分割数据以按条件进行训练和测试

Question

假设我有一个包含贷款信息的 pandas DataFrame，并且我想预测用户不归还钱的概率（由default我的数据框中的列表示）。我想使用 来分割训练集和测试集中的数据sklearn.model_selection.train_test_split。

但是，我想确保具有相同 customerID 的贷款不会同时出现在测试和训练集中。我该怎么做？

下面是我的数据示例：

d = {'loan_date': ['20170101','20170701','20170301','20170415','20170515'],
     'customerID': [111,111,222,333,444],
     'loanID': ['aaa','fff','ccc','ddd','bbb'],
     'loan_duration' : [6,3,12,5,12],
     'gender':['F','F','M','F','M'],
     'loan_amount': [20000,10000,30000,10000,40000],
     'default':[0,1,0,0,1]}

df = pd.DataFrame(data=d)

CustomerID==111例如，贷款记录应该出现在测试集中或训练集中，但不能同时出现在两者中。

Answer 1

我提出以下解决方案。具有相同 customerID 的客户不会出现在训练和测试中；aslo 客户按其活动划分 - 即，具有相同贷款数量的用户将被安排在训练和测试中。

我出于演示目的扩展了数据示例：

d = {'loan_date': ['20170101','20170701','20170301','20170415','20170515','20170905', '20170814', '20170819', '20170304'],         
     'customerID': [111,111,222,333,444,222,111,444,555],        
     'loanID': ['aaa','fff','ccc','ddd','bbb','eee', 'kkk', 'zzz', 'yyy'],                                                         
     'loan_duration' : [6,3,12,5,12, 3, 17, 4, 6],
     'gender':['F','F','M','F','M','M', 'F', 'M','F'],
     'loan_amount': [20000,10000,30000,10000,40000,20000,30000,30000,40000],
     'default':[0,1,0,0,1,0,1,1,0]}

df = pd.DataFrame(data=d) 

代码：

from sklearn.model_selection import train_test_split

def group_customers_by_activity(df):
    value_count = df.customerID.value_counts().reset_index()
    df_by_customer = df.set_index('customerID')
    df_s = [df_by_customer.loc[value_count[value_count.customerID == count]['index']] for count in value_count.customerID.unique()]
    return df_s

- 此函数按活动拆分 df customerID（具有相同的条目数customerID）。
该函数的示例输出：

group_customers_by_activity(df)
Out:
[           loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 111         20170101    aaa              6      F        20000        0
 111         20170701    fff              3      F        10000        1
 111         20170814    kkk             17      F        30000        1,
            loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 222         20170301    ccc             12      M        30000        0
 222         20170905    eee              3      M        20000        0
 444         20170515    bbb             12      M        40000        1
 444         20170819    zzz              4      M        30000        1,
            loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 333         20170415    ddd              5      F        10000        0
 555         20170304    yyy              6      F        40000        0]

- 拥有 1、2、3 笔贷款等的用户组。

此函数以用户进行训练或测试的方式分割组：

def split_group(df_group, train_size=0.8):
    customers = df_group.index.unique()
    train_customers, test_customers = train_test_split(customers, train_size=train_size)
    train_df, test_df = df_group.loc[train_customers], df_group.loc[test_customers]
    return train_df, test_df

split_group(df_s[2])
Out:
(           loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 444         20170515    bbb             12      M        40000        1
 444         20170819    zzz              4      M        30000        1,
            loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 222         20170301    ccc             12      M        30000        0
 222         20170905    eee              3      M        20000        0)

剩下的就是将其应用于所有“客户活动”组：

def get_sized_splits(df_s, train_size):
    train_splits, test_splits = zip(*[split_group(df_group, train_size) for df_group in df_s])
    return train_splits, test_splits

df_s = group_customers_by_activity(df)
train_splits, test_splits = get_sized_splits(df_s, 0.8)
train_splits, test_splits
Out:
((Empty DataFrame
  Columns: [loan_date, loanID, loan_duration, gender, loan_amount, default]
  Index: [],
             loan_date loanID  loan_duration gender  loan_amount  default
  customerID                                                             
  444         20170515    bbb             12      M        40000        1
  444         20170819    zzz              4      M        30000        1,
             loan_date loanID  loan_duration gender  loan_amount  default
  customerID                                                             
  333         20170415    ddd              5      F        10000        0),
 (           loan_date loanID  loan_duration gender  loan_amount  default
  customerID                                                             
  111         20170101    aaa              6      F        20000        0
  111         20170701    fff              3      F        10000        1
  111         20170814    kkk             17      F        30000        1,
             loan_date loanID  loan_duration gender  loan_amount  default
  customerID                                                             
  222         20170301    ccc             12      M        30000        0
  222         20170905    eee              3      M        20000        0,
             loan_date loanID  loan_duration gender  loan_amount  default
  customerID                                                             
  555         20170304    yyy              6      F        40000        0))

不要害怕空的DataFrame，它很快就会被连接起来。该split函数具有以下定义：

def split(df, train_size):
    df_s = group_customers_by_activity(df)
    train_splits, test_splits = get_sized_splits(df_s, train_size=train_size)
    return pd.concat(train_splits), pd.concat(test_splits)

split(df, 0.8)
Out[106]: 
(           loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 444         20170515    bbb             12      M        40000        1
 444         20170819    zzz              4      M        30000        1
 555         20170304    yyy              6      F        40000        0,
            loan_date loanID  loan_duration gender  loan_amount  default
 customerID                                                             
 111         20170101    aaa              6      F        20000        0
 111         20170701    fff              3      F        10000        1
 111         20170814    kkk             17      F        30000        1
 222         20170301    ccc             12      M        30000        0
 222         20170905    eee              3      M        20000        0
 333         20170415    ddd              5      F        10000        0)

- 因此，customerID 被放置在训练数据或测试数据中。我猜想这样一个奇怪的缝隙（训练>测试）是因为输入数据很小。
如果您不需要按“customerID Activity”进行分组，则可以省略它并仅用于split_group实现目标。