线性层、卷积层)、激活函数、损失函数等构建神经网络的基础组件
import torch.optim as optim # 优化器模块,提供了各种优化算法(如SGD、Adam等)用于更新神经网络参数
import matplotlib.pyplot as plt #用于绘制各种类型的图表
import warnings
warnings.filterwarnings("ignore")
# 设置中文字体(解决中文显示问题)
plt.rcParams['font.sans-serif'] = ['SimHei'] # Windows系统常用黑体字体
plt.rcParams['axes.unicode_minus'] = False # 正常显示负号
# 设置GPU设备
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
print(f"使用设备: {device}")
data = pd.read_csv('data.csv') #读取数据
# 先筛选字符串变量
discrete_features = data.select_dtypes(include=['object']).columns.tolist()
# Home Ownership 标签编码
home_ownership_mapping = {
'Own Home': 1,
'Rent': 2,
'Have Mortgage': 3,
'Home Mortgage': 4
}
data['Home Ownership'] = data['Home Ownership'].map(home_ownership_mapping)
# Years in current job 标签编码
years_in_job_mapping = {
'< 1 year': 1,
'1 year': 2,
'2 years': 3,
'3 years': 4,
'4 years': 5,
'5 years': 6,
'6 years': 7,
'7 years': 8,
'8 years': 9,
'9 years': 10,
'10+ years': 11
}
data['Years in current job'] = data['Years in current job'].map(years_in_job_mapping)
# Purpose 独热编码,记得需要将bool类型转换为数值
data = pd.get_dummies(data, columns=['Purpose'])
data2 = pd.read_csv("data.csv") # 重新读取数据,用来做列名对比
list_final = [] # 新建一个空列表,用于存放独热编码后新增的特征名
for i in data.columns:
if i not in data2.columns:
list_final.append(i) # 这里打印出来的就是独热编码后的特征名
for i in list_final:
data[i] = data[i].astype(int) # 这里的i就是独热编码后的特征名
# Term 0 - 1 映射
term_mapping = {
'Short Term': 0,
'Long Term': 1
}
data['Term'] = data['Term'].map(term_mapping)
data.rename(columns={'Term': 'Long Term'}, inplace=True) # 重命名列
continuous_features = data.select_dtypes(include=['int64', 'float64']).columns.tolist() #把筛选出来的列名转换成列表
# 连续特征用中位数补全
for feature in continuous_features:
mode_value = data[feature].mode()[0] #获取该列的众数。
data[feature].fillna(mode_value, inplace=True) #用众数填充该列的缺失值,inplace=True表示直接在原数据上修改。
# 最开始也说了 很多调参函数自带交叉验证,甚至是必选的参数,你如果想要不交叉反而实现起来会麻烦很多
# 所以这里我们还是只划分一次数据集
data.drop(columns=['Id'], inplace=True) # 删除 Loan ID 列
# data.info()
# 划分数据集
# 最开始也说了 很多调参函数自带交叉验证,甚至是必选的参数,你如果想要不交叉反而实现起来会麻烦很多
# 所以这里我们还是只划分一次数据集
X = data.drop(['Credit Default'], axis=1) # 特征,axis=1表示按列删除
y = data['Credit Default'] # 标签
# 按照8:2划分训练集和测试集
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) # 80%训练集,20%测试集
# 归一化数据
scaler = MinMaxScaler()
X_train = scaler.fit_transform(X_train)
X_test = scaler.transform(X_test)
# 将数据转换为PyTorch张量并移至GPU
X_train = torch.FloatTensor(X_train).to(device)
y_train = torch.LongTensor(y_train.values).to(device)
X_test = torch.FloatTensor(X_test).to(device)
y_test = torch.LongTensor(y_test.values).to(device)
class MLP(nn.Module):
def __init__(self):
super(MLP, self).__init__()
self.fc1 = nn.Linear(30, 50) # 从输入层到隐藏层
self.relu = nn.ReLU()
self.fc2 = nn.Linear(50, 2) # 隐藏层到输出层
def forward(self, x):
out = self.fc1(x)
out = self.relu(out)
out = self.fc2(out)
return out
# 实例化模型并移至GPU
model = MLP().to(device)
# 分类问题使用交叉熵损失函数
criterion = nn.CrossEntropyLoss()
# 使用随机梯度下降优化器
optimizer = optim.SGD(model.parameters(), lr=0.01)
# 训练模型
num_epochs = 20000 # 训练的轮数
# 存储每100个epoch的损失值和对应的epoch数
losses = []
epochs = []
start_time = time.time()
with tqdm(total=num_epochs, desc="训练进度", unit="epoch") as pbar:
for epoch in range(num_epochs):
# 前向传播
outputs = model(X_train) # 隐式调用forward函数
loss = criterion(outputs, y_train)
# 反向传播和优化
optimizer.zero_grad( ) # 梯度清零,因为PyTorch会累积梯度,所以每次迭代需要梯度清零
loss.backward() # 反向传播计算梯度
optimizer.step() # 更新参数
# 记录损失值
if (epoch + 1) % 200 ==0:
losses.append(loss.item()) # item()方法返回一个Python数值,loss是一个标量张量
epochs.append(epoch + 1)
# 更新进度条描述信息
pbar.set_postfix({'Loss': f'{loss.item():.3f}' })
# 每1000个epoch更新一次进度条
if (epoch + 1) % 1000 == 0:
pbar.update(1000) # 更新进度条
# 确保进度条达到100%
if pbar.n < num_epochs:
pbar.update(num_epochs - pbar.n)
end_time = time.time()
print(f"Training time: {end_time - start_time:.2f} seconds")
# 可视化损失曲线
plt.plot(range(len(losses)), losses)
plt.xlabel("Epoch")
plt.ylabel("Loss")
plt.title("Training Loss over Epochs")
plt.show()
输出:
使用设备: cuda:0
训练进度: 100%|██████████| 20000/20000 [00:17<00:00, 1119.23epoch/s, Loss=0.463]
Training time: 17.88 seconds
模型结构可视化
from torchinfo import summary
summary(model, input_size=(30,))
输出:
==========================================================================================
Layer (type:depth-idx) Output Shape Param #
==========================================================================================
MLP [2] --
├─Linear: 1-1 [50] 1,550
├─ReLU: 1-2 [50] --
├─Linear: 1-3 [2] 102
==========================================================================================
Total params: 1,652
Trainable params: 1,652
Non-trainable params: 0
Total mult-adds (M): 0.08
==========================================================================================
Input size (MB): 0.00
Forward/backward pass size (MB): 0.00
Params size (MB): 0.01
Estimated Total Size (MB): 0.01
==========================================================================================