credit_risk_ensemble.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "import warnings\n",
    "warnings.filterwarnings('ignore')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "from pathlib import Path\n",
    "from collections import Counter"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.metrics import balanced_accuracy_score\n",
    "from sklearn.metrics import confusion_matrix\n",
    "from imblearn.metrics import classification_report_imbalanced"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Read the CSV and Perform Basic Data Cleaning"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [],
   "source": [
    "# https://help.lendingclub.com/hc/en-us/articles/215488038-What-do-the-different-Note-statuses-mean-\n",
    "\n",
    "columns = [\n",
    "    \"loan_amnt\", \"int_rate\", \"installment\", \"home_ownership\",\n",
    "    \"annual_inc\", \"verification_status\", \"issue_d\", \"loan_status\",\n",
    "    \"pymnt_plan\", \"dti\", \"delinq_2yrs\", \"inq_last_6mths\",\n",
    "    \"open_acc\", \"pub_rec\", \"revol_bal\", \"total_acc\",\n",
    "    \"initial_list_status\", \"out_prncp\", \"out_prncp_inv\", \"total_pymnt\",\n",
    "    \"total_pymnt_inv\", \"total_rec_prncp\", \"total_rec_int\", \"total_rec_late_fee\",\n",
    "    \"recoveries\", \"collection_recovery_fee\", \"last_pymnt_amnt\", \"next_pymnt_d\",\n",
    "    \"collections_12_mths_ex_med\", \"policy_code\", \"application_type\", \"acc_now_delinq\",\n",
    "    \"tot_coll_amt\", \"tot_cur_bal\", \"open_acc_6m\", \"open_act_il\",\n",
    "    \"open_il_12m\", \"open_il_24m\", \"mths_since_rcnt_il\", \"total_bal_il\",\n",
    "    \"il_util\", \"open_rv_12m\", \"open_rv_24m\", \"max_bal_bc\",\n",
    "    \"all_util\", \"total_rev_hi_lim\", \"inq_fi\", \"total_cu_tl\",\n",
    "    \"inq_last_12m\", \"acc_open_past_24mths\", \"avg_cur_bal\", \"bc_open_to_buy\",\n",
    "    \"bc_util\", \"chargeoff_within_12_mths\", \"delinq_amnt\", \"mo_sin_old_il_acct\",\n",
    "    \"mo_sin_old_rev_tl_op\", \"mo_sin_rcnt_rev_tl_op\", \"mo_sin_rcnt_tl\", \"mort_acc\",\n",
    "    \"mths_since_recent_bc\", \"mths_since_recent_inq\", \"num_accts_ever_120_pd\", \"num_actv_bc_tl\",\n",
    "    \"num_actv_rev_tl\", \"num_bc_sats\", \"num_bc_tl\", \"num_il_tl\",\n",
    "    \"num_op_rev_tl\", \"num_rev_accts\", \"num_rev_tl_bal_gt_0\",\n",
    "    \"num_sats\", \"num_tl_120dpd_2m\", \"num_tl_30dpd\", \"num_tl_90g_dpd_24m\",\n",
    "    \"num_tl_op_past_12m\", \"pct_tl_nvr_dlq\", \"percent_bc_gt_75\", \"pub_rec_bankruptcies\",\n",
    "    \"tax_liens\", \"tot_hi_cred_lim\", \"total_bal_ex_mort\", \"total_bc_limit\",\n",
    "    \"total_il_high_credit_limit\", \"hardship_flag\", \"debt_settlement_flag\"\n",
    "]\n",
    "\n",
    "target = [\"loan_status\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>loan_amnt</th>\n",
       "      <th>int_rate</th>\n",
       "      <th>installment</th>\n",
       "      <th>home_ownership</th>\n",
       "      <th>annual_inc</th>\n",
       "      <th>verification_status</th>\n",
       "      <th>issue_d</th>\n",
       "      <th>loan_status</th>\n",
       "      <th>pymnt_plan</th>\n",
       "      <th>dti</th>\n",
       "      <th>...</th>\n",
       "      <th>pct_tl_nvr_dlq</th>\n",
       "      <th>percent_bc_gt_75</th>\n",
       "      <th>pub_rec_bankruptcies</th>\n",
       "      <th>tax_liens</th>\n",
       "      <th>tot_hi_cred_lim</th>\n",
       "      <th>total_bal_ex_mort</th>\n",
       "      <th>total_bc_limit</th>\n",
       "      <th>total_il_high_credit_limit</th>\n",
       "      <th>hardship_flag</th>\n",
       "      <th>debt_settlement_flag</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10500.0</td>\n",
       "      <td>0.1719</td>\n",
       "      <td>375.35</td>\n",
       "      <td>RENT</td>\n",
       "      <td>66000.0</td>\n",
       "      <td>Source Verified</td>\n",
       "      <td>Mar-2019</td>\n",
       "      <td>low_risk</td>\n",
       "      <td>n</td>\n",
       "      <td>27.24</td>\n",
       "      <td>...</td>\n",
       "      <td>85.7</td>\n",
       "      <td>100.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>65687.0</td>\n",
       "      <td>38199.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>61987.0</td>\n",
       "      <td>N</td>\n",
       "      <td>N</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>25000.0</td>\n",
       "      <td>0.2000</td>\n",
       "      <td>929.09</td>\n",
       "      <td>MORTGAGE</td>\n",
