信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

開心雲技術社群發表於2018-12-08

版權宣告:本套技術專欄是作者(秦凱新)平時工作的總結和昇華,通過從真實商業環境抽取案例進行總結和分享,並給出商業應用的調優建議和叢集環境容量規劃等內容,請持續關注本套部落格。QQ郵箱地址:1120746959@qq.com,如有任何學術交流,可隨時聯絡。

1 信用卡欺詐行為案例集預處理

import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
%matplotlib inline

data = pd.read_csv("creditcard.csv")
data.head()
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

from sklearn.preprocessing import StandardScaler
data['normAmount'] = StandardScaler().fit_transform(data['Amount'].values.reshape(-1, 1))
data = data.drop(['Time','Amount'],axis=1)
data.head()
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

2 K折交叉驗證(驗證通過)

  def printing_Kfold_scores(x_train_data, y_train_data):
    
    fold = KFold(5,shuffle=False) 
    # Different C parameters
    # 0.01 倒數其實是100 
    # 0.1其實是10
    c_param_range = [0.01,0.1,1,10,100]

    results_table = pd.DataFrame(index = range(len(c_param_range),2), columns = ['C_parameter','Mean recall score'])
    results_table['C_parameter'] = c_param_range

    # the k-fold will give 2 lists: train_indices = indices[0], test_indices = indices[1]
    j = 0
    for c_param in c_param_range:
        print('-------------------------------------------')
        print('C parameter: ', c_param)
        print('-------------------------------------------')
        print('')

        recall_accs = []
        for iteration, indices in enumerate(fold.split(x_train_data)):

            # Call the logistic regression model with a certain C parameter
            lr = LogisticRegression(C = c_param, penalty = 'l1')

            # Use the training data to fit the model. In this case, we use the portion of the fold to train the model
            # with indices[0]. We then predict on the portion assigned as the 'test cross validation' with indices[1]
            lr.fit(x_train_data.iloc[indices[0],:],y_train_data.iloc[indices[0],:].values.ravel())

            # Predict values using the test indices in the training data
            y_pred_undersample = lr.predict(x_train_data.iloc[indices[1],:].values)

            # Calculate the recall score and append it to a list for recall scores representing the current c_parameter
            recall_acc = recall_score(y_train_data.iloc[indices[1],:].values,y_pred_undersample)
            recall_accs.append(recall_acc)
            print('Iteration ', iteration,': recall score = ', recall_acc)

        # The mean value of those recall scores is the metric we want to save and get hold of.
        results_table.ix[j,'Mean recall score'] = np.mean(recall_accs)
        j += 1
        print('')
        print('Mean recall score ', np.mean(recall_accs))
        print('')

    
    best_c = results_table.iloc[results_table['Mean recall score'].astype('float64').idxmax()]['C_parameter']
    
    # Finally, we can check which C parameter is the best amongst the chosen.
    print('*********************************************************************************')
    print('Best model to choose from cross validation is with C parameter = ', best_c)
    print('*********************************************************************************')
    
    return best_c  

    best_c = printing_Kfold_scores(X_train_undersample,y_train_undersample)

    -------------------------------------------
    C parameter:  0.01
    -------------------------------------------
    
    Iteration  0 : recall score =  0.8082191780821918
    Iteration  1 : recall score =  0.8356164383561644
    Iteration  2 : recall score =  0.8983050847457628
    Iteration  3 : recall score =  0.8918918918918919
    Iteration  4 : recall score =  0.8939393939393939
    
    Mean recall score  0.8655943974030809
    
    -------------------------------------------
    C parameter:  0.1
    -------------------------------------------
    
    Iteration  0 : recall score =  0.863013698630137
    Iteration  1 : recall score =  0.8767123287671232
    Iteration  2 : recall score =  0.9830508474576272
    Iteration  3 : recall score =  0.918918918918919
    Iteration  4 : recall score =  0.9090909090909091
    
    Mean recall score  0.9101573405729431
    
    -------------------------------------------
    C parameter:  1
    -------------------------------------------
    
    Iteration  0 : recall score =  0.8767123287671232
    Iteration  1 : recall score =  0.9041095890410958
    Iteration  2 : recall score =  0.9830508474576272
    Iteration  3 : recall score =  0.9459459459459459
    Iteration  4 : recall score =  0.9242424242424242
    
