This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
df_top_features = df_all_features.head(10).sort_values(by='importance', ascending=True) | |
plt.figure(figsize=(10, 6)) | |
plt.barh(df_top_features['feature'], df_top_features['importance'], color='skyblue') | |
plt.xlabel('Importance') | |
plt.title('Top 10 Feature Importances') | |
for index, value in enumerate(df_top_features['importance']): | |
plt.text(value, index, f'{value:.4f}', va='center') |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
arr_feature_importances = rfc.feature_importances_ | |
arr_feature_names = X_train.columns.values | |
df_feature_importance = pd.DataFrame(index=range(len(arr_feature_importances)), columns=['feature', 'importance']) | |
df_feature_importance['feature'] = arr_feature_names | |
df_feature_importance['importance'] = arr_feature_importances | |
df_all_features = df_feature_importance.sort_values(by='importance', ascending=False) | |
df_all_features |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from sklearn.model_selection import KFold | |
from sklearn.model_selection import cross_val_score | |
model = RandomForestClassifier() | |
k_fold = KFold(n_splits=5, shuffle=True, random_state=42) | |
scores = cross_val_score(model, X_train, Y_train, cv=k_fold, scoring='accuracy') | |
for i, score in enumerate(scores, 1): |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
KS = max(df_actual_predicted['Cumulative Perc Good'] - df_actual_predicted['Cumulative Perc Bad']) | |
plt.plot(df_actual_predicted['y_pred_proba'], df_actual_predicted['Cumulative Perc Bad'], color='r') | |
plt.plot(df_actual_predicted['y_pred_proba'], df_actual_predicted['Cumulative Perc Good'], color='b') | |
plt.xlabel('Estimated Probability for Being Bad') | |
plt.ylabel('Cumulative %') | |
plt.title('Kolmogorov-Smirnov: %0.4f' %KS) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
df_actual_predicted = df_actual_predicted.sort_values('y_pred_proba') | |
df_actual_predicted = df_actual_predicted.reset_index() | |
df_actual_predicted['Cumulative N Population'] = df_actual_predicted.index + 1 | |
df_actual_predicted['Cumulative N Bad'] = df_actual_predicted['y_actual'].cumsum() | |
df_actual_predicted['Cumulative N Good'] = df_actual_predicted['Cumulative N Population'] - df_actual_predicted['Cumulative N Bad'] | |
df_actual_predicted['Cumulative Perc Population'] = df_actual_predicted['Cumulative N Population'] / df_actual_predicted.shape[0] | |
df_actual_predicted['Cumulative Perc Bad'] = df_actual_predicted['Cumulative N Bad'] / df_actual_predicted['y_actual'].sum() | |
df_actual_predicted['Cumulative Perc Good'] = df_actual_predicted['Cumulative N Good'] / (df_actual_predicted.shape[0] - df_actual_predicted['y_actual'].sum()) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from sklearn.metrics import roc_curve, roc_auc_score | |
fpr, tpr, tr = roc_curve(df_actual_predicted['y_actual'], df_actual_predicted['y_pred_proba']) | |
auc = roc_auc_score(df_actual_predicted['y_actual'], df_actual_predicted['y_pred_proba']) | |
plt.plot(fpr, tpr, label='AUC = %0.4f' %auc) | |
plt.plot(fpr, fpr, linestyle = '--', color='k') | |
plt.xlabel('False Positive Rate') | |
plt.ylabel('True Positive Rate') | |
plt.title('ROC Curve') |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
rfc = RandomForestClassifier(random_state=42) | |
rfc.fit(X_train, Y_train) | |
y_pred_proba = rfc.predict_proba(X_test)[:][:,1] | |
df_actual_predicted = pd.concat([pd.DataFrame(np.array(Y_test), columns=['y_actual']), | |
pd.DataFrame(y_pred_proba, columns=['y_pred_proba'])], axis=1) | |
df_actual_predicted.index = Y_test.index |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Y_train = Y_train.map({'good': 1, 'bad': 0}) | |
Y_train = Y_train.astype(int) | |
Y_test = Y_test.map({'good': 1, 'bad': 0}) | |
Y_test = Y_test.astype(int) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
plt.figure(figsize=(10, 6)) | |
bars = plt.bar(model_names, accuracies, color='skyblue') | |
for bar in bars: | |
yval = bar.get_height() | |
plt.text(bar.get_x() + bar.get_width()/2, yval, f'{yval:.2f}', ha='center', va='bottom') | |
plt.xlabel('Model') | |
plt.ylabel('Accuracy') | |
plt.title('Accuracy of Different Models') |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from sklearn.ensemble import RandomForestClassifier, GradientBoostingClassifier | |
from sklearn.linear_model import LogisticRegression | |
from sklearn.neighbors import KNeighborsClassifier | |
from sklearn.tree import DecisionTreeClassifier | |
from sklearn.metrics import confusion_matrix | |
from sklearn.metrics import accuracy_score, classification_report | |
results = {} | |
models = { | |
'Random Forest': RandomForestClassifier(random_state=42), |
NewerOlder