SuperModelingFactory 0.2.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ExcelMaster/ExcelFormatTool.py +487 -0
- ExcelMaster/ExcelMaster.py +917 -0
- ExcelMaster/Template.py +525 -0
- ExcelMaster/Utility.py +233 -0
- ExcelMaster/__init__.py +3 -0
- Modeling_Tool/Core/Binning_Tool.py +1608 -0
- Modeling_Tool/Core/Binning_Tool.pyi +48 -0
- Modeling_Tool/Core/Check_DuckDB_Compatibility.py +835 -0
- Modeling_Tool/Core/Json_Data_Converter.py +621 -0
- Modeling_Tool/Core/Model_Registry_Tool.py +199 -0
- Modeling_Tool/Core/ODPS_Tool.py +284 -0
- Modeling_Tool/Core/Slope_Tool.py +356 -0
- Modeling_Tool/Core/Slope_Tool.pyi +31 -0
- Modeling_Tool/Core/XOR_Encryptor.py +207 -0
- Modeling_Tool/Core/XOR_Encryptor.pyi +26 -0
- Modeling_Tool/Core/__init__.py +99 -0
- Modeling_Tool/Core/kDataFrame.py +228 -0
- Modeling_Tool/Core/kDataFrame.pyi +43 -0
- Modeling_Tool/Core/sample_weight_utils.py +77 -0
- Modeling_Tool/Core/utils.py +2672 -0
- Modeling_Tool/Eval/Evaluation_Tool.py +1452 -0
- Modeling_Tool/Eval/Evaluation_Tool.pyi +47 -0
- Modeling_Tool/Eval/Model_Eval_Tool.py +2548 -0
- Modeling_Tool/Eval/Model_Eval_Tool.pyi +37 -0
- Modeling_Tool/Eval/__init__.py +54 -0
- Modeling_Tool/Eval/evaluate_model.py +2008 -0
- Modeling_Tool/Eval/evaluate_model.pyi +50 -0
- Modeling_Tool/Eval/weighted_eval_utils.py +326 -0
- Modeling_Tool/Explainability/Coalition_Structure.py +305 -0
- Modeling_Tool/Explainability/Model_Explainer.py +743 -0
- Modeling_Tool/Explainability/__init__.py +24 -0
- Modeling_Tool/Feature/Distribution_Tool.py +509 -0
- Modeling_Tool/Feature/Distribution_Tool.pyi +42 -0
- Modeling_Tool/Feature/Feature_Insights.py +762 -0
- Modeling_Tool/Feature/Feature_Insights.pyi +33 -0
- Modeling_Tool/Feature/PSI_Tool.py +1195 -0
- Modeling_Tool/Feature/PSI_Tool.pyi +29 -0
- Modeling_Tool/Feature/WOE_Engine_Feature_Patch.py +355 -0
- Modeling_Tool/Feature/__init__.py +40 -0
- Modeling_Tool/Model/Backward_Tool.py +778 -0
- Modeling_Tool/Model/Backward_Tool.pyi +45 -0
- Modeling_Tool/Model/GBM_Search_Tool.py +251 -0
- Modeling_Tool/Model/GBM_Tool.py +1610 -0
- Modeling_Tool/Model/GBM_Tool.pyi +90 -0
- Modeling_Tool/Model/LRM_Tool.py +1198 -0
- Modeling_Tool/Model/LRM_Tool.pyi +47 -0
- Modeling_Tool/Model/__init__.py +61 -0
- Modeling_Tool/Sample/Distribution_Adaptation.py +131 -0
- Modeling_Tool/Sample/Distribution_Adaptation.pyi +30 -0
- Modeling_Tool/Sample/Reject_Infer.py +413 -0
- Modeling_Tool/Sample/Reject_Infer.pyi +43 -0
- Modeling_Tool/Sample/Sample_Split.py +520 -0
- Modeling_Tool/Sample/Sample_Split.pyi +43 -0
- Modeling_Tool/Sample/__init__.py +31 -0
- Modeling_Tool/UAT/UAT_Consistency_Checker.py +1180 -0
- Modeling_Tool/UAT/__init__.py +19 -0
- Modeling_Tool/WOE/WOE_Adapter.py +204 -0
- Modeling_Tool/WOE/WOE_Adapter.pyi +21 -0
- Modeling_Tool/WOE/WOE_Master.py +491 -0
- Modeling_Tool/WOE/WOE_Master.pyi +40 -0
- Modeling_Tool/WOE/WOE_Monotone_Binner.py +3324 -0
- Modeling_Tool/WOE/WOE_Monotone_Binner.pyi +71 -0
- Modeling_Tool/WOE/WOE_Plot_Tool.py +919 -0
- Modeling_Tool/WOE/WOE_Plot_Tool.pyi +46 -0
- Modeling_Tool/WOE/WOE_Report_Builder.py +214 -0
- Modeling_Tool/WOE/WOE_Report_Builder.pyi +24 -0
- Modeling_Tool/WOE/WOE_Tool.py +1094 -0
- Modeling_Tool/WOE/WOE_Tool.pyi +41 -0
- Modeling_Tool/WOE/__init__.py +86 -0
- Modeling_Tool/WOE/plot_woe_tool.py +290 -0
- Modeling_Tool/WOE/plot_woe_tool.pyi +25 -0
- Modeling_Tool/__init__.py +176 -0
- Report/Report_Tool.py +380 -0
- Report/__init__.py +3 -0
- supermodelingfactory-0.2.0.dist-info/METADATA +268 -0
- supermodelingfactory-0.2.0.dist-info/RECORD +79 -0
- supermodelingfactory-0.2.0.dist-info/WHEEL +5 -0
- supermodelingfactory-0.2.0.dist-info/licenses/LICENSE +102 -0
- supermodelingfactory-0.2.0.dist-info/top_level.txt +3 -0
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# coding: utf-8
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import os
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from tracemalloc import start
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import numpy as np
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import pandas as pd
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from pandas.core.groupby.generic import NamedAgg
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from sklearn.metrics import roc_curve, precision_recall_curve, auc
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from matplotlib.font_manager import FontProperties, findfont
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import seaborn as sns
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import matplotlib.pyplot as plt
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from sklearn.utils.extmath import density
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import time
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from functools import wraps
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from . import weighted_eval_utils as _weighted_eval
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# zhfont = FontProperties(fname=os.path.join(os.path.dirname(os.path.realpath(__file__)), 'ref_font/KaiTi.ttf'))
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__all__=[
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'calc_pr', # PR: Precision-Recall
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'summarize_pr', # PR: P-R BEP
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'plot_pr_curve', # PR
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'calc_roc', # ROC: TPR-FPR
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# 'summary_roc', # ROC: AUC、KS
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'plot_ks_curve', # ROC: KS-Curve
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'plot_roc_curve', # ROC: ROC-Curve
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'calc_equid_dist', # Dist: Stats
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'plot_kde_curve', # Dist: KDE
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'plot_dist_curve', # Dist: Count-avgTrue twin
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'calc_equid_pct', # PCT: Stats
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'summarize_pct', # PCT: Top、BTM
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'plot_pct_curve', # PCT: avgTrue
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'evaluate_performance', # Single(ROC、KDE、PCT、Gain)
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'evaluate_distribution', # Single+Group(DIST、CumDist)
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'comparison_performance', # Multiple(ROC、PCT、CumPCT、Gain)
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'calc_lift_apt',
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]
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palette = {
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'ClassicBlueRedGrey': [
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'#0099CC', # 蓝
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'#FF6666', # 红
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'#CCCCCC', # 灰
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],
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'ClassicGreyRed': [
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'#333333', # 深灰
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'#CC0033', # 深红
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],
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'Colors': [
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'#0099CC', # 蓝
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'#FF6666', # 红
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'#99CC99', # 绿
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'#FF9966', # 橙 FF9933
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],
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'MorandiDark': [
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'#965454', # 红棕
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'#656565', # 墨绿
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'#6b5152', # 深棕
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],
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}
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fontdicts = {
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'sub': {
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'suptitle': {
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'size': 16,
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'weight': 'bold',
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},
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'subtitle': {
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'size': 14,
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},
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'axislabel': {
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'size': 12,
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},
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'legend': {
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'size': 10,
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},
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},
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'main': {
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'suptitle': {
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'size': 20,
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'weight': 'bold',
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},
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'subtitle': {
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'size': 17,
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},
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'axislabel': {
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'size': 14,
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},
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'legend': {
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'size': 14,
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},
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},
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}
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def timeit_decorator(func):
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@wraps(func)
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def wrapper(*args, **kwargs):
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start_time = time.time()
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result = func(*args, **kwargs)
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end_time = time.time()
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elapsed_time = end_time - start_time
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# print(f"Function '{func.__name__}' took {elapsed_time:.6f} seconds") #需要每个函数耗时把这个打开
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return result
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return wrapper
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# P-R Curve
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@timeit_decorator
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def calc_pr(y_true, y_score, sample_weight=None):
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"""计算P-R曲线相关统计量.
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基于sklearn.metrics.precision_recall_curve
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Parameters
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----------
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y_true: array like
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实际样本标签序列, 只接受0-1
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y_score: array like
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预测概率值序列
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Returns
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-------
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pr_df: pandas.DataFrame
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PR相关的Precision、Recall、Thresholds等统计量数据集
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"""
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if sample_weight is not None:
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return _weighted_eval.calc_pr(y_true, y_score, sample_weight=sample_weight)
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pr_df = pd.DataFrame(precision_recall_curve(y_true, y_score)).T
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pr_df.columns = ['precision', 'recall', 'thresholds']
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pr_df['thresholds_percentile'] = [100 * np.mean(y_score <= x) for x in pr_df['thresholds']]
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return pr_df
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@timeit_decorator
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def summarize_pr(pr_df):
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"""统计P-R曲线信息.
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统计量如下:
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1.平衡点(Break-Even Point, 简称BEP)阈值及对应Precision、Recall等统计量
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Parameters
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----------
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pr_df: pandas.DataFrame
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PR相关的Precision、Recall、Thresholds等统计量数据集
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Returns
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-------
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pr_info: dict
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P-R曲线统计信息字典
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"""
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equalind = np.argmin(abs(pr_df['precision'] - pr_df['recall']))
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pr_info = {
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'bep_index': equalind,
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'bep_threshold': pr_df['thresholds'][equalind],
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'bep_precision': pr_df['precision'][equalind],
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'bep_recall': pr_df['recall'][equalind],
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}
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return pr_info
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@timeit_decorator
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def plot_pr_curve(pr_dfs, square_figsize=8, to_show=True, save_path=None):
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"""绘制P-R曲线图.
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Parameters
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----------
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pr_dfs: Dict
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单个或多个Score名下的PR数据集. 键值对格式为: {name: pr_df}
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square_figsize: float
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正方形图边英寸. 默认值为8
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to_show: bool
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是否展示图片. 默认为True
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save_path: str
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结果图片存放文件地址. 默认值为None, 即不保存
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"""
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plt.figure(figsize=(square_figsize, square_figsize))
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plt.suptitle('P-R Curve', fontsize=20, fontweight='bold') #, findfont=zhfont)
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ax = plt.subplot(1,1,1)
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models = list(pr_dfs.keys())
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if len(models) == 1:
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pr_df = pr_dfs[models[0]]
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__plot_single_pr_axes(pr_df, ax)
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else:
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__plot_multi_pr_axes(pr_dfs, ax)
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if to_show:
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plt.show()
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if bool(save_path):
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plt.savefig(save_path, bbox_inches='tight')
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plt.close()
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def __plot_single_pr_axes(pr_df, ax):
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"""在axes上绘制单个P-R曲线图.
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Parameters
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----------
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pr_df: pandas.DataFrame
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PR相关的Precision、Recall、Thresholds等统计量数据集
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ax: matplotlib.pyplot.plt.axes
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绘图axes
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"""
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ax.set_xlim([0,1])
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ax.set_ylim([0,1])
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ax.set_xlabel('Recall', fontsize=14)
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ax.set_ylabel('Precision', fontsize=14)
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ax.plot([0,1], [0,1], color=palette['ClassicBlueRedGrey'][0], linestyle='--', linewidth=1)
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ax.plot(pr_df['recall'], pr_df['precision'], color=palette['ClassicBlueRedGrey'][0], label='P-R', linewidth=2)
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pr_info = summarize_pr(pr_df)
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bep_x, bep_y = pr_info['bep_recall'], pr_info['bep_precision']
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ax.plot([[bep_x]], [[bep_y]], marker='.', markersize=20, color=palette['ClassicBlueRedGrey'][1], label='BEP')
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ax.plot([bep_y, bep_x], [0, bep_y], linestyle='--', color=palette['ClassicBlueRedGrey'][1])
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ax.plot([0, bep_y], [bep_y, bep_y], linestyle='--', color=palette['ClassicBlueRedGrey'][1])
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ax.set_title('BEP: Threshold={0:.3f} Precison={1:.2%}'.format(pr_info['bep_threshold'], bep_y), fontsize=15)
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ax.legend(loc=1, fontsize=12)
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def __plot_multi_pr_axes(pr_dfs, ax):
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"""在axes上绘制多个P-R曲线图.
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Parameters
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----------
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pr_dfs: Dict
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单个或多个Score名下的PR数据集. 键值对格式为: {name: pr_df}
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ax: matplotlib.pyplot.plt.axes
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绘图axes
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"""
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ax.set_xlim([0,1])
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ax.set_ylim([0,1])
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ax.set_xlabel('Recall', fontsize=14)
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ax.set_ylabel('Precision', fontsize=14)
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ax.plot([0,1], [0,1], color=palette['ClassicBlueRedGrey'][0], linestyle='--', linewidth=1)
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models = list(pr_dfs.keys())
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for i in range(len(models)):
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md = models[i]
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pr_df = pr_dfs[md]
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pr_info = summarize_pr(pr_df)
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bep_x, bep_y = pr_info['bep_recall'], pr_info['bep_precision']
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color = palette['MorandiDark'][i]
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label = '{0} (BEP P={1:.2%})'.format(md, bep_y)
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ax.plot(pr_df['recall'], pr_df['precision'], color=color, linewidth=2)
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ax.plot([[bep_x]], [[bep_y]], marker='.', markersize=15, color=color, label=label)
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ax.plot([bep_y, bep_x], [0, bep_y], linestyle='--', color=color)
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ax.plot([0, bep_y], [bep_y, bep_y], linestyle='--', color=color)
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# ax.set_title('BEP: Threshold={0:.3f} Precison={1:.2%}'.format(pr_info['bep_threshold'], bep_y), fontsize=15)
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ax.legend(loc=1, fontsize=12)
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+
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+
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# ROC Curve
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@timeit_decorator
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def calc_roc(y_true, y_score, sample_weight=None):
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"""计算ROC曲线相关统计量.