    Mean recall score  0.9268122270908433
    
    -------------------------------------------
    C parameter:  10
    -------------------------------------------
    
    Iteration  0 : recall score =  0.8904109589041096
    Iteration  1 : recall score =  0.9041095890410958
    C:\ProgramData\Anaconda3\lib\site-packages\ipykernel_launcher.py:39: DeprecationWarning: 
    .ix is deprecated. Please use
    .loc for label based indexing or
    .iloc for positional indexing
    
    See the documentation here:
    http://pandas.pydata.org/pandas-docs/stable/indexing.html#ix-indexer-is-deprecated
    Iteration  2 : recall score =  0.9830508474576272
    Iteration  3 : recall score =  0.9324324324324325
    Iteration  4 : recall score =  0.9393939393939394
    
    Mean recall score  0.9298795534458411
    
    -------------------------------------------
    C parameter:  100
    -------------------------------------------
    
    Iteration  0 : recall score =  0.9041095890410958
    Iteration  1 : recall score =  0.9041095890410958
    Iteration  2 : recall score =  0.9830508474576272
    Iteration  3 : recall score =  0.9459459459459459
    Iteration  4 : recall score =  0.9545454545454546
    
    Mean recall score  0.9383522852062439
    
    *********************************************************************************
    Best model to choose from cross validation is with C parameter =  100.0
    ********************************************************************************
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版權宣告:本套技術專欄是作者(秦凱新)平時工作的總結和昇華,通過從真實商業環境抽取案例進行總結和分享,並給出商業應用的調優建議和叢集環境容量規劃等內容,請持續關注本套部落格。QQ郵箱地址:1120746959@qq.com,如有任何學術交流,可隨時聯絡。

3 不均衡問題處理策略(OverSample與UnderSample)

    # 找出非class列
    X = data.ix[:, data.columns != 'Class']
    # 找出class列
    y = data.ix[:, data.columns == 'Class']
    
    # 找出欺詐的個數和索引492
    number_records_fraud = len(data[data.Class == 1])
    fraud_indices = np.array(data[data.Class == 1].index)
    
    # Picking the indices of the normal classes(找出正常的索引)
    normal_indices = data[data.Class == 0].index
    
    # Out of the indices we picked, randomly select "x" number (number_records_fraud)(從正常的行為中選擇接近欺詐的樣本索引)492
    random_normal_indices = np.random.choice(normal_indices, number_records_fraud, replace = False)
    random_normal_indices = np.array(random_normal_indices)
    
    # Appending the 2 indices(索引組合) 892
    under_sample_indices = np.concatenate([fraud_indices,random_normal_indices])
    
    # iloc通過行號獲取行資料
    under_sample_data = data.iloc[under_sample_indices,:]
    
    X_undersample = under_sample_data.ix[:, under_sample_data.columns != 'Class']
    y_undersample = under_sample_data.ix[:, under_sample_data.columns == 'Class']
    
    # Showing ratio
    print("Percentage of normal transactions: ", len(under_sample_data[under_sample_data.Class == 0])/len(under_sample_data))
    print("Percentage of fraud transactions: ", len(under_sample_data[under_sample_data.Class == 1])/len(under_sample_data))
    print("Total number of transactions in resampled data: ", len(under_sample_data))

    Percentage of normal transactions:  0.5
    Percentage of fraud transactions:  0.5
    Total number of transactions in resampled data:  984
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4 訓練集與測試集劃分

    from sklearn.cross_validation import train_test_split
    
    X特徵輸入,y表示label,test_size劃分的測試集比例,沒有設定random_state,每次取得的
    結果就不一樣,它的隨機數種子與當前系統時間有關。其實就是該組隨機數的編號,在需要重
    複試驗的時候,保證得到一組一樣的隨機數。比如你每次都填1,其他引數一樣的情況下你得到
    隨機陣列是一樣的。但填0或不填,每次都不一樣。隨機數的產生取決於種子,隨機數和種子之
    間的關係遵從以下兩個規則:種子不同,產生不同的隨機數;種子相同,即使例項不同也產生
    相同的隨機數。
    
    全部樣本拆分
    X_train, X_test, y_train, y_test = train_test_split(X,y,test_size = 0.3, random_state = 0)
    
    print("Number transactions train dataset: ", len(X_train))
    print("Number transactions test dataset: ", len(X_test))
    print("Total number of transactions: ", len(X_train)+len(X_test))
    
