feat: 添加强化学习项目报告及重构课程作业报告代码结构

- 新增强化学习个人项目报告,包含基于PyTorch从零实现的PPO算法
- 重构课程作业报告代码结构,提取运行时路径管理和notebook执行逻辑到独立模块
- 更新依赖文件requirements.txt,添加强化学习相关依赖
- 简化模型比较结果表格,仅保留基线逻辑回归模型数据
This commit is contained in:
2026-04-30 16:54:41 +08:00
parent 6ac02ba4fe
commit d353133b31
21 changed files with 1639 additions and 102 deletions
@@ -43,17 +43,68 @@
"execution_count": null,
"id": "a12f069a",
"metadata": {},
"outputs": [],
"source": "import xgboost as xgb\nimport optuna\noptuna.logging.set_verbosity(optuna.logging.WARNING)\n\n# GPU Fallback: 自动检测CUDA可用性,无GPU时自动切换到CPU\ntry:\n import subprocess\n result = subprocess.run(['nvidia-smi'], capture_output=True, text=True)\n USE_GPU = result.returncode == 0\nexcept:\n USE_GPU = False\n\nXGB_TREE_METHOD = 'gpu_hist' if USE_GPU else 'hist'\nXGB_DEVICE = 'cuda' if USE_GPU else 'cpu'\nprint(f'XGBoost compute method: {\"GPU (CUDA)\" if USE_GPU else \"CPU\"}')\n\nRANDOM_STATE = 42\nnp.random.seed(RANDOM_STATE)\nplt.rcParams['figure.figsize'] = (10, 6)\nplt.rcParams['font.size'] = 12\nsns.set_style('whitegrid')\nprint('All libraries imported successfully!')"
"outputs": [
{
"ename": "",
"evalue": "",
"output_type": "error",
"traceback": [
"\u001b[1;31mRunning cells with 'my_env (Python 3.10.18)' requires the ipykernel package.\n",
"\u001b[1;31m<a href='command:jupyter.createPythonEnvAndSelectController'>Create a Python Environment</a> with the required packages.\n",
"\u001b[1;31mOr install 'ipykernel' using the command: 'conda install -n my_env ipykernel --update-deps --force-reinstall'"
]
}
],
"source": [
"import xgboost as xgb\n",
"import optuna\n",
"optuna.logging.set_verbosity(optuna.logging.WARNING)\n",
"\n",
"# GPU Fallback: 自动检测CUDA可用性,无GPU时自动切换到CPU\n",
"try:\n",
" import subprocess\n",
" result = subprocess.run(['nvidia-smi'], capture_output=True, text=True)\n",
" USE_GPU = result.returncode == 0\n",
"except:\n",
" USE_GPU = False\n",
"\n",
"XGB_TREE_METHOD = 'gpu_hist' if USE_GPU else 'hist'\n",
"XGB_DEVICE = 'cuda' if USE_GPU else 'cpu'\n",
"print(f'XGBoost compute method: {\"GPU (CUDA)\" if USE_GPU else \"CPU\"}')\n",
"\n",
"RANDOM_STATE = 42\n",
"np.random.seed(RANDOM_STATE)\n",
"plt.rcParams['figure.figsize'] = (10, 6)\n",
"plt.rcParams['font.size'] = 12\n",
"sns.set_style('whitegrid')\n",
"print('All libraries imported successfully!')"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "1c4b453a",
"metadata": {},
"outputs": [],
"outputs": [
{
"ename": "",
"evalue": "",
"output_type": "error",
"traceback": [
"\u001b[1;31mRunning cells with 'my_env (Python 3.10.18)' requires the ipykernel package.\n",
"\u001b[1;31m<a href='command:jupyter.createPythonEnvAndSelectController'>Create a Python Environment</a> with the required packages.\n",
"\u001b[1;31mOr install 'ipykernel' using the command: 'conda install -n my_env ipykernel --update-deps --force-reinstall'"
]
}
],
"source": [
"DATA_DIR = r'd:\\Code\\doing_exercises\\programs\\外教作业外快\\强化学习个人课程作业报告\\dataset_final'\nOUTPUT_DIR = r'd:\\Code\\doing_exercises\\programs\\外教作业外快\\强化学习个人课程作业报告\\outputs'\n\ntrain_df = pd.read_csv(os.path.join(DATA_DIR, 'train.csv'))\nval_df = pd.read_csv(os.path.join(DATA_DIR, 'val.csv'))\ntest_df = pd.read_csv(os.path.join(DATA_DIR, 'test_features.csv'))\n\nprint(f'Train shape: {train_df.shape}')\nprint(f'Val shape: {val_df.shape}')\nprint(f'Test shape: {test_df.shape}')"
"train_df = pd.read_csv(os.path.join(DATA_DIR, 'train.csv'))\n",
"val_df = pd.read_csv(os.path.join(DATA_DIR, 'val.csv'))\n",
"test_df = pd.read_csv(os.path.join(DATA_DIR, 'test_features.csv'))\n",
"\n",
"print(f'Train shape: {train_df.shape}')\n",
"print(f'Val shape: {val_df.shape}')\n",
"print(f'Test shape: {test_df.shape}')"
]
},
{
@@ -71,7 +122,23 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== TARGET DISTRIBUTION (TRAIN) ===')\ntarget_counts = train_df['premium_risk'].value_counts()\nprint(target_counts)\nprint((target_counts / len(train_df) * 100).round(2))\n\nfig, ax = plt.subplots(figsize=(8, 5))\ncolors = ['#4CAF50', '#FFC107', '#F44336']\ntarget_counts.sort_index().plot(kind='bar', ax=ax, color=colors)\nax.set_title('Target Variable Distribution (Train)', fontsize=14)\nax.set_xlabel('Premium Risk')\nax.set_ylabel('Count')\nax.set_xticklabels(ax.get_xticklabels(), rotation=0)\nfor i, (idx, val) in enumerate(target_counts.sort_index().items()):\n ax.text(i, val + 300, f'{val}\\n({val/len(train_df)*100:.1f}%)', ha='center')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'target_distribution.png'), dpi=150)\nplt.show()"
"print('=== TARGET DISTRIBUTION (TRAIN) ===')\n",
"target_counts = train_df['premium_risk'].value_counts()\n",
"print(target_counts)\n",
"print((target_counts / len(train_df) * 100).round(2))\n",
"\n",
"fig, ax = plt.subplots(figsize=(8, 5))\n",
"colors = ['#4CAF50', '#FFC107', '#F44336']\n",
"target_counts.sort_index().plot(kind='bar', ax=ax, color=colors)\n",
"ax.set_title('Target Variable Distribution (Train)', fontsize=14)\n",
"ax.set_xlabel('Premium Risk')\n",
"ax.set_ylabel('Count')\n",
"ax.set_xticklabels(ax.get_xticklabels(), rotation=0)\n",
"for i, (idx, val) in enumerate(target_counts.sort_index().items()):\n",
" ax.text(i, val + 300, f'{val}\\n({val/len(train_df)*100:.1f}%)', ha='center')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'target_distribution.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -81,7 +148,18 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== MISSING VALUES (TRAIN) ===')\nmissing = train_df.isnull().sum()\nmissing = missing[missing > 0].sort_values(ascending=False)\nprint(missing)\n\nfig, ax = plt.subplots(figsize=(12, 6))\nmissing.plot(kind='barh', ax=ax, color='coral')\nax.set_title('Missing Values per Column (Train)', fontsize=14)\nax.set_xlabel('Count')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'missing_values.png'), dpi=150)\nplt.show()"
"print('=== MISSING VALUES (TRAIN) ===')\n",
"missing = train_df.isnull().sum()\n",
"missing = missing[missing > 0].sort_values(ascending=False)\n",
"print(missing)\n",
"\n",
"fig, ax = plt.subplots(figsize=(12, 6))\n",
"missing.plot(kind='barh', ax=ax, color='coral')\n",
"ax.set_title('Missing Values per Column (Train)', fontsize=14)\n",
"ax.set_xlabel('Count')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'missing_values.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -91,7 +169,21 @@
"metadata": {},
"outputs": [],
"source": [
"noise_cols = [c for c in train_df.columns if 'noise' in c.lower()]\nprint(f'Noise features: {noise_cols}')\n\nprint('\\n=== bureau_risk_index stats ===')\nprint(train_df['bureau_risk_index'].describe())\n\nfig, ax = plt.subplots(figsize=(8, 5))\ntrain_df.boxplot(column='bureau_risk_index', by='premium_risk', ax=ax)\nax.set_title('bureau_risk_index by Premium Risk')\nax.set_xlabel('Premium Risk')\nax.set_ylabel('bureau_risk_index')\nplt.suptitle('')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'bureau_risk_boxplot.png'), dpi=150)\nplt.show()"
"noise_cols = [c for c in train_df.columns if 'noise' in c.lower()]\n",
"print(f'Noise features: {noise_cols}')\n",
"\n",
"print('\\n=== bureau_risk_index stats ===')\n",
"print(train_df['bureau_risk_index'].describe())\n",
"\n",
"fig, ax = plt.subplots(figsize=(8, 5))\n",
"train_df.boxplot(column='bureau_risk_index', by='premium_risk', ax=ax)\n",
"ax.set_title('bureau_risk_index by Premium Risk')\n",
"ax.set_xlabel('Premium Risk')\n",
"ax.set_ylabel('bureau_risk_index')\n",
"plt.suptitle('')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'bureau_risk_boxplot.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -112,7 +204,28 @@
"metadata": {},
"outputs": [],
"source": [
