确定变量数量

Python 预测分析入门

Nele Verbiest, Ph.D

Data Scientist @PythonPredictions

评估 AUC

auc_values = []
variables_evaluate = []

for v in variables_forward:
    variables_evaluate.append(v)
    auc_value = auc(variables_evaluate, ["target"], basetable)
    auc_values.append(auc_value)
Python 预测分析入门

评估 AUC

Python 预测分析入门

过拟合

Python 预测分析入门

检测过拟合

Python 预测分析入门

数据分割

from sklearn.model_selection import train_test_split

X = basetable.drop("target", 1) y = basetable["target"]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4, stratify = Y)
train = pd.concat([X_train, y_train], axis=1) test = pd.concat([X_test, y_test], axis=1)
Python 预测分析入门

确定阈值

  • 测试集 AUC 高
  • 变量数量少
Python 预测分析入门

确定阈值

Python 预测分析入门

让我们来练习!

Python 预测分析入门

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