    Number transactions train dataset:  199364
    Number transactions test dataset:  85443
    Total number of transactions:  284807
   

    # Undersampled dataset 
    X_train_undersample, X_test_undersample, y_train_undersample, y_test_undersample = train_test_split(X_undersample , y_undersample, test_size = 0.3, random_state = 0)
    
    print("")
    print("Number transactions train dataset: ", len(X_train_undersample))
    print("Number transactions test dataset: ", len(X_test_undersample))
    print("Total number of transactions: ", len(X_train_undersample)+len(X_test_undersample))
    
    Number transactions train dataset:  688
    Number transactions test dataset:  296
    Total number of transactions:  984
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5基於低取樣資料集X_test_undersample模型訓練與測試(均衡資料)

#Recall = TP/(TP+FN)
from sklearn.linear_model import LogisticRegression
from sklearn.cross_validation import KFold, cross_val_score
from sklearn.metrics import confusion_matrix,recall_score,classification_report 

 函式呼叫
 best_c = printing_Kfold_scores(X_train_undersample,y_train_undersample)

 -------------------------------------------
C parameter:  0.01
-------------------------------------------

Iteration  1 : recall score =  0.958904109589
Iteration  2 : recall score =  0.917808219178
Iteration  3 : recall score =  1.0
Iteration  4 : recall score =  0.972972972973
Iteration  5 : recall score =  0.954545454545

Mean recall score  0.960846151257

-------------------------------------------
C parameter:  0.1
-------------------------------------------

Iteration  1 : recall score =  0.835616438356
Iteration  2 : recall score =  0.86301369863
Iteration  3 : recall score =  0.915254237288
Iteration  4 : recall score =  0.932432432432
Iteration  5 : recall score =  0.878787878788

Mean recall score  0.885020937099

-------------------------------------------
C parameter:  1
-------------------------------------------

Iteration  1 : recall score =  0.835616438356
Iteration  2 : recall score =  0.86301369863
Iteration  3 : recall score =  0.966101694915
Iteration  4 : recall score =  0.945945945946
Iteration  5 : recall score =  0.893939393939

Mean recall score  0.900923434357

-------------------------------------------
C parameter:  10
-------------------------------------------

Iteration  1 : recall score =  0.849315068493
Iteration  2 : recall score =  0.86301369863
Iteration  3 : recall score =  0.966101694915
Iteration  4 : recall score =  0.959459459459
Iteration  5 : recall score =  0.893939393939

Mean recall score  0.906365863087

-------------------------------------------
C parameter:  100
-------------------------------------------

Iteration  1 : recall score =  0.86301369863
Iteration  2 : recall score =  0.86301369863
Iteration  3 : recall score =  0.966101694915
Iteration  4 : recall score =  0.959459459459
Iteration  5 : recall score =  0.893939393939

Mean recall score  0.909105589115

*********************************************************************************
Best model to choose from cross validation is with C parameter =  0.01
*********************************************************************************
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5 混合矩陣

  def plot_confusion_matrix(cm, classes,
                          title='Confusion matrix',
                          cmap=plt.cm.Blues):
    """
    This function prints and plots the confusion matrix.
    """
    plt.imshow(cm, interpolation='nearest', cmap=cmap)
    plt.title(title)
    plt.colorbar()
    tick_marks = np.arange(len(classes))
    plt.xticks(tick_marks, classes, rotation=0)
    plt.yticks(tick_marks, classes)

    thresh = cm.max() / 2.
    for i, j in itertools.product(range(cm.shape[0]), range(cm.shape[1])):
        plt.text(j, i, cm[i, j],
                 horizontalalignment="center",
                 color="white" if cm[i, j] > thresh else "black")

    plt.tight_layout()
    plt.ylabel('True label')
    plt.xlabel('Predicted label')
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6 混合矩陣作用於低取樣資料集X_test_undersample的展示

    import itertools
    lr = LogisticRegression(C = best_c, penalty = 'l1')
    lr.fit(X_train_undersample,y_train_undersample.values.ravel())
    y_pred_undersample = lr.predict(X_test_undersample.values)
    
    # Compute confusion matrix
    cnf_matrix = confusion_matrix(y_test_undersample,y_pred_undersample)
    np.set_printoptions(precision=2)
    
    print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))
    
