# -*- coding:utf-8 -*- """ @author: yq @time: 2023/12/28 @desc: 特征工具类 """ import pandas as pd from sklearn.preprocessing import KBinsDiscretizer from entitys import DataSplitEntity from enums import BinsStrategyEnum import toad as td def f_get_bins(data: DataSplitEntity, feat: str, strategy: str='quantile', nbins: int=10) -> pd.DataFrame: # 等频分箱 if strategy == BinsStrategyEnum.QUANTILE.value: kbin_encoder = KBinsDiscretizer(n_bins=nbins, encode='ordinal', strategy='quantile') feature_binned = kbin_encoder.fit_transform(data[feat]) return feature_binned.astype(int).astype(str) # 等宽分箱 if strategy == BinsStrategyEnum.WIDTH.value: bin_width = (data[feat].max() - data[feat].min()) / nbins return pd.cut(data[feat], bins=nbins, labels=[f'Bin_{i}' for i in range(1, nbins + 1)]) # 使用toad分箱 ''' c = td.transfrom.Combiner() # method参数需要根据toad指定的几种方法名称选择 c.fit(data, y = 'target', method = strategy, min_samples=None, n_bins = nbins, empty_separate = False) # 返回toad分箱combiner,用于训练集和测试集的分箱 # 可使用c.export()[feature]查看某一特征的分箱临界值 return c ''' def f_get_woe(data: DataSplitEntity, c: td.transform.Combiner, to_drop:list) -> pd.DataFrame: transer = td.transform.WOETransformer() # 根据训练数据来训练woe转换器,并选择目标变量和排除变量 train_woe = transer.fit_transform(c.transform(data.train_data()), data.train_data()['target'],exclude=to_drop+['target']) test_woe = transer.transform(c.transfrom(data.test_data())) oot_woe = transer.transform(c.transform(data.val_data())) return train_woe, test_woe, oot_woe def f_get_iv(data: DataSplitEntity) -> pd.DataFrame: # 计算前,先排除掉不需要计算IV的cols return td.quality(data, 'target',iv_only=True) def f_get_psi(train_data: DataSplitEntity, oot_data: DataSplitEntity) -> pd.DataFrame: # 计算前,先排除掉不需要的cols return td.metrics.PSI(train_data, oot_data) def f_get_corr(data: DataSplitEntity) -> pd.DataFrame: pass def f_get_ivf(data: DataSplitEntity) -> pd.DataFrame: pass