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基于sklearn.metrics.roc_curve
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+
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Parameters
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----------
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259
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y_true: array like
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260
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+
实际样本标签序列, 只接受0-1
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261
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y_score: array like
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262
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+
预测概率值序列
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263
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+
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264
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+
Returns
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265
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+
-------
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266
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roc_df: pandas.DataFrame
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267
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+
ROC相关的TPR、FPR、Thresholds等统计量数据集
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268
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+
"""
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269
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+
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270
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+
if sample_weight is not None:
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return _weighted_eval.calc_roc(y_true, y_score, sample_weight=sample_weight)
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+
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# 移除无效值
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mask = np.isfinite(y_score) & np.isfinite(y_true)
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y_true_clean = np.array(y_true)[mask]
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y_score_clean = np.array(y_score)[mask]
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+
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278
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if len(y_true_clean) == 0:
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# 返回一个空的 ROC DataFrame
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return pd.DataFrame(columns=['fpr', 'tpr', 'thresholds', 'thresholds_percentile'])
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281
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+
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282
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+
roc_df = pd.DataFrame(roc_curve(y_true_clean, y_score_clean)).T
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roc_df.columns = ['fpr', 'tpr', 'thresholds']
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roc_df['thresholds_percentile'] = [100 * np.mean(y_score_clean <= x) for x in roc_df['thresholds']]
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+
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return roc_df
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287
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+
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288
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+
# def calc_roc(y_true, y_score):
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289
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+
# """计算ROC曲线相关统计量.
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290
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+
# 基于sklearn.metrics.roc_curve
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291
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+
|
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292
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+
# Parameters
|
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293
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+
# ----------
|
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294
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+
# y_true: array like
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295
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+
# 实际样本标签序列, 只接受0-1
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296
|
+
# y_score: array like
|
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297
|
+
# 预测概率值序列
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298
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+
|
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299
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+
# Returns
|
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300
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+
# -------
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301
|
+
# roc_df: pandas.DataFrame
|
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302
|
+
# ROC相关的TPR、FPR、Thresholds等统计量数据集
|
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303
|
+
# """
|
|
304
|
+
# y_true = np.array(y_true)
|
|
305
|
+
# y_score = np.array(y_score)
|
|
306
|
+
# roc_df = pd.DataFrame(roc_curve(y_true, y_score)).T
|
|
307
|
+
# roc_df.columns = ['fpr', 'tpr', 'thresholds']
|
|
308
|
+
# roc_df['thresholds_percentile'] = [100 * np.mean(y_score <= x) for x in roc_df['thresholds']]
|
|
309
|
+
|
|
310
|
+
# return roc_df
|
|
311
|
+
|
|
312
|
+
@timeit_decorator
|
|
313
|
+
def summarize_roc(roc_df):
|
|
314
|
+
"""统计ROC曲线信息.
|
|
315
|
+
统计量如下:
|
|
316
|
+
1. AUC
|
|
317
|
+
2. KS及其对应阈值
|
|
318
|
+
|
|
319
|
+
Parameters
|
|
320
|
+
----------
|
|
321
|
+
roc_df: pandas.DataFrame
|
|
322
|
+
ROC相关的TPR、FPR、Thresholds等统计量数据集
|
|
323
|
+
|
|
324
|
+
Returns
|
|
325
|
+
-------
|
|
326
|
+
roc_info: dict
|
|
327
|
+
ROC曲线统计信息字典
|
|
328
|
+
"""
|
|
329
|
+
|
|
330
|
+
if roc_df.empty:
|
|
331
|
+
return {'auc': np.nan, 'ks_index': np.nan, 'ks_threshold': np.nan, 'ks': np.nan}
|
|
332
|
+
|
|
333
|
+
f = roc_df['tpr'] - roc_df['fpr']
|
|
334
|
+
roc_info = {
|
|
335
|
+
'auc': auc(roc_df['fpr'], roc_df['tpr']),
|
|
336
|
+
'ks_index': np.argmax(f),
|
|
337
|
+
'ks_threshold': roc_df['thresholds'][np.argmax(f)],
|
|
338
|
+
'ks': max(abs(f)),
|
|
339
|
+
}
|
|
340
|
+
|
|
341
|
+
return roc_info
|
|
342
|
+
|
|
343
|
+
@timeit_decorator
|
|
344
|
+
def plot_ks_curve(roc_df, square_figsize=8, to_show=True, save_path=None):
|
|
345
|
+
"""绘制KS曲线图.
|
|
346
|
+
只能绘制单个Score的KS曲线.
|
|
347
|
+
|
|
348
|
+
Parameters
|
|
349
|
+
----------
|
|
350
|
+
roc_df: pandas.DataFrame
|
|
351
|
+
ROC相关的TPR、FPR、Thresholds等统计量数据集
|
|
352
|
+
square_figsize: float
|
|
353
|
+
正方形图边英寸. 默认值为8
|
|
354
|
+
to_show: bool
|
|
355
|
+
是否展示图片. 默认为True
|
|
356
|
+
save_path: str
|
|
357
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
358
|
+
"""
|
|
359
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
360
|
+
plt.suptitle('KS Curve', fontsize=20, fontweight='bold') #, findfont=zhfont)
|
|
361
|
+
ax = plt.subplot(1,1,1)
|
|
362
|
+
__plot_ks_axes(roc_df, ax)
|
|
363
|
+
if to_show:
|
|
364
|
+
plt.show()
|
|
365
|
+
if bool(save_path):
|
|
366
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
367
|
+
plt.close()
|
|
368
|
+
|
|
369
|
+
|
|
370
|
+
def __plot_ks_axes(roc_df, ax):
|
|
371
|
+
"""在axes上绘制单个KS曲线图.
|
|
372
|
+
|
|
373
|
+
Parameters
|
|
374
|
+
----------
|
|
375
|
+
roc_df: pandas.DataFrame
|
|
376
|
+
ROC相关的TPR、FPR、Thresholds等统计量数据集
|
|
377
|
+
roc_summary: dict
|
|
378
|
+
ROC相关的AUC、KS、TargetRate等统计量字典
|
|
379
|
+
ax: matplotlib.pyplot.plt.axes
|
|
380
|
+
绘图axes
|
|
381
|
+
"""
|
|
382
|
+
ax.set_xlim([0,100])
|
|
383
|
+
ax.set_ylim([0,1])
|
|
384
|
+
ax.set_xlabel('Percentile %', fontsize=14)
|
|
385
|
+
ax.set_ylabel('Rate', fontsize=14)
|
|
386
|
+
X = roc_df['thresholds_percentile']
|
|
387
|
+
ax.plot(X, roc_df['fpr'], color=palette['ClassicBlueRedGrey'][0], label='False Positive Rate', linewidth=2)
|
|
388
|
+
ax.plot(X, roc_df['tpr'], color=palette['ClassicBlueRedGrey'][1], label='True Positive Rate', linewidth=2)
|
|
389
|
+
|
|
390
|
+
roc_info = summarize_roc(roc_df)
|
|
391
|
+
ks_vector = [
|
|
392
|
+
[X[roc_info['ks_index']], X[roc_info['ks_index']]],
|
|
393
|
+
[roc_df['fpr'][roc_info['ks_index']], roc_df['tpr'][roc_info['ks_index']]],
|
|
394
|
+
]
|
|
395
|
+
ax.plot(ks_vector[0], ks_vector[1], linewidth=4, color=palette['ClassicBlueRedGrey'][2], label='KS')
|
|
396
|
+
ax.set_title('Threshold={0:.3f} KS={1:.3f}'.format(roc_info['ks_threshold'], roc_info['ks']), fontsize=15)
|
|
397
|
+
ax.legend(loc=1, fontsize=12)
|
|
398
|
+
|
|
399
|
+
@timeit_decorator
|
|
400
|
+
def plot_roc_curve(roc_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
401
|
+
"""绘制ROC曲线图.
|
|
402
|
+
可绘制单个或多个Score的曲线.
|
|
403
|
+
|
|
404
|
+
Parameters
|
|
405
|
+
----------
|
|
406
|
+
roc_dfs: dict
|
|
407
|
+
单个或多个Score名下的ROC相关统计量字典
|
|
408
|
+
键值对格式为: {name: roc_df}
|
|
409
|
+
square_figsize: float
|
|
410
|
+
正方形图边英寸. 默认值为8
|
|
411
|
+
to_show: bool
|
|
412
|
+
是否展示图片. 默认为True
|
|
413
|
+
save_path: str
|
|
414
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
415
|
+
"""
|
|
416
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
417
|
+
plt.suptitle('ROC Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight'])
|
|
418
|
+
ax = plt.subplot(1,1,1)
|
|
419
|
+
models = list(roc_dfs.keys())
|
|
420
|
+
if len(models) == 1:
|
|
421
|
+
roc_df = roc_dfs[models[0]]
|
|
422
|
+
__plot_single_roc_axes(roc_df, ax, fontdicts)
|
|
423
|
+
else:
|
|
424
|
+
__plot_multi_roc_axes(roc_dfs, ax, fontdicts)
|
|
425
|
+
if to_show:
|
|
426
|
+
plt.show()
|
|
427
|
+
if bool(save_path):
|
|
428
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
429
|
+
plt.close()
|
|
430
|
+
|
|
431
|
+
|
|
432
|
+
def __plot_roc_axes_base(ax, fontdicts):
|
|
433
|
+
"""在axes上绘制roc图基础元素.
|
|
434
|
+
|
|
435
|
+
Parameters
|
|
436
|
+
----------
|
|
437
|
+
ax: matplotlib.pyplot.plt.axes
|
|
438
|
+
绘图axes
|
|
439
|
+
fontdicts: dict
|
|
440
|
+
绘图相关字体字典
|
|
441
|
+
"""
|
|
442
|
+
ax.plot([0,1], [0,1], color='k', linestyle='--', linewidth=1)
|
|
443
|
+
ax.set_xlim([0,1])
|
|
444
|
+
ax.set_ylim([0,1])
|
|
445
|
+
ax.set_xlabel('False Positive Rate', fontdict=fontdicts['axislabel'])
|
|
446
|
+
ax.set_ylabel('True Positive Rate', fontdict=fontdicts['axislabel'])
|
|
447
|
+
|
|
448
|
+
|
|
449
|
+
def __plot_single_roc_axes(roc_df, ax, fontdicts):
|
|
450
|
+
"""在axes上绘制单个ROC曲线图.
|
|
451
|
+
|
|
452
|
+
Parameters
|
|
453
|
+
----------
|
|
454
|
+
roc_df: pandas.DataFrame
|
|
455
|
+
ROC相关的TPR、FPR、Thresholds等统计量数据集
|
|
456
|
+
ax: matplotlib.pyplot.plt.axes
|
|
457
|
+
绘图axes
|
|
458
|
+
fontdicts: dict
|
|
459
|
+
绘图相关字体字典
|
|
460
|
+
"""
|
|
461
|
+
__plot_roc_axes_base(ax, fontdicts)
|
|
462
|
+
|
|
463
|
+
if roc_df.empty:
|
|
464
|
+
ax.set_title('KS=NaN AUC=NaN', fontdict=fontdicts['subtitle'])
|
|
465
|
+
return
|
|
466
|
+
|
|
467
|
+
ax.plot(roc_df['fpr'], roc_df['tpr'], color=palette['ClassicBlueRedGrey'][0], linewidth=2, label='ROC')
|
|
468
|
+
|
|
469
|
+
roc_info = summarize_roc(roc_df)
|
|
470
|
+
if roc_info['ks_index'] >= 0: # 有效索引
|
|
471
|
+
ks_vector = [
|
|
472
|
+
[roc_df['fpr'][roc_info['ks_index']], roc_df['fpr'][roc_info['ks_index']]],
|
|
473
|
+
[roc_df['fpr'][roc_info['ks_index']], roc_df['tpr'][roc_info['ks_index']]]
|
|
474
|
+
]
|
|
475
|
+
ax.plot(ks_vector[0], ks_vector[1], linewidth=4, color='r', label='KS')
|
|
476
|
+
ax.set_title('KS={0:.3f} AUC={1:.3f}'.format(roc_info['ks'], roc_info['auc']), fontdict=fontdicts['subtitle'])
|
|
477
|
+
|
|
478
|
+
|
|
479
|
+
def __plot_multi_roc_axes(roc_dfs, ax, fontdicts):
|
|
480
|
+
"""在axes上绘制多个ROC曲线图.
|
|
481
|
+
|
|
482
|
+
Parameters
|
|
483
|
+
----------
|
|
484
|
+
roc_dfs: dict
|
|
485
|
+
单个或多个Score名下的ROC相关统计量字典. 键值对格式为: {name: roc_df}
|
|
486
|
+
ax: matplotlib.pyplot.plt.axes
|
|
487
|
+
绘图axes
|
|
488
|
+
"""
|
|
489
|
+
__plot_roc_axes_base(ax, fontdicts)
|
|
490
|
+
|
|
491
|
+
models = list(roc_dfs.keys())
|
|
492
|
+
for i in range(len(models)):
|
|
493
|
+
md = models[i]
|
|
494
|
+
roc_df = roc_dfs[md]
|
|
495
|
+
roc_info = summarize_roc(roc_df)
|
|
496
|
+
label='{0} (KS={1:.3f} AUC={2:.3f})'.format(md, roc_info['ks'], roc_info['auc'])
|
|
497
|
+
color=palette['MorandiDark'][i]
|
|
498
|
+
ax.plot(roc_df['fpr'], roc_df['tpr'], linewidth=2, color=color, label=label)
|
|
499
|
+
ax.legend(loc=4, fontsize=fontdicts['legend']['size'])
|
|
500
|
+
|
|
501
|
+
|
|
502
|
+
# Kde Curve
|
|
503
|
+
@timeit_decorator
|
|
504
|
+
def plot_kde_curve(y_true, y_score_dict, bins=20, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
505
|
+
"""绘制Score核密度估计(kernel density estimate, 简称KDE)曲线.
|
|
506
|
+
|
|
507
|
+
Parameters
|
|
508
|
+
----------
|
|
509
|
+
y_true: array like
|
|
510
|
+
实际样本标签序列, 只接受0-1
|
|
511
|
+
y_score_dict: dict
|
|
512
|
+
单个或多个Score序列字典. 键值对格式为: {name: Score}
|
|
513
|
+
bins: int
|
|
514
|
+
分组数
|
|
515
|
+
square_figsize: float
|
|
516
|
+
正方形图边英寸. 默认值为8
|
|
517
|
+
fontdicts: dict
|
|
518
|
+
绘图相关字体字典
|
|
519
|
+
to_show: bool
|
|
520
|
+
是否展示图片. 默认为True
|
|
521
|
+
save_path: str
|
|
522
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
523
|
+
"""
|
|
524
|
+
y_true = np.array(y_true)
|
|
525
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
526
|
+
plt.suptitle('Score KDE Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
527
|
+
ax = plt.subplot(1,1,1)
|
|
528
|
+
models = list(y_score_dict.keys())
|
|
529
|
+
if len(models) == 1:
|
|
530
|
+
y_score = y_score_dict[models[0]]
|
|
531
|
+
y_score = np.array(y_score)
|
|
532
|
+
__plot_single_kde_axes(y_true, y_score, bins, ax, fontdicts)
|
|
533
|
+
else:
|
|
534
|
+
__plot_multi_kde_axes(y_true, y_score_dict, bins, ax, fontdicts)
|
|
535
|
+
if to_show:
|
|
536
|
+
plt.show()
|
|
537
|
+
if bool(save_path):
|
|
538
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
539
|
+
plt.close()
|
|
540
|
+
|
|
541
|
+
|
|
542
|
+
def __plot_kde_axes_base(ax, fontdicts):
|
|
543
|
+
"""在axes上绘制kde图基础元素.