    # Plot non-normalized confusion matrix
    class_names = [0,1]
    plt.figure()
    plot_confusion_matrix(cnf_matrix
                          , classes=class_names
                          , title='Confusion matrix')
    plt.show()
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

7 混合矩陣作用於全資料集X_test.values的展示

版權宣告:本套技術專欄是作者(秦凱新)平時工作的總結和昇華,通過從真實商業環境抽取案例進行總結和分享,並給出商業應用的調優建議和叢集環境容量規劃等內容,請持續關注本套部落格。QQ郵箱地址:1120746959@qq.com,如有任何學術交流,可隨時聯絡。

    lr = LogisticRegression(C = best_c, penalty = 'l1')
    lr.fit(X_train_undersample,y_train_undersample.values.ravel())
    y_pred = lr.predict(X_test.values)
    
    # Compute confusion matrix
    cnf_matrix = confusion_matrix(y_test,y_pred)
    np.set_printoptions(precision=2)
    
    print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))
    
    # Plot non-normalized confusion matrix
    class_names = [0,1]
    plt.figure()
    plot_confusion_matrix(cnf_matrix
                          , classes=class_names
                          , title='Confusion matrix')
    plt.show()
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

8 基於全資料集進行k折交叉驗證(不均衡資料)

8.1 全資料集進行k折交叉驗證

best_c = printing_Kfold_scores(X_train,y_train)
-------------------------------------------
C parameter:  0.01
-------------------------------------------

Iteration  1 : recall score =  0.492537313433
Iteration  2 : recall score =  0.602739726027
Iteration  3 : recall score =  0.683333333333
Iteration  4 : recall score =  0.569230769231
Iteration  5 : recall score =  0.45

Mean recall score  0.559568228405

-------------------------------------------
C parameter:  0.1
-------------------------------------------

Iteration  1 : recall score =  0.567164179104
Iteration  2 : recall score =  0.616438356164
Iteration  3 : recall score =  0.683333333333
Iteration  4 : recall score =  0.584615384615
Iteration  5 : recall score =  0.525

Mean recall score  0.595310250644

-------------------------------------------
C parameter:  1
-------------------------------------------

Iteration  1 : recall score =  0.55223880597
Iteration  2 : recall score =  0.616438356164
Iteration  3 : recall score =  0.716666666667
Iteration  4 : recall score =  0.615384615385
Iteration  5 : recall score =  0.5625

Mean recall score  0.612645688837

-------------------------------------------
C parameter:  10
-------------------------------------------

Iteration  1 : recall score =  0.55223880597
Iteration  2 : recall score =  0.616438356164
Iteration  3 : recall score =  0.733333333333
Iteration  4 : recall score =  0.615384615385
Iteration  5 : recall score =  0.575

Mean recall score  0.61847902217

-------------------------------------------
C parameter:  100
-------------------------------------------

Iteration  1 : recall score =  0.55223880597
Iteration  2 : recall score =  0.616438356164
Iteration  3 : recall score =  0.733333333333
Iteration  4 : recall score =  0.615384615385
Iteration  5 : recall score =  0.575

Mean recall score  0.61847902217

*********************************************************************************
Best model to choose from cross validation is with C parameter =  10.0
*********************************************************************************
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8.2 全資料集混合矩陣

# 不均衡樣本偏向於多的樣本,誤傷率低
lr = LogisticRegression(C = best_c, penalty = 'l1')
lr.fit(X_train,y_train.values.ravel())
y_pred_undersample = lr.predict(X_test.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix(y_test,y_pred_undersample)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

9 邏輯迴歸基於閾值進行判斷(概率)

lr = LogisticRegression(C = 0.01, penalty = 'l1')
lr.fit(X_train_undersample,y_train_undersample.values.ravel())
y_pred_undersample_proba = lr.predict_proba(X_test_undersample.values)

thresholds = [0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9]

plt.figure(figsize=(10,10))

j = 1
for i in thresholds:
    y_test_predictions_high_recall = y_pred_undersample_proba[:,1] > i
    
    plt.subplot(3,3,j)
    j += 1
    
    # Compute confusion matrix
    cnf_matrix = confusion_matrix(y_test_undersample,y_test_predictions_high_recall)
    np.set_printoptions(precision=2)

    print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

    # Plot non-normalized confusion matrix
    class_names = [0,1]
    plot_confusion_matrix(cnf_matrix
                          , classes=class_names
                          , title='Threshold >= %s'%i)  