"def screen_single_feature_leakage(df, target_col, feature_cols, scoring='f1_macro'):\n from sklearn.tree import DecisionTreeClassifier\n results = []\n for col in feature_cols:\n temp_df = df[[col, target_col]].dropna()\n X_temp = temp_df[[col]].values\n y_temp = temp_df[target_col].values\n le = LabelEncoder()\n y_enc = le.fit_transform(y_temp)\n try:\n clf = DecisionTreeClassifier(random_state=RANDOM_STATE, max_depth=3)\n scores = cross_val_score(clf, X_temp, y_enc, cv=3, scoring=scoring)\n results.append({'feature': col, 'mean_f1_macro': scores.mean(), 'std': scores.std()})\n except:\n results.append({'feature': col, 'mean_f1_macro': 0.0, 'std': 0.0})\n return pd.DataFrame(results).sort_values('mean_f1_macro', ascending=False)\n\nfeature_to_test = [c for c in train_df.columns if c not in ['applicant_id', 'customer_key', 'premium_risk']]\nprint('Screening single features for leakage detection (this may take a few minutes)...')\nleakage_results = screen_single_feature_leakage(train_df, 'premium_risk', feature_to_test)\nprint('\\n=== TOP 10 SINGLE-FEATURE F1 MACRO SCORES ===')\nprint(leakage_results.head(10))"
"def screen_single_feature_leakage(df, target_col, feature_cols, scoring='f1_macro'):\n",
" from sklearn.tree import DecisionTreeClassifier\n",
" results = []\n",
" for col in feature_cols:\n",
" temp_df = df[[col, target_col]].dropna()\n",
" X_temp = temp_df[[col]].values\n",
" y_temp = temp_df[target_col].values\n",
" le = LabelEncoder()\n",
" y_enc = le.fit_transform(y_temp)\n",
" try:\n",
" clf = DecisionTreeClassifier(random_state=RANDOM_STATE, max_depth=3)\n",
" scores = cross_val_score(clf, X_temp, y_enc, cv=3, scoring=scoring)\n",
" results.append({'feature': col, 'mean_f1_macro': scores.mean(), 'std': scores.std()})\n",
" except:\n",
" results.append({'feature': col, 'mean_f1_macro': 0.0, 'std': 0.0})\n",
" return pd.DataFrame(results).sort_values('mean_f1_macro', ascending=False)\n",
"\n",
"feature_to_test = [c for c in train_df.columns if c not in ['applicant_id', 'customer_key', 'premium_risk']]\n",
"print('Screening single features for leakage detection (this may take a few minutes)...')\n",
"leakage_results = screen_single_feature_leakage(train_df, 'premium_risk', feature_to_test)\n",
"print('\\n=== TOP 10 SINGLE-FEATURE F1 MACRO SCORES ===')\n",
"print(leakage_results.head(10))"
]
},
{
@@ -122,7 +235,26 @@
"metadata": {},
"outputs": [],
"source": [
"LEAKAGE_THRESHOLD = 0.85\nprint('=== LEAKAGE DETECTION RESULTS ===')\nprint(leakage_results.head(10))\n\nbureau_score = leakage_results[leakage_results['feature'] == 'bureau_risk_index']['mean_f1_macro'].values[0]\nprint(f'\\nbureau_risk_index F1 macro: {bureau_score:.4f}')\n\nif bureau_score > LEAKAGE_THRESHOLD:\n print('\\n*** ALERT: bureau_risk_index shows abnormally high predictive power! ***')\n print('*** This is consistent with a leakage feature. ***')\n print('*** ACTION: bureau_risk_index will be removed from features. ***')\n LEAKAGE_FEATURE = 'bureau_risk_index'\nelse:\n top_feat = leakage_results.iloc[0]['feature']\n top_score = leakage_results.iloc[0]['mean_f1_macro']\n print(f'\\nTop feature: {top_feat} with F1 macro = {top_score:.4f}')\n if top_score > 0.80:\n LEAKAGE_FEATURE = top_feat\n else:\n LEAKAGE_FEATURE = None"
"LEAKAGE_THRESHOLD = 0.85\n",
"print('=== LEAKAGE DETECTION RESULTS ===')\n",
"print(leakage_results.head(10))\n",
"\n",
"bureau_score = leakage_results[leakage_results['feature'] == 'bureau_risk_index']['mean_f1_macro'].values[0]\n",
"print(f'\\nbureau_risk_index F1 macro: {bureau_score:.4f}')\n",
"\n",
"if bureau_score > LEAKAGE_THRESHOLD:\n",
" print('\\n*** ALERT: bureau_risk_index shows abnormally high predictive power! ***')\n",
" print('*** This is consistent with a leakage feature. ***')\n",
" print('*** ACTION: bureau_risk_index will be removed from features. ***')\n",
" LEAKAGE_FEATURE = 'bureau_risk_index'\n",
"else:\n",
" top_feat = leakage_results.iloc[0]['feature']\n",
" top_score = leakage_results.iloc[0]['mean_f1_macro']\n",
" print(f'\\nTop feature: {top_feat} with F1 macro = {top_score:.4f}')\n",
" if top_score > 0.80:\n",
" LEAKAGE_FEATURE = top_feat\n",
" else:\n",
" LEAKAGE_FEATURE = None"
]
},
{
@@ -132,7 +264,18 @@
"metadata": {},
"outputs": [],
"source": [
"if LEAKAGE_FEATURE:\n print(f'Removing leakage feature: {LEAKAGE_FEATURE}')\n train_df_clean = train_df.drop(columns=[LEAKAGE_FEATURE])\n val_df_clean = val_df.drop(columns=[LEAKAGE_FEATURE])\n test_df_clean = test_df.drop(columns=[LEAKAGE_FEATURE])\nelse:\n print('No leakage feature to remove.')\n train_df_clean = train_df.copy()\n val_df_clean = val_df.copy()\n test_df_clean = test_df.copy()\n\nprint(f'After removal - Train: {train_df_clean.shape}, Val: {val_df_clean.shape}, Test: {test_df_clean.shape}')"
"if LEAKAGE_FEATURE:\n",
" print(f'Removing leakage feature: {LEAKAGE_FEATURE}')\n",
" train_df_clean = train_df.drop(columns=[LEAKAGE_FEATURE])\n",
" val_df_clean = val_df.drop(columns=[LEAKAGE_FEATURE])\n",
" test_df_clean = test_df.drop(columns=[LEAKAGE_FEATURE])\n",
"else:\n",
" print('No leakage feature to remove.')\n",
" train_df_clean = train_df.copy()\n",
" val_df_clean = val_df.copy()\n",
" test_df_clean = test_df.copy()\n",
"\n",
"print(f'After removal - Train: {train_df_clean.shape}, Val: {val_df_clean.shape}, Test: {test_df_clean.shape}')"
]
},
{
@@ -150,7 +293,19 @@
"metadata": {},
"outputs": [],
"source": [
"ID_COLS = ['applicant_id', 'customer_key', 'applicant_ref_code']\nNOISE_COLS = ['noise_feature_1', 'noise_feature_2', 'noise_feature_3', 'noise_feature_4', 'noise_feature_5']\nTARGET_COL = 'premium_risk'\n\nall_cols = train_df_clean.columns.tolist()\nfeature_cols_all = [c for c in all_cols if c not in ID_COLS + NOISE_COLS + [TARGET_COL]]\n\nNUMERIC_FEATURES = train_df_clean[feature_cols_all].select_dtypes(include=[np.number]).columns.tolist()\nCATEGORICAL_FEATURES = train_df_clean[feature_cols_all].select_dtypes(include=['object']).columns.tolist()\n\nprint(f'Total features: {len(feature_cols_all)}')\nprint(f'Numeric ({len(NUMERIC_FEATURES)}): {NUMERIC_FEATURES}')\nprint(f'Categorical ({len(CATEGORICAL_FEATURES)}): {CATEGORICAL_FEATURES}')"
"ID_COLS = ['applicant_id', 'customer_key', 'applicant_ref_code']\n",
"NOISE_COLS = ['noise_feature_1', 'noise_feature_2', 'noise_feature_3', 'noise_feature_4', 'noise_feature_5']\n",
"TARGET_COL = 'premium_risk'\n",
"\n",
"all_cols = train_df_clean.columns.tolist()\n",
"feature_cols_all = [c for c in all_cols if c not in ID_COLS + NOISE_COLS + [TARGET_COL]]\n",
"\n",
"NUMERIC_FEATURES = train_df_clean[feature_cols_all].select_dtypes(include=[np.number]).columns.tolist()\n",
"CATEGORICAL_FEATURES = train_df_clean[feature_cols_all].select_dtypes(include=['object']).columns.tolist()\n",
"\n",
"print(f'Total features: {len(feature_cols_all)}')\n",
"print(f'Numeric ({len(NUMERIC_FEATURES)}): {NUMERIC_FEATURES}')\n",
"print(f'Categorical ({len(CATEGORICAL_FEATURES)}): {CATEGORICAL_FEATURES}')"
]
},
{
@@ -160,7 +315,24 @@
"metadata": {},
"outputs": [],
"source": [
"numeric_transformer = Pipeline(steps=[\n ('imputer', SimpleImputer(strategy='median')),\n ('scaler', StandardScaler())\n])\n\ncategorical_transformer = Pipeline(steps=[\n ('imputer', SimpleImputer(strategy='most_frequent')),\n ('onehot', OneHotEncoder(handle_unknown='ignore', sparse_output=False))\n])\n\npreprocessor = ColumnTransformer(\n transformers=[\n ('num', numeric_transformer, NUMERIC_FEATURES),\n ('cat', categorical_transformer, CATEGORICAL_FEATURES)\n ],\n remainder='drop'\n)\nprint('Preprocessing pipeline created!')"
"numeric_transformer = Pipeline(steps=[\n",
" ('imputer', SimpleImputer(strategy='median')),\n",
" ('scaler', StandardScaler())\n",
"])\n",
"\n",
"categorical_transformer = Pipeline(steps=[\n",
" ('imputer', SimpleImputer(strategy='most_frequent')),\n",
" ('onehot', OneHotEncoder(handle_unknown='ignore', sparse_output=False))\n",
"])\n",
"\n",
"preprocessor = ColumnTransformer(\n",
" transformers=[\n",
