#-*- coding: utf-8 -*-
#逻辑回归 自动建模 import pandas as pd #参数初始化 filename = '../data/bankloan.xls' data = pd.read_excel(filename) x = data.iloc[:,:8].as_matrix() y = data.iloc[:,8].as_matrix() from sklearn.linear_model import LogisticRegression as LR from sklearn.linear_model import RandomizedLogisticRegression as RLR rlr = RLR() #建立随机逻辑回归模型，筛选变量 rlr.fit(x, y) #训练模型 rlr.get_support() #获取特征筛选结果，也可以通过.scores_方法获取各个特征的分数 print(u'通过随机逻辑回归模型筛选特征结束。') print(u'有效特征为：%s' % ','.join(data.columns[rlr.get_support()])) x = data[data.columns[rlr.get_support()]].as_matrix() #筛选好特征 lr = LR() #建立逻辑货柜模型 lr.fit(x, y) #用筛选后的特征数据来训练模型 print(u'逻辑回归模型训练结束。') print(u'模型的平均正确率为：%s' % lr.score(x, y)) #给出模型的平均正确率，本例为81.4% python 3.5.2下运行，如果
把书上的x = data.iloc[:,:8].as_matrix()
x = data.iloc[:,:9].as_matrix()，可以消除warning，但是结果会错误。
上述代码原封不动的情况下，运行后会出现如下警告
isibleDeprecationWarning: boolean index did not match indexed array along dimension 0; dimension is 9 but corresponding boolean dimension is 8
这个意思是excel中的数据少读了一列，可以不予理会。
数据集（bankloan.xls）：
年龄教育工龄地址收入负债率信用卡负债其他负债违约4131712176.009.3011.365.01127110631.0017.301.364.000401151455.005.500.862.1704111514120.002.902.660.8202422028.0017.301.793.0614125525.0010.200.392.16039120967.0030.603.8316.670431121138.003.600.131.2402413419.0024.401.363.28136101325.0019.702.782.1502710116.001.700.180.0902514023.005.200.250.940521241464.0010.003.932.4703716929.0016.301.723.0104812215100.009.103.705.4003629649.008.600.823.40136213641.0016.402.923.811431231972.007.601.184.2903916961.005.700.562.91041302126.001.700.100.34039122352.003.201.150.510471172143.005.600.591.8202813626.0010.000.432.1702918627.009.800.402.2402121216.0018.000.242.6412540232.0017.602.143.49045292669.006.700.713.920431252164.0016.700.959.74033212858.0018.403.087.5902632137.0014.200.205.05045131520.002.100.110.32030111022.0010.501.141.1702732726.006.000.720.8402518427.0014.401.022.8702518135.002.900.080.9402626745.0026.006.055.65030210422.0016.101.412.13032212154.0014.403.204.5802821824.0017.101.342.77145123550.004.200.561.5402317231.006.600.341.71034117359.008.001.812.91042272341.004.600.940.94039119548.0013.101.934.3602610014.007.500.300.7512120116.006.800.150.940351131535.004.500.431.1404714226.0010.400.122.5802320221.0011.400.781.62135118242.007.400.212.90034121125.0012.600.572.58146111220.0014.000.811.990461161852.0012.903.033.68138331825.003.700.310.6104023228.009.500.552.1103711324.0015.101.801.8213519134.005.000.401.300392161369.002.401.060.590403186100.002.501.491.020503102080.0012.202.487.28031191028.002.400.050.62029113142.007.401.461.6513714023.0012.400.871.9803324955.007.002.161.6902625728.007.801.021.16032211675.0023.307.769.7212822323.006.400.191.29139119846.009.102.521.6702828331.008.201.491.0512911220.0018.600.573.1513423821.0023.101.403.4502825934.0023.803.104.9904712621100.0012.804.588.2204341526.0010.601.521.240411131044.001.700.070.680471132551.0023.803.748.4002412121.000.600.030.1002911917.006.700.160.98033114237.002.600.200.760361151039.003.200.690.5602614327.0010.502.470.361311111245.0017.002.744.9103717332.0019.602.703.58035441629.0011.001.841.3502614320.005.400.320.760401101545.0018.802.016.4502925436.0012.403.490.97137351729.0024.601.415.730321121228.002.900.120.7002320117.0027.702.042.67132131023.006.200.051.3702511615.0011.400.371.3413815554.0010.601.504.2203220618.005.800.300.7514132015.0026.301.961.98136117654.004.400.731.65042313082.003.301.321.39041114852.007.300.932.8702924919.006.300.680.5203834631.009.301.331.551391229113.002.600.991.9503616926.008.300.032.1303318727.005.800.780.7904222111121.003.101.372.390412221775.0023.609.887.82040181728.003.600.530.47053191850.0011.202.023.5812814726.0013.501.302.210362121360.007.901.723.02034291345.0010.101.123.4304532539.004.900.461.4503816041.008.900.273.3802130224.007.700.831.010421121151.0021.402.418.500521162564.008.601.873.6402524633.005.200.551.1603429965.006.202.111.920402151673.003.401.031.4503120427.0012.801.092.3712511020.006.700.470.871451121937.009.501.342.1702313019.008.400.281.3213446327.0035.301.987.5513112422.0012.701.091.7012815922.002.800.140.48041171143.004.400.691.2003927268.0013.001.027.8212929336.001.400.130.3802115125.009.000.371.88041219268.005.801.512.4402641727.002.900.310.47033151018.0012.900.981.340452181935.0017.400.555.540391172060.0013.702.455.7702417221.006.300.520.8002926757.002.200.450.8002721023.0012.400.292.57040113228.005.900.960.69029181024.006.700.471.1402924337.006.601.161.2812410216.0016.001.011.5512719645.0017.802.855.1614131622135.004.401.284.66031111825.009.100.142.130411161768.005.400.453.2204225341.003.400.361.0402841326.0012.400.382.8503042825.0010.001.770.73030111133.008.400.682.0903118444.008.001.721.800452151451.0018.101.557.680431132376.006.102.152.48136141023.0016.301.332.4202818630.007.200.611.5502723533.0013.201.632.72036313339.0019.202.804.690331121132.0011.302.101.5105419228.0014.801.562.5913319429.0013.801.352.6513119526.004.500.310.8602114026.008.901.420.8902835944.008.700.773.0503122126.006.800.281.4913218626.004.100.330.7403521824.0012.500.592.4114021311102.0018.906.2313.0512214224.0015.601.642.1113914938.006.501.181.29041414344.001.700.350.39034116979.004.001.731.4302917922.009.700.551.58031141028.0011.300.292.8703211020.004.800.310.65132114773.008.803.752.67033161421.007.500.571.0102616022.0010.300.721.5502111118.0017.300.162.9602827234.007.000.362.02037113524.008.900.601.53033221435.0022.902.125.891391121046.005.000.561.74040281957.005.600.882.310453162180.003.000.911.49027110634.006.500.851.3602840729.0024.201.425.59039113927.008.000.971.190401142143.0015.002.793.66127111856.0016.904.644.8303611416.009.300.431.05055119278.0015.604.407.7602724322.0013.201.091.8213011817.0011.000.751.12036110028.0011.200.822.3213111621.002.500.280.25133213240.007.200.182.7003014033.004.200.500.8902411018.005.900.240.82133491028.004.300.380.83050182747.006.900.402.8403126632.0023.103.344.0512813719.004.100.260.52044381088.006.100.285.08148432345.009.800.973.44036201730.009.700.332.5802937163.005.500.572.8904031711116.006.002.564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