       "      <td>105000.0</td>\n",
       "      <td>Verified</td>\n",
       "      <td>Mar-2019</td>\n",
       "      <td>low_risk</td>\n",
       "      <td>n</td>\n",
       "      <td>20.23</td>\n",
       "      <td>...</td>\n",
       "      <td>91.2</td>\n",
       "      <td>50.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>271427.0</td>\n",
       "      <td>60641.0</td>\n",
       "      <td>41200.0</td>\n",
       "      <td>49197.0</td>\n",
       "      <td>N</td>\n",
       "      <td>N</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>20000.0</td>\n",
       "      <td>0.2000</td>\n",
       "      <td>529.88</td>\n",
       "      <td>MORTGAGE</td>\n",
       "      <td>56000.0</td>\n",
       "      <td>Verified</td>\n",
       "      <td>Mar-2019</td>\n",
       "      <td>low_risk</td>\n",
       "      <td>n</td>\n",
       "      <td>24.26</td>\n",
       "      <td>...</td>\n",
       "      <td>66.7</td>\n",
       "      <td>50.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>60644.0</td>\n",
       "      <td>45684.0</td>\n",
       "      <td>7500.0</td>\n",
       "      <td>43144.0</td>\n",
       "      <td>N</td>\n",
       "      <td>N</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>10000.0</td>\n",
       "      <td>0.1640</td>\n",
       "      <td>353.55</td>\n",
       "      <td>RENT</td>\n",
       "      <td>92000.0</td>\n",
       "      <td>Verified</td>\n",
       "      <td>Mar-2019</td>\n",
       "      <td>low_risk</td>\n",
       "      <td>n</td>\n",
       "      <td>31.44</td>\n",
       "      <td>...</td>\n",
       "      <td>100.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>99506.0</td>\n",
       "      <td>68784.0</td>\n",
       "      <td>19700.0</td>\n",
       "      <td>76506.0</td>\n",
       "      <td>N</td>\n",
       "      <td>N</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>22000.0</td>\n",
       "      <td>0.1474</td>\n",
       "      <td>520.39</td>\n",
       "      <td>MORTGAGE</td>\n",
       "      <td>52000.0</td>\n",
       "      <td>Not Verified</td>\n",
       "      <td>Mar-2019</td>\n",
       "      <td>low_risk</td>\n",
       "      <td>n</td>\n",
       "      <td>18.76</td>\n",
       "      <td>...</td>\n",
       "      <td>100.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>219750.0</td>\n",
       "      <td>25919.0</td>\n",
       "      <td>27600.0</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>N</td>\n",
       "      <td>N</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 86 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   loan_amnt  int_rate  installment home_ownership  annual_inc  \\\n",
       "0    10500.0    0.1719       375.35           RENT     66000.0   \n",
       "1    25000.0    0.2000       929.09       MORTGAGE    105000.0   \n",
       "2    20000.0    0.2000       529.88       MORTGAGE     56000.0   \n",
       "3    10000.0    0.1640       353.55           RENT     92000.0   \n",
       "4    22000.0    0.1474       520.39       MORTGAGE     52000.0   \n",
       "\n",
       "  verification_status   issue_d loan_status pymnt_plan    dti  ...  \\\n",
       "0     Source Verified  Mar-2019    low_risk          n  27.24  ...   \n",
       "1            Verified  Mar-2019    low_risk          n  20.23  ...   \n",
       "2            Verified  Mar-2019    low_risk          n  24.26  ...   \n",
       "3            Verified  Mar-2019    low_risk          n  31.44  ...   \n",
       "4        Not Verified  Mar-2019    low_risk          n  18.76  ...   \n",
       "\n",
       "   pct_tl_nvr_dlq  percent_bc_gt_75  pub_rec_bankruptcies  tax_liens  \\\n",
       "0            85.7             100.0                   0.0        0.0   \n",
       "1            91.2              50.0                   1.0        0.0   \n",
       "2            66.7              50.0                   0.0        0.0   \n",
       "3           100.0              50.0                   1.0        0.0   \n",
       "4           100.0               0.0                   0.0        0.0   \n",
       "\n",
       "   tot_hi_cred_lim  total_bal_ex_mort total_bc_limit  \\\n",
       "0          65687.0            38199.0         2000.0   \n",
       "1         271427.0            60641.0        41200.0   \n",
       "2          60644.0            45684.0         7500.0   \n",
       "3          99506.0            68784.0        19700.0   \n",
       "4         219750.0            25919.0        27600.0   \n",
       "\n",
