easy-ml/train_test_lr.py

# -*- coding: utf-8 -*-
"""
@author: yq
@time: 2024/11/27
@desc: 
"""
import time

from entitys import DataSplitEntity, MlConfigEntity
from pipeline import Pipeline

if __name__ == "__main__":
    time_now = time.time()
    import scorecardpy as sc

    # 加载数据
    dat = sc.germancredit()
    dat_columns = dat.columns.tolist()
    dat_columns = [c.replace(".","_") for c in dat_columns]
    dat.columns = dat_columns

    dat["creditability"] = dat["creditability"].apply(lambda x: 1 if x == "bad" else 0)

    dat["credit_amount_corr1"] = dat["credit_amount"] * 2
    dat["credit_amount_corr2"] = dat["credit_amount"] * 3

    data = DataSplitEntity(train_data=dat[:709], test_data=dat[709:])

    # 训练并生成报告
    train_pipeline = Pipeline(MlConfigEntity.from_config('config/demo/ml_config_template.json'), data)
    # 特征处理
    cfg = {
        "project_name": "demo",
        # jupyter下输出内容
        "jupyter_print": False,
        # 是否开启粗分箱
        "format_bin": True,
        # 变量切分点搜索采样率
        "bin_sample_rate": 0.01,
        # 最多保留候选变量数
        "max_feature_num": 10,
        # 单调性允许变化次数
        "monto_shift_threshold": 1,
        "iv_threshold": 0.01,
        "corr_threshold": 0.4,
        "psi_threshold": 0.001,
        "vif_threshold": 1.06,
        # 压力测试
        "stress_test": False,
        "stress_sample_times": 10,
        # 特殊值
        "special_values": {"age_in_years": [36]},
        # 手动定义切分点，字符型的变量以'%,%'合并枚举值
        "breaks_list": {
            #                 'duration_in_month': [12, 18, 48],
            #                 'credit_amount': [2000, 3500, 4000, 7000],
            'purpose': ['retraining%,%car (used)', 'radio/television', 'furniture/equipment%,%business%,%repairs',
                        'domestic appliances%,%education%,%car (new)%,%others'],
            #                 'age_in_years': [27, 34, 58]
        },
        # y
        "y_column": "creditability",
        # 候选变量
        "x_columns": [
            "duration_in_month",
            "credit_amount",
            "age_in_years",
            # "purpose",
            # "credit_history",
            #
            # "credit_amount_corr1",
            # "credit_amount_corr2",
        ],
        "columns_anns": {
            "age_in_years": "年龄",
            "credit_history": "借贷历史"
        },
        "columns_exclude": [],
        # "columns_include": ["credit_amount"],
        "rules": ["df.loc[df['credit_amount']>=9000,'SCORE'] += -50"]
    }

    train_pipeline = Pipeline(data=data, **cfg)
    train_pipeline.train()
    train_pipeline.report()
    train_pipeline.save()

    print(time.time() - time_now)