deep_default.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "seed=10\n",
    "np.random.seed(seed)\n",
    "\n",
    "import tensorflow as tf\n",
    "tf.set_random_seed(seed)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Using TensorFlow backend.\n"
     ]
    }
   ],
   "source": [
    "from keras.models import Sequential\n",
    "from keras.layers import Dense\n",
    "from keras.layers import Activation\n",
    "from keras.layers.core import Dropout\n",
    "from keras import optimizers"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import keras"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "credit=pd.read_csv(\"Credit.csv\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ID</th>\n",
       "      <th>LIMIT_BAL</th>\n",
       "      <th>SEX</th>\n",
       "      <th>EDUCATION</th>\n",
       "      <th>MARRIAGE</th>\n",
       "      <th>AGE</th>\n",
       "      <th>PAY_0</th>\n",
       "      <th>PAY_2</th>\n",
       "      <th>PAY_3</th>\n",
       "      <th>PAY_4</th>\n",
       "      <th>...</th>\n",
       "      <th>BILL_AMT4</th>\n",
       "      <th>BILL_AMT5</th>\n",
       "      <th>BILL_AMT6</th>\n",
       "      <th>PAY_AMT1</th>\n",
       "      <th>PAY_AMT2</th>\n",
       "      <th>PAY_AMT3</th>\n",
       "      <th>PAY_AMT4</th>\n",
       "      <th>PAY_AMT5</th>\n",
       "      <th>PAY_AMT6</th>\n",
       "      <th>default.payment.next.month</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>24</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>689.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>26</td>\n",
       "      <td>-1</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>...</td>\n",
       "      <td>3272.0</td>\n",
       "      <td>3455.0</td>\n",
       "      <td>3261.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>3</td>\n",
       "      <td>90000.0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>34</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>...</td>\n",
       "      <td>14331.0</td>\n",
       "      <td>14948.0</td>\n",
       "      <td>15549.0</td>\n",
       "      <td>1518.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>4</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>37</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>...</td>\n",
       "      <td>28314.0</td>\n",
       "      <td>28959.0</td>\n",
       "      <td>29547.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2019.0</td>\n",
       "      <td>1200.0</td>\n",
       "      <td>1100.0</td>\n",
       "      <td>1069.0</td>\n",
       "      <td>1000.0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>57</td>\n",
       "      <td>-1</td>\n",
       "      <td>0</td>\n",
       "      <td>-1</td>\n",
       "      <td>0</td>\n",
       "      <td>...</td>\n",
       "      <td>20940.0</td>\n",
       "      <td>19146.0</td>\n",
       "      <td>19131.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>36681.0</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>9000.0</td>\n",
       "      <td>689.0</td>\n",
       "      <td>679.0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 25 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   ID  LIMIT_BAL  SEX  EDUCATION  MARRIAGE  AGE  PAY_0  PAY_2  PAY_3  PAY_4  \\\n",
       "0   1    20000.0    2          2         1   24      2      2     -1     -1   \n",
       "1   2   120000.0    2          2         2   26     -1      2      0      0   \n",
       "2   3    90000.0    2          2         2   34      0      0      0      0   \n",
       "3   4    50000.0    2          2         1   37      0      0      0      0   \n",
       "4   5    50000.0    1          2         1   57     -1      0     -1      0   \n",
       "\n",
       "              ...              BILL_AMT4  BILL_AMT5  BILL_AMT6  PAY_AMT1  \\\n",
       "0             ...                    0.0        0.0        0.0       0.0   \n",
       "1             ...                 3272.0     3455.0     3261.0       0.0   \n",
       "2             ...                14331.0    14948.0    15549.0    1518.0   \n",
       "3             ...                28314.0    28959.0    29547.0    2000.0   \n",
       "4             ...                20940.0    19146.0    19131.0    2000.0   \n",
       "\n",
       "   PAY_AMT2  PAY_AMT3  PAY_AMT4  PAY_AMT5  PAY_AMT6  \\\n",
       "0     689.0       0.0       0.0       0.0       0.0   \n",
       "1    1000.0    1000.0    1000.0       0.0    2000.0   \n",
       "2    1500.0    1000.0    1000.0    1000.0    5000.0   \n",
       "3    2019.0    1200.0    1100.0    1069.0    1000.0   \n",
       "4   36681.0   10000.0    9000.0     689.0     679.0   \n",
       "\n",
       "   default.payment.next.month  \n",
       "0                           1  \n",
       "1                           1  \n",
       "2                           0  \n",
       "3                           0  \n",
       "4                           0  \n",
       "\n",
       "[5 rows x 25 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "credit.head(5)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "#for convenience i have performed preprocessing here again,same is present for other algo's in preprocessing_and_modelling notebook\n",
    "credit.rename(columns={'PAY_0':'PAY_1'}, inplace=True)\n",
    "credit[\"EDUCATION\"]=credit[\"EDUCATION\"].map({0:4,1:1,2:2,3:3,4:4,5:4,6:4})\n",
    "credit[\"MARRIAGE\"]=credit[\"MARRIAGE\"].map({0:3,1:1,2:2,3:3})\n",