" ('num', numeric_transformer, NUMERIC_FEATURES),\n",
" ('cat', categorical_transformer, CATEGORICAL_FEATURES)\n",
" ],\n",
" remainder='drop'\n",
")\n",
"print('Preprocessing pipeline created!')"
]
},
{
@@ -170,7 +342,18 @@
"metadata": {},
"outputs": [],
"source": [
"X_train = train_df_clean[feature_cols_all]\ny_train = train_df_clean[TARGET_COL]\nX_val = val_df_clean[feature_cols_all]\ny_val = val_df_clean[TARGET_COL]\nX_test = test_df_clean[feature_cols_all]\n\nle_target = LabelEncoder()\ny_train_enc = le_target.fit_transform(y_train)\ny_val_enc = le_target.transform(y_val)\n\nprint(f'Classes: {le_target.classes_}')\nprint(f'X_train: {X_train.shape} | X_val: {X_val.shape} | X_test: {X_test.shape}')"
"X_train = train_df_clean[feature_cols_all]\n",
"y_train = train_df_clean[TARGET_COL]\n",
"X_val = val_df_clean[feature_cols_all]\n",
"y_val = val_df_clean[TARGET_COL]\n",
"X_test = test_df_clean[feature_cols_all]\n",
"\n",
"le_target = LabelEncoder()\n",
"y_train_enc = le_target.fit_transform(y_train)\n",
"y_val_enc = le_target.transform(y_val)\n",
"\n",
"print(f'Classes: {le_target.classes_}')\n",
"print(f'X_train: {X_train.shape} | X_val: {X_val.shape} | X_test: {X_test.shape}')"
]
},
{
@@ -188,7 +371,32 @@
"metadata": {},
"outputs": [],
"source": [
"def evaluate_model(pipeline, X_tr, y_tr, X_v, y_v, le, model_name='Model'):\n y_tr_pred = pipeline.predict(X_tr)\n y_v_pred = pipeline.predict(X_v)\n results = {\n 'model': model_name,\n 'train_accuracy': accuracy_score(y_tr, y_tr_pred),\n 'val_accuracy': accuracy_score(y_v, y_v_pred),\n 'train_f1_macro': f1_score(y_tr, y_tr_pred, average='macro'),\n 'val_f1_macro': f1_score(y_v, y_v_pred, average='macro'),\n }\n f1_per_class = f1_score(y_v, y_v_pred, average=None)\n for i, cls in enumerate(le.classes_):\n results[f'val_f1_{cls}'] = f1_per_class[i]\n return results\n\ndef plot_confusion_matrix(pipeline, X_v, y_v, le, title, save_path):\n y_pred = pipeline.predict(X_v)\n fig, ax = plt.subplots(figsize=(8, 6))\n cm = confusion_matrix(y_v, y_pred)\n disp = ConfusionMatrixDisplay(confusion_matrix=cm, display_labels=le.classes_)\n disp.plot(ax=ax, cmap='Blues', values_format='d')\n ax.set_title(title, fontsize=14)\n plt.tight_layout()\n plt.savefig(save_path, dpi=150)\n plt.show()\n return cm"
"def evaluate_model(pipeline, X_tr, y_tr, X_v, y_v, le, model_name='Model'):\n",
" y_tr_pred = pipeline.predict(X_tr)\n",
" y_v_pred = pipeline.predict(X_v)\n",
" results = {\n",
" 'model': model_name,\n",
" 'train_accuracy': accuracy_score(y_tr, y_tr_pred),\n",
" 'val_accuracy': accuracy_score(y_v, y_v_pred),\n",
" 'train_f1_macro': f1_score(y_tr, y_tr_pred, average='macro'),\n",
" 'val_f1_macro': f1_score(y_v, y_v_pred, average='macro'),\n",
" }\n",
" f1_per_class = f1_score(y_v, y_v_pred, average=None)\n",
" for i, cls in enumerate(le.classes_):\n",
" results[f'val_f1_{cls}'] = f1_per_class[i]\n",
" return results\n",
"\n",
"def plot_confusion_matrix(pipeline, X_v, y_v, le, title, save_path):\n",
" y_pred = pipeline.predict(X_v)\n",
" fig, ax = plt.subplots(figsize=(8, 6))\n",
" cm = confusion_matrix(y_v, y_pred)\n",
" disp = ConfusionMatrixDisplay(confusion_matrix=cm, display_labels=le.classes_)\n",
" disp.plot(ax=ax, cmap='Blues', values_format='d')\n",
" ax.set_title(title, fontsize=14)\n",
" plt.tight_layout()\n",
" plt.savefig(save_path, dpi=150)\n",
" plt.show()\n",
" return cm"
]
},
{
@@ -198,7 +406,19 @@
"metadata": {},
"outputs": [],
"source": [
"print('Training Baseline: Logistic Regression...')\nbaseline_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', LogisticRegression(class_weight='balanced', max_iter=1000, random_state=RANDOM_STATE, n_jobs=-1))\n])\nbaseline_pipeline.fit(X_train, y_train_enc)\n\nbaseline_results = evaluate_model(baseline_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'Baseline_LR')\n\nprint('\\n=== BASELINE MODEL RESULTS ===')\nfor k, v in baseline_results.items():\n if k != 'model':\n print(f'{k}: {v:.4f}')"
"print('Training Baseline: Logistic Regression...')\n",
"baseline_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', LogisticRegression(class_weight='balanced', max_iter=1000, random_state=RANDOM_STATE, n_jobs=-1))\n",
"])\n",
"baseline_pipeline.fit(X_train, y_train_enc)\n",
"\n",
"baseline_results = evaluate_model(baseline_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'Baseline_LR')\n",
"\n",
"print('\\n=== BASELINE MODEL RESULTS ===')\n",
"for k, v in baseline_results.items():\n",
" if k != 'model':\n",
" print(f'{k}: {v:.4f}')"
]
},
{
@@ -208,7 +428,17 @@
"metadata": {},
"outputs": [],
"source": [
"plot_confusion_matrix(baseline_pipeline, X_val, y_val_enc, le_target,\n 'Baseline: Logistic Regression - Confusion Matrix',\n os.path.join(OUTPUT_DIR, 'figures', 'baseline_confusion_matrix.png'))\n\nprint('\\n=== CLASSIFICATION REPORT (VAL) ===')\ny_val_pred = baseline_pipeline.predict(X_val)\nprint(classification_report(y_val_enc, y_val_pred, target_names=le_target.classes_))\n\nall_results = [baseline_results]\npd.DataFrame(all_results).to_csv(\n os.path.join(OUTPUT_DIR, 'tables', 'model_comparison_summary.csv'), index=False)"
"plot_confusion_matrix(baseline_pipeline, X_val, y_val_enc, le_target,\n",
" 'Baseline: Logistic Regression - Confusion Matrix',\n",
" os.path.join(OUTPUT_DIR, 'figures', 'baseline_confusion_matrix.png'))\n",
"\n",
"print('\\n=== CLASSIFICATION REPORT (VAL) ===')\n",
"y_val_pred = baseline_pipeline.predict(X_val)\n",
"print(classification_report(y_val_enc, y_val_pred, target_names=le_target.classes_))\n",
"\n",
"all_results = [baseline_results]\n",
"pd.DataFrame(all_results).to_csv(\n",
" os.path.join(OUTPUT_DIR, 'tables', 'model_comparison_summary.csv'), index=False)"
]
},
{
@@ -225,7 +455,36 @@
"id": "30cd02ce",
"metadata": {},
"outputs": [],
"source": "print('Training Random Forest...')\nstart = time.time()\nrf_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', RandomForestClassifier(n_estimators=200, class_weight='balanced', random_state=RANDOM_STATE, n_jobs=-1))\n])\nrf_pipeline.fit(X_train, y_train_enc)\nrf_time = time.time() - start\n\nrf_results = evaluate_model(rf_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'RandomForest')\nrf_results['train_time'] = rf_time\n\nprint('Training XGBoost...')\nstart = time.time()\nxgb_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', xgb.XGBClassifier(n_estimators=200, learning_rate=0.1, max_depth=6,\n objective='multi:softmax', num_class=3,\n tree_method=XGB_TREE_METHOD, device=XGB_DEVICE,\n random_state=RANDOM_STATE, verbosity=0))\n])\nxgb_pipeline.fit(X_train, y_train_enc)\nxgb_time = time.time() - start\n\nxgb_results = evaluate_model(xgb_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'XGBoost')\nxgb_results['train_time'] = xgb_time\n\nprint(f'RF time: {rf_time:.2f}s | XGB time: {xgb_time:.2f}s')"
"source": [
"print('Training Random Forest...')\n",
"start = time.time()\n",
"rf_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', RandomForestClassifier(n_estimators=200, class_weight='balanced', random_state=RANDOM_STATE, n_jobs=-1))\n",
"])\n",
"rf_pipeline.fit(X_train, y_train_enc)\n",
"rf_time = time.time() - start\n",
"\n",
"rf_results = evaluate_model(rf_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'RandomForest')\n",
"rf_results['train_time'] = rf_time\n",
"\n",
"print('Training XGBoost...')\n",
"start = time.time()\n",
"xgb_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', xgb.XGBClassifier(n_estimators=200, learning_rate=0.1, max_depth=6,\n",
" objective='multi:softmax', num_class=3,\n",
" tree_method=XGB_TREE_METHOD, device=XGB_DEVICE,\n",
" random_state=RANDOM_STATE, verbosity=0))\n",
"])\n",
"xgb_pipeline.fit(X_train, y_train_enc)\n",
"xgb_time = time.time() - start\n",
"\n",
"xgb_results = evaluate_model(xgb_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'XGBoost')\n",