|
|
544
|
+
|
|
545
|
+
Parameters
|
|
546
|
+
----------
|
|
547
|
+
ax: matplotlib.pyplot.plt.axes
|
|
548
|
+
绘图axes
|
|
549
|
+
fontdicts: dict
|
|
550
|
+
绘图相关字体字典
|
|
551
|
+
"""
|
|
552
|
+
ax.set_xlim([0,1])
|
|
553
|
+
ax.set_xlabel('Score', fontdict=fontdicts['axislabel'])
|
|
554
|
+
ax.set_ylabel('Density', fontdict=fontdicts['axislabel'])
|
|
555
|
+
|
|
556
|
+
|
|
557
|
+
def __plot_single_kde_axes(y_true, y_score, bins, ax, fontdicts):
|
|
558
|
+
"""在axes上绘制单个kde图.
|
|
559
|
+
|
|
560
|
+
Parameters
|
|
561
|
+
----------
|
|
562
|
+
y_true: numpy.array
|
|
563
|
+
实际样本标签序列, 只接受0-1
|
|
564
|
+
y_score: numpy.array
|
|
565
|
+
预测概率值序列
|
|
566
|
+
bins: int
|
|
567
|
+
分组数
|
|
568
|
+
ax: matplotlib.pyplot.plt.axes
|
|
569
|
+
绘图axes
|
|
570
|
+
fontdicts: dict
|
|
571
|
+
绘图相关字体字典
|
|
572
|
+
"""
|
|
573
|
+
__plot_kde_axes_base(ax, fontdicts)
|
|
574
|
+
|
|
575
|
+
sns.distplot(y_score, bins=bins, hist=True, kde=False, ax=ax,
|
|
576
|
+
hist_kws={'density': True, 'rwidth': 0.95, 'color': palette['ClassicBlueRedGrey'][2], 'alpha': 1, 'label': 'Total'}, )
|
|
577
|
+
sns.distplot(y_score[np.where(y_true==0)], bins=bins, hist=False, kde=True,
|
|
578
|
+
kde_kws={'bw': 1/bins/2, 'color': palette['ClassicBlueRedGrey'][0], 'label': 'Neg KDE'}, )
|
|
579
|
+
sns.distplot(y_score[np.where(y_true==1)], hist=False, kde=True,
|
|
580
|
+
kde_kws={'bw': 1/bins/2, 'color': palette['ClassicBlueRedGrey'][1], 'label': 'Pos KDE'}, )
|
|
581
|
+
ax.axvline(x=np.mean(y_true), linestyle='-', linewidth=1, color=palette['ClassicGreyRed'][0],label='True')
|
|
582
|
+
ax.axvline(x=np.mean(y_score), linestyle='--', linewidth=1, color=palette['ClassicGreyRed'][1], label='Score')
|
|
583
|
+
|
|
584
|
+
ax.set_title('N={0:,} True={1:.2%} Score={2:.2%}'.format(len(y_true), np.mean(y_true), np.mean(y_score)), fontdict=fontdicts['subtitle'])
|
|
585
|
+
ax.legend(loc=1, fontsize=fontdicts['legend']['size'])
|
|
586
|
+
|
|
587
|
+
|
|
588
|
+
def __plot_multi_kde_axes(y_true, y_score_dict, bins, ax, fontdicts):
|
|
589
|
+
"""在axes上绘制多个kde图.
|
|
590
|
+
|
|
591
|
+
Parameters
|
|
592
|
+
----------
|
|
593
|
+
y_true: array like
|
|
594
|
+
实际样本标签序列, 只接受0-1
|
|
595
|
+
y_score_dict: dict
|
|
596
|
+
单个或多个Score序列字典. 键值对格式为: {name: Score}
|
|
597
|
+
ax: matplotlib.pyplot.plt.axes
|
|
598
|
+
绘图axes
|
|
599
|
+
fontdicts: dict
|
|
600
|
+
绘图相关字体字典
|
|
601
|
+
"""
|
|
602
|
+
__plot_kde_axes_base(ax, fontdicts)
|
|
603
|
+
|
|
604
|
+
models = list(y_score_dict.keys())
|
|
605
|
+
for i in range(len(models)):
|
|
606
|
+
md = models[i]
|
|
607
|
+
y_score = np.array(y_score_dict[md])
|
|
608
|
+
sns.distplot(y_score, bins=bins, hist=False, kde=True, ax=ax,
|
|
609
|
+
kde_kws={'bw': 1/bins/2, 'color': palette['MorandiDark'][i], 'label': '{0} (Score={1:.2%})'.format(md, np.mean(y_score))}, )
|
|
610
|
+
ax.axvline(x=np.mean(y_score), linestyle='--', linewidth=1, color=palette['MorandiDark'][i])
|
|
611
|
+
ax.axvline(x=np.mean(y_true), linestyle='-', linewidth=1, color=palette['ClassicGreyRed'][0], label='True')
|
|
612
|
+
|
|
613
|
+
ax.set_title(
|
|
614
|
+
'{0} (N={1:,} True={2:.2%})'.format(' vs. '.join(models), len(y_true), np.mean(y_true)),
|
|
615
|
+
fontdict=fontdicts['subtitle'],
|
|
616
|
+
)
|
|
617
|
+
ax.legend(loc=1, fontsize=fontdicts['legend']['size'])
|
|
618
|
+
|
|
619
|
+
|
|
620
|
+
# Agg
|
|
621
|
+
def __agg(df):
|
|
622
|
+
"""计算各组统计量.
|
|
623
|
+
|
|
624
|
+
Parameters
|
|
625
|
+
----------
|
|
626
|
+
df: pandas.DataFrame
|
|
627
|
+
包含y_true, y_score, thresholds数据集
|
|
628
|
+
|
|
629
|
+
Returns
|
|
630
|
+
-------
|
|
631
|
+
df_agg: pandas.DataFrame
|
|
632
|
+
等距分组后各组统计量数据集
|
|
633
|
+
"""
|
|
634
|
+
|
|
635
|
+
N = len(df['y_true'])
|
|
636
|
+
N1 = sum(df['y_true'])
|
|
637
|
+
if 'y_group' in df.columns:
|
|
638
|
+
group_cols = ['y_group', 'thresholds']
|
|
639
|
+
else:
|
|
640
|
+
group_cols = ['thresholds']
|
|
641
|
+
df_agg = df.groupby(group_cols).agg(
|
|
642
|
+
min_score=pd.NamedAgg(column='y_score', aggfunc='min'),
|
|
643
|
+
max_score=pd.NamedAgg(column='y_score', aggfunc='max'),
|
|
644
|
+
n=pd.NamedAgg(column='y_true', aggfunc='count'),
|
|
645
|
+
sum_true=pd.NamedAgg(column='y_true', aggfunc='sum'),
|
|
646
|
+
avg_true=pd.NamedAgg(column='y_true', aggfunc='mean'),
|
|
647
|
+
avg_score=pd.NamedAgg(column='y_score', aggfunc='mean'),
|
|
648
|
+
sum_score=pd.NamedAgg(column='y_score', aggfunc='sum'),
|
|
649
|
+
).reset_index()
|
|
650
|
+
df_agg[['n', 'sum_true', 'sum_score']] = df_agg[['n', 'sum_true', 'sum_score']].fillna(0)
|
|
651
|
+
df_agg.loc[:, 'proportion'] = [x / N for x in df_agg['n']]
|
|
652
|
+
df_agg.loc[:, 'capture_rate'] = [x / N1 for x in df_agg['sum_true']]
|
|
653
|
+
|
|
654
|
+
if 'y_group' in df_agg.columns:
|
|
655
|
+
gs = list(set(df_agg['y_group']))
|
|
656
|
+
for g in gs:
|
|
657
|
+
g_idx = (df_agg['y_group'] == g)
|
|
658
|
+
df_agg.loc[g_idx, 'cumsum_n'] = np.cumsum(df_agg.loc[g_idx, 'n'])
|
|
659
|
+
df_agg.loc[g_idx, 'cumsum_proportion'] = np.cumsum(df_agg.loc[g_idx, 'proportion'])
|
|
660
|
+
df_agg.loc[g_idx, 'cumsum_true'] = np.cumsum(df_agg.loc[g_idx, 'sum_true'])
|
|
661
|
+
df_agg.loc[g_idx, 'cumsum_score'] = np.cumsum(df_agg.loc[g_idx, 'sum_score'])
|
|
662
|
+
else:
|
|
663
|
+
df_agg.loc[:, 'cumsum_n'] = np.cumsum(df_agg['n'])
|
|
664
|
+
df_agg.loc[:, 'cumsum_proportion'] = np.cumsum(df_agg['proportion'])
|
|
665
|
+
df_agg.loc[:, 'cumsum_true'] = np.cumsum(df_agg['sum_true'])
|
|
666
|
+
df_agg.loc[:, 'cumsum_score'] = np.cumsum(df_agg['sum_score'])
|
|
667
|
+
|
|
668
|
+
df_agg.loc[:, 'cumavg_true'] = [x / y if y>0 else np.nan for x,y in zip(df_agg['cumsum_true'], df_agg['cumsum_n'])]
|
|
669
|
+
df_agg.loc[:, 'cumavg_score'] = [x / y if y>0 else np.nan for x,y in zip(df_agg['cumsum_score'], df_agg['cumsum_n'])]
|
|
670
|
+
|
|
671
|
+
columns = group_cols + ['min_score', 'max_score', 'n', 'proportion', 'sum_true', 'sum_score', 'avg_true', 'avg_score', 'capture_rate',
|
|
672
|
+
'cumsum_n', 'cumsum_proportion', 'cumsum_true', 'cumsum_score', 'cumavg_true', 'cumavg_score', ]
|
|
673
|
+
|
|
674
|
+
return df_agg[columns]
|
|
675
|
+
|
|
676
|
+
|
|
677
|
+
def __calc_digit_max(value):
|
|
678
|
+
"""计算数值所在位数的上界限.
|
|
679
|
+
1.若为正数, 且恰好为10的倍数则为本身, 否则进1位的最小值
|
|
680
|
+
2.若非正数, 则为0
|
|
681
|
+
|
|
682
|
+
Parameters
|
|
683
|
+
----------
|
|
684
|
+
value: numerical
|
|
685
|
+
数值
|
|
686
|
+
|
|
687
|
+
Returns
|
|
688
|
+
-------
|
|
689
|
+
rst: int
|
|
690
|
+
上界值
|
|
691
|
+
"""
|
|
692
|
+
if value > 0:
|
|
693
|
+
rst = 10 ** np.ceil(np.log10(value))
|
|
694
|
+
else:
|
|
695
|
+
rst = 0
|
|
696
|
+
|
|
697
|
+
return rst
|
|
698
|
+
|
|
699
|
+
|
|
700
|
+
def __calc_digit_min(value):
|
|
701
|
+
"""计算数值所在位数的下界限.
|
|
702
|
+
1.若为负数, 且恰好为10的倍数则为本身, 否则为当前位数的最小值
|
|
703
|
+
2.若非负数, 则为0
|
|
704
|
+
|
|
705
|
+
Parameters
|
|
706
|
+
----------
|
|
707
|
+
value: numerical
|
|
708
|
+
数值
|
|
709
|
+
|
|
710
|
+
Returns
|
|
711
|
+
-------
|
|
712
|
+
rst: int
|
|
713
|
+
下界值
|
|
714
|
+
"""
|
|
715
|
+
if value >= 0:
|
|
716
|
+
rst = 0
|
|
717
|
+
else:
|
|
718
|
+
rst = -10 ** np.ceil(np.log10(abs(value)))
|
|
719
|
+
|
|
720
|
+
return rst
|
|
721
|
+
|
|
722
|
+
@timeit_decorator
|
|
723
|
+
def calc_equid_dist(y_true, y_score, y_group=None, bins=10, sample_weight=None):
|
|
724
|
+
"""将Score等距分组, 计算各组统计量.
|
|
725
|
+
|
|
726
|
+
Parameters
|
|
727
|
+
----------
|
|
728
|
+
y_true: array like
|
|
729
|
+
实际样本标签序列, 只接受0-1
|
|
730
|
+
y_score: array like
|
|
731
|
+
预测概率值序列
|
|
732
|
+
y_group: array like
|
|
733
|
+
数据组别序列. 默认为None, 即无组别
|
|
734
|
+
bins: int
|
|
735
|
+
分组数
|
|
736
|
+
|
|
737
|
+
Returns
|
|
738
|
+
-------
|
|
739
|
+
dist_df: pandas.DataFrame
|
|
740
|
+
等距分组后各组统计量数据集
|
|
741
|
+
"""
|
|
742
|
+
if sample_weight is not None:
|
|
743
|
+
return _weighted_eval.calc_equid_dist(y_true, y_score, bins=bins, sample_weight=sample_weight)
|
|
744
|
+
|
|
745
|
+
y_true = np.array(y_true)
|
|
746
|
+
y_score = np.array(y_score)
|
|
747
|
+
|
|
748
|
+
min_score = __calc_digit_min(np.min(y_score))
|
|
749
|
+
max_score = __calc_digit_max(np.max(y_score))
|
|
750
|
+
step = (max_score - min_score) / bins
|
|
751
|
+
|
|
752
|
+
binvalues = list(np.arange(min_score, max_score, step))
|
|
753
|
+
labels = binvalues[1:]
|
|
754
|
+
labels.append(max_score)
|
|
755
|
+
binvalues.append(np.inf)
|
|
756
|
+
thresholds = pd.cut(x=y_score, bins=binvalues, right=False, labels=labels)
|
|
757
|
+
|
|
758
|
+
if y_group is not None:
|
|
759
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'thresholds': thresholds, 'y_group': y_group})
|
|
760
|
+
else:
|
|
761
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'thresholds': thresholds})
|
|
762
|
+
dist_df = __agg(df)
|
|
763
|
+
|
|
764
|
+
return dist_df
|
|
765
|
+
|
|
766
|
+
@timeit_decorator
|
|
767
|
+
def calc_equid_pct(y_true, y_score, y_group=None, bins=10, ascending=True, sample_weight=None):
|
|
768
|
+
"""将Score严格的等分分组, 计算各组统计量.
