# Load required libraries
library (tidyverse)
── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
✔ dplyr 1.1.4 ✔ readr 2.1.5
✔ forcats 1.0.0 ✔ stringr 1.5.1
✔ ggplot2 3.5.0 ✔ tibble 3.2.1
✔ lubridate 1.9.3 ✔ tidyr 1.3.1
✔ purrr 1.0.2
── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
✖ dplyr::filter() masks stats::filter()
✖ dplyr::lag() masks stats::lag()
ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
Loading required package: lattice
Attaching package: 'caret'
The following object is masked from 'package:purrr':
lift
library (e1071)
library (randomForest)
randomForest 4.7-1.1
Type rfNews() to see new features/changes/bug fixes.
Attaching package: 'randomForest'
The following object is masked from 'package:dplyr':
combine
The following object is masked from 'package:ggplot2':
margin
Attaching package: 'xgboost'
The following object is masked from 'package:dplyr':
slice
library (lightgbm)
library (ROCR)
library (ggplot2)
library (data.table)
Attaching package: 'data.table'
The following objects are masked from 'package:lubridate':
hour, isoweek, mday, minute, month, quarter, second, wday, week,
yday, year
The following objects are masked from 'package:dplyr':
between, first, last
The following object is masked from 'package:purrr':
transpose
# EDA: Visualizations
ggplot (df_credit, aes (x = Age)) + geom_histogram (binwidth = 5 ) + facet_wrap (~ Risk) + ggtitle ("Age Distribution by Risk" )
ggplot (df_credit, aes (x = Sex, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Sex Distribution by Risk" )
ggplot (df_credit, aes (x = Job, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Job Distribution by Risk" )
ggplot (df_credit, aes (x = Housing, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Housing Distribution by Risk" )
ggplot (df_credit, aes (x = Saving.accounts, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Saving Accounts Distribution by Risk" )
ggplot (df_credit, aes (x = Checking.account, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Checking Account Distribution by Risk" )
ggplot (df_credit, aes (x = Credit.amount)) + geom_histogram (binwidth = 500 ) + facet_wrap (~ Risk) + ggtitle ("Credit Amount Distribution by Risk" )
ggplot (df_credit, aes (x = Duration)) + geom_histogram (binwidth = 5 ) + facet_wrap (~ Risk) + ggtitle ("Duration Distribution by Risk" )
ggplot (df_credit, aes (x = Purpose, fill = Risk)) + geom_bar (position = "dodge" ) + ggtitle ("Purpose Distribution by Risk" )
# Evaluate models on test data
models <- list (glm = model_glm, rf = model_rf, svm = model_svm, xgb = model_xgb)
results <- resamples (models)
summary (results)
Call:
summary.resamples(object = results)
Models: glm, rf, svm, xgb
Number of resamples: 5
ROC
Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
glm 0.6145833 0.7148438 0.7795759 0.7558036 0.8132440 0.8567708 0
rf 0.6433222 0.7472098 0.7650670 0.7521577 0.7936198 0.8115699 0
svm 0.6396949 0.7358631 0.7979911 0.7567336 0.8007812 0.8093378 0
xgb 0.6343006 0.7510231 0.7711124 0.7664807 0.8314732 0.8444940 0
Sens
Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
glm 0.3750000 0.3750000 0.4375000 0.4166667 0.4375000 0.4583333 0
rf 0.3541667 0.3750000 0.3958333 0.4250000 0.4791667 0.5208333 0
svm 0.2500000 0.3541667 0.3541667 0.3625000 0.3958333 0.4583333 0
xgb 0.2916667 0.2916667 0.3750000 0.3666667 0.4166667 0.4583333 0
Spec
Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