"xgb_results['train_time'] = xgb_time\n",
"\n",
"print(f'RF time: {rf_time:.2f}s | XGB time: {xgb_time:.2f}s')"
]
},
{
"cell_type": "code",
@@ -234,7 +493,17 @@
"metadata": {},
"outputs": [],
"source": [
"all_results.append(rf_results)\nall_results.append(xgb_results)\nresults_df = pd.DataFrame(all_results)\n\nprint('\\n=== MODEL COMPARISON SUMMARY ===')\ndisplay_cols = ['model', 'train_accuracy', 'val_accuracy', 'train_f1_macro', 'val_f1_macro', 'train_time']\nprint(results_df[display_cols].round(4).to_string(index=False))\n\nprint('\\n=== CLASS-WISE F1 (VAL) ===')\nclass_cols = [c for c in results_df.columns if c.startswith('val_f1_') and c != 'val_f1_macro']\nprint(results_df[['model'] + class_cols].round(4).to_string(index=False))"
"all_results.append(rf_results)\n",
"all_results.append(xgb_results)\n",
"results_df = pd.DataFrame(all_results)\n",
"\n",
"print('\\n=== MODEL COMPARISON SUMMARY ===')\n",
"display_cols = ['model', 'train_accuracy', 'val_accuracy', 'train_f1_macro', 'val_f1_macro', 'train_time']\n",
"print(results_df[display_cols].round(4).to_string(index=False))\n",
"\n",
"print('\\n=== CLASS-WISE F1 (VAL) ===')\n",
"class_cols = [c for c in results_df.columns if c.startswith('val_f1_') and c != 'val_f1_macro']\n",
"print(results_df[['model'] + class_cols].round(4).to_string(index=False))"
]
},
{
@@ -244,7 +513,28 @@
"metadata": {},
"outputs": [],
"source": [
"fig, axes = plt.subplots(1, 2, figsize=(14, 5))\nmodels = results_df['model'].tolist()\nval_f1 = results_df['val_f1_macro'].tolist()\nval_acc = results_df['val_accuracy'].tolist()\n\nbars1 = axes[0].bar(models, val_f1, color=['#2196F3', '#4CAF50', '#FF9800'])\naxes[0].set_title('Validation Macro-F1 Comparison', fontsize=13)\naxes[0].set_ylabel('Macro-F1')\naxes[0].set_ylim(0, 1)\nfor bar, val in zip(bars1, val_f1):\n axes[0].text(bar.get_x() + bar.get_width()/2, bar.get_height() + 0.01, f'{val:.4f}', ha='center')\n\nbars2 = axes[1].bar(models, val_acc, color=['#2196F3', '#4CAF50', '#FF9800'])\naxes[1].set_title('Validation Accuracy Comparison', fontsize=13)\naxes[1].set_ylabel('Accuracy')\naxes[1].set_ylim(0, 1)\nfor bar, val in zip(bars2, val_acc):\n axes[1].text(bar.get_x() + bar.get_width()/2, bar.get_height() + 0.01, f'{val:.4f}', ha='center')\n\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'model_comparison.png'), dpi=150)\nplt.show()"
"fig, axes = plt.subplots(1, 2, figsize=(14, 5))\n",
"models = results_df['model'].tolist()\n",
"val_f1 = results_df['val_f1_macro'].tolist()\n",
"val_acc = results_df['val_accuracy'].tolist()\n",
"\n",
"bars1 = axes[0].bar(models, val_f1, color=['#2196F3', '#4CAF50', '#FF9800'])\n",
"axes[0].set_title('Validation Macro-F1 Comparison', fontsize=13)\n",
"axes[0].set_ylabel('Macro-F1')\n",
"axes[0].set_ylim(0, 1)\n",
"for bar, val in zip(bars1, val_f1):\n",
" axes[0].text(bar.get_x() + bar.get_width()/2, bar.get_height() + 0.01, f'{val:.4f}', ha='center')\n",
"\n",
"bars2 = axes[1].bar(models, val_acc, color=['#2196F3', '#4CAF50', '#FF9800'])\n",
"axes[1].set_title('Validation Accuracy Comparison', fontsize=13)\n",
"axes[1].set_ylabel('Accuracy')\n",
"axes[1].set_ylim(0, 1)\n",
"for bar, val in zip(bars2, val_acc):\n",
" axes[1].text(bar.get_x() + bar.get_width()/2, bar.get_height() + 0.01, f'{val:.4f}', ha='center')\n",
"\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'model_comparison.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -254,7 +544,13 @@
"metadata": {},
"outputs": [],
"source": [
"plot_confusion_matrix(rf_pipeline, X_val, y_val_enc, le_target,\n 'Random Forest - Confusion Matrix',\n os.path.join(OUTPUT_DIR, 'figures', 'rf_confusion_matrix.png'))\n\nplot_confusion_matrix(xgb_pipeline, X_val, y_val_enc, le_target,\n 'XGBoost - Confusion Matrix',\n os.path.join(OUTPUT_DIR, 'figures', 'xgb_confusion_matrix.png'))"
"plot_confusion_matrix(rf_pipeline, X_val, y_val_enc, le_target,\n",
" 'Random Forest - Confusion Matrix',\n",
" os.path.join(OUTPUT_DIR, 'figures', 'rf_confusion_matrix.png'))\n",
"\n",
"plot_confusion_matrix(xgb_pipeline, X_val, y_val_enc, le_target,\n",
" 'XGBoost - Confusion Matrix',\n",
" os.path.join(OUTPUT_DIR, 'figures', 'xgb_confusion_matrix.png'))"
]
},
{
@@ -272,7 +568,17 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== BAGGING VS BOOSTING ANALYSIS ===')\nrf_val_f1 = rf_results['val_f1_macro']\nrf_train_f1 = rf_results['train_f1_macro']\nrf_gap = rf_train_f1 - rf_val_f1\n\nxgb_val_f1 = xgb_results['val_f1_macro']\nxgb_train_f1 = xgb_results['train_f1_macro']\nxgb_gap = xgb_train_f1 - xgb_val_f1\n\nprint(f'Random Forest - val_f1_macro: {rf_val_f1:.4f}, overfitting gap: {rf_gap:.4f}')\nprint(f'XGBoost - val_f1_macro: {xgb_val_f1:.4f}, overfitting gap: {xgb_gap:.4f}')"
"print('=== BAGGING VS BOOSTING ANALYSIS ===')\n",
"rf_val_f1 = rf_results['val_f1_macro']\n",
"rf_train_f1 = rf_results['train_f1_macro']\n",
"rf_gap = rf_train_f1 - rf_val_f1\n",
"\n",
"xgb_val_f1 = xgb_results['val_f1_macro']\n",
"xgb_train_f1 = xgb_results['train_f1_macro']\n",
"xgb_gap = xgb_train_f1 - xgb_val_f1\n",
"\n",
"print(f'Random Forest - val_f1_macro: {rf_val_f1:.4f}, overfitting gap: {rf_gap:.4f}')\n",
"print(f'XGBoost - val_f1_macro: {xgb_val_f1:.4f}, overfitting gap: {xgb_gap:.4f}')"
]
},
{
@@ -289,7 +595,40 @@
"id": "e6361576",
"metadata": {},
"outputs": [],
"source": "def objective(trial):\n params = {\n 'n_estimators': trial.suggest_int('n_estimators', 100, 500),\n 'max_depth': trial.suggest_int('max_depth', 3, 10),\n 'learning_rate': trial.suggest_float('learning_rate', 0.01, 0.3, log=True),\n 'min_child_weight': trial.suggest_int('min_child_weight', 1, 10),\n 'subsample': trial.suggest_float('subsample', 0.5, 1.0),\n 'colsample_bytree': trial.suggest_float('colsample_bytree', 0.5, 1.0),\n 'gamma': trial.suggest_float('gamma', 0, 5),\n 'reg_alpha': trial.suggest_float('reg_alpha', 1e-4, 10.0, log=True),\n 'reg_lambda': trial.suggest_float('reg_lambda', 1e-4, 10.0, log=True),\n 'objective': 'multi:softmax',\n 'num_class': 3,\n 'random_state': RANDOM_STATE,\n 'tree_method': XGB_TREE_METHOD,\n 'device': XGB_DEVICE,\n 'verbosity': 0\n }\n pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', xgb.XGBClassifier(**params))\n ])\n pipeline.fit(X_train, y_train_enc)\n y_pred = pipeline.predict(X_val)\n score = f1_score(y_val_enc, y_pred, average='macro')\n return score\n\nprint('Starting Optuna hyperparameter optimisation (30 trials)...')\nstudy = optuna.create_study(direction='maximize', sampler=optuna.samplers.TPESampler(seed=RANDOM_STATE))\nstudy.optimize(objective, n_trials=30, show_progress_bar=False)\n\nprint(f'Best trial: {study.best_trial.number} | Best macro-F1: {study.best_value:.4f}')"
"source": [
"def objective(trial):\n",
" params = {\n",
" 'n_estimators': trial.suggest_int('n_estimators', 100, 500),\n",
" 'max_depth': trial.suggest_int('max_depth', 3, 10),\n",
" 'learning_rate': trial.suggest_float('learning_rate', 0.01, 0.3, log=True),\n",
" 'min_child_weight': trial.suggest_int('min_child_weight', 1, 10),\n",
" 'subsample': trial.suggest_float('subsample', 0.5, 1.0),\n",
" 'colsample_bytree': trial.suggest_float('colsample_bytree', 0.5, 1.0),\n",
" 'gamma': trial.suggest_float('gamma', 0, 5),\n",
" 'reg_alpha': trial.suggest_float('reg_alpha', 1e-4, 10.0, log=True),\n",
" 'reg_lambda': trial.suggest_float('reg_lambda', 1e-4, 10.0, log=True),\n",
" 'objective': 'multi:softmax',\n",
" 'num_class': 3,\n",
" 'random_state': RANDOM_STATE,\n",
" 'tree_method': XGB_TREE_METHOD,\n",
" 'device': XGB_DEVICE,\n",
" 'verbosity': 0\n",
" }\n",
" pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', xgb.XGBClassifier(**params))\n",
" ])\n",
" pipeline.fit(X_train, y_train_enc)\n",
" y_pred = pipeline.predict(X_val)\n",