|
|
769
|
+
|
|
770
|
+
Parameters
|
|
771
|
+
----------
|
|
772
|
+
y_true: array like
|
|
773
|
+
实际样本标签序列, 只接受0-1
|
|
774
|
+
y_score: array like
|
|
775
|
+
预测概率值序列
|
|
776
|
+
y_group: array like
|
|
777
|
+
数据组别序列. 默认为None, 即无组别
|
|
778
|
+
bins: int
|
|
779
|
+
分组数
|
|
780
|
+
ascending: bool
|
|
781
|
+
y_score是否按升序排序, 默认为True
|
|
782
|
+
|
|
783
|
+
Returns
|
|
784
|
+
-------
|
|
785
|
+
pct_df: pandas.DataFrame
|
|
786
|
+
等分分组后各组统计量数据集
|
|
787
|
+
"""
|
|
788
|
+
if sample_weight is not None:
|
|
789
|
+
return _weighted_eval.calc_equid_pct(y_true, y_score, bins=bins, sample_weight=sample_weight)
|
|
790
|
+
|
|
791
|
+
y_true = np.array(y_true)
|
|
792
|
+
y_score = np.array(y_score)
|
|
793
|
+
size = len(y_true)
|
|
794
|
+
binsize = int(size / bins) # 向下取整
|
|
795
|
+
indices = np.argsort(y_score) if ascending else np.argsort(y_score)[::-1]
|
|
796
|
+
|
|
797
|
+
thresholds = np.array([0]*size)
|
|
798
|
+
thresholds_percentile = [100 * (i+1) / bins for i in range(bins)]
|
|
799
|
+
for i in range(bins):
|
|
800
|
+
s = i*binsize
|
|
801
|
+
e = (i+1)*binsize if i < bins-1 else np.max([size, (i+1)*binsize]) # 严格排序
|
|
802
|
+
thresholds[indices[s:e]] = thresholds_percentile[i]
|
|
803
|
+
if bool(y_group):
|
|
804
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'y_group': y_group, 'thresholds': thresholds})
|
|
805
|
+
else:
|
|
806
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'thresholds': thresholds})
|
|
807
|
+
pct_df = __agg(df)
|
|
808
|
+
|
|
809
|
+
avg_true = np.mean(y_true)
|
|
810
|
+
pct_df['lift'] = [x / avg_true for x in pct_df['cumavg_true']]
|
|
811
|
+
pct_df['gain'] = np.cumsum(pct_df['capture_rate'])
|
|
812
|
+
|
|
813
|
+
return pct_df
|
|
814
|
+
|
|
815
|
+
|
|
816
|
+
@timeit_decorator
|
|
817
|
+
def calc_fixed_pct(y_true, y_score, y_group=None, bin_edges=None, ascending=True, sample_weight=None):
|
|
818
|
+
"""使用固定Score边界分组, 计算各组统计量.
|
|
819
|
+
|
|
820
|
+
Parameters
|
|
821
|
+
----------
|
|
822
|
+
y_true: array like
|
|
823
|
+
实际样本标签序列, 只接受0-1
|
|
824
|
+
y_score: array like
|
|
825
|
+
预测概率值序列
|
|
826
|
+
y_group: array like
|
|
827
|
+
数据组别序列. 默认为None, 即无组别
|
|
828
|
+
bin_edges: array like
|
|
829
|
+
固定分箱边界, 通常来自benchmark数据集
|
|
830
|
+
ascending: bool
|
|
831
|
+
y_score是否按升序分箱. 默认为True
|
|
832
|
+
|
|
833
|
+
Returns
|
|
834
|
+
-------
|
|
835
|
+
pct_df: pandas.DataFrame
|
|
836
|
+
固定分箱后各组统计量数据集
|
|
837
|
+
"""
|
|
838
|
+
if sample_weight is not None:
|
|
839
|
+
return _weighted_eval.calc_fixed_pct(y_true, y_score, sample_weight=sample_weight)
|
|
840
|
+
|
|
841
|
+
if bin_edges is None:
|
|
842
|
+
raise ValueError("bin_edges cannot be None when using fixed pct bins.")
|
|
843
|
+
|
|
844
|
+
y_true = np.array(y_true)
|
|
845
|
+
y_score = np.array(y_score)
|
|
846
|
+
bin_edges = sorted([np.inf if str(x).lower() == 'inf' else -np.inf if str(x).lower() == '-inf' else x for x in bin_edges])
|
|
847
|
+
n_bins = len(bin_edges) - 1
|
|
848
|
+
labels = [100 * (i + 1) / n_bins for i in range(n_bins)]
|
|
849
|
+
if not ascending:
|
|
850
|
+
labels = labels[::-1]
|
|
851
|
+
|
|
852
|
+
thresholds = pd.cut(
|
|
853
|
+
x=y_score,
|
|
854
|
+
bins=bin_edges,
|
|
855
|
+
right=True,
|
|
856
|
+
include_lowest=False,
|
|
857
|
+
labels=labels
|
|
858
|
+
)
|
|
859
|
+
|
|
860
|
+
if y_group is not None:
|
|
861
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'y_group': y_group, 'thresholds': thresholds})
|
|
862
|
+
else:
|
|
863
|
+
df = pd.DataFrame({'y_true': y_true, 'y_score': y_score, 'thresholds': thresholds})
|
|
864
|
+
|
|
865
|
+
pct_df = __agg(df)
|
|
866
|
+
|
|
867
|
+
avg_true = np.mean(y_true)
|
|
868
|
+
pct_df['lift'] = [x / avg_true for x in pct_df['cumavg_true']]
|
|
869
|
+
pct_df['gain'] = np.cumsum(pct_df['capture_rate'])
|
|
870
|
+
|
|
871
|
+
return pct_df
|
|
872
|
+
|
|
873
|
+
@timeit_decorator
|
|
874
|
+
def summarize_pct(pct_df, ascending=True):
|
|
875
|
+
"""统计等分分组信息.
|
|
876
|
+
|
|
877
|
+
Parameters
|
|
878
|
+
----------
|
|
879
|
+
pct_df: pandas.DataFrame
|
|
880
|
+
等分分组后各组统计量数据集
|
|
881
|
+
|
|
882
|
+
Returns
|
|
883
|
+
-------
|
|
884
|
+
pct_info: dict
|
|
885
|
+
等分分组统计信息字典
|
|
886
|
+
"""
|
|
887
|
+
|
|
888
|
+
if pct_df.empty:
|
|
889
|
+
return {
|
|
890
|
+
'pct_bins': np.nan,
|
|
891
|
+
'pct_interval': np.nan,
|
|
892
|
+
'pct_top_avgTrue': np.nan,
|
|
893
|
+
'pct_btm_avgTrue': np.nan,
|
|
894
|
+
}
|
|
895
|
+
|
|
896
|
+
bins = pct_df.shape[0]
|
|
897
|
+
interval = 100 / pct_df.shape[0]
|
|
898
|
+
|
|
899
|
+
if ascending:
|
|
900
|
+
pct_info = {
|
|
901
|
+
'pct_bins': bins,
|
|
902
|
+
'pct_interval': interval,
|
|
903
|
+
'pct_top_avgTrue'.format(interval): pct_df['avg_true'].iloc[bins-1],
|
|
904
|
+
'pct_btm_avgTrue'.format(interval): pct_df['avg_true'].iloc[0],
|
|
905
|
+
}
|
|
906
|
+
else:
|
|
907
|
+
pct_info = {
|
|
908
|
+
'pct_bins': bins,
|
|
909
|
+
'pct_interval': interval,
|
|
910
|
+
'pct_top_captureRate'.format(interval): pct_df['capture_rate'].iloc[bins-1],
|
|
911
|
+
'pct_btm_captureRate'.format(interval): pct_df['capture_rate'].iloc[0],
|
|
912
|
+
}
|
|
913
|
+
|
|
914
|
+
return pct_info
|
|
915
|
+
|
|
916
|
+
|
|
917
|
+
# Dist Curve
|
|
918
|
+
@timeit_decorator
|
|
919
|
+
def plot_dist_curve(dist_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
920
|
+
"""绘制Score分布曲线图.
|
|
921
|
+
|
|
922
|
+
Parameters
|
|
923
|
+
----------
|
|
924
|
+
dist_dfs: dict
|
|
925
|
+
单个或多个Score名下的相同组数, 等距分组后各组统计量数据集. 键值对格式为: {name: dist_df}
|
|
926
|
+
square_figsize: float
|
|
927
|
+
正方形图边英寸. 默认值为8
|
|
928
|
+
fontdicts: dict
|
|
929
|
+
绘图相关字体字典
|
|
930
|
+
to_show: bool
|
|
931
|
+
是否展示图片. 默认为True
|
|
932
|
+
save_path: str
|
|
933
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
934
|
+
"""
|
|
935
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
936
|
+
plt.suptitle('Score Distribution Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
937
|
+
ax = plt.subplot(1,1,1)
|
|
938
|
+
models = list(dist_dfs.keys())
|
|
939
|
+
if len(models) == 1:
|
|
940
|
+
dist_df = dist_dfs[models[0]]
|
|
941
|
+
if 'y_group' in dist_df.columns:
|
|
942
|
+
__plot_single_stack_dist_axes(dist_df, ax, fontdicts)
|
|
943
|
+
else:
|
|
944
|
+
__plot_single_dist_axes(dist_df, ax, fontdicts)
|
|
945
|
+
else:
|
|
946
|
+
__plot_multi_dist_axes(dist_dfs, ax, fontdicts)
|
|
947
|
+
if bool(save_path):
|
|
948
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
949
|
+
if to_show:
|
|
950
|
+
plt.show()
|
|
951
|
+
plt.close()
|
|
952
|
+
|
|
953
|
+
|
|
954
|
+
def __plot_dist_axes_base(ax, fontdicts):
|
|
955
|
+
"""在axes上绘制dist图基础元素.
|
|
956
|
+
|
|
957
|
+
Parameters
|
|
958
|
+
----------
|
|
959
|
+
ax: matplotlib.pyplot.plt.axes
|
|
960
|
+
绘图axes
|
|
961
|
+
fontdicts: dict
|
|
962
|
+
绘图相关字体字典
|
|
963
|
+
"""
|
|
964
|
+
ax.set_xlabel('Score', fontdict=fontdicts['axislabel'])
|
|
965
|
+
ax.set_ylabel('Proportion', fontdict=fontdicts['axislabel'])
|
|
966
|
+
|
|
967
|
+
|
|
968
|
+
def __plot_single_dist_axes(dist_df, ax, fontdicts):
|
|
969
|
+
"""在axes上绘制单个Score分布图.
|
|
970
|
+
|
|
971
|
+
Parameters
|
|
972
|
+
----------
|
|
973
|
+
dist_df: pandas.DataFrame
|
|
974
|
+
等距分组后各组统计量数据集
|
|
975
|
+
ax: matplotlib.pyplot.plt.axes
|
|
976
|
+
绘图axes
|
|
977
|
+
fontdicts: dict
|
|
978
|
+
绘图相关字体字典
|
|
979
|
+
"""
|
|
980
|
+
__plot_dist_axes_base(ax, fontdicts)
|
|
981
|
+
|
|
982
|
+
X = np.arange(dist_df.shape[0])
|
|
983
|
+
tick_label = dist_df['thresholds']
|
|
984
|
+
ax.bar(X, dist_df['proportion'], align='edge', tick_label=tick_label, color=palette['ClassicBlueRedGrey'][0], width=-0.9, alpha=0.8)
|
|
985
|
+
|
|
986
|
+
ax_2 = ax.twinx()
|
|
987
|
+
ax_2.set_ylim(bottom=0)
|
|
988
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
989
|
+
|
|
990
|
+
ax_2.plot(X-0.5, dist_df['avg_true'], color=palette['ClassicBlueRedGrey'][1], linewidth=2, marker='.', markersize=5, label='True')
|
|
991
|
+
ax_2.axhline(y=dist_df['cumavg_true'][dist_df.shape[0]-1], linestyle='--', color=palette['ClassicBlueRedGrey'][2], linewidth=2, label='Random')
|
|
992
|
+
|
|
993
|
+
_n, _t, _s = dist_df['cumsum_n'].iloc[dist_df.shape[0]-1], dist_df['cumavg_true'].iloc[dist_df.shape[0]-1], dist_df['cumavg_score'].iloc[dist_df.shape[0]-1]
|
|
994
|
+
ax.set_title('N={0:,} True={1:.2%} Score={2:.2%}'.format(_n, _t, _s), fontsize=fontdicts['subtitle']['size'])
|
|
995
|
+
ax_2.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
996
|
+
|
|
997
|
+
|
|
998
|
+
def __plot_single_stack_dist_axes(dist_df, ax, fontdicts):
|
|
999
|
+
"""在axes上绘制单个Score分布图.
|
|
1000
|
+
|
|
1001
|
+
Parameters
|
|
1002
|
+
----------
|
|
1003
|
+
dist_df: pandas.DataFrame
|
|
1004
|
+
等距分组后各组统计量数据集
|
|
1005
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1006
|
+
绘图axes
|
|
1007
|
+
fontdicts: dict
|
|
1008
|
+
绘图相关字体字典
|
|
1009
|
+
"""
|
|
1010
|
+
__plot_dist_axes_base(ax, fontdicts)
|
|
1011
|
+
|
|
1012
|
+
gs = list(set(dist_df['y_group']))
|
|
1013
|
+
m = len(gs)
|
|
1014
|
+
tick_label = dist_df['thresholds'].drop_duplicates()
|
|
1015
|
+
n = len(tick_label)
|
|
1016
|
+
|
|
1017
|
+
X = np.arange(n)
|
|
1018
|
+
alpha = 0.8 / m
|
|
1019
|
+
y_offset = np.zeros(n)
|
|
1020
|
+
for i in range(m):
|
|
1021
|
+
g = gs[i]
|
|
1022
|
+
Y = dist_df.loc[dist_df['y_group']==g, 'proportion']
|
|
1023
|
+
ax.bar(X, Y, align='edge', bottom=y_offset, tick_label=tick_label, label=g, color=palette['ClassicBlueRedGrey'][0], width=-0.9, alpha=1-alpha*i)
|
|
1024
|
+
y_offset+=Y
|
|
1025
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1026
|
+
|
|
1027
|
+
ax_2 = ax.twinx()
|
|
1028
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
1029
|
+
ax_2.set_ylim([0, np.max(dist_df['avg_true'])*1.1])
|
|
1030
|
+
for i in range(m):
|
|
1031
|
+
g = gs[i]
|
|
1032
|
+
Y = dist_df.loc[dist_df['y_group']==g, 'avg_true']
|
|
1033
|
+
ax_2.plot(X-0.5, Y, color=palette['ClassicGreyRed'][i], linewidth=2, marker='.', markersize=5, label='{0} True'.format(g))
|
|
1034
|
+
|
|
1035
|
+
ax_2.legend(loc=1, fontsize=fontdicts['legend']['size'])
|
|
1036
|
+
|
|
1037
|
+
|
|
1038
|
+
def __plot_multi_dist_axes(dist_dfs, ax, fontdicts):
|
|
1039
|
+
"""在axes上绘制多个Score分布图.
