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##### 3.3 回归分析 ##### |
rm(list = ls()) # 清空工作空间 |
#### 3.3.2 逻辑回归(logistic regression) #### |
#额外备注:线性回归主要用来解决因变量是连续变量时的分析问题(比如薪酬、房价等) |
#逻辑回归是处理二分类的因变量与自变量之间关系的模型 |
# 加载所需R包 |
# install.packages("ggplot2") |
library(ggplot2) |
# 读入数据 |
dat1 = read.csv("JuneTrain.csv") |
dat2 = read.csv("JulyTest.csv") |
head(dat1) # 查看数据的前几行 |
# 重新命名数据以及排列 |
dat1 = dat1[, c("tenure", "expense", "COUNT", "perperson", "entropy", "chgexpense", "chgcount", "churn")] |
colnames(dat1) = c("tenure", "expense", "count", "perperson", "entropy", "chgexpense", "chgcount", "churn") |
dat2 = dat2[, c("tenure", "expense", "COUNT", "perperson", "entropy", "chgexpense", "chgcount", "churn")] |
colnames(dat2) = c("tenure", "expense", "count", "perperson", "entropy", "chgexpense", "chgcount", "churn") |
# churn:是否流失;tenure:在网时长;expense:当月话费;count:通话人数; |
# perperson:人均通话时长;entropy:通话时长分布;chgexpense:花费变化率;chgcount:通话人数变化率 |
# 描述分析,用ggplot2画对比箱线图。 |
# 描述分析内容 "tenure" "expense" "count" "perperson" "entropy" "chgexpense" "chgcount" |
# tenure和是否流失 |
p1 = ggplot(dat1, aes(x = as.factor(churn), y = tenure, fill = as.factor(churn))) + geom_boxplot() + |
guides(fill = FALSE) + theme_minimal() + xlab("是否流失") + ylab("在网时长") + |
theme(axis.title.x = element_text(size = 16, face = "bold"), |
axis.text.x = element_text(size = 12, face = "bold"), |
axis.title.y = element_text(size = 16, face = "bold"), |
axis.text.y = element_text(size = 12, face = "bold")) + |
scale_fill_hue(c = 45, l = 80) |
# expense和是否流失 |
p2 = ggplot(dat1, aes(x = as.factor(churn), y = expense, fill = as.factor(churn))) + geom_boxplot() + |
guides(fill = FALSE) + theme_minimal() + xlab("是否流失") + ylab("当月话费") + |
theme(axis.title.x = element_text(size = 16, face = "bold"), |
axis.text.x = element_text(size =12, face = "bold"), |
axis.title.y = element_text(size = 16, face = "bold"), |
axis.text.y = element_text(size = 12, face = "bold")) + |
scale_fill_hue(c = 45, l = 80) |
#还有很多,具体看书和给出的例子,这里不写了 |
# 加载所需R包 |
# install.packages("gridExtra") |
library(gridExtra) |
# 将2张图并列输出 |
grid.arrange(p1,p2,ncol = 2) #因为ggplot()直接将两张图分别输出,而gridExtra中的grid.arrange()将2张图并列输出 |
#逻辑回归是解决分类问题的一种分类模型 |
glm()#逻辑回归建模最常用的是广义线性回归语句 |
#glm()与lm()不同之处就在于参数family |
#逻辑回归的family=binomial(link=logit),表示引用了二项分布族binomial中的logit连接函数 |
#glm()也包含了泊松回归等,family取值不一样 |
# 建立模型 |
lm1 = glm(churn ~., data = dat1, family = binomial()) |
summary(lm1) |
#解读Page200 |
#训练集,测试集 |
#对测试集进行预测 |
predict(object,newdata = NULL,type = c("link","response","terms")) |
#object指所需的回归模型;newdata指用于测试的数据集 |
#type指选择预测的类型,由于是二分类变量,所以选择reponse,表示输出结果预测响应变量为1的概率 |
# 模型预测 |
Yhat = predict(lm1, newdata = dat2, type = "response") |
ypre1 = 1 * (Yhat > 0.5) |
table(ypre1, dat2$churn) |
## |
## ypre1 0 1 |
## 0 46001 447 |
ypre2 = 1 * (Yhat > mean(dat2$churn)) |
table(ypre2, dat2$churn) |
## |
## ypre2 0 1 |
## 0 27242 108 |
## 1 18759 339 |
# 覆盖率捕获率曲线 |
sub = seq(0, 1, 1 / 7) |
tol = sum(dat2$churn) |
catch = sapply(sub, function(s) { |
ss = quantile(Yhat, 1 - s) |
res = sum(dat2$churn[Yhat > ss]) / tol |
return(res) |
}) |
plot(sub, catch, type = "l", xlab = "覆盖率", ylab = "捕获率") |
# 系数图示 |
coef = lm1$coefficients[-1] |
coef = sort(coef) |
barplot(coef, col = rainbow(10), width = 1) |
# 加载所需R包 |
# install.packages("pROC") |
library(pROC) |
# 生成ROC曲线 |
plot.roc(dat2$churn, Yhat, col = "red", lwd = 2, xaxs = "i", yaxs = "i") |
# 比较ROC曲线优劣 |
lm2 = glm(churn ~ chgcount, data = dat1, family = binomial()) |
Yhat2 = predict(lm2, newdata = dat2, type = "response") |
plot.roc(dat2$churn, Yhat2, col = "blue", lwd = 2, xaxs = "i", yaxs = "i") |
lines.roc(dat2$churn, Yhat, col = "red", lwd = 2) |
# auc曲线 |
auc(dat2$churn, Yhat) |
############################### |
#总结# |
library(gridExtra) |
grid.arrange()#因为ggplot()直接将两张图分别输出,而gridExtra中的grid.arrange()将图并列输出 |
glm()#逻辑回归建模最常用的是广义线性回归语句 |
predict() |
library(pROC) |
# 生成ROC曲线 |
plot.roc() |
auc() |
############################# |
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