" score = f1_score(y_val_enc, y_pred, average='macro')\n",
" return score\n",
"\n",
"print('Starting Optuna hyperparameter optimisation (30 trials)...')\n",
"study = optuna.create_study(direction='maximize', sampler=optuna.samplers.TPESampler(seed=RANDOM_STATE))\n",
"study.optimize(objective, n_trials=30, show_progress_bar=False)\n",
"\n",
"print(f'Best trial: {study.best_trial.number} | Best macro-F1: {study.best_value:.4f}')"
]
},
{
"cell_type": "code",
@@ -298,7 +637,22 @@
"metadata": {},
"outputs": [],
"source": [
"print('\\n=== BEST HYPERPARAMETERS ===')\nbest_params = study.best_params\nfor k, v in best_params.items():\n print(f' {k}: {v}')\n\nfig = optuna.visualization.matplotlib.plot_optimization_history(study)\nplt.title('Optuna Optimization History')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'optuna_optimization_history.png'), dpi=150)\nplt.show()\n\nfig = optuna.visualization.matplotlib.plot_param_importances(study)\nplt.title('Hyperparameter Importance')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'optuna_param_importance.png'), dpi=150)\nplt.show()"
"print('\\n=== BEST HYPERPARAMETERS ===')\n",
"best_params = study.best_params\n",
"for k, v in best_params.items():\n",
" print(f' {k}: {v}')\n",
"\n",
"fig = optuna.visualization.matplotlib.plot_optimization_history(study)\n",
"plt.title('Optuna Optimization History')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'optuna_optimization_history.png'), dpi=150)\n",
"plt.show()\n",
"\n",
"fig = optuna.visualization.matplotlib.plot_param_importances(study)\n",
"plt.title('Hyperparameter Importance')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'optuna_param_importance.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -307,7 +661,37 @@
"id": "640263ea",
"metadata": {},
"outputs": [],
"source": "best_xgb_params = {\n **study.best_params,\n 'objective': 'multi:softmax',\n 'num_class': 3,\n 'random_state': RANDOM_STATE,\n 'tree_method': XGB_TREE_METHOD,\n 'device': XGB_DEVICE,\n 'verbosity': 0\n}\n\nprint('Training tuned XGBoost...')\nimport time\nstart = time.time()\ntuned_xgb_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', xgb.XGBClassifier(**best_xgb_params))\n])\ntuned_xgb_pipeline.fit(X_train, y_train_enc)\ntuned_time = time.time() - start\n\ntuned_results = evaluate_model(tuned_xgb_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'XGBoost_Tuned')\ntuned_results['train_time'] = tuned_time\n\nprint('\\n=== TUNED XGBOOST RESULTS ===')\nfor k, v in tuned_results.items():\n if k != 'model':\n print(f'{k}: {v:.4f}')\n\nprint(f'\\nTuning improvement (macro-F1): +{tuned_results[\"val_f1_macro\"] - xgb_results[\"val_f1_macro\"]:.4f}')"
"source": [
"best_xgb_params = {\n",
" **study.best_params,\n",
" 'objective': 'multi:softmax',\n",
" 'num_class': 3,\n",
" 'random_state': RANDOM_STATE,\n",
" 'tree_method': XGB_TREE_METHOD,\n",
" 'device': XGB_DEVICE,\n",
" 'verbosity': 0\n",
"}\n",
"\n",
"print('Training tuned XGBoost...')\n",
"import time\n",
"start = time.time()\n",
"tuned_xgb_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', xgb.XGBClassifier(**best_xgb_params))\n",
"])\n",
"tuned_xgb_pipeline.fit(X_train, y_train_enc)\n",
"tuned_time = time.time() - start\n",
"\n",
"tuned_results = evaluate_model(tuned_xgb_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'XGBoost_Tuned')\n",
"tuned_results['train_time'] = tuned_time\n",
"\n",
"print('\\n=== TUNED XGBOOST RESULTS ===')\n",
"for k, v in tuned_results.items():\n",
" if k != 'model':\n",
" print(f'{k}: {v:.4f}')\n",
"\n",
"print(f'\\nTuning improvement (macro-F1): +{tuned_results[\"val_f1_macro\"] - xgb_results[\"val_f1_macro\"]:.4f}')"
]
},
{
"cell_type": "code",
@@ -316,7 +700,11 @@
"metadata": {},
"outputs": [],
"source": [
"all_results.append(tuned_results)\nresults_df = pd.DataFrame(all_results)\n\nprint('\\n=== BEFORE VS AFTER TUNING ===')\nprint(results_df[['model', 'val_f1_macro', 'val_accuracy', 'train_time']].round(4).to_string(index=False))"
"all_results.append(tuned_results)\n",
"results_df = pd.DataFrame(all_results)\n",
"\n",
"print('\\n=== BEFORE VS AFTER TUNING ===')\n",
"print(results_df[['model', 'val_f1_macro', 'val_accuracy', 'train_time']].round(4).to_string(index=False))"
]
},
{
@@ -339,7 +727,47 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== CATEGORY A: IMPROVED MISSING VALUE HANDLING ===')\n\nMISSING_COLS = ['net_monthly_income_gbp', 'avg_payment_delay_days', 'monthly_investment_gbp',\n 'prior_debt_products', 'account_tenure']\n\nfor col in MISSING_COLS:\n missing_col_name = f'{col}_missing'\n train_df_clean[missing_col_name] = train_df_clean[col].isnull().astype(int)\n val_df_clean[missing_col_name] = val_df_clean[col].isnull().astype(int)\n test_df_clean[missing_col_name] = test_df_clean[col].isnull().astype(int)\n print(f'Added missing indicator: {missing_col_name}')\n\nfeature_cols_catA = feature_cols_all + [f'{c}_missing' for c in MISSING_COLS]\nprint(f'\\nFeature columns after adding indicators: {len(feature_cols_catA)}')\n\nX_train_A = train_df_clean[feature_cols_catA]\nX_val_A = val_df_clean[feature_cols_catA]\nX_test_A = test_df_clean[feature_cols_catA]\n\nNUMERIC_FEATURES_A = X_train_A.select_dtypes(include=[np.number]).columns.tolist()\nCATEGORICAL_FEATURES_A = X_train_A.select_dtypes(include=['object']).columns.tolist()\n\npreprocessor_A = ColumnTransformer(\n transformers=[\n ('num', numeric_transformer, NUMERIC_FEATURES_A),\n ('cat', categorical_transformer, CATEGORICAL_FEATURES_A)\n ],\n remainder='drop'\n)\n\ncatA_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor_A),\n ('classifier', xgb.XGBClassifier(**best_xgb_params))\n])\ncatA_pipeline.fit(X_train_A, y_train_enc)\n\ncatA_results = evaluate_model(catA_pipeline, X_train_A, y_train_enc, X_val_A, y_val_enc, le_target, 'XGB_CatA_MissingHandling')\n\nprint('\\n=== CATEGORY A RESULTS ===')\nprint(f'val_f1_macro: {catA_results[\"val_f1_macro\"]:.4f}')\nprint(f'val_accuracy: {catA_results[\"val_accuracy\"]:.4f}')"
"print('=== CATEGORY A: IMPROVED MISSING VALUE HANDLING ===')\n",
"\n",
"MISSING_COLS = ['net_monthly_income_gbp', 'avg_payment_delay_days', 'monthly_investment_gbp',\n",
" 'prior_debt_products', 'account_tenure']\n",
"\n",
"for col in MISSING_COLS:\n",
" missing_col_name = f'{col}_missing'\n",
" train_df_clean[missing_col_name] = train_df_clean[col].isnull().astype(int)\n",
" val_df_clean[missing_col_name] = val_df_clean[col].isnull().astype(int)\n",
" test_df_clean[missing_col_name] = test_df_clean[col].isnull().astype(int)\n",
" print(f'Added missing indicator: {missing_col_name}')\n",
"\n",
"feature_cols_catA = feature_cols_all + [f'{c}_missing' for c in MISSING_COLS]\n",
"print(f'\\nFeature columns after adding indicators: {len(feature_cols_catA)}')\n",
"\n",
"X_train_A = train_df_clean[feature_cols_catA]\n",
"X_val_A = val_df_clean[feature_cols_catA]\n",
"X_test_A = test_df_clean[feature_cols_catA]\n",
"\n",
"NUMERIC_FEATURES_A = X_train_A.select_dtypes(include=[np.number]).columns.tolist()\n",
"CATEGORICAL_FEATURES_A = X_train_A.select_dtypes(include=['object']).columns.tolist()\n",
"\n",
"preprocessor_A = ColumnTransformer(\n",
" transformers=[\n",
" ('num', numeric_transformer, NUMERIC_FEATURES_A),\n",
" ('cat', categorical_transformer, CATEGORICAL_FEATURES_A)\n",
" ],\n",
" remainder='drop'\n",
")\n",
"\n",
"catA_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor_A),\n",
" ('classifier', xgb.XGBClassifier(**best_xgb_params))\n",
"])\n",
"catA_pipeline.fit(X_train_A, y_train_enc)\n",
"\n",
"catA_results = evaluate_model(catA_pipeline, X_train_A, y_train_enc, X_val_A, y_val_enc, le_target, 'XGB_CatA_MissingHandling')\n",
"\n",
"print('\\n=== CATEGORY A RESULTS ===')\n",
"print(f'val_f1_macro: {catA_results[\"val_f1_macro\"]:.4f}')\n",
"print(f'val_accuracy: {catA_results[\"val_accuracy\"]:.4f}')"