|
|
1040
|
+
|
|
1041
|
+
Parameters
|
|
1042
|
+
----------
|
|
1043
|
+
dist_df: pandas.DataFrame
|
|
1044
|
+
单个或多个Score名下的相同组数, 等距分组后各组统计量数据集. 键值对格式为: {name: dist_df}
|
|
1045
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1046
|
+
绘图axes
|
|
1047
|
+
fontdicts: dict
|
|
1048
|
+
绘图相关字体字典
|
|
1049
|
+
"""
|
|
1050
|
+
__plot_dist_axes_base(ax, fontdicts)
|
|
1051
|
+
|
|
1052
|
+
models = list(dist_dfs.keys())
|
|
1053
|
+
for i in range(len(models)):
|
|
1054
|
+
md = models[i]
|
|
1055
|
+
dist_df = dist_dfs[md]
|
|
1056
|
+
X = np.arange(dist_df.shape[0])
|
|
1057
|
+
ax.bar(X, dist_df['proportion'], align='edge', tick_label=dist_df['thresholds'], color=palette['MorandiDark'][i], width=0.7, alpha=0.5)
|
|
1058
|
+
|
|
1059
|
+
ax_2 = ax.twinx()
|
|
1060
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
1061
|
+
for i in range(len(models)):
|
|
1062
|
+
md = models[i]
|
|
1063
|
+
dist_df = dist_dfs[md]
|
|
1064
|
+
ax_2.plot(X+0.5, dist_df['avg_true'], color=palette['MorandiDark'][i], linewidth=2, label='{0}'.format(md))
|
|
1065
|
+
ax_2.axhline(y=dist_df['cumavg_true'][dist_df.shape[0]-1], linestyle='--', color=palette['ClassicBlueRedGrey'][2], linewidth=2, label='Random')
|
|
1066
|
+
|
|
1067
|
+
ax_2.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1068
|
+
|
|
1069
|
+
@timeit_decorator
|
|
1070
|
+
def plot_cumdist_curve(dist_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
1071
|
+
"""绘制Score分布曲线图.
|
|
1072
|
+
|
|
1073
|
+
Parameters
|
|
1074
|
+
----------
|
|
1075
|
+
dist_dfs: dict
|
|
1076
|
+
单个或多个Score名下的相同组数, 等距分组后各组统计量数据集. 键值对格式为: {name: dist_df}
|
|
1077
|
+
square_figsize: float
|
|
1078
|
+
正方形图边英寸. 默认值为8
|
|
1079
|
+
fontdicts: dict
|
|
1080
|
+
绘图相关字体字典
|
|
1081
|
+
to_show: bool
|
|
1082
|
+
是否展示图片. 默认为True
|
|
1083
|
+
save_path: str
|
|
1084
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1085
|
+
"""
|
|
1086
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
1087
|
+
plt.suptitle('Score Cumulative Distribution Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1088
|
+
ax = plt.subplot(1,1,1)
|
|
1089
|
+
models = list(dist_dfs.keys())
|
|
1090
|
+
if len(models) == 1:
|
|
1091
|
+
dist_df = dist_dfs[models[0]]
|
|
1092
|
+
if 'y_group' in dist_df.columns:
|
|
1093
|
+
__plot_single_stack_cumdist_axes(dist_df, ax, fontdicts)
|
|
1094
|
+
else:
|
|
1095
|
+
__plot_single_cumdist_axes(dist_df, ax, fontdicts)
|
|
1096
|
+
else:
|
|
1097
|
+
__plot_multi_cumdist_axes(dist_dfs, ax, fontdicts)
|
|
1098
|
+
if bool(save_path):
|
|
1099
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1100
|
+
if to_show:
|
|
1101
|
+
plt.show()
|
|
1102
|
+
plt.close()
|
|
1103
|
+
|
|
1104
|
+
|
|
1105
|
+
def __plot_cumdist_axes_base(ax, fontdicts):
|
|
1106
|
+
"""在axes上绘制dist图基础元素.
|
|
1107
|
+
|
|
1108
|
+
Parameters
|
|
1109
|
+
----------
|
|
1110
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1111
|
+
绘图axes
|
|
1112
|
+
fontdicts: dict
|
|
1113
|
+
绘图相关字体字典
|
|
1114
|
+
"""
|
|
1115
|
+
ax.set_xlim([0,1])
|
|
1116
|
+
ax.set_xlabel('Score', fontdict=fontdicts['axislabel'])
|
|
1117
|
+
ax.set_ylabel('Cumulative Percentile', fontdict=fontdicts['axislabel'])
|
|
1118
|
+
|
|
1119
|
+
|
|
1120
|
+
def __plot_single_cumdist_axes(dist_df, ax, fontdicts):
|
|
1121
|
+
"""在axes上绘制单个Score分布图.
|
|
1122
|
+
|
|
1123
|
+
Parameters
|
|
1124
|
+
----------
|
|
1125
|
+
dist_df: pandas.DataFrame
|
|
1126
|
+
等距分组后各组统计量数据集
|
|
1127
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1128
|
+
绘图axes
|
|
1129
|
+
"""
|
|
1130
|
+
__plot_cumdist_axes_base(ax, fontdicts)
|
|
1131
|
+
|
|
1132
|
+
X = np.arange(dist_df.shape[0])
|
|
1133
|
+
tick_label = dist_df['thresholds']
|
|
1134
|
+
ax.bar(X, dist_df['cumsum_proportion'], align='edge', tick_label=tick_label, color=palette['ClassicBlueRedGrey'][2], width=0.9, alpha=0.8)
|
|
1135
|
+
|
|
1136
|
+
ax_2 = ax.twinx()
|
|
1137
|
+
ax_2.set_ylim([0, np.max(dist_df['cumavg_true']) * 1.1])
|
|
1138
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
1139
|
+
|
|
1140
|
+
ax_2.plot(X+0.5, dist_df['cumavg_score'], color=palette['ClassicBlueRedGrey'][0], linewidth=2, marker='.', label='Score')
|
|
1141
|
+
ax_2.plot(X+0.5, dist_df['cumavg_true'], color=palette['ClassicBlueRedGrey'][1], linewidth=2, marker='.', label='True')
|
|
1142
|
+
|
|
1143
|
+
_n, _t, _s = dist_df['cumsum_n'].iloc[dist_df.shape[0]-1], dist_df['cumavg_true'].iloc[dist_df.shape[0]-1], dist_df['cumavg_score'].iloc[dist_df.shape[0]-1]
|
|
1144
|
+
ax.set_title('N={0:,} True={1:.2%} Score={2:.2%}'.format(_n, _t, _s), fontsize=fontdicts['subtitle']['size'])
|
|
1145
|
+
ax_2.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1146
|
+
|
|
1147
|
+
|
|
1148
|
+
def __plot_single_stack_cumdist_axes(dist_df, ax, fontdicts):
|
|
1149
|
+
"""在axes上绘制单个Score分布图.
|
|
1150
|
+
|
|
1151
|
+
Parameters
|
|
1152
|
+
----------
|
|
1153
|
+
dist_df: pandas.DataFrame
|
|
1154
|
+
等距分组后各组统计量数据集
|
|
1155
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1156
|
+
绘图axes
|
|
1157
|
+
fontdicts: dict
|
|
1158
|
+
绘图相关字体字典
|
|
1159
|
+
"""
|
|
1160
|
+
__plot_cumdist_axes_base(ax, fontdicts)
|
|
1161
|
+
|
|
1162
|
+
gs = list(set(dist_df['y_group']))
|
|
1163
|
+
m = len(gs)
|
|
1164
|
+
tick_label = dist_df['thresholds'].drop_duplicates()
|
|
1165
|
+
n = len(tick_label)
|
|
1166
|
+
|
|
1167
|
+
X = np.arange(n)
|
|
1168
|
+
alpha = 0.8 / m
|
|
1169
|
+
y_offset = np.zeros(n)
|
|
1170
|
+
for i in range(m):
|
|
1171
|
+
g = gs[i]
|
|
1172
|
+
Y = dist_df.loc[dist_df['y_group']==g, 'cumsum_proportion']
|
|
1173
|
+
ax.bar(X, Y, align='edge', bottom=y_offset, tick_label=tick_label, label=g, color=palette['ClassicBlueRedGrey'][0], width=0.9, alpha=1-alpha*i)
|
|
1174
|
+
y_offset+=Y
|
|
1175
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1176
|
+
|
|
1177
|
+
ax_2 = ax.twinx()
|
|
1178
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
1179
|
+
ax_2.set_ylim([0, np.max(dist_df['cumavg_true'])*1.1])
|
|
1180
|
+
for i in range(m):
|
|
1181
|
+
g = gs[i]
|
|
1182
|
+
Y = dist_df.loc[dist_df['y_group']==g, 'cumavg_true']
|
|
1183
|
+
ax_2.plot(X+0.5, Y, color=palette['ClassicGreyRed'][i], linewidth=2, marker='.', markersize=5, label='{0} True'.format(g), alpha=1-alpha*i)
|
|
1184
|
+
|
|
1185
|
+
ax_2.legend(loc=1, fontsize=fontdicts['legend']['size'])
|
|
1186
|
+
|
|
1187
|
+
|
|
1188
|
+
def __plot_multi_cumdist_axes(dist_dfs, ax, fontdicts):
|
|
1189
|
+
"""在axes上绘制多个Score分布图.
|
|
1190
|
+
|
|
1191
|
+
Parameters
|
|
1192
|
+
----------
|
|
1193
|
+
dist_df: pandas.DataFrame
|
|
1194
|
+
单个或多个Score名下的相同组数, 等距分组后各组统计量数据集. 键值对格式为: {name: dist_df}
|
|
1195
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1196
|
+
绘图axes
|
|
1197
|
+
"""
|
|
1198
|
+
__plot_cumdist_axes_base(ax, fontdicts)
|
|
1199
|
+
|
|
1200
|
+
models = list(dist_dfs.keys())
|
|
1201
|
+
for i in range(len(models)):
|
|
1202
|
+
md = models[i]
|
|
1203
|
+
dist_df = dist_dfs[md]
|
|
1204
|
+
X = np.arange(dist_df.shape[0])
|
|
1205
|
+
ax.bar(X, dist_df['cumsum_proportion'], align='edge', tick_label=dist_df['thresholds'], color=palette['MorandiDark'][i], width=0.7, alpha=0.5)
|
|
1206
|
+
|
|
1207
|
+
ax_2 = ax.twinx()
|
|
1208
|
+
ax_2.set_ylabel('Target Rate', fontdict=fontdicts['axislabel'])
|
|
1209
|
+
for i in range(len(models)):
|
|
1210
|
+
md = models[i]
|
|
1211
|
+
dist_df = dist_dfs[md]
|
|
1212
|
+
ax_2.plot(X+0.5, dist_df['cumavg_true'], color=palette['MorandiDark'][i], linewidth=2, marker='.', label='{0} True'.format(md))
|
|
1213
|
+
|
|
1214
|
+
ax_2.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1215
|
+
|
|
1216
|
+
|
|
1217
|
+
# PCT Curve
|
|
1218
|
+
@timeit_decorator
|
|
1219
|
+
def plot_pct_curve(pct_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
1220
|
+
"""绘制Score分布曲线图.
|
|
1221
|
+
|
|
1222
|
+
Parameters
|
|
1223
|
+
----------
|
|
1224
|
+
pct_dfs: dict
|
|
1225
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1226
|
+
square_figsize: float
|
|
1227
|
+
正方形图边英寸. 默认值为8
|
|
1228
|
+
to_show: bool
|
|
1229
|
+
是否展示图片. 默认为True
|
|
1230
|
+
save_path: str
|
|
1231
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1232
|
+
"""
|
|
1233
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
1234
|
+
plt.suptitle('Score Percentile Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1235
|
+
ax = plt.subplot(1,1,1)
|
|
1236
|
+
|
|
1237
|
+
models = list(pct_dfs.keys())
|
|
1238
|
+
if len(models) == 1:
|
|
1239
|
+
pct_df = pct_dfs[models[0]]
|
|
1240
|
+
__plot_single_pct_axes(pct_df, ax, fontdicts)
|
|
1241
|
+
else:
|
|
1242
|
+
__plot_multi_pct_axes(pct_dfs, ax, fontdicts)
|
|
1243
|
+
|
|
1244
|
+
if to_show:
|
|
1245
|
+
plt.show()
|
|
1246
|
+
if bool(save_path):
|
|
1247
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1248
|
+
plt.close()
|
|
1249
|
+
|
|
1250
|
+
|
|
1251
|
+
def __plot_pct_axes_base(ax, fontdicts):
|
|
1252
|
+
"""在axes上绘制dist图基础元素.
|
|
1253
|
+
|
|
1254
|
+
Parameters
|
|
1255
|
+
----------
|
|
1256
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1257
|
+
绘图axes
|
|
1258
|
+
fontdicts: dict
|
|
1259
|
+
绘图相关字体字典
|
|
1260
|
+
"""
|
|
1261
|
+
ax.set_xlim([0,100])
|
|
1262
|
+
ax.set_xlabel('Percentile %', fontdict=fontdicts['axislabel'])
|
|
1263
|
+
ax.set_ylabel('Target rate', fontdict=fontdicts['axislabel'])
|
|
1264
|
+
|
|
1265
|
+
|
|
1266
|
+
def __plot_single_pct_axes(pct_df, ax, fontdicts):
|
|
1267
|
+
"""在axes上绘制单个Score分布图.
|
|
1268
|
+
|
|
1269
|
+
Parameters
|
|
1270
|
+
----------
|
|
1271
|
+
pct_df: pandas.DataFrame
|
|
1272
|
+
等分分组后各组统计量数据集
|
|
1273
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1274
|
+
绘图axes
|
|
1275
|
+
"""
|
|
1276
|
+
|
|
1277
|
+
if pct_df.empty:
|
|
1278
|
+
ax.set_title('Percentile Chart (No Data)', fontdict=fontdicts['subtitle'])
|
|
1279
|
+
return
|
|
1280
|
+
|
|
1281
|
+
__plot_pct_axes_base(ax, fontdicts)
|
|
1282
|
+
|
|
1283
|
+
X = pct_df['thresholds'].rolling(2).mean()
|
|
1284
|
+
X[0] = np.mean([pct_df['thresholds'][0], 0])
|
|
1285
|
+
ax.plot(X, pct_df['avg_score'], color=palette['ClassicBlueRedGrey'][0], linewidth=2, marker='.', markersize=5, label='Score')
|
|
1286
|
+
ax.plot(X, pct_df['avg_true'], color=palette['ClassicBlueRedGrey'][1], linewidth=2, marker='.', markersize=5, label='True')
|
|
1287
|
+
ax.axhline(y=pct_df['cumavg_true'][pct_df.shape[0]-1], linestyle='--', color=palette['ClassicBlueRedGrey'][2], linewidth=2, label='Random')
|
|
1288
|
+
|
|
1289
|
+
pct_info = summarize_pct(pct_df)
|
|
1290
|
+
_b, _i, _top, _btm = pct_info['pct_bins'], pct_info['pct_interval'], pct_info['pct_top_avgTrue'], pct_info['pct_btm_avgTrue']
|
|
1291
|
+
ax.set_title("Bins={0} Top{1:.0f}%={2:.2%} BTM{1:.0f}%={3:.2%}".format(_b, _i, _top, _btm), fontdict=fontdicts['subtitle'])
|
|
1292
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1293
|
+
|
|
1294
|
+
|
|
1295
|
+
def __plot_multi_pct_axes(pct_dfs, ax, fontdicts):
|
|
1296
|
+
"""在axes上绘制多个Score分布图.
