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ML之shap：基于adult人口普查收入二分类预测数据集(预测年收入是否超过50k)利用shap决策图结合LightGBM模型实现异常值检测案例之详细攻略

2022-07-07 00:33:00 【一个处女座的程序猿】

基于adult人口普查收入二分类预测数据集(预测年收入是否超过50k)利用shap决策图结合LightGBM模型实现异常值检测案例之详细攻略

# 4.1、原始数据和预处理后的数据各采样一小部分样本

# 4.2、创建Explainer并计算SHAP值

# 4.3、shap决策图可视化

基于adult人口普查收入二分类预测数据集(预测年收入是否超过50k)利用shap决策图结合LightGBM模型实现异常值检测案例之详细攻略

# 1、定义数据集

age

workclass

fnlwgt

education

education_num

marital_status

occupation

relationship

race

sex

capital_gain

capital_loss

hours_per_week

native_country

salary

State-gov

77516

Bachelors

Never-married

Adm-clerical

Not-in-family

White

Male

2174

United-States

<=50K

Self-emp-not-inc

83311

Bachelors

Married-civ-spouse

Exec-managerial

Husband

White

Male

United-States

<=50K

Private

215646

HS-grad

Divorced

Handlers-cleaners

Not-in-family

White

Male

United-States

<=50K

Private

234721

11th

Married-civ-spouse

Handlers-cleaners

Husband

Black

Male

United-States

<=50K

Private

338409

Bachelors

Married-civ-spouse

Prof-specialty

Wife

Black

Female

Cuba

<=50K

Private

284582

Masters

Married-civ-spouse

Exec-managerial

Wife

White

Female

United-States

<=50K

Private

160187

9th

Married-spouse-absent

Other-service

Not-in-family

Black

Female

Jamaica

<=50K

Self-emp-not-inc

209642

HS-grad

Married-civ-spouse

Exec-managerial

Husband

White

Male

United-States

>50K

Private

45781

Masters

Never-married

Prof-specialty

Not-in-family

White

Female

14084

United-States

>50K

Private

159449

Bachelors

Married-civ-spouse

Exec-managerial

Husband

White

Male

5178

United-States

>50K

# 2、数据集预处理

# 2.1、入模特征初步筛选

df.columns
14

# 2.2、目标特征二值化

# 2.3、类别型特征编码数字化

	age	workclass	education_num	marital_status	occupation	relationship	race	sex	capital_gain	capital_loss	hours_per_week	native_country	salary
0	39	7	13	4	1	1	4	1	2174	0	40	39	0
1	50	6	13	2	4	0	4	1	0	0	13	39	0
2	38	4	9	0	6	1	4	1	0	0	40	39	0
3	53	4	7	2	6	0	2	1	0	0	40	39	0
4	28	4	13	2	10	5	2	0	0	0	40	5	0
5	37	4	14	2	4	5	4	0	0	0	40	39	0
6	49	4	5	3	8	1	2	0	0	0	16	23	0
7	52	6	9	2	4	0	4	1	0	0	45	39	1
8	31	4	14	4	10	1	4	0	14084	0	50	39	1
9	42	4	13	2	4	0	4	1	5178	0	40	39	1

# 2.4、分离特征与标签

age	workclass	education_num	marital_status	occupation	relationship	race	sex	capital_gain	capital_loss	hours_per_week	native_country
39	7	13	4	1	1	4	1	2174	0	40	39
50	6	13	2	4	0	4	1	0	0	13	39
38	4	9	0	6	1	4	1	0	0	40	39
53	4	7	2	6	0	2	1	0	0	40	39
28	4	13	2	10	5	2	0	0	0	40	5
37	4	14	2	4	5	4	0	0	0	40	39
49	4	5	3	8	1	2	0	0	0	16	23
52	6	9	2	4	0	4	1	0	0	45	39
31	4	14	4	10	1	4	0	14084	0	50	39
42	4	13	2	4	0	4	1	5178	0	40	39

salary
0
0
0
0
0
0
0
1
1
1

#3、模型训练与推理

# 3.1、数据集切分

X_test

	age	workclass	education_num	marital_status	occupation	relationship	race	sex	capital_gain	capital_loss	hours_per_week	native_country
1342	47	3	10	0	1	1	4	1	0	0	40	35
1338	71	3	13	0	13	3	4	0	2329	0	16	35
189	58	6	16	2	10	0	4	1	0	0	1	35
1332	23	3	9	4	7	1	2	1	0	0	35	35
1816	46	2	9	2	3	0	4	1	0	1902	40	35
1685	37	3	9	2	4	0	4	1	0	1902	45	35
657	34	3	9	2	3	0	4	1	0	0	45	35
1846	21	0	10	4	0	3	4	0	0	0	40	35
554	33	1	11	0	3	4	2	0	0	0	40	35
1963	49	3	13	2	12	0	4	1	0	0	50	35