]
},
{
@@ -349,7 +777,31 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== CATEGORY D: SOFT VOTING ENSEMBLE ===')\nprint('Training Soft Voting Ensemble (RF + XGBoost)...')\n\nrf_clf = RandomForestClassifier(n_estimators=200, class_weight='balanced', random_state=RANDOM_STATE, n_jobs=-1)\nxgb_clf = xgb.XGBClassifier(**best_xgb_params)\n\nvoting_clf = VotingClassifier(\n estimators=[\n ('rf', rf_clf),\n ('xgb', xgb_clf)\n ],\n voting='soft',\n n_jobs=-1\n)\n\nensemble_pipeline = Pipeline(steps=[\n ('preprocessor', preprocessor),\n ('classifier', voting_clf)\n])\nensemble_pipeline.fit(X_train, y_train_enc)\n\nensemble_results = evaluate_model(ensemble_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'Ensemble_SoftVoting')\n\nprint(f'Ensemble val_f1_macro: {ensemble_results[\"val_f1_macro\"]:.4f}')\nprint(f'Ensemble val_accuracy: {ensemble_results[\"val_accuracy\"]:.4f}')"
"print('=== CATEGORY D: SOFT VOTING ENSEMBLE ===')\n",
"print('Training Soft Voting Ensemble (RF + XGBoost)...')\n",
"\n",
"rf_clf = RandomForestClassifier(n_estimators=200, class_weight='balanced', random_state=RANDOM_STATE, n_jobs=-1)\n",
"xgb_clf = xgb.XGBClassifier(**best_xgb_params)\n",
"\n",
"voting_clf = VotingClassifier(\n",
" estimators=[\n",
" ('rf', rf_clf),\n",
" ('xgb', xgb_clf)\n",
" ],\n",
" voting='soft',\n",
" n_jobs=-1\n",
")\n",
"\n",
"ensemble_pipeline = Pipeline(steps=[\n",
" ('preprocessor', preprocessor),\n",
" ('classifier', voting_clf)\n",
"])\n",
"ensemble_pipeline.fit(X_train, y_train_enc)\n",
"\n",
"ensemble_results = evaluate_model(ensemble_pipeline, X_train, y_train_enc, X_val, y_val_enc, le_target, 'Ensemble_SoftVoting')\n",
"\n",
"print(f'Ensemble val_f1_macro: {ensemble_results[\"val_f1_macro\"]:.4f}')\n",
"print(f'Ensemble val_accuracy: {ensemble_results[\"val_accuracy\"]:.4f}')"
]
},
{
@@ -359,7 +811,20 @@
"metadata": {},
"outputs": [],
"source": [
"all_results.append(catA_results)\nall_results.append(ensemble_results)\nresults_df = pd.DataFrame(all_results)\n\nprint('\\n=== PERSONALISED IMPROVEMENT SUMMARY ===')\nprint(results_df[['model', 'val_f1_macro', 'val_accuracy']].round(4).to_string(index=False))\n\nresults_df.to_csv(\n os.path.join(OUTPUT_DIR, 'tables', 'personalised_improvement_summary.csv'), index=False)\n\nimprove_A = catA_results['val_f1_macro'] - tuned_results['val_f1_macro']\nimprove_D = ensemble_results['val_f1_macro'] - tuned_results['val_f1_macro']\nprint(f'\\nCategory A improvement (vs Tuned): +{improve_A:.4f}')\nprint(f'Category D improvement (vs Tuned): +{improve_D:.4f}')"
"all_results.append(catA_results)\n",
"all_results.append(ensemble_results)\n",
"results_df = pd.DataFrame(all_results)\n",
"\n",
"print('\\n=== PERSONALISED IMPROVEMENT SUMMARY ===')\n",
"print(results_df[['model', 'val_f1_macro', 'val_accuracy']].round(4).to_string(index=False))\n",
"\n",
"results_df.to_csv(\n",
" os.path.join(OUTPUT_DIR, 'tables', 'personalised_improvement_summary.csv'), index=False)\n",
"\n",
"improve_A = catA_results['val_f1_macro'] - tuned_results['val_f1_macro']\n",
"improve_D = ensemble_results['val_f1_macro'] - tuned_results['val_f1_macro']\n",
"print(f'\\nCategory A improvement (vs Tuned): +{improve_A:.4f}')\n",
"print(f'Category D improvement (vs Tuned): +{improve_D:.4f}')"
]
},
{
@@ -377,7 +842,58 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== K-MEANS & GMM CLUSTERING ===')\n\npreprocessor_eval = ColumnTransformer(\n transformers=[\n ('num', numeric_transformer, NUMERIC_FEATURES),\n ('cat', categorical_transformer, CATEGORICAL_FEATURES)\n ],\n remainder='drop'\n)\n\nX_train_scaled = preprocessor_eval.fit_transform(X_train)\nprint(f'Scaled training data shape: {X_train_scaled.shape}')\n\npca = PCA(n_components=2, random_state=RANDOM_STATE)\nX_train_pca = pca.fit_transform(X_train_scaled)\nprint(f'PCA explained variance: {pca.explained_variance_ratio_.sum():.4f}')\n\nk_range = range(2, 9)\nkmeans_results = []\ngmm_results = []\n\nfor k in k_range:\n print(f' Running k={k}...')\n \n km = KMeans(n_clusters=k, random_state=RANDOM_STATE, n_init=10)\n km_labels = km.fit_predict(X_train_scaled)\n sil_km = silhouette_score(X_train_scaled, km_labels)\n \n gmm_model = GaussianMixture(n_components=k, random_state=RANDOM_STATE, n_init=5)\n gmm_labels = gmm_model.fit_predict(X_train_scaled)\n sil_gmm = silhouette_score(X_train_scaled, gmm_labels)\n \n kmeans_results.append({\n 'k': k,\n 'inertia': km.inertia_,\n 'silhouette_x': sil_km\n })\n gmm_results.append({\n 'k': k,\n 'log_likelihood': gmm_model.score(X_train_scaled) * X_train_scaled.shape[0],\n 'bic': gmm_model.bic(X_train_scaled),\n 'aic': gmm_model.aic(X_train_scaled),\n 'silhouette_y': sil_gmm\n })\n\nkm_df = pd.DataFrame(kmeans_results)\ngmm_df = pd.DataFrame(gmm_results)\ncluster_df = km_df.merge(gmm_df, on='k')\nprint('\\n=== CLUSTERING COMPARISON ===')\nprint(cluster_df.round(4).to_string(index=False))\n\ncluster_df.to_csv(os.path.join(OUTPUT_DIR, 'tables', 'clustering_comparison.csv'), index=False)"
"print('=== K-MEANS & GMM CLUSTERING ===')\n",
"\n",
"preprocessor_eval = ColumnTransformer(\n",
" transformers=[\n",
" ('num', numeric_transformer, NUMERIC_FEATURES),\n",
" ('cat', categorical_transformer, CATEGORICAL_FEATURES)\n",
" ],\n",
" remainder='drop'\n",
")\n",
"\n",
"X_train_scaled = preprocessor_eval.fit_transform(X_train)\n",
"print(f'Scaled training data shape: {X_train_scaled.shape}')\n",
"\n",
"pca = PCA(n_components=2, random_state=RANDOM_STATE)\n",
"X_train_pca = pca.fit_transform(X_train_scaled)\n",
"print(f'PCA explained variance: {pca.explained_variance_ratio_.sum():.4f}')\n",
"\n",
"k_range = range(2, 9)\n",
"kmeans_results = []\n",
"gmm_results = []\n",
"\n",
"for k in k_range:\n",
" print(f' Running k={k}...')\n",
" \n",
" km = KMeans(n_clusters=k, random_state=RANDOM_STATE, n_init=10)\n",
" km_labels = km.fit_predict(X_train_scaled)\n",
" sil_km = silhouette_score(X_train_scaled, km_labels)\n",
" \n",
" gmm_model = GaussianMixture(n_components=k, random_state=RANDOM_STATE, n_init=5)\n",
" gmm_labels = gmm_model.fit_predict(X_train_scaled)\n",
" sil_gmm = silhouette_score(X_train_scaled, gmm_labels)\n",
" \n",
" kmeans_results.append({\n",
" 'k': k,\n",
" 'inertia': km.inertia_,\n",
" 'silhouette_x': sil_km\n",
" })\n",
" gmm_results.append({\n",
" 'k': k,\n",
" 'log_likelihood': gmm_model.score(X_train_scaled) * X_train_scaled.shape[0],\n",
" 'bic': gmm_model.bic(X_train_scaled),\n",
" 'aic': gmm_model.aic(X_train_scaled),\n",
" 'silhouette_y': sil_gmm\n",
" })\n",
"\n",
"km_df = pd.DataFrame(kmeans_results)\n",
"gmm_df = pd.DataFrame(gmm_results)\n",
"cluster_df = km_df.merge(gmm_df, on='k')\n",
"print('\\n=== CLUSTERING COMPARISON ===')\n",
"print(cluster_df.round(4).to_string(index=False))\n",
"\n",
"cluster_df.to_csv(os.path.join(OUTPUT_DIR, 'tables', 'clustering_comparison.csv'), index=False)"
]
},
{
@@ -387,7 +903,33 @@
"metadata": {},
"outputs": [],
"source": [
"fig, axes = plt.subplots(1, 3, figsize=(15, 4))\n\naxes[0].plot(cluster_df['k'], cluster_df['inertia'], 'bo-', label='K-Means Inertia', linewidth=2)\naxes[0].set_xlabel('k')\naxes[0].set_ylabel('Inertia')\naxes[0].set_title('K-Means: Elbow Method')\naxes[0].grid(True)\n\naxes[1].plot(cluster_df['k'], cluster_df['bic'], 'g^-', label='BIC', linewidth=2)\naxes[1].plot(cluster_df['k'], cluster_df['aic'], 'rs--', label='AIC', linewidth=2)\naxes[1].set_xlabel('k')\naxes[1].set_ylabel('Score')\naxes[1].set_title('GMM: BIC & AIC (lower is better)')\naxes[1].legend()\naxes[1].grid(True)\n\naxes[2].plot(cluster_df['k'], cluster_df['silhouette_x'], 'bo-', label='K-Means', linewidth=2)\naxes[2].plot(cluster_df['k'], cluster_df['silhouette_y'], 'g^-', label='GMM', linewidth=2)\naxes[2].set_xlabel('k')\naxes[2].set_ylabel('Silhouette Score')\naxes[2].set_title('Silhouette Score Comparison (higher is better)')\naxes[2].legend()\naxes[2].grid(True)\n\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'clustering_comparison.png'), dpi=150)\nplt.show()"