|
|
1297
|
+
|
|
1298
|
+
Parameters
|
|
1299
|
+
----------
|
|
1300
|
+
pct_dfs: dict
|
|
1301
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1302
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1303
|
+
绘图axes
|
|
1304
|
+
"""
|
|
1305
|
+
__plot_pct_axes_base(ax, fontdicts)
|
|
1306
|
+
|
|
1307
|
+
models = list(pct_dfs.keys())
|
|
1308
|
+
for i in range(len(models)):
|
|
1309
|
+
md = models[i]
|
|
1310
|
+
pct_df = pct_dfs[md]
|
|
1311
|
+
X = pct_df['thresholds'].rolling(2).mean()
|
|
1312
|
+
X[0] = np.mean([pct_df['thresholds'][0], 0])
|
|
1313
|
+
ax.plot(X, pct_df['avg_true'], color=palette['MorandiDark'][i], linewidth=2, marker='.', markersize=5, label='{0} True'.format(md))
|
|
1314
|
+
ax.axhline(y=pct_df['cumavg_true'][pct_df.shape[0]-1], linestyle='--', color=palette['ClassicBlueRedGrey'][2], linewidth=2, label='Random')
|
|
1315
|
+
_n, _t = pct_df['cumsum_n'].iloc[pct_df.shape[0]-1], pct_df['cumavg_true'].iloc[pct_df.shape[0]-1]
|
|
1316
|
+
ax.set_title('N={0:,} True={1:.2%}'.format(_n, _t), fontdict=fontdicts['subtitle'])
|
|
1317
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1318
|
+
|
|
1319
|
+
@timeit_decorator
|
|
1320
|
+
def plot_cumpct_curve(pct_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
1321
|
+
"""绘制Score分布曲线图.
|
|
1322
|
+
|
|
1323
|
+
Parameters
|
|
1324
|
+
----------
|
|
1325
|
+
pct_dfs: dict
|
|
1326
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1327
|
+
square_figsize: float
|
|
1328
|
+
正方形图边英寸. 默认值为8
|
|
1329
|
+
to_show: bool
|
|
1330
|
+
是否展示图片. 默认为True
|
|
1331
|
+
save_path: str
|
|
1332
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1333
|
+
"""
|
|
1334
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
1335
|
+
plt.suptitle('Score Percentile Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1336
|
+
ax = plt.subplot(1,1,1)
|
|
1337
|
+
|
|
1338
|
+
models = list(pct_dfs.keys())
|
|
1339
|
+
if len(models) == 1:
|
|
1340
|
+
pct_df = pct_dfs[models[0]]
|
|
1341
|
+
__plot_single_cumpct_axes(pct_df, ax, fontdicts)
|
|
1342
|
+
else:
|
|
1343
|
+
__plot_multi_cumpct_axes(pct_dfs, ax, fontdicts)
|
|
1344
|
+
|
|
1345
|
+
if to_show:
|
|
1346
|
+
plt.show()
|
|
1347
|
+
if bool(save_path):
|
|
1348
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1349
|
+
plt.close()
|
|
1350
|
+
|
|
1351
|
+
|
|
1352
|
+
def __plot_cumpct_axes_base(ax, fontdicts):
|
|
1353
|
+
"""在axes上绘制dist图基础元素.
|
|
1354
|
+
|
|
1355
|
+
Parameters
|
|
1356
|
+
----------
|
|
1357
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1358
|
+
绘图axes
|
|
1359
|
+
fontdicts: dict
|
|
1360
|
+
绘图相关字体字典
|
|
1361
|
+
"""
|
|
1362
|
+
ax.set_xlim([0,100])
|
|
1363
|
+
ax.set_xlabel('Cumulative Percentile %', fontdict=fontdicts['axislabel'])
|
|
1364
|
+
ax.set_ylabel('Target rate', fontdict=fontdicts['axislabel'])
|
|
1365
|
+
|
|
1366
|
+
|
|
1367
|
+
def __plot_single_cumpct_axes(pct_df, ax, fontdicts):
|
|
1368
|
+
"""在axes上绘制单个Score分布图.
|
|
1369
|
+
|
|
1370
|
+
Parameters
|
|
1371
|
+
----------
|
|
1372
|
+
pct_df: pandas.DataFrame
|
|
1373
|
+
等分分组后各组统计量数据集
|
|
1374
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1375
|
+
绘图axes
|
|
1376
|
+
"""
|
|
1377
|
+
__plot_cumpct_axes_base(ax, fontdicts)
|
|
1378
|
+
|
|
1379
|
+
X = pct_df['thresholds_percentile'].rolling(2).mean()
|
|
1380
|
+
X[0] = np.mean([pct_df['thresholds_percentile'][0], 0])
|
|
1381
|
+
ax.plot(X, pct_df['cumavg_score'], color=palette['ClassicBlueRedGrey'][0], linewidth=2, marker='.', markersize=5, label='Score')
|
|
1382
|
+
ax.plot(X, pct_df['cumavg_true'], color=palette['ClassicBlueRedGrey'][1], linewidth=2, marker='.', markersize=5, label='True')
|
|
1383
|
+
|
|
1384
|
+
pct_info = summarize_pct(pct_df)
|
|
1385
|
+
_b, _i, _top, _btm = pct_info['pct_bins'], pct_info['pct_interval'], pct_info['pct_top_avgTrue'], pct_info['pct_btm_avgTrue']
|
|
1386
|
+
ax.set_title("Bins={0} Top{1:.0f}%={2:.2%} Btm{1:.0f}%={3:.2%}".format(_b, _i, _top, _btm), fontdict=fontdicts['axislabel'])
|
|
1387
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1388
|
+
|
|
1389
|
+
|
|
1390
|
+
def __plot_multi_cumpct_axes(pct_dfs, ax, fontdicts):
|
|
1391
|
+
"""在axes上绘制多个Score分布图.
|
|
1392
|
+
|
|
1393
|
+
Parameters
|
|
1394
|
+
----------
|
|
1395
|
+
pct_dfs: dict
|
|
1396
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1397
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1398
|
+
绘图axes
|
|
1399
|
+
"""
|
|
1400
|
+
__plot_cumpct_axes_base(ax, fontdicts)
|
|
1401
|
+
|
|
1402
|
+
models = list(pct_dfs.keys())
|
|
1403
|
+
for i in range(len(models)):
|
|
1404
|
+
md = models[i]
|
|
1405
|
+
pct_df = pct_dfs[md]
|
|
1406
|
+
X = pct_df['thresholds'].rolling(2).mean()
|
|
1407
|
+
X[0] = np.mean([pct_df['thresholds'][0], 0])
|
|
1408
|
+
ax.plot(X, pct_df['cumavg_true'], color=palette['MorandiDark'][i], linewidth=2, marker='.', markersize=5, label='{0} True'.format(md))
|
|
1409
|
+
_n, _t = pct_df['cumsum_n'].iloc[pct_df.shape[0]-1], pct_df['cumavg_true'].iloc[pct_df.shape[0]-1]
|
|
1410
|
+
ax.set_title('N={0:,} True={1:.2%}'.format(_n, _t), fontdict=fontdicts['subtitle'])
|
|
1411
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1412
|
+
|
|
1413
|
+
|
|
1414
|
+
# Gain Curve
|
|
1415
|
+
@timeit_decorator
|
|
1416
|
+
def plot_gain_curve(pct_dfs, square_figsize=8, fontdicts=fontdicts['main'], to_show=True, save_path=None):
|
|
1417
|
+
"""绘制Score分布曲线图.
|
|
1418
|
+
|
|
1419
|
+
Parameters
|
|
1420
|
+
----------
|
|
1421
|
+
pct_dfs: dict
|
|
1422
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1423
|
+
square_figsize: float
|
|
1424
|
+
正方形图边英寸. 默认值为8
|
|
1425
|
+
to_show: bool
|
|
1426
|
+
是否展示图片. 默认为True
|
|
1427
|
+
save_path: str
|
|
1428
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1429
|
+
"""
|
|
1430
|
+
plt.figure(figsize=(square_figsize, square_figsize))
|
|
1431
|
+
plt.suptitle('Gain Curve', fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1432
|
+
ax = plt.subplot(1,1,1)
|
|
1433
|
+
|
|
1434
|
+
models = list(pct_dfs.keys())
|
|
1435
|
+
if len(models) == 1:
|
|
1436
|
+
pct_df = pct_dfs[models[0]]
|
|
1437
|
+
__plot_single_gain_axes(pct_df, ax, fontdicts)
|
|
1438
|
+
else:
|
|
1439
|
+
__plot_multi_gain_axes(pct_dfs, ax, fontdicts)
|
|
1440
|
+
ax.legend(loc=2, fontsize=fontdicts['legend']['size'])
|
|
1441
|
+
|
|
1442
|
+
if to_show:
|
|
1443
|
+
plt.show()
|
|
1444
|
+
if bool(save_path):
|
|
1445
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1446
|
+
plt.close()
|
|
1447
|
+
|
|
1448
|
+
|
|
1449
|
+
def __plot_gain_axes_base(ax, fontdicts):
|
|
1450
|
+
"""在axes上绘制Score分布图基础.
|
|
1451
|
+
|
|
1452
|
+
Parameters
|
|
1453
|
+
----------
|
|
1454
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1455
|
+
绘图axes
|
|
1456
|
+
fontdicts: dict
|
|
1457
|
+
绘图相关字体字典
|
|
1458
|
+
"""
|
|
1459
|
+
ax.plot([0,100], [0,1], color='k', linestyle='--', linewidth=1)
|
|
1460
|
+
ax.set_xlim([0,100])
|
|
1461
|
+
ax.set_ylim([0,1])
|
|
1462
|
+
ax.set_xlabel('Percentile % (Score Descending)', fontdict=fontdicts['axislabel'])
|
|
1463
|
+
ax.set_ylabel('gain', fontdict=fontdicts['axislabel'])
|
|
1464
|
+
|
|
1465
|
+
|
|
1466
|
+
def __plot_single_gain_axes(pct_df, ax, fontdicts):
|
|
1467
|
+
"""在axes上绘制单个Score分布图.
|
|
1468
|
+
|
|
1469
|
+
Parameters
|
|
1470
|
+
----------
|
|
1471
|
+
pct_df: pandas.DataFrame
|
|
1472
|
+
等分分组后各组统计量数据集
|
|
1473
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1474
|
+
绘图axes
|
|
1475
|
+
fontdicts: dict
|
|
1476
|
+
绘图相关字体字典
|
|
1477
|
+
"""
|
|
1478
|
+
__plot_gain_axes_base(ax, fontdicts)
|
|
1479
|
+
|
|
1480
|
+
plot_df = pct_df.copy()
|
|
1481
|
+
if {'avg_score', 'proportion', 'capture_rate'}.issubset(plot_df.columns):
|
|
1482
|
+
plot_df = plot_df.sort_values('avg_score', ascending=False).reset_index(drop=True)
|
|
1483
|
+
plot_df['thresholds'] = plot_df['proportion'].cumsum() * 100
|
|
1484
|
+
plot_df['gain'] = plot_df['capture_rate'].cumsum()
|
|
1485
|
+
|
|
1486
|
+
X = np.array(plot_df['thresholds'])
|
|
1487
|
+
X = np.insert(X, 0, 0)
|
|
1488
|
+
Y = np.array(plot_df['gain'])
|
|
1489
|
+
Y = np.insert(Y, 0, 0)
|
|
1490
|
+
ax.plot(X, Y, color=palette['ClassicBlueRedGrey'][0], linewidth=2, marker='.', markersize=5, label='avgScore')
|
|
1491
|
+
|
|
1492
|
+
pct_info = summarize_pct(plot_df, ascending=False)
|
|
1493
|
+
_b, _i = pct_info['pct_bins'], pct_info['pct_interval']
|
|
1494
|
+
_top = plot_df['capture_rate'].iloc[0] if plot_df.shape[0] > 0 else np.nan
|
|
1495
|
+
_btm = plot_df['capture_rate'].iloc[-1] if plot_df.shape[0] > 0 else np.nan
|
|
1496
|
+
ax.set_title("Bins={0} Top{1:.0f}%={2:.2%} BTM{1:.0f}%={3:.2%}".format(_b, _i, _top, _btm), fontdict=fontdicts['subtitle'])
|
|
1497
|
+
|
|
1498
|
+
|
|
1499
|
+
def __plot_multi_gain_axes(pct_dfs, ax, fontdicts):
|
|
1500
|
+
"""在axes上绘制多个Score分布图.
|
|
1501
|
+
|
|
1502
|
+
Parameters
|
|
1503
|
+
----------
|
|
1504
|
+
pct_dfs: dict
|
|
1505
|
+
单个或多个Score名下的等分组后各组统计量数据集. 键值对格式为: {name: pct_df}
|
|
1506
|
+
ax: matplotlib.pyplot.plt.axes
|
|
1507
|
+
绘图axes
|
|
1508
|
+
fontdicts: dict
|
|
1509
|
+
绘图相关字体字典
|
|
1510
|
+
"""
|
|
1511
|
+
__plot_gain_axes_base(ax, fontdicts)
|
|
1512
|
+
|
|
1513
|
+
models = list(pct_dfs.keys())
|
|
1514
|
+
for i in range(len(models)):
|
|
1515
|
+
md = models[i]
|
|
1516
|
+
pct_df = pct_dfs[md].copy()
|
|
1517
|
+
if {'avg_score', 'proportion', 'capture_rate'}.issubset(pct_df.columns):
|
|
1518
|
+
pct_df = pct_df.sort_values('avg_score', ascending=False).reset_index(drop=True)
|
|
1519
|
+
pct_df['thresholds'] = pct_df['proportion'].cumsum() * 100
|
|
1520
|
+
pct_df['gain'] = pct_df['capture_rate'].cumsum()
|
|
1521
|
+
X = np.array(pct_df['thresholds'])
|
|
1522
|
+
X = np.insert(X, 0, 0)
|
|
1523
|
+
Y = np.array(pct_df['gain'])
|
|
1524
|
+
Y = np.insert(Y, 0, 0)
|
|
1525
|
+
ax.plot(X, Y, color=palette['MorandiDark'][i], linewidth=2, marker='.', markersize=5, label='{0} avgTrue'.format(md))
|
|
1526
|
+
|
|
1527
|
+
@timeit_decorator
|
|
1528
|
+
def evaluate_performance(datasets, dist_bins=20, pct_bins=10, square_figsize=5, fontdicts=fontdicts['sub'], to_show=True, save_path=None, gains_table = True, equal_freq = True, pct_bin_edges = None, sample_weight=None):
|
|
1529
|
+
"""绘制单模型预测效果评价图.
