Python 预测银行信用卡客户是否流失-Python 实用宝典

# Python 预测银行信用卡客户是否流失

## 3.代码与分析

Windows环境下打开Cmd(开始—运行—CMD)，苹果系统环境下请打开Terminal(command+空格输入Terminal)，准备开始输入命令安装依赖。

```pip install numpy
pip install pandas
pip install plotly
pip install scikit-learn
pip install scikit-plot

# 这个需要conda
conda install -c conda-forge imbalanced-learn```

#### 3.1 导入需要的模块

```import numpy as np # linear algebra
import pandas as pd # data processing, CSV file I/O (e.g. pd.read_csv)
import matplotlib.pyplot as plt
import seaborn as sns
import plotly.express as ex
import plotly.graph_objs as go
import plotly.figure_factory as ff
from plotly.subplots import make_subplots
import plotly.offline as pyo
pyo.init_notebook_mode()
sns.set_style('darkgrid')
from sklearn.decomposition import PCA
from sklearn.model_selection import train_test_split,cross_val_score
from sklearn.svm import SVC
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import f1_score as f1
from sklearn.metrics import confusion_matrix
import scikitplot as skplt

plt.rc('figure',figsize=(18,9))
%pip install imbalanced-learn
from imblearn.over_sampling import SMOTE```

#### 3.2 加载数据

```c_data = pd.read_csv('./BankChurners.csv')
c_data = c_data[c_data.columns[:-2]]

#### 3.3 探索性数据分析

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Customer_Age'],name='Age Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Customer_Age'],name='Age Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of Customer Ages")
fig.show()```

`ex.pie(c_data,names='Gender',title='Propotion Of Customer Genders')`

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Dependent_count'],name='Dependent count Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Dependent_count'],name='Dependent count Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of Dependent counts (close family size)")
fig.show()```

`ex.pie(c_data,names='Education_Level',title='Propotion Of Education Levels')`

`ex.pie(c_data,names='Marital_Status',title='Propotion Of Different Marriage Statuses')`

`ex.pie(c_data,names='Income_Category',title='Propotion Of Different Income Levels')`
`ex.pie(c_data,names='Card_Category',title='Propotion Of Different Card Categories')`

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Months_on_book'],name='Months on book Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Months_on_book'],name='Months on book Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of months the customer is part of the bank")
fig.show()```

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Total_Relationship_Count'],name='Total no. of products Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Total_Relationship_Count'],name='Total no. of products Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of Total no. of products held by the customer")
fig.show()```

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Months_Inactive_12_mon'],name='number of months inactive Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Months_Inactive_12_mon'],name='number of months inactive Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of the number of months inactive in the last 12 months")
fig.show()```

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Credit_Limit'],name='Credit_Limit Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Credit_Limit'],name='Credit_Limit Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of the Credit Limit")
fig.show()```

```fig = make_subplots(rows=2, cols=1)

tr1=go.Box(x=c_data['Total_Trans_Amt'],name='Total_Trans_Amt Box Plot',boxmean=True)
tr2=go.Histogram(x=c_data['Total_Trans_Amt'],name='Total_Trans_Amt Histogram')

fig.update_layout(height=700, width=1200, title_text="Distribution of the Total Transaction Amount (Last 12 months)")
fig.show()```

`ex.pie(c_data,names='Attrition_Flag',title='Proportion of churn vs not churn customers')`

#### 3.4 数据预处理

```c_data.Attrition_Flag = c_data.Attrition_Flag.replace({'Attrited Customer':1,'Existing Customer':0})
c_data.Gender = c_data.Gender.replace({'F':1,'M':0})
c_data = pd.concat([c_data,pd.get_dummies(c_data['Education_Level']).drop(columns=['Unknown'])],axis=1)
c_data = pd.concat([c_data,pd.get_dummies(c_data['Income_Category']).drop(columns=['Unknown'])],axis=1)
c_data = pd.concat([c_data,pd.get_dummies(c_data['Marital_Status']).drop(columns=['Unknown'])],axis=1)
c_data = pd.concat([c_data,pd.get_dummies(c_data['Card_Category']).drop(columns=['Platinum'])],axis=1)
c_data.drop(columns = ['Education_Level','Income_Category','Marital_Status','Card_Category','CLIENTNUM'],inplace=True)```

`sns.heatmap(c_data.corr('pearson'),annot=True)`

#### 3.5 SMOTE模型采样

SMOTE模型经常用于解决数据不平衡的问题，它通过添加生成的少数类样本改变不平衡数据集的数据分布，是改善不平衡数据分类模型性能的流行方法之一。

```oversample = SMOTE()
X, y = oversample.fit_resample(c_data[c_data.columns[1:]], c_data[c_data.columns[0]])
usampled_df = X.assign(Churn = y)
ohe_data =usampled_df[usampled_df.columns[15:-1]].copy()
usampled_df = usampled_df.drop(columns=usampled_df.columns[15:-1])
sns.heatmap(usampled_df.corr('pearson'),annot=True)```