# 3.2、模型建立并训练

params = {
    "max_bin": 512, "learning_rate": 0.05,
    "boosting_type": "gbdt", "objective": "binary",
    "metric": "binary_logloss", "verbose": -1,
     "min_data": 100, "random_state": 1,
    "boost_from_average": True, "num_leaves": 10 }

LGBMC = lgb.train(params, lgbD_train, 10000, 
                  valid_sets=[lgbD_test], 
                  early_stopping_rounds=50, 
                  verbose_eval=1000)

# 3.3、模型预测

	age	workclass	education_num	marital_status	occupation	relationship	race	sex	capital_gain	capital_loss	hours_per_week	native_country	y_test_predi	y_test
1342	47	3	10	0	1	1	4	1	0	0	40	35	0.045225575	0
1338	71	3	13	0	13	3	4	0	2329	0	16	35	0.074799172	0
189	58	6	16	2	10	0	4	1	0	0	1	35	0.30014332	1
1332	23	3	9	4	7	1	2	1	0	0	35	35	0.003966427	0
1816	46	2	9	2	3	0	4	1	0	1902	40	35	0.363861294	0
1685	37	3	9	2	4	0	4	1	0	1902	45	35	0.738628671	1
657	34	3	9	2	3	0	4	1	0	0	45	35	0.376412174	0
1846	21	0	10	4	0	3	4	0	0	0	40	35	0.002309884	0
554	33	1	11	0	3	4	2	0	0	0	40	35	0.060345836	1
1963	49	3	13	2	12	0	4	1	0	0	50	35	0.703506366	1

# 4、利用shap决策图进行异常值检测

# 4.1、原始数据和预处理后的数据各采样一小部分样本

# 4.2、创建Explainer并计算SHAP值

shap2exp.values.shape (100, 12, 2) 
 [[[-5.97178729e-01  5.97178729e-01]
  [-5.18879297e-03  5.18879297e-03]
  [ 1.70566444e-01 -1.70566444e-01]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 6.58794799e-02 -6.58794799e-02]
  [ 0.00000000e+00  0.00000000e+00]]

 [[-4.45574118e-01  4.45574118e-01]
  [-1.00665452e-03  1.00665452e-03]
  [-8.12237233e-01  8.12237233e-01]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 8.56381961e-01 -8.56381961e-01]
  [ 0.00000000e+00  0.00000000e+00]]

 [[-3.87412165e-01  3.87412165e-01]
  [ 1.52848351e-01 -1.52848351e-01]
  [-1.02755954e+00  1.02755954e+00]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 1.10240434e+00 -1.10240434e+00]
  [ 0.00000000e+00  0.00000000e+00]]

 ...

 [[-5.28928223e-01  5.28928223e-01]
  [ 7.14116015e-03 -7.14116015e-03]
  [-8.82241728e-01  8.82241728e-01]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 7.47521189e-02 -7.47521189e-02]
  [ 0.00000000e+00  0.00000000e+00]]

 [[ 2.20002984e+00 -2.20002984e+00]
  [ 7.75916086e-03 -7.75916086e-03]
  [ 3.95152810e-01 -3.95152810e-01]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 1.52566789e-01 -1.52566789e-01]
  [ 0.00000000e+00  0.00000000e+00]]

 [[-8.28965461e-01  8.28965461e-01]
  [-4.43687947e-02  4.43687947e-02]
  [ 3.37305776e-01 -3.37305776e-01]
  ...
  [ 0.00000000e+00  0.00000000e+00]
  [ 8.26477289e-03 -8.26477289e-03]
  [ 0.00000000e+00  0.00000000e+00]]]
shap2array.shape (100, 12) 
LightGBM binary classifier with TreeExplainer shap values output has changed to a list of ndarray
 [[ 5.97178729e-01  5.18879297e-03 -1.70566444e-01 ...  0.00000000e+00
  -6.58794799e-02  0.00000000e+00]
 [ 4.45574118e-01  1.00665452e-03  8.12237233e-01 ...  0.00000000e+00
  -8.56381961e-01  0.00000000e+00]
 [ 3.87412165e-01 -1.52848351e-01  1.02755954e+00 ...  0.00000000e+00
  -1.10240434e+00  0.00000000e+00]
 ...
 [ 5.28928223e-01 -7.14116015e-03  8.82241728e-01 ...  0.00000000e+00
  -7.47521189e-02  0.00000000e+00]
 [-2.20002984e+00 -7.75916086e-03 -3.95152810e-01 ...  0.00000000e+00
  -1.52566789e-01  0.00000000e+00]
 [ 8.28965461e-01  4.43687947e-02 -3.37305776e-01 ...  0.00000000e+00
  -8.26477289e-03  0.00000000e+00]]
mode_exp_value： -1.9982244224656025