|
|
1530
|
+
|
|
1531
|
+
Parameters
|
|
1532
|
+
----------
|
|
1533
|
+
datasets: pandas.DataFrame
|
|
1534
|
+
数据集字典. 键值对格式为: {dataname: {'y_true': y_true, 'y_score': y_score}}
|
|
1535
|
+
dist_bins: int
|
|
1536
|
+
等距分组数. 默认值为20
|
|
1537
|
+
pct_bins: int
|
|
1538
|
+
等分分组数. 默认值为10
|
|
1539
|
+
square_figsize: float
|
|
1540
|
+
正方形图边英寸. 默认值为8
|
|
1541
|
+
fontdicts: dict
|
|
1542
|
+
绘图相关字体字典. 默认值为fontdicts['sub']
|
|
1543
|
+
to_show: bool
|
|
1544
|
+
是否展示图片. 默认为True
|
|
1545
|
+
save_path: str
|
|
1546
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1547
|
+
|
|
1548
|
+
Returns
|
|
1549
|
+
-------
|
|
1550
|
+
result_df: pandas.DataFrame
|
|
1551
|
+
模型评价指标汇总数据集
|
|
1552
|
+
"""
|
|
1553
|
+
if pct_bin_edges is not None:
|
|
1554
|
+
pct_bin_edges = list(pct_bin_edges)
|
|
1555
|
+
|
|
1556
|
+
# 检查是否有足够数据
|
|
1557
|
+
for d, data_dict in datasets.items():
|
|
1558
|
+
if len(data_dict['y_true']) < 2:
|
|
1559
|
+
# 返回一个包含默认列的空 DataFrame
|
|
1560
|
+
return pd.DataFrame()
|
|
1561
|
+
|
|
1562
|
+
datas = list(datasets.keys())
|
|
1563
|
+
nrow = len(datas)
|
|
1564
|
+
ncol = 4
|
|
1565
|
+
width = ncol * (square_figsize+1)
|
|
1566
|
+
height = nrow * (square_figsize+1)
|
|
1567
|
+
plt.figure(figsize=(width, height))
|
|
1568
|
+
plt.subplots_adjust(top=1-1/height, wspace=0.2, hspace=0.2)
|
|
1569
|
+
title = 'Model Evaluation (Row Dataset: {0})'.format(', '.join(datas)) if nrow > 1 else 'Model Evaluation'
|
|
1570
|
+
plt.suptitle(title, fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1571
|
+
|
|
1572
|
+
result = {}
|
|
1573
|
+
for i in range(len(datas)):
|
|
1574
|
+
d = datas[i]
|
|
1575
|
+
y_true = datasets[d]['y_true']
|
|
1576
|
+
y_score = datasets[d]['y_score']
|
|
1577
|
+
dataset_weight = datasets[d].get('sample_weight', sample_weight)
|
|
1578
|
+
result.update({d: __evaluate_performance(y_true, y_score, nrow, ncol, i, dist_bins, pct_bins, fontdicts, gains_table, equal_freq, pct_bin_edges, sample_weight=dataset_weight)})
|
|
1579
|
+
|
|
1580
|
+
result_df = pd.DataFrame.from_dict(result, orient='index').reset_index()
|
|
1581
|
+
|
|
1582
|
+
if bool(save_path):
|
|
1583
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1584
|
+
|
|
1585
|
+
if to_show:
|
|
1586
|
+
plt.show()
|
|
1587
|
+
|
|
1588
|
+
plt.close('all')
|
|
1589
|
+
|
|
1590
|
+
return result_df
|
|
1591
|
+
|
|
1592
|
+
def resturct_gains(gains_table):
|
|
1593
|
+
|
|
1594
|
+
rename_dict = {"_bin_num": "thresholds",
|
|
1595
|
+
"MIN": "min_score",
|
|
1596
|
+
"MAX": "max_score",
|
|
1597
|
+
"N": "n",
|
|
1598
|
+
"PROP": 'proportion',
|
|
1599
|
+
"N_BAD": "sum_true",
|
|
1600
|
+
"AVG_BAD": "avg_true",
|
|
1601
|
+
"AVG_SCORE": "avg_score",
|
|
1602
|
+
"BAD_PCT_IN_EACH_BIN": 'capture_rate',
|
|
1603
|
+
"N_CUM_BAD": 'cumsum_true',
|
|
1604
|
+
"LIFT": 'lift',
|
|
1605
|
+
"CUM_BAD_PCT": 'gain'}
|
|
1606
|
+
gains_table = gains_table.reset_index().rename(columns = rename_dict)[rename_dict.values()]
|
|
1607
|
+
gains_table['cumavg_true'] = gains_table['cumsum_true']/gains_table['n'].cumsum()
|
|
1608
|
+
|
|
1609
|
+
return gains_table
|
|
1610
|
+
|
|
1611
|
+
def __evaluate_performance(y_true, y_score, nrow, ncol, i, dist_bins, pct_bins, fontdicts, gains_table = True, equal_freq = True, pct_bin_edges = None, sample_weight=None):
|
|
1612
|
+
"""绘制单模型在单样本集上预测效果评价图.
|
|
1613
|
+
包括: ROC、KDE、PCT、Gain四图.
|
|
1614
|
+
|
|
1615
|
+
Parameters
|
|
1616
|
+
----------
|
|
1617
|
+
y_true: array like
|
|
1618
|
+
实际样本标签序列, 只接受0-1
|
|
1619
|
+
y_score: array like
|
|
1620
|
+
预测概率值序列
|
|
1621
|
+
nrow: int
|
|
1622
|
+
行数
|
|
1623
|
+
ncol: int
|
|
1624
|
+
列数
|
|
1625
|
+
i: int
|
|
1626
|
+
行序号
|
|
1627
|
+
dist_bins: int
|
|
1628
|
+
等距分组数
|
|
1629
|
+
pct_bins: int
|
|
1630
|
+
等分分组数
|
|
1631
|
+
fontdicts: dict
|
|
1632
|
+
绘图相关字体字典
|
|
1633
|
+
"""
|
|
1634
|
+
|
|
1635
|
+
# from Model_Eval_Tool import get_gains_table
|
|
1636
|
+
from .Model_Eval_Tool import get_gains_table
|
|
1637
|
+
|
|
1638
|
+
# 清理数据
|
|
1639
|
+
mask = np.isfinite(y_score) & np.isfinite(y_true)
|
|
1640
|
+
if sample_weight is not None:
|
|
1641
|
+
sample_weight = np.asarray(sample_weight, dtype=float)
|
|
1642
|
+
mask = mask & np.isfinite(sample_weight)
|
|
1643
|
+
y_true = y_true[mask]
|
|
1644
|
+
y_score = y_score[mask]
|
|
1645
|
+
sample_weight = sample_weight[mask] if sample_weight is not None else None
|
|
1646
|
+
|
|
1647
|
+
y_true = np.array(y_true)
|
|
1648
|
+
y_score = np.array(y_score)
|
|
1649
|
+
|
|
1650
|
+
if gains_table:
|
|
1651
|
+
y_df = pd.DataFrame([y_true, y_score]).T
|
|
1652
|
+
y_df.columns = ['y_true', 'y_score']
|
|
1653
|
+
if sample_weight is not None:
|
|
1654
|
+
y_df['_sample_weight'] = sample_weight
|
|
1655
|
+
y_gains = get_gains_table(
|
|
1656
|
+
data = y_df,
|
|
1657
|
+
dep = 'y_true',
|
|
1658
|
+
nbins = pct_bin_edges if pct_bin_edges is not None else pct_bins,
|
|
1659
|
+
precision = 5,
|
|
1660
|
+
min_bin_prop = 0.05,
|
|
1661
|
+
include_missing = False,
|
|
1662
|
+
score = 'y_score',
|
|
1663
|
+
equal_freq = equal_freq,
|
|
1664
|
+
ascending = True ,
|
|
1665
|
+
withSummary = False,
|
|
1666
|
+
weight_col = '_sample_weight' if sample_weight is not None else None,
|
|
1667
|
+
)
|
|
1668
|
+
|
|
1669
|
+
roc_df = calc_roc(y_true, y_score, sample_weight=sample_weight)
|
|
1670
|
+
roc_info = summarize_roc(roc_df)
|
|
1671
|
+
if sample_weight is not None:
|
|
1672
|
+
bin_count = len(pct_bin_edges) - 1 if pct_bin_edges is not None else pct_bins
|
|
1673
|
+
weighted_gains = _weighted_eval.get_gains_table(
|
|
1674
|
+
pd.DataFrame({"y_true": y_true, "y_score": y_score, "w": sample_weight}),
|
|
1675
|
+
"y_true",
|
|
1676
|
+
"y_score",
|
|
1677
|
+
nbins=bin_count,
|
|
1678
|
+
weight_col="w",
|
|
1679
|
+
)
|
|
1680
|
+
pct_df = weighted_gains
|
|
1681
|
+
pct_desc_df = weighted_gains.iloc[::-1].reset_index(drop=True)
|
|
1682
|
+
if gains_table:
|
|
1683
|
+
y_gains = weighted_gains
|
|
1684
|
+
pct_info = {
|
|
1685
|
+
"pct_bins": weighted_gains.shape[0],
|
|
1686
|
+
"pct_interval": 100.0 / weighted_gains.shape[0] if weighted_gains.shape[0] else np.nan,
|
|
1687
|
+
"pct_top_avgTrue": float(weighted_gains["AVG_BAD"].iloc[-1]) if len(weighted_gains) else np.nan,
|
|
1688
|
+
"pct_btm_avgTrue": float(weighted_gains["AVG_BAD"].iloc[0]) if len(weighted_gains) else np.nan,
|
|
1689
|
+
}
|
|
1690
|
+
else:
|
|
1691
|
+
if pct_bin_edges is not None:
|
|
1692
|
+
pct_df = calc_fixed_pct(y_true, y_score, None, bin_edges=pct_bin_edges, ascending=True, sample_weight=sample_weight)
|
|
1693
|
+
else:
|
|
1694
|
+
pct_df = calc_equid_pct(y_true, y_score, None, bins=pct_bins, sample_weight=sample_weight)
|
|
1695
|
+
|
|
1696
|
+
if gains_table:
|
|
1697
|
+
pct_index = pct_df["thresholds"]
|
|
1698
|
+
pct_df = resturct_gains(y_gains)
|
|
1699
|
+
pct_df["thresholds"] = pct_index
|
|
1700
|
+
|
|
1701
|
+
pct_info = summarize_pct(pct_df, ascending=True)
|
|
1702
|
+
|
|
1703
|
+
if len(y_true) < 2 or len(np.unique(y_true)) < 2:
|
|
1704
|
+
# 返回默认性能指标(全部为NaN)
|
|
1705
|
+
return {
|
|
1706
|
+
'N': np.nan,
|
|
1707
|
+
'avgTrue': np.nan,
|
|
1708
|
+
'avgScore': np.nan,
|
|
1709
|
+
'KS': np.nan,
|
|
1710
|
+
'AUC': np.nan,
|
|
1711
|
+
'Btm{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): np.nan,
|
|
1712
|
+
'Top{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): np.nan
|
|
1713
|
+
}
|
|
1714
|
+
|
|
1715
|
+
if sample_weight is None:
|
|
1716
|
+
if pct_bin_edges is not None:
|
|
1717
|
+
pct_desc_df = calc_fixed_pct(y_true, y_score, None, bin_edges=pct_bin_edges, ascending=False, sample_weight=sample_weight)
|
|
1718
|
+
else:
|
|
1719
|
+
pct_desc_df = calc_equid_pct(y_true, y_score, None, bins=pct_bins, ascending=False, sample_weight=sample_weight)
|
|
1720
|
+
|
|
1721
|
+
__plot_single_roc_axes(roc_df, plt.subplot(nrow, ncol, i*ncol+1), fontdicts)
|
|
1722
|
+
__plot_single_kde_axes(y_true, y_score, dist_bins, plt.subplot(nrow, ncol, i*ncol+2), fontdicts)
|
|
1723
|
+
if sample_weight is None:
|
|
1724
|
+
__plot_single_pct_axes(pct_df, plt.subplot(nrow, ncol, i*ncol+3), fontdicts)
|
|
1725
|
+
__plot_single_gain_axes(pct_desc_df, plt.subplot(nrow, ncol, i*ncol+4), fontdicts)
|
|
1726
|
+
else:
|
|
1727
|
+
ax_pct = plt.subplot(nrow, ncol, i * ncol + 3)
|
|
1728
|
+
ax_pct.set_title("Percentile Chart (Weighted)", fontdict=fontdicts["subtitle"])
|
|
1729
|
+
ax_gain = plt.subplot(nrow, ncol, i * ncol + 4)
|
|
1730
|
+
ax_gain.set_title("Gain Chart (Weighted)", fontdict=fontdicts["subtitle"])
|
|
1731
|
+
|
|
1732
|
+
info = {
|
|
1733
|
+
'N': float(np.sum(sample_weight)) if sample_weight is not None else len(y_true),
|
|
1734
|
+
'avgTrue': _weighted_eval.safe_weighted_average(y_true, sample_weight),
|
|
1735
|
+
'avgScore': _weighted_eval.safe_weighted_average(y_score, sample_weight),
|
|
1736
|
+
'KS': roc_info['ks'],
|
|
1737
|
+
'AUC': roc_info['auc'],
|
|
1738
|
+
'Btm{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): pct_info['pct_btm_avgTrue'],
|
|
1739
|
+
'Top{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): pct_info['pct_top_avgTrue'],
|
|
1740
|
+
}
|
|
1741
|
+
|
|
1742
|
+
return info
|
|
1743
|
+
|
|
1744
|
+
@timeit_decorator
|
|
1745
|
+
def evaluate_distribution(datasets, dist_bins=10, square_figsize=5, fontdicts=fontdicts['sub'], toplot=True, save_path=None):
|
|
1746
|
+
"""绘制单模型在多样本集上模型分分布.
|
|
1747
|
+
|
|
1748
|
+
Parameters
|
|
1749
|
+
----------
|
|
1750
|
+
datasets: pandas.DataFrame
|
|
1751
|
+
数据集字典. 键值对格式为: {dataname: {'y_true': y_true, 'y_score': y_score, 'y_group': y_group}}
|
|
1752
|
+
dist_bins: int
|
|
1753
|
+
等距分组数. 默认值为20
|
|
1754
|
+
square_figsize: float
|
|
1755
|
+
正方形图边英寸. 默认值为8
|
|
1756
|
+
fontdicts: dict
|
|
1757
|
+
绘图相关字体字典. 默认值为fontdicts['sub']
|
|
1758
|
+
toplot: bool
|
|
1759
|
+
是否展示图片. 默认为True
|
|
1760
|
+
save_path: str
|
|
1761
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1762
|
+
|
|
1763
|
+
Returns
|
|
1764
|
+
-------
|
|
1765
|
+
result_df: pandas.DataFrame
|
|
1766
|
+
模型评价指标汇总数据集
|
|
1767
|
+
"""
|
|
1768
|
+
datas = list(datasets.keys())
|
|
1769
|
+
nrow = len(datas)
|
|
1770
|
+
ncol = 2
|
|
1771
|
+
width = ncol * (square_figsize+1)
|
|
1772
|
+
height = nrow * (square_figsize+1)
|
|
1773
|
+
plt.figure(figsize=(width, height))
|
|
1774
|
+
plt.subplots_adjust(top=1-1/height, wspace=0.2, hspace=0.2)
|
|
1775
|
+
if nrow > 1:
|
|
1776
|
+
title = 'Distribution (Row Dataset: {0})'.format(', '.join(datas))
|
|
1777
|
+
else:
|
|
1778
|
+
title = 'Distribution'
|
|
1779
|
+
plt.suptitle(title, fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1780
|
+
for i in range(len(datas)):
|
|
1781
|
+
d = datas[i]
|
|
1782
|
+
y_true = datasets[d]['y_true']
|
|
1783
|
+
y_score = datasets[d]['y_score']
|
|
1784
|
+
y_group = datasets[d]['y_group']
|
|
1785
|
+
__evaluate_distribution(y_true, y_score, y_group, nrow, ncol, i, dist_bins, fontdicts)
|
|
1786
|
+
plt.tight_layout()
|
|
1787
|
+
|
|
1788
|
+
if bool(save_path):
|
|
1789
|
+
plt.savefig(save_path)
|
|
1790
|
+
|
|
1791
|
+
if toplot:
|
|
1792
|
+
plt.show()
|
|
1793
|
+
|
|
1794
|
+
plt.close('all')
|
|
1795
|
+
|
|
1796
|
+
|
|
1797
|
+
def __evaluate_distribution(y_true, y_score, y_group, nrow, ncol, i, dist_bins, fontdicts):
|
|
1798
|
+
"""绘制单模型在单样本集上模型分分布.