"fig, axes = plt.subplots(1, 3, figsize=(15, 4))\n",
"\n",
"axes[0].plot(cluster_df['k'], cluster_df['inertia'], 'bo-', label='K-Means Inertia', linewidth=2)\n",
"axes[0].set_xlabel('k')\n",
"axes[0].set_ylabel('Inertia')\n",
"axes[0].set_title('K-Means: Elbow Method')\n",
"axes[0].grid(True)\n",
"\n",
"axes[1].plot(cluster_df['k'], cluster_df['bic'], 'g^-', label='BIC', linewidth=2)\n",
"axes[1].plot(cluster_df['k'], cluster_df['aic'], 'rs--', label='AIC', linewidth=2)\n",
"axes[1].set_xlabel('k')\n",
"axes[1].set_ylabel('Score')\n",
"axes[1].set_title('GMM: BIC & AIC (lower is better)')\n",
"axes[1].legend()\n",
"axes[1].grid(True)\n",
"\n",
"axes[2].plot(cluster_df['k'], cluster_df['silhouette_x'], 'bo-', label='K-Means', linewidth=2)\n",
"axes[2].plot(cluster_df['k'], cluster_df['silhouette_y'], 'g^-', label='GMM', linewidth=2)\n",
"axes[2].set_xlabel('k')\n",
"axes[2].set_ylabel('Silhouette Score')\n",
"axes[2].set_title('Silhouette Score Comparison (higher is better)')\n",
"axes[2].legend()\n",
"axes[2].grid(True)\n",
"\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'clustering_comparison.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -397,7 +939,22 @@
"metadata": {},
"outputs": [],
"source": [
"best_k = cluster_df.loc[cluster_df['silhouette_x'].idxmax(), 'k']\nprint(f'Best K for K-Means (by silhouette): {best_k}')\n\nkm_best = KMeans(n_clusters=int(best_k), random_state=RANDOM_STATE, n_init=10)\nkm_best_labels = km_best.fit_predict(X_train_scaled)\n\nfig, ax = plt.subplots(figsize=(8, 6))\nscatter = ax.scatter(X_train_pca[:, 0], X_train_pca[:, 1],\n c=km_best_labels, cmap='viridis', alpha=0.5, s=10)\nax.set_xlabel('PC1')\nax.set_ylabel('PC2')\nax.set_title(f'K-Means Clustering (k={best_k}) - PCA Visualization')\nplt.colorbar(scatter, ax=ax, label='Cluster')\nplt.tight_layout()\nplt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'clustering_visualization.png'), dpi=150)\nplt.show()"
"best_k = cluster_df.loc[cluster_df['silhouette_x'].idxmax(), 'k']\n",
"print(f'Best K for K-Means (by silhouette): {best_k}')\n",
"\n",
"km_best = KMeans(n_clusters=int(best_k), random_state=RANDOM_STATE, n_init=10)\n",
"km_best_labels = km_best.fit_predict(X_train_scaled)\n",
"\n",
"fig, ax = plt.subplots(figsize=(8, 6))\n",
"scatter = ax.scatter(X_train_pca[:, 0], X_train_pca[:, 1],\n",
" c=km_best_labels, cmap='viridis', alpha=0.5, s=10)\n",
"ax.set_xlabel('PC1')\n",
"ax.set_ylabel('PC2')\n",
"ax.set_title(f'K-Means Clustering (k={best_k}) - PCA Visualization')\n",
"plt.colorbar(scatter, ax=ax, label='Cluster')\n",
"plt.tight_layout()\n",
"plt.savefig(os.path.join(OUTPUT_DIR, 'figures', 'clustering_visualization.png'), dpi=150)\n",
"plt.show()"
]
},
{
@@ -415,7 +972,28 @@
"metadata": {},
"outputs": [],
"source": [
"print('=== FINAL MODEL SELECTION ===')\nprint('Based on val_f1_macro (primary metric):')\nfinal_model_name = results_df.loc[results_df['val_f1_macro'].idxmax(), 'model']\nprint(f'Selected model: {final_model_name} (val_f1_macro = {results_df[\"val_f1_macro\"].max():.4f})')\n\nif final_model_name == 'XGB_CatA_MissingHandling':\n final_pipeline = catA_pipeline\n X_test_final = X_test_A\nelif final_model_name == 'Ensemble_SoftVoting':\n final_pipeline = ensemble_pipeline\n X_test_final = X_test\nelse:\n final_pipeline = tuned_xgb_pipeline\n X_test_final = X_test\n\ny_val_final_pred = final_pipeline.predict(X_test_final if final_model_name == 'XGBoost_Tuned' else X_test)\ny_val_final_decoded = le_target.inverse_transform(y_val_final_pred)\n\nplot_confusion_matrix(final_pipeline, X_val_A if final_model_name == 'XGB_CatA_MissingHandling' else X_val,\n y_val_enc, le_target,\n f'Final Model: {final_model_name} - Confusion Matrix',\n os.path.join(OUTPUT_DIR, 'figures', 'final_model_confusion_matrix.png'))"
"print('=== FINAL MODEL SELECTION ===')\n",
"print('Based on val_f1_macro (primary metric):')\n",
"final_model_name = results_df.loc[results_df['val_f1_macro'].idxmax(), 'model']\n",
"print(f'Selected model: {final_model_name} (val_f1_macro = {results_df[\"val_f1_macro\"].max():.4f})')\n",
"\n",
"if final_model_name == 'XGB_CatA_MissingHandling':\n",
" final_pipeline = catA_pipeline\n",
" X_test_final = X_test_A\n",
"elif final_model_name == 'Ensemble_SoftVoting':\n",
" final_pipeline = ensemble_pipeline\n",
" X_test_final = X_test\n",
"else:\n",
" final_pipeline = tuned_xgb_pipeline\n",
" X_test_final = X_test\n",
"\n",
"y_val_final_pred = final_pipeline.predict(X_test_final if final_model_name == 'XGBoost_Tuned' else X_test)\n",
"y_val_final_decoded = le_target.inverse_transform(y_val_final_pred)\n",
"\n",
"plot_confusion_matrix(final_pipeline, X_val_A if final_model_name == 'XGB_CatA_MissingHandling' else X_val,\n",
" y_val_enc, le_target,\n",
" f'Final Model: {final_model_name} - Confusion Matrix',\n",
" os.path.join(OUTPUT_DIR, 'figures', 'final_model_confusion_matrix.png'))"
]
},
{
@@ -425,7 +1003,9 @@
"metadata": {},
"outputs": [],
"source": [
"print('\\n=== FINAL CLASSIFICATION REPORT (VAL) ===')\ny_val_pred_final = final_pipeline.predict(X_val_A if final_model_name == 'XGB_CatA_MissingHandling' else X_val)\nprint(classification_report(y_val_enc, y_val_pred_final, target_names=le_target.classes_))"
"print('\\n=== FINAL CLASSIFICATION REPORT (VAL) ===')\n",
"y_val_pred_final = final_pipeline.predict(X_val_A if final_model_name == 'XGB_CatA_MissingHandling' else X_val)\n",
"print(classification_report(y_val_enc, y_val_pred_final, target_names=le_target.classes_))"
]
},
{
@@ -435,7 +1015,34 @@
"metadata": {},
"outputs": [],
"source": [
"STUDENT_ID = '1234560'\n\nif final_model_name == 'XGB_CatA_MissingHandling':\n y_test_pred = final_pipeline.predict(X_test_A)\nelif final_model_name == 'Ensemble_SoftVoting':\n y_test_pred = final_pipeline.predict(X_test)\nelse:\n y_test_pred = final_pipeline.predict(X_test)\n\ny_test_labels = le_target.inverse_transform(y_test_pred)\n\nsubmission_df = pd.DataFrame({\n 'applicant_id': test_df['applicant_id'],\n 'customer_key': test_df['customer_key'],\n 'premium_risk': y_test_labels\n})\n\nprint('=== SUBMISSION CSV VALIDATION ===')\nprint(f'Shape: {submission_df.shape}')\nprint(f'Columns: {list(submission_df.columns)}')\nprint(submission_df.head())\n\nprint('\\nPrediction counts:')\nprint(submission_df['premium_risk'].value_counts())\n\ncsv_path = os.path.join(OUTPUT_DIR, 'predictions', f'test_result_{STUDENT_ID}.csv')\nsubmission_df.to_csv(csv_path, index=False)\nprint(f'\\n*** CSV saved to: {csv_path} ***')"
"STUDENT_ID = '1234560'\n",
"\n",
"if final_model_name == 'XGB_CatA_MissingHandling':\n",
" y_test_pred = final_pipeline.predict(X_test_A)\n",
"elif final_model_name == 'Ensemble_SoftVoting':\n",
" y_test_pred = final_pipeline.predict(X_test)\n",
"else:\n",
" y_test_pred = final_pipeline.predict(X_test)\n",
"\n",
"y_test_labels = le_target.inverse_transform(y_test_pred)\n",
"\n",
"submission_df = pd.DataFrame({\n",
" 'applicant_id': test_df['applicant_id'],\n",
" 'customer_key': test_df['customer_key'],\n",
" 'premium_risk': y_test_labels\n",
"})\n",
"\n",
"print('=== SUBMISSION CSV VALIDATION ===')\n",
"print(f'Shape: {submission_df.shape}')\n",
"print(f'Columns: {list(submission_df.columns)}')\n",
"print(submission_df.head())\n",
"\n",
"print('\\nPrediction counts:')\n",
"print(submission_df['premium_risk'].value_counts())\n",
"\n",
"csv_path = os.path.join(OUTPUT_DIR, 'predictions', f'test_result_{STUDENT_ID}.csv')\n",
"submission_df.to_csv(csv_path, index=False)\n",
"print(f'\\n*** CSV saved to: {csv_path} ***')"
]
}
],
@@ -452,4 +1059,4 @@
},
"nbformat": 4,
"nbformat_minor": 5
}
}
Binary file not shown.