    "from sklearn.preprocessing import MinMaxScaler\n",
    "\n",
    "scaler = MinMaxScaler()\n",
    "scaler.fit_transform(credit)\n",
    "\n",
    "#split\n",
    "credit = credit.drop([\"ID\"],axis=1)\n",
    "\n",
    "\n",
    "from sklearn.model_selection import train_test_split\n",
    "\n",
    "train, test = train_test_split(credit, test_size = 0.3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "X_train = train.drop('default.payment.next.month',axis=1)\n",
    "\n",
    "y_train = train['default.payment.next.month']\n",
    "\n",
    "X_test =  test.drop('default.payment.next.month',axis=1)\n",
    "\n",
    "y_test = test['default.payment.next.month']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "model = Sequential()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "sgd = optimizers.SGD(lr=0.01, decay=1e-6)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 69,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "#Training Feed Forward Neural network.\n",
    "model.add(Dense(128, input_dim=(23), activation='relu'))\n",
    "model.add(Dense(64, activation='relu'))\n",
    "model.add(Dense(32, activation='relu'))\n",
    "model.add(Dense(32, activation='relu'))\n",
    "model.add(Dense(16, activation='relu'))\n",
    "model.add(Dense(8, activation='relu'))\n",
    "model.add(Dense(4, activation='relu'))\n",
    "\n",
    "model.add(Dense(1,  activation='sigmoid'))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "model.compile(loss='binary_crossentropy', optimizer= sgd, metrics=['accuracy'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 71,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Train on 21000 samples, validate on 9000 samples\n",
      "Epoch 1/10\n",
      "21000/21000 [==============================] - 21s - loss: 0.5717 - acc: 0.7801 - val_loss: 0.5340 - val_acc: 0.7758\n",
      "Epoch 2/10\n",
      "21000/21000 [==============================] - 13s - loss: 0.5274 - acc: 0.7801 - val_loss: 0.5323 - val_acc: 0.7758\n",
      "Epoch 3/10\n",
      "21000/21000 [==============================] - 13s - loss: 0.5269 - acc: 0.7801 - val_loss: 0.5323 - val_acc: 0.7758\n",
      "Epoch 4/10\n",
      "21000/21000 [==============================] - 13s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5322 - val_acc: 0.7758\n",
      "Epoch 5/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5323 - val_acc: 0.7758\n",
      "Epoch 6/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5322 - val_acc: 0.7758\n",
      "Epoch 7/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5325 - val_acc: 0.7758\n",
      "Epoch 8/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5323 - val_acc: 0.7758\n",
      "Epoch 9/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5269 - acc: 0.7801 - val_loss: 0.5322 - val_acc: 0.7758\n",
      "Epoch 10/10\n",
      "21000/21000 [==============================] - 12s - loss: 0.5268 - acc: 0.7801 - val_loss: 0.5323 - val_acc: 0.7758\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "<keras.callbacks.History at 0x1c9f2106c18>"
      ]
     },
     "execution_count": 71,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "model.fit(np.array(X_train), np.array(y_train), batch_size=100,validation_data=(np.array(X_test),np.array(y_test)), epochs=10,verbose=1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "9000/9000 [==============================] - 3s     \n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "[0.52837420458263817, 0.77577777777777779]"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#accuracy\n",
    "model.evaluate(np.array(X_test),np.array(y_test))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "y_pred=model.predict(np.array(X_test))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\envs\\tensor\\lib\\site-packages\\sklearn\\metrics\\classification.py:1113: UndefinedMetricWarning: Precision is ill-defined and being set to 0.0 in labels with no predicted samples.\n",
      "  'precision', 'predicted', average, warn_for)\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "0.60183116049382712"
      ]
     },
     "execution_count": 56,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#precision\n",
    "from sklearn.metrics import precision_score\n",
    "precision_score(y_test, y_pred.round(), average='weighted')  "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\envs\\tensor\\lib\\site-packages\\sklearn\\metrics\\classification.py:1113: UndefinedMetricWarning: Precision is ill-defined and being set to 0.0 in labels with no predicted samples.\n",
      "  'precision', 'predicted', average, warn_for)\n"
     ]
    }
   ],
   "source": [
    "precision=precision_score(y_test, y_pred.round(), average='weighted') "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "#recall\n",
    "from sklearn.metrics import recall_score\n",
    "\n",
    "recall=recall_score(y_test, y_pred.round(), average='weighted')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 72,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.77577777777777779"
      ]
     },
     "execution_count": 72,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "recall"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.67782260598729127"
      ]
     },
     "execution_count": 61,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#F1 score\n",
    "F1 = 2 * (precision * recall) / (precision + recall)\n",
    "F1"
   ]
  }
 ],
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