|
|
1799
|
+
包括: ROC、KDE、PCT、Gain四图.
|
|
1800
|
+
|
|
1801
|
+
Parameters
|
|
1802
|
+
----------
|
|
1803
|
+
y_true: array like
|
|
1804
|
+
实际样本标签序列, 只接受0-1
|
|
1805
|
+
y_score: array like
|
|
1806
|
+
预测概率值序列
|
|
1807
|
+
y_group: array like
|
|
1808
|
+
数据组别序列
|
|
1809
|
+
nrow: int
|
|
1810
|
+
行数
|
|
1811
|
+
ncol: int
|
|
1812
|
+
列数
|
|
1813
|
+
i: int
|
|
1814
|
+
行序号
|
|
1815
|
+
dist_bins: int
|
|
1816
|
+
等距分组数
|
|
1817
|
+
fontdicts: dict
|
|
1818
|
+
绘图相关字体字典
|
|
1819
|
+
"""
|
|
1820
|
+
dist_df = calc_equid_dist(y_true, y_score, y_group, bins=dist_bins)
|
|
1821
|
+
if y_group is not None:
|
|
1822
|
+
__plot_single_stack_dist_axes(dist_df, plt.subplot(nrow, ncol, i*ncol+1), fontdicts)
|
|
1823
|
+
__plot_single_stack_cumdist_axes(dist_df, plt.subplot(nrow, ncol, i*ncol+2), fontdicts)
|
|
1824
|
+
else:
|
|
1825
|
+
__plot_single_dist_axes(dist_df, plt.subplot(nrow, ncol, i*ncol+1), fontdicts)
|
|
1826
|
+
__plot_single_cumdist_axes(dist_df, plt.subplot(nrow, ncol, i*ncol+2), fontdicts)
|
|
1827
|
+
|
|
1828
|
+
@timeit_decorator
|
|
1829
|
+
def comparison_performance(datasets, pct_bins=10, square_figsize=5, fontdicts=fontdicts['sub'], to_show=True, save_path=None):
|
|
1830
|
+
"""绘制多个模型预测效果对比图.
|
|
1831
|
+
|
|
1832
|
+
Parameters
|
|
1833
|
+
----------
|
|
1834
|
+
datasets: pandas.DataFrame
|
|
1835
|
+
数据集字典. 键值对格式为: {dataname: {'y_true': y_true, 'y_score': y_score, 'y_group': y_group}}
|
|
1836
|
+
pct_bins: int
|
|
1837
|
+
等分分组数. 默认值为10
|
|
1838
|
+
square_figsize: float
|
|
1839
|
+
正方形图边英寸. 默认值为5
|
|
1840
|
+
fontdicts: dict
|
|
1841
|
+
绘图相关字体字典. 默认值为fontdicts['sub']
|
|
1842
|
+
to_show: bool
|
|
1843
|
+
是否展示图片. 默认为True
|
|
1844
|
+
save_path: str
|
|
1845
|
+
结果图片存放文件地址. 默认值为None, 即不保存
|
|
1846
|
+
|
|
1847
|
+
Returns
|
|
1848
|
+
-------
|
|
1849
|
+
result_df: pandas.DataFrame
|
|
1850
|
+
模型评价指标汇总数据集
|
|
1851
|
+
"""
|
|
1852
|
+
datas = list(datasets.keys())
|
|
1853
|
+
models = list(datasets[datas[0]]['y_score_dict'].keys())
|
|
1854
|
+
nrow = len(datas)
|
|
1855
|
+
ncol = 3
|
|
1856
|
+
width = ncol * (square_figsize+1)
|
|
1857
|
+
height = nrow * (square_figsize+1)
|
|
1858
|
+
plt.figure(figsize=(width, height))
|
|
1859
|
+
plt.subplots_adjust(top=1-1/height, wspace=0.2, hspace=0.2)
|
|
1860
|
+
title = title = '{0} Comparison (Row Dataset: {1})'.format(' vs '.join(models), ', '.join(datas)) if nrow > 1 else '{0} Comparison'.format(' vs '.join(models))
|
|
1861
|
+
plt.suptitle(title, fontsize=fontdicts['suptitle']['size'], fontweight=fontdicts['suptitle']['weight']) #, findfont=zhfont)
|
|
1862
|
+
|
|
1863
|
+
result_dfs = []
|
|
1864
|
+
for i in range(len(datas)):
|
|
1865
|
+
d = datas[i]
|
|
1866
|
+
y_true = datasets[d]['y_true']
|
|
1867
|
+
y_score_dict = datasets[d]['y_score_dict']
|
|
1868
|
+
_result = __comparison_performance(y_true, y_score_dict, nrow, ncol, i, pct_bins, fontdicts)
|
|
1869
|
+
_result.loc[:, 'dataset'] = d
|
|
1870
|
+
result_dfs.append(_result)
|
|
1871
|
+
|
|
1872
|
+
result_df = pd.concat(result_dfs)
|
|
1873
|
+
|
|
1874
|
+
if bool(save_path):
|
|
1875
|
+
plt.savefig(save_path, bbox_inches='tight')
|
|
1876
|
+
|
|
1877
|
+
if to_show:
|
|
1878
|
+
plt.show()
|
|
1879
|
+
|
|
1880
|
+
plt.close('all')
|
|
1881
|
+
|
|
1882
|
+
return result_df
|
|
1883
|
+
|
|
1884
|
+
|
|
1885
|
+
def __comparison_performance(y_true, y_score_dict, nrow, ncol, i, pct_bins, fontdicts):
|
|
1886
|
+
|
|
1887
|
+
y_true = np.array(y_true)
|
|
1888
|
+
models = list(y_score_dict.keys())
|
|
1889
|
+
roc_dfs = {}
|
|
1890
|
+
pct_dfs = {}
|
|
1891
|
+
info = {
|
|
1892
|
+
'N': len(y_true),
|
|
1893
|
+
'avgTrue': np.mean(y_true),
|
|
1894
|
+
'result': [],
|
|
1895
|
+
}
|
|
1896
|
+
for k in range(len(models)):
|
|
1897
|
+
md = models[k]
|
|
1898
|
+
y_score = np.array(y_score_dict[md])
|
|
1899
|
+
roc_df = calc_roc(y_true, y_score)
|
|
1900
|
+
roc_info = summarize_roc(roc_df)
|
|
1901
|
+
pct_df = calc_equid_pct(y_true, y_score, bins=pct_bins)
|
|
1902
|
+
pct_info = summarize_pct(pct_df, ascending=True)
|
|
1903
|
+
info['result'].append({
|
|
1904
|
+
'model': md,
|
|
1905
|
+
'KS': roc_info['ks'],
|
|
1906
|
+
'AUC': roc_info['auc'],
|
|
1907
|
+
'Btm{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): pct_info['pct_btm_avgTrue'],
|
|
1908
|
+
'Top{0:.0f}%_TargetRate'.format(pct_info['pct_interval']): pct_info['pct_top_avgTrue'],
|
|
1909
|
+
})
|
|
1910
|
+
roc_dfs.update({md: roc_df})
|
|
1911
|
+
pct_dfs.update({md: pct_df})
|
|
1912
|
+
|
|
1913
|
+
__plot_multi_roc_axes(roc_dfs, plt.subplot(nrow, ncol, i*ncol+1), fontdicts)
|
|
1914
|
+
__plot_multi_pct_axes(pct_dfs, plt.subplot(nrow, ncol, i*ncol+2), fontdicts)
|
|
1915
|
+
__plot_multi_cumpct_axes(pct_dfs, plt.subplot(nrow, ncol, i*ncol+3), fontdicts)
|
|
1916
|
+
|
|
1917
|
+
result_df = pd.json_normalize(info, ['result'], ['N', 'avgTrue'])
|
|
1918
|
+
|
|
1919
|
+
return result_df
|
|
1920
|
+
|
|
1921
|
+
|
|
1922
|
+
# lift table apt
|
|
1923
|
+
@timeit_decorator
|
|
1924
|
+
def calc_lift_apt(y_true, y_score, start, stop, step, score_ascending=True, sample_weight=None):
|
|
1925
|
+
"""给定Lift取值范围, 求解Lift表.
|
|
1926
|
+
|
|
1927
|
+
Parameters
|
|
1928
|
+
----------
|
|
1929
|
+
y_true: array like
|
|
1930
|
+
实际样本标签序列, 只接受0-1
|
|
1931
|
+
y_score: array like
|
|
1932
|
+
预测概率值序列
|
|
1933
|
+
start: numerical
|
|
1934
|
+
起始值
|
|
1935
|
+
stop: numerical
|
|
1936
|
+
终止值
|
|
1937
|
+
step: numerical
|
|
1938
|
+
步长
|
|
1939
|
+
score_ascending: bool
|
|
1940
|
+
y_score为升序序列, 即数值越大y_true=1可能性越大. 默认为True
|
|
1941
|
+
|
|
1942
|
+
Returns
|
|
1943
|
+
-------
|
|
1944
|
+
lift_df: pandas.DataFrame
|
|
1945
|
+
Lift表
|
|
1946
|
+
"""
|
|
1947
|
+
if sample_weight is not None:
|
|
1948
|
+
weight = np.asarray(sample_weight, dtype=float)
|
|
1949
|
+
int_weight = np.rint(weight).astype(int)
|
|
1950
|
+
if np.allclose(weight, int_weight) and np.all(int_weight >= 0):
|
|
1951
|
+
repeat_idx = np.repeat(np.arange(len(int_weight)), int_weight)
|
|
1952
|
+
y_true = np.asarray(y_true)[repeat_idx]
|
|
1953
|
+
y_score = np.asarray(y_score)[repeat_idx]
|
|
1954
|
+
else:
|
|
1955
|
+
return _weighted_eval.calc_lift_apt(
|
|
1956
|
+
y_true=y_true,
|
|
1957
|
+
y_score=y_score,
|
|
1958
|
+
start=start,
|
|
1959
|
+
stop=stop,
|
|
1960
|
+
step=step,
|
|
1961
|
+
sample_weight=sample_weight,
|
|
1962
|
+
)
|
|
1963
|
+
|
|
1964
|
+
# 计算初始等分分组数, 在200组与LiftTable长度中取大
|
|
1965
|
+
init_bins = np.max([200, int((stop - start + step) / step)])
|
|
1966
|
+
|
|
1967
|
+
# 根据start和stop值, 判断lift的升降(lift_ascending)
|
|
1968
|
+
# 升则stop=1, 降则start=1
|
|
1969
|
+
if start < 1:
|
|
1970
|
+
stop = 1
|
|
1971
|
+
elif start >= 1:
|
|
1972
|
+
start = 1
|
|
1973
|
+
lift_ascending = start < 1
|
|
1974
|
+
lift_df = pd.DataFrame({'lift': np.arange(start, stop + step, step)})
|
|
1975
|
+
|
|
1976
|
+
# 根据分数与Y=1的升降关系(score_ascending)与lift的升降(lift_ascending)判断分数分组的升降序
|
|
1977
|
+
# 一致则为升、不一致则为降
|
|
1978
|
+
ascending = score_ascending == lift_ascending
|
|
1979
|
+
equid_df = calc_equid_pct(y_true=y_true, y_score=y_score, y_group=None, bins=init_bins, ascending=ascending)
|
|
1980
|
+
|
|
1981
|
+
# 根据分数升降序, 修正上下组限值, 遵循上组限不在内原则
|
|
1982
|
+
if ascending:
|
|
1983
|
+
equid_df['lower_limit'] = [-np.inf, ] + list(equid_df['min_score'][1:])
|
|
1984
|
+
equid_df['upper_limit'] = list(equid_df['min_score'][1:]) + [np.inf, ]
|
|
1985
|
+
else:
|
|
1986
|
+
equid_df['lower_limit'] = list(equid_df['min_score'][:-1]) + [-np.inf, ]
|
|
1987
|
+
equid_df['upper_limit'] = [np.inf, ] + list(equid_df['min_score'][:-1])
|
|
1988
|
+
lift_df = pd.merge(lift_df.assign(key=1), equid_df.assign(key=1), how='left', on='key', suffixes=('', '_actual')).drop(columns=['key'])
|
|
1989
|
+
|
|
1990
|
+
# 根据lift的升降(lift_ascending)求解切分数据
|
|
1991
|
+
# 升则取不高于lift的最大值, 降则取不低于lift的最小值
|
|
1992
|
+
if lift_ascending:
|
|
1993
|
+
cond = lift_df['lift'] >= lift_df['lift_actual']
|
|
1994
|
+
else:
|
|
1995
|
+
cond = lift_df['lift'] <= lift_df['lift_actual']
|
|
1996
|
+
lift_df = lift_df.loc[cond, ].reset_index(drop=True)
|
|
1997
|
+
lift_df = lift_df.sort_values(by=['lift', 'thresholds'], ascending=[lift_ascending, False])
|
|
1998
|
+
lift_df = lift_df.groupby(['lift']).first().reset_index()
|
|
1999
|
+
lift_df = lift_df.sort_values(by=['lift'], ascending=lift_ascending)
|
|
2000
|
+
|
|
2001
|
+
# 根据分数排序, 升序时取组上限, 降序时取组下限
|
|
2002
|
+
if ascending:
|
|
2003
|
+
cols = ['lift', 'lift_actual', 'upper_limit', 'cumsum_n', 'cumsum_proportion', 'cumsum_true', 'cumavg_true']
|
|
2004
|
+
else:
|
|
2005
|
+
cols = ['lift', 'lift_actual', 'lower_limit', 'cumsum_n', 'cumsum_proportion', 'cumsum_true', 'cumavg_true']
|
|
2006
|
+
lift_df = lift_df[cols]
|
|
2007
|
+
|
|
2008
|
+
return lift_df
|