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最新推荐文章于 2025-06-07 23:54:22 发布

原创最新推荐文章于 2025-06-07 23:54:22 发布 · 389 阅读

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GEO检测

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python

@浙大疏锦行

SHAP 属于模型事后解释的方法，它的核心思想是计算特征对模型输出的边际贡献，再从全局和局部两个层面对“黑盒模型”进行解释。SHAP构建一个加性的解释模型，所有的特征都视为“贡献者”。

分类问题和回归问题输出的shap_values的形状不同。

分类问题：shap_values.shape =(n_samples, n_features, n_classes)
回归问题：shap_values.shape = (n_samples, n_features)

还是先预处理数据+分割：

import pandas as pd   
import numpy as np     
import matplotlib.pyplot as plt    
import seaborn as sns   
import warnings
warnings.filterwarnings("ignore")

plt.rcParams['font.sans-serif'] = ['SimHei']  
plt.rcParams['axes.unicode_minus'] = False    
data = pd.read_csv('data.csv')   


discrete_features = data.select_dtypes(include=['object']).columns.tolist()
home_ownership_mapping = {
    'Own Home': 1,
    'Rent': 2,
    'Have Mortgage': 3,
    'Home Mortgage': 4
}
data['Home Ownership'] = data['Home Ownership'].map(home_ownership_mapping)

years_in_job_mapping = {
    '< 1 year': 1,
    '1 year': 2,
    '2 years': 3,
    '3 years': 4,
    '4 years': 5,
    '5 years': 6,
    '6 years': 7,
    '7 years': 8,
    '8 years': 9,
    '9 years': 10,
    '10+ years': 11
}
data['Years in current job'] = data['Years in current job'].map(years_in_job_mapping)

data = pd.get_dummies(data, columns=['Purpose'])
data2 = pd.read_csv("data.csv")
list_final = [] 
for i in data.columns:
    if i not in data2.columns:
        list_final.append(i) 
for i in list_final:
    data[i] = data[i].astype(int)

term_mapping = {
    'Short Term': 0,
    'Long Term': 1
}
data['Term'] = data['Term'].map(term_mapping)
data.rename(columns={'Term': 'Long Term'}, inplace=True) # 重命名列

continuous_features = data.select_dtypes(include=['int64', 'float64']).columns.tolist() 
for feature in continuous_features:     
    mode_value = data[feature].mode()[0]           
    data[feature].fillna(mode_value, inplace=True)          

from sklearn.model_selection import train_test_split
X = data.drop(['Credit Default'], axis=1)
y = data['Credit Default']
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

默认参数的baseline随机森林：

from sklearn.ensemble import RandomForestClassifier 

from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score 
from sklearn.metrics import classification_report, confusion_matrix 
import warnings 
warnings.filterwarnings("ignore") 

print("--- 1. 默认参数随机森林 (训练集 -> 测试集) ---")
import time 
start_time = time.time() 
rf_model = RandomForestClassifier(random_state=42)
rf_model.fit(X_train, y_train) 
rf_pred = rf_model.predict(X_test) 
end_time = time.time() 

print(f"训练与预测耗时: {end_time - start_time:.4f} 秒")
print("\n默认随机森林 在测试集上的分类报告：")
print(classification_report(y_test, rf_pred))
print("默认随机森林 在测试集上的混淆矩阵：")
print(confusion_matrix(y_test, rf_pred))

shap库的特征重要性演示：

import shap
import matplotlib.pyplot as plt

explainer = shap.TreeExplainer(rf_model)
shap_values = explainer.shap_values(X_test)

print("shap特征重要性条形图")
shap.summary_plot(shap_values[:,:,0],X_test,plot_type="bar",show=False)
plt.title("SHAP feature importance(Bar plot)")
plt.show()

print("SHAP特征重要性小提琴图")
shap.summary_plot(shap_values[:,:,0],X_test,plot_type="violin",show=False,max_display=10)
plt.title("SHAP feature importance(Violin plot)")
plt.show()

#shap_values[:,:,0]参数是:：表示选择所有样本。：表示选择所有特征。0表示选择第一个类别的SHAP值

shap库参考文献链接：SHAP 可视化解释机器学习模型简介_shap图-CSDN博客

小结：

1.核心思想来自合作博弈论中的 Shapley 值，想象一个合作游戏：