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exercise-ml's Introduction

给定金融数据,预测贷款用户是否会逾期。(status是标签:0表示未逾期,1表示逾期。)

Task1 - 构建逻辑回归模型进行预测(在构建部分数据需要进行缺失值处理和数据类型转换,如果不能处理,可以直接暴力删除) Finance1 - Baseline.ipynb

Task2 - 构建SVM和决策树模型进行预测 Finance1 - Baseline.ipynb

Task3 - 构建xgboost和lightgbm模型进行预测 Finance1 - Baseline.ipynb

Task4(模型评估) - 记录五个模型关于accuracy、precision,recall和f1-score、auc、roc的评分表格,画出auc和roc曲线图

Task5(特征工程1 - 数据预处理) - 数据类型转换, 无用特征删除, 缺失值处理(尝试不同的填充看效果)及数据探索 Finance2.1 - DataPreprocessing.ipynb

Task6(模型调优) - 使用网格搜索对模型进行调优, 并采用五折交叉验证的方式进行模型评估 Finance3 - ModelAdjustPara.ipynb

Task7(模型融合) - 对Task6调优后的模型, 进行模型融合。例如, 用目前评分最高的模型作为基准模型, 和其他模型进行stacking模型融合, 得到最终模型和评分。 Finance4 - ModelFusion.ipynb

Task8(特征工程2 - 特征选择) - 分别用IV值和随机森林挑选特征,再构建模型,进行模型评估 Finance2.2 - FeatureSelection.ipynb

Task9 - 利用给定数据, 调参融合得到结果。 Finance5 - Final.ipynb

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