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57 lines
2.3 KiB
Python
57 lines
2.3 KiB
Python
import time
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from sklearn.model_selection import train_test_split
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from trees.Stree import Stree
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random_state=1
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def load_creditcard(n_examples=0):
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import pandas as pd
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import numpy as np
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import random
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df = pd.read_csv('data/creditcard.csv')
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print("Fraud: {0:.3f}% {1}".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))
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print("Valid: {0:.3f}% {1}".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))
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y = np.expand_dims(df.Class.values, axis=1)
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X = df.drop(['Class', 'Time', 'Amount'], axis=1).values
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if n_examples > 0:
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# Take first n_examples samples
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X = X[:n_examples, :]
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y = y[:n_examples, :]
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else:
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# Take all the positive samples with a number of random negatives
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if n_examples < 0:
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Xt = X[(y == 1).ravel()]
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yt = y[(y == 1).ravel()]
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indices = random.sample(range(X.shape[0]), -1 * n_examples)
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X = np.append(Xt, X[indices], axis=0)
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y = np.append(yt, y[indices], axis=0)
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print("X.shape", X.shape, " y.shape", y.shape)
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print("Fraud: {0:.3f}% {1}".format(len(y[y == 1])*100/X.shape[0], len(y[y == 1])))
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print("Valid: {0:.3f}% {1}".format(len(y[y == 0]) * 100 / X.shape[0], len(y[y == 0])))
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Xtrain, Xtest, ytrain, ytest = train_test_split(X, y, train_size=0.7, shuffle=True, random_state=random_state, stratify=y)
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return Xtrain, Xtest, ytrain, ytest
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# data = load_creditcard(-5000) # Take all true samples + 5000 of the others
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# data = load_creditcard(5000) # Take the first 5000 samples
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data = load_creditcard() # Take all the samples
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Xtrain = data[0]
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Xtest = data[1]
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ytrain = data[2]
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ytest = data[3]
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now = time.time()
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clf = Stree(C=.01, random_state=random_state)
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clf.fit(Xtrain, ytrain)
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print(f"Took {time.time() - now:.2f} seconds to train")
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print(clf)
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print(f"Classifier's accuracy (train): {clf.score(Xtrain, ytrain):.4f}")
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print(f"Classifier's accuracy (test) : {clf.score(Xtest, ytest):.4f}")
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proba = clf.predict_proba(Xtest)
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print("Checking that we have correct probabilities, these are probabilities of sample belonging to class 1")
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res0 = proba[proba[:, 0] == 0]
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res1 = proba[proba[:, 0] == 1]
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print("++++++++++res0 > .8++++++++++++")
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print(res0[res0[:, 1] > .8])
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print("**********res1 < .4************")
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print(res1[res1[:, 1] < .4]) |