glm 0.8125000 0.8482143 0.8571429 0.8750000 0.9107143 0.9464286 0
rf 0.8035714 0.8392857 0.8750000 0.8678571 0.8839286 0.9375000 0
svm 0.8392857 0.8839286 0.8839286 0.9035714 0.9464286 0.9642857 0
xgb 0.8392857 0.8392857 0.8660714 0.8785714 0.8839286 0.9642857 0
eXtreme Gradient Boosting
800 samples
9 predictor
2 classes: 'bad', 'good'
No pre-processing
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 640, 640, 640, 640, 640
Resampling results across tuning parameters:
eta max_depth colsample_bytree subsample nrounds ROC Sens
0.3 1 0.6 0.500 50 0.7566592 0.3541667
0.3 1 0.6 0.500 100 0.7496466 0.4166667
0.3 1 0.6 0.500 150 0.7435454 0.4041667
0.3 1 0.6 0.500 200 0.7321615 0.4041667
0.3 1 0.6 0.500 250 0.7286458 0.3958333
0.3 1 0.6 0.625 50 0.7588542 0.3458333
0.3 1 0.6 0.625 100 0.7446615 0.3708333
0.3 1 0.6 0.625 150 0.7414249 0.4000000
0.3 1 0.6 0.625 200 0.7358073 0.3958333
0.3 1 0.6 0.625 250 0.7291481 0.3916667
0.3 1 0.6 0.750 50 0.7607515 0.3458333
0.3 1 0.6 0.750 100 0.7505208 0.4000000
0.3 1 0.6 0.750 150 0.7491629 0.4000000
0.3 1 0.6 0.750 200 0.7443266 0.4208333
0.3 1 0.6 0.750 250 0.7421689 0.4416667
0.3 1 0.6 0.875 50 0.7631510 0.3625000
0.3 1 0.6 0.875 100 0.7561012 0.4083333
0.3 1 0.6 0.875 150 0.7488281 0.3958333
0.3 1 0.6 0.875 200 0.7441406 0.4125000
0.3 1 0.6 0.875 250 0.7393415 0.4208333
0.3 1 0.6 1.000 50 0.7644903 0.3416667
0.3 1 0.6 1.000 100 0.7597098 0.3916667
0.3 1 0.6 1.000 150 0.7558222 0.4041667
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0.3 1 0.6 1.000 250 0.7493304 0.3875000
0.3 1 0.8 0.500 50 0.7562128 0.3625000
0.3 1 0.8 0.500 100 0.7481585 0.3875000
0.3 1 0.8 0.500 150 0.7463356 0.4208333
0.3 1 0.8 0.500 200 0.7412016 0.4041667
0.3 1 0.8 0.500 250 0.7282180 0.4500000
0.3 1 0.8 0.625 50 0.7664807 0.3666667
0.3 1 0.8 0.625 100 0.7568266 0.4166667
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0.3 1 0.8 0.625 200 0.7438244 0.4291667
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0.3 1 0.8 0.750 50 0.7598586 0.3958333
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0.3 1 0.8 0.750 150 0.7449963 0.4083333
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0.3 2 0.6 0.500 150 0.7301711 0.4500000
0.3 2 0.6 0.500 200 0.7340774 0.4833333
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0.3 3 0.6 1.000 200 0.7282924 0.4916667
0.3 3 0.6 1.000 250 0.7292411 0.4833333
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0.8142857
0.8392857
0.8196429
0.8214286
0.8160714
0.8107143
0.8375000
0.8375000
0.8250000
0.8321429
0.8339286
0.8535714
0.8392857
0.8285714
0.8303571
0.8250000
0.8321429
0.8321429
0.8125000
0.8178571
0.8214286
0.8392857
0.8232143
0.8214286
0.8250000
0.8196429
0.8428571
0.8267857
0.8214286
0.8303571
0.8303571
0.8196429
0.8267857
0.8142857
0.8214286
0.8214286
0.8571429
0.8392857
0.8410714
0.8339286
0.8410714
Tuning parameter 'gamma' was held constant at a value of 0
Tuning
parameter 'min_child_weight' was held constant at a value of 1
ROC was used to select the optimal model using the largest value.
The final values used for the model were nrounds = 50, max_depth = 1, eta
= 0.3, gamma = 0, colsample_bytree = 0.8, min_child_weight = 1 and subsample
= 0.625.
# ROC Curve
pred <- prediction (probabilities[, 2 ], df_test$ Risk)
perf <- performance (pred, "tpr" , "fpr" )
plot (perf, col = "blue" , main = "ROC Curve" )
abline (a = 0 , b = 1 , col = "red" , lty = 2 )