逻辑回归的多个问题(1. 所有交叉验证值的得分相同,2. 分类报告和准确率不匹配)

我已经在银行贷款数据上实现了逻辑回归。我使用了GridSearchCV进行超参数调优,并在多个kfolds = [3,5,6]上实现了逻辑回归。这是我的代码

import pandas as pdimport matplotlib.pyplot as pltimport seaborn as sns#from google.colab import filesimport ioimport warningswarnings.filterwarnings('ignore')#uploaded = files.upload()df = pd.read_csv('CleanedLoanData13Cols.csv')from sklearn.linear_model import LogisticRegressionfrom sklearn.preprocessing import StandardScaler, MinMaxScaler, RobustScalerfrom sklearn.model_selection import train_test_splitfrom sklearn.model_selection import GridSearchCVX = df.drop('loan_status', axis=1, inplace=False)y = df['loan_status']X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.3, random_state = 4)parameters = {'penalty': ['l1', 'l2','elasticnet'],                  'C': [0.001, 0.01, 0.1, 1, 10, 100, 1000],                  'solver' : ['liblinear', 'newton-cg', 'lbfgs', 'saga', 'sag'],                  'multi_class' : ['auto'],                  'max_iter'    : [5,15,25]                 }import warningswarnings.filterwarnings("ignore")cv_folds = [3, 5, 6]s_scaler = StandardScaler()#m_scaler = MinMaxScaler()#r_scaler = RobustScaler()s_scaled_X_train = s_scaler.fit_transform(X_train)s_scaled_X_test = s_scaler.transform(X_test)for x in cv_folds:    logmodel = GridSearchCV(LogisticRegression(random_state = 42), parameters, cv = x, scoring = 'accuracy', refit = True)    logmodel.fit(X_train, y_train)        print('The best score with CV =', x, 'is', logmodel.score(X_test, y_test), 'with parameters =\n\n', logmodel.best_params_, '\n\n')

输出:(第一个问题:这看起来不对劲,请纠正我如果我错了?)

The best score with CV = 3 is 0.929636746271388 with parameters = {'C': 0.001, 'max_iter': 25, 'multi_class': 'auto', 'penalty': 'l2', 'solver': 'liblinear'} The best score with CV = 5 is 0.929636746271388 with parameters = {'C': 0.001, 'max_iter': 25, 'multi_class': 'auto', 'penalty': 'l2', 'solver': 'liblinear'} The best score with CV = 6 is 0.929636746271388 with parameters = {'C': 0.001, 'max_iter': 25, 'multi_class': 'auto', 'penalty': 'l2', 'solver': 'liblinear'} 

继续

results = logmodel.cv_results_print(results.get('params'))print(results.get('mean_test_score'))

输出:

[0.9084348         nan        nan 0.8323203         nan 0.83239873 0.83671225 0.8323203  0.8323203  0.8323203         nan        nan        nan        nan        nan 0.91647373        nan        nan 0.8323203         nan 0.902435   0.89474906 0.8520445  0.8323203 and so on

继续:

print(results.get('mean_train_score'))

输出: None

print(logmodel.best_params_)

{‘C’: 0.001, ‘max_iter’: 25, ‘multi_class’: ‘auto’, ‘penalty’: ‘l2’, ‘solver’: ‘liblinear’}

print(logmodel.best_score_)

输出: 0.9226303384209481(我认为这里也出了问题,因为这和分类报告中的准确率不匹配)

final_model = logmodel.best_estimator_s_predictions = final_model.predict(s_scaled_X_test)from sklearn.metrics import classification_report, confusion_matrix, plot_confusion_matrixprint(classification_report(y_test, s_predictions))print(confusion_matrix(y_test, s_predictions))

输出:这里的准确率是0.62,而上面是92

precision    recall  f1-score   support           0       0.88      0.64      0.74      9197           1       0.22      0.53      0.31      1732    accuracy                           0.62     10929   macro avg       0.55      0.59      0.53     10929weighted avg       0.77      0.62      0.67     10929[[5902 3295] [ 812  920]]

我不知道哪里出错了?我已经为此绞尽脑汁几个小时了,我无法理解我哪里做错了?如果有人能对此提供意见,我将非常感谢?


回答:

这里的问题是你在未缩放的数据 X_train, y_train 上拟合模型。

logmodel.fit(X_train, y_train)

然后你尝试在缩放后的数据 s_scaled_X_test 上进行预测,这解释了性能的下降。

s_predictions = final_model.predict(s_scaled_X_test)

要解决这个问题,你应该使用缩放后的数据训练模型,如下所示:

logmodel.fit(s_scaled_X_train, y_train)

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