Before

Width:  |  Height:  |  Size: 52 KiB

After

Width:  |  Height:  |  Size: 52 KiB

Binary file not shown.

Before

Width:  |  Height:  |  Size: 38 KiB

After

Width:  |  Height:  |  Size: 37 KiB

Binary file not shown.

Before

Width:  |  Height:  |  Size: 59 KiB

After

Width:  |  Height:  |  Size: 59 KiB

Binary file not shown.

Before

Width:  |  Height:  |  Size: 49 KiB

After

Width:  |  Height:  |  Size: 49 KiB

@@ -1,5 +1,2 @@
model,train_accuracy,val_accuracy,train_f1_macro,val_f1_macro,val_f1_High,val_f1_Low,val_f1_Standard,train_time
Baseline_LR,0.7593680672268908,0.7341714285714286,0.7492574544185482,0.7237629331592531,0.7665209565440987,0.6489501312335958,0.7558177117000646,
RandomForest,1.0,0.7877333333333333,1.0,0.770789728543472,0.7874554916461244,0.7095334685598377,0.8153802254244543,57.91048526763916
XGBoost,0.8519529411764706,0.8371047619047619,0.8297116592669606,0.8143842728003406,0.8904623073719283,0.6944039941751612,0.8582865168539325,67.63970804214478
XGBoost_Tuned,0.9767663865546219,0.8700190476190476,0.9739400525375727,0.8519502714571496,0.9084439578486383,0.7620280474649407,0.8853788090578697,142.65462470054626
model,train_accuracy,val_accuracy,train_f1_macro,val_f1_macro,val_f1_High,val_f1_Low,val_f1_Standard
Baseline_LR,0.7595294117647059,0.7337904761904762,0.7493991157707756,0.7234383324236036,0.7663239074550129,0.6487372909150542,0.7552537989007436
1 model train_accuracy val_accuracy train_f1_macro val_f1_macro val_f1_High val_f1_Low val_f1_Standard train_time
2 Baseline_LR 0.7593680672268908 0.7595294117647059 0.7341714285714286 0.7337904761904762 0.7492574544185482 0.7493991157707756 0.7237629331592531 0.7234383324236036 0.7665209565440987 0.7663239074550129 0.6489501312335958 0.6487372909150542 0.7558177117000646 0.7552537989007436
RandomForest 1.0 0.7877333333333333 1.0 0.770789728543472 0.7874554916461244 0.7095334685598377 0.8153802254244543 57.91048526763916
XGBoost 0.8519529411764706 0.8371047619047619 0.8297116592669606 0.8143842728003406 0.8904623073719283 0.6944039941751612 0.8582865168539325 67.63970804214478
XGBoost_Tuned 0.9767663865546219 0.8700190476190476 0.9739400525375727 0.8519502714571496 0.9084439578486383 0.7620280474649407 0.8853788090578697 142.65462470054626
@@ -1,16 +1,19 @@
"""
运行 insurance_premium_risk.ipynb 的脚本
将 notebook 代码单元格提取出来逐个执行
"""
import json, sys, os, warnings, traceback, time
import warnings
warnings.filterwarnings('ignore')
warnings.filterwarnings("ignore")
import matplotlib
matplotlib.use('Agg')
matplotlib.use("Agg")
import matplotlib.pyplot as _real_mpl_plt
_real_mpl_plt.show = lambda *a, **kw: None
import os
import sys
import time
import json
import traceback
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
@@ -32,34 +35,18 @@ import xgboost as xgb
import optuna
optuna.logging.set_verbosity(optuna.logging.WARNING)
RANDOM_STATE = 42
np.random.seed(RANDOM_STATE)
plt.rcParams['figure.figsize'] = (10, 6)
plt.rcParams['font.size'] = 12
sns.set_style('whitegrid')
from src.notebook_runner import execute_notebook
from src.runtime_paths import build_paths
# ===== 读取 notebook =====
nb_path = r'd:\Code\doing_exercises\programs\外教作业外快\强化学习个人课程作业报告\notebooks\insurance_premium_risk.ipynb'
cells = json.load(open(nb_path, encoding='utf-8'))['cells']
code_cells = [c for c in cells if c['cell_type'] == 'code']
print(f"Total code cells: {len(code_cells)}")
paths = build_paths()
print(f"Project root : {paths.project_root}")
print(f"Notebook : {paths.notebook}")
print(f"Data dir : {paths.data_dir}")
print(f"Output dir : {paths.output_dir}")
# ===== 执行每个单元格 =====
# 使用全局 __main__ 命名空间,变量跨单元格持久化
main_ns = globals().copy()
ns = vars()
for i, cell in enumerate(code_cells):
src = ''.join(cell['source'])
print(f"\n{'='*60}")
print(f"Running cell {i+1}/{len(code_cells)}...")
print(f" Source: {src[:80].replace(chr(10), ' ')}")
try:
exec(compile(src, f'cell_{i+1}', 'exec'), main_ns)
except Exception as e:
print(f"ERROR in cell {i+1}: {e}")
traceback.print_exc()
print("Stopping execution.")
break
print("\n\nAll cells executed successfully!")
print(f"Results saved to: outputs/figures/ and outputs/tables/")
result = execute_notebook(namespace=ns)
print(f"\nExecution finished: {result['status']}")
print(f"Cells run: {len([c for c in result['cells'] if c['status'] == 'ok'])}/{result['total']}")
print(f"Output dir: {result['outputs']['output_dir']}")
@@ -0,0 +1,55 @@
import json
import traceback
from pathlib import Path
from .runtime_paths import build_paths
def execute_notebook(
start_at: int | None = None,
stop_at: int | None = None,
namespace: dict | None = None,
) -> dict:
paths = build_paths()
paths.ensure_outputs()
nb_data = json.loads(paths.notebook.read_text(encoding="utf-8"))
code_cells = [c for c in nb_data["cells"] if c["cell_type"] == "code"]
if not code_cells:
return {"status": "skipped", "reason": "no code cells found"}
ns = (namespace or {}).copy()
ns.update(paths.as_injection())
ns["RANDOM_STATE"] = 42
start = max((start_at or 1) - 1, 0)
stop = stop_at if stop_at is not None else len(code_cells)
cells_to_run = code_cells[start:stop]
results = []
for i, cell in enumerate(cells_to_run, start=start + 1):
src = "".join(cell["source"])
tag = f"cell_{i}"
try:
exec(compile(src, tag, "exec"), ns)
results.append({"cell": i, "status": "ok"})
except Exception as exc:
results.append({"cell": i, "status": "error", "error": str(exc)})
traceback.print_exc()
print(f"Stopping at cell {i} due to error.")
break
results_summary = {
"status": "completed",
"total": len(cells_to_run),
"cells": results,
"outputs": {
"data_dir": str(paths.data_dir),
"output_dir": str(paths.output_dir),
},
}
return results_summary
if __name__ == "__main__":
execute_notebook()
@@ -1,32 +1,52 @@
"""
Part 2: 运行完整的 notebook cells 1-35
解决中文路径编码问题
"""
import warnings, time, os, sys, json, traceback
warnings.filterwarnings('ignore')
import warnings
warnings.filterwarnings("ignore")
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as _p
_p.show = lambda *a, **kw: None
nb = r'D:\Code\doing_exercises\programs\外教作业外快\强化学习个人课程作业报告\notebooks\insurance_premium_risk.ipynb'
cells = json.load(open(nb, encoding='utf-8'))['cells']
code_cells = [c for c in cells if c['cell_type'] == 'code']
print(f"Total code cells: {len(code_cells)}")
matplotlib.use("Agg")
import matplotlib.pyplot as _real_mpl_plt
main_ns = globals().copy()
main_ns['RANDOM_STATE'] = 42
_real_mpl_plt.show = lambda *a, **kw: None
for i, cell in enumerate(code_cells, start=1):
src = ''.join(cell['source'])
print(f"\n{'='*60}")
print(f"Running cell {i}/{len(code_cells)}...")
try:
exec(compile(src, f'cell_{i}', 'exec'), main_ns)
except Exception as e:
print(f"ERROR cell {i}: {e}")
traceback.print_exc()
print("Stopping.")
break
import os
import sys
import time
import json
import traceback
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.metrics import accuracy_score, f1_score, classification_report, confusion_matrix, ConfusionMatrixDisplay
from sklearn.model_selection import cross_val_score
from sklearn.preprocessing import StandardScaler, LabelEncoder
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier, VotingClassifier
from sklearn.pipeline import Pipeline
from sklearn.compose import ColumnTransformer
from sklearn.preprocessing import OneHotEncoder
from sklearn.impute import SimpleImputer
from sklearn.cluster import KMeans
from sklearn.mixture import GaussianMixture
from sklearn.metrics import silhouette_score
from sklearn.decomposition import PCA
import xgboost as xgb
import optuna
optuna.logging.set_verbosity(optuna.logging.WARNING)
print("\n\nAll cells executed!")
from src.notebook_runner import execute_notebook
from src.runtime_paths import build_paths
paths = build_paths()
print(f"Project root : {paths.project_root}")
print(f"Notebook : {paths.notebook}")
print(f"Data dir : {paths.data_dir}")
print(f"Output dir : {paths.output_dir}")
ns = vars()
result = execute_notebook(start_at=1, namespace=ns)
print(f"\nExecution finished: {result['status']}")
print(f"Cells run: {len([c for c in result['cells'] if c['status'] == 'ok'])}/{result['total']}")
print(f"Output dir: {result['outputs']['output_dir']}")
@@ -0,0 +1,31 @@
from dataclasses import dataclass
from pathlib import Path
@dataclass(frozen=True)
class RuntimePaths:
project_root: Path
notebook: Path
data_dir: Path
output_dir: Path
def ensure_outputs(self) -> None:
(self.output_dir / "figures").mkdir(parents=True, exist_ok=True)
(self.output_dir / "tables").mkdir(parents=True, exist_ok=True)
(self.output_dir / "predictions").mkdir(parents=True, exist_ok=True)
def as_injection(self) -> dict:
return {
"DATA_DIR": str(self.data_dir),
"OUTPUT_DIR": str(self.output_dir),
}
def build_paths() -> RuntimePaths:
root = Path(__file__).resolve().parents[1]
return RuntimePaths(
project_root=root,
notebook=root / "notebooks" / "insurance_premium_risk.ipynb",
data_dir=root / "dataset_final",
output_dir=root / "outputs",
)