#### 3.6 主成分分析

```N_COMPONENTS = 4

pca_model = PCA(n_components = N_COMPONENTS )

pc_matrix = pca_model.fit_transform(ohe_data)

evr = pca_model.explained_variance_ratio_
cumsum_evr = np.cumsum(evr)

ax = sns.lineplot(x=np.arange(0,len(cumsum_evr)),y=cumsum_evr,label='Explained Variance Ratio')
ax.set_title('Explained Variance Ratio Using {} Components'.format(N_COMPONENTS))
ax = sns.lineplot(x=np.arange(0,len(cumsum_evr)),y=evr,label='Explained Variance Of Component X')
ax.set_xticks([i for i in range(0,len(cumsum_evr))])
ax.set_xlabel('Component number #')
ax.set_ylabel('Explained Variance')
plt.show()```
```usampled_df_with_pcs = pd.concat([usampled_df,pd.DataFrame(pc_matrix,columns=['PC-{}'.format(i) for i in range(0,N_COMPONENTS)])],axis=1)
usampled_df_with_pcs```

`sns.heatmap(usampled_df_with_pcs.corr('pearson'),annot=True)`

## 4.模型选择及测试

```X_features = ['Total_Trans_Ct','PC-3','PC-1','PC-0','PC-2','Total_Ct_Chng_Q4_Q1','Total_Relationship_Count']

X = usampled_df_with_pcs[X_features]
y = usampled_df_with_pcs['Churn']

train_x,test_x,train_y,test_y = train_test_split(X,y,random_state=42)```

#### 4.1 交叉验证

```rf_pipe = Pipeline(steps =[ ('scale',StandardScaler()), ("RF",RandomForestClassifier(random_state=42)) ])
svm_pipe = Pipeline(steps =[ ('scale',StandardScaler()), ("RF",SVC(random_state=42,kernel='rbf')) ])

f1_cross_val_scores = cross_val_score(rf_pipe,train_x,train_y,cv=5,scoring='f1')
svm_f1_cross_val_scores=cross_val_score(svm_pipe,train_x,train_y,cv=5,scoring='f1')```
```plt.subplot(3,1,1)
ax = sns.lineplot(x=range(0,len(f1_cross_val_scores)),y=f1_cross_val_scores)
ax.set_title('Random Forest Cross Val Scores')
ax.set_xticks([i for i in range(0,len(f1_cross_val_scores))])
ax.set_xlabel('Fold Number')
ax.set_ylabel('F1 Score')
plt.show()
plt.subplot(3,1,2)
ax.set_xlabel('Fold Number')
ax.set_ylabel('F1 Score')
plt.show()
plt.subplot(3,1,3)
ax = sns.lineplot(x=range(0,len(svm_f1_cross_val_scores)),y=svm_f1_cross_val_scores)
ax.set_title('SVM Cross Val Scores')
ax.set_xticks([i for i in range(0,len(svm_f1_cross_val_scores))])
ax.set_xlabel('Fold Number')
ax.set_ylabel('F1 Score')
plt.show()```

#### 4.2 模型预测

```rf_pipe.fit(train_x,train_y)
rf_prediction = rf_pipe.predict(test_x)

svm_pipe.fit(train_x,train_y)
svm_prediction = svm_pipe.predict(test_x)

print('F1 Score of Random Forest Model On Test Set - {}'.format(f1(rf_prediction,test_y)))
print('F1 Score of SVM Model On Test Set - {}'.format(f1(svm_prediction,test_y)))```

#### 4.3 对原始数据（采样前）进行模型预测

​接下来对原始数据进行模型预测：

```ohe_data =c_data[c_data.columns[16:]].copy()
pc_matrix = pca_model.fit_transform(ohe_data)
original_df_with_pcs = pd.concat([c_data,pd.DataFrame(pc_matrix,columns=['PC-{}'.format(i) for i in range(0,N_COMPONENTS)])],axis=1)

unsampled_data_prediction_RF = rf_pipe.predict(original_df_with_pcs[X_features])
unsampled_data_prediction_SVM = svm_pipe.predict(original_df_with_pcs[X_features])```

F1最高的随机森林模型有0.63分，偏低，这也比较正常，毕竟在这种分布不均的数据集中，查全率是很难做到很高的。

#### 4.4 结果

```ax = sns.heatmap(confusion_matrix(unsampled_data_prediction_RF,original_df_with_pcs['Attrition_Flag']),annot=True,cmap='coolwarm',fmt='d')
ax.set_title('Prediction On Original Data With Random Forest Model Confusion Matrix')
ax.set_xticklabels(['Not Churn','Churn'],fontsize=18)
ax.set_yticklabels(['Predicted Not Churn','Predicted Churn'],fontsize=18)

plt.show()```

​Python实用宝典 ( pythondict.com )