Recall metric in the testing dataset:  1.0
Recall metric in the testing dataset:  1.0
Recall metric in the testing dataset:  1.0
Recall metric in the testing dataset:  0.986394557823
Recall metric in the testing dataset:  0.931972789116
Recall metric in the testing dataset:  0.884353741497
Recall metric in the testing dataset:  0.836734693878
Recall metric in the testing dataset:  0.748299319728
Recall metric in the testing dataset:  0.571428571429 
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信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

10 基於SMOTE 進行資料預處理

信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

import pandas as pd
from imblearn.over_sampling import SMOTE
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import confusion_matrix
from sklearn.model_selection import train_test_split
credit_cards=pd.read_csv('creditcard.csv')

columns=credit_cards.columns
# The labels are in the last column ('Class'). Simply remove it to obtain features columns
features_columns=columns.delete(len(columns)-1)

features=credit_cards[features_columns]
labels=credit_cards['Class']
features_train, features_test, labels_train, labels_test = train_test_split(features, 
                                                                        labels, 
                                                                        test_size=0.2, 
                                                                        random_state=0)
oversampler=SMOTE(random_state=0)
os_features,os_labels=oversampler.fit_sample(features_train,labels_train)

len(os_labels[os_labels==1])
227454

os_features = pd.DataFrame(os_features)
os_labels = pd.DataFrame(os_labels)
best_c = printing_Kfold_scores(os_features,os_labels)


-------------------------------------------
C parameter:  0.01
-------------------------------------------

Iteration  1 : recall score =  0.890322580645
Iteration  2 : recall score =  0.894736842105
Iteration  3 : recall score =  0.968861347792
Iteration  4 : recall score =  0.957595541926
Iteration  5 : recall score =  0.958430881173

Mean recall score  0.933989438728

-------------------------------------------
C parameter:  0.1
-------------------------------------------

Iteration  1 : recall score =  0.890322580645
Iteration  2 : recall score =  0.894736842105
Iteration  3 : recall score =  0.970410534469
Iteration  4 : recall score =  0.959980655302
Iteration  5 : recall score =  0.960178498807

Mean recall score  0.935125822266

-------------------------------------------
C parameter:  1
-------------------------------------------

Iteration  1 : recall score =  0.890322580645
Iteration  2 : recall score =  0.894736842105
Iteration  3 : recall score =  0.970454796946
Iteration  4 : recall score =  0.96014552489
Iteration  5 : recall score =  0.960596168431

Mean recall score  0.935251182603

-------------------------------------------
C parameter:  10
-------------------------------------------

Iteration  1 : recall score =  0.890322580645
Iteration  2 : recall score =  0.894736842105
Iteration  3 : recall score =  0.97065397809
Iteration  4 : recall score =  0.960343368396
Iteration  5 : recall score =  0.960530220596

Mean recall score  0.935317397966

-------------------------------------------
C parameter:  100
-------------------------------------------

Iteration  1 : recall score =  0.890322580645
Iteration  2 : recall score =  0.894736842105
Iteration  3 : recall score =  0.970543321899
Iteration  4 : recall score =  0.960211472725
Iteration  5 : recall score =  0.960903924995

Mean recall score  0.935343628474

*********************************************************************************
Best model to choose from cross validation is with C parameter =  100.0
*********************************************************************************

lr = LogisticRegression(C = best_c, penalty = 'l1')
lr.fit(os_features,os_labels.values.ravel())
y_pred = lr.predict(features_test.values)

# Compute confusion matrix
cnf_matrix = confusion_matrix( ,y_pred)
np.set_printoptions(precision=2)

print("Recall metric in the testing dataset: ", cnf_matrix[1,1]/(cnf_matrix[1,0]+cnf_matrix[1,1]))

# Plot non-normalized confusion matrix
class_names = [0,1]
plt.figure()
plot_confusion_matrix(cnf_matrix
                      , classes=class_names
                      , title='Confusion matrix')
plt.show()
複製程式碼

信用卡欺詐行為邏輯迴歸資料分析-大資料ML樣本集案例實戰

11 總結

OverSample與UnderSample對比發現,基於SMOTE,資料的準確率和召回率得到了很大程度的提高。

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秦凱新 於深圳 201812081811

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