       "   total_il_high_credit_limit  hardship_flag  debt_settlement_flag  \n",
       "0                     61987.0              N                     N  \n",
       "1                     49197.0              N                     N  \n",
       "2                     43144.0              N                     N  \n",
       "3                     76506.0              N                     N  \n",
       "4                     20000.0              N                     N  \n",
       "\n",
       "[5 rows x 86 columns]"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Load the data\n",
    "file_path = Path('LoanStats_2019Q1.csv')\n",
    "df = pd.read_csv(file_path, skiprows=1)[:-2]\n",
    "df = df.loc[:, columns].copy()\n",
    "\n",
    "# Drop the null columns where all values are null\n",
    "df = df.dropna(axis='columns', how='all')\n",
    "\n",
    "# Drop the null rows\n",
    "df = df.dropna()\n",
    "\n",
    "# Remove the `Issued` loan status\n",
    "issued_mask = df['loan_status'] != 'Issued'\n",
    "df = df.loc[issued_mask]\n",
    "\n",
    "# convert interest rate to numerical\n",
    "df['int_rate'] = df['int_rate'].str.replace('%', '')\n",
    "df['int_rate'] = df['int_rate'].astype('float') / 100\n",
    "\n",
    "\n",
    "# Convert the target column values to low_risk and high_risk based on their values\n",
    "x = {'Current': 'low_risk'}   \n",
    "df = df.replace(x)\n",
    "\n",
    "x = dict.fromkeys(['Late (31-120 days)', 'Late (16-30 days)', 'Default', 'In Grace Period'], 'high_risk')    \n",
    "df = df.replace(x)\n",
    "\n",
    "df.reset_index(inplace=True, drop=True)\n",
    "\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Split the Data into Training and Testing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>loan_status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68812</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68813</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68814</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68815</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>68816</th>\n",
       "      <td>low_risk</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>68817 rows × 1 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "      loan_status\n",
       "0        low_risk\n",
       "1        low_risk\n",
       "2        low_risk\n",
       "3        low_risk\n",
       "4        low_risk\n",
       "...           ...\n",
       "68812    low_risk\n",
       "68813    low_risk\n",
       "68814    low_risk\n",
       "68815    low_risk\n",
       "68816    low_risk\n",
       "\n",
       "[68817 rows x 1 columns]"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Create our features\n",
    "df_encoded = pd.get_dummies(df, columns=[\"home_ownership\",\"verification_status\",\"pymnt_plan\",\"hardship_flag\", \"debt_settlement_flag\", \"issue_d\", \"initial_list_status\",\"next_pymnt_d\",\"application_type\"])\n",
    "\n",
    "X = df_encoded.drop(\"loan_status\", axis = 1)\n",
    "\n",
    "\n",
    "# Create our target\n",
    "y = pd.DataFrame(df_encoded[\"loan_status\"])\n",
    "y"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>loan_amnt</th>\n",
       "      <th>int_rate</th>\n",
       "      <th>installment</th>\n",
       "      <th>annual_inc</th>\n",
       "      <th>dti</th>\n",
       "      <th>delinq_2yrs</th>\n",
       "      <th>inq_last_6mths</th>\n",
       "      <th>open_acc</th>\n",
       "      <th>pub_rec</th>\n",
       "      <th>revol_bal</th>\n",
       "      <th>...</th>\n",
       "      <th>debt_settlement_flag_N</th>\n",
       "      <th>issue_d_Feb-2019</th>\n",
       "      <th>issue_d_Jan-2019</th>\n",
       "      <th>issue_d_Mar-2019</th>\n",
       "      <th>initial_list_status_f</th>\n",
       "      <th>initial_list_status_w</th>\n",
       "      <th>next_pymnt_d_Apr-2019</th>\n",
       "      <th>next_pymnt_d_May-2019</th>\n",
       "      <th>application_type_Individual</th>\n",
       "      <th>application_type_Joint App</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>6.881700e+04</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>68817.0</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "      <td>68817.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>16677.594562</td>\n",
       "      <td>0.127718</td>\n",
       "      <td>480.652863</td>\n",
       "      <td>8.821371e+04</td>\n",
       "      <td>21.778153</td>\n",
       "      <td>0.217766</td>\n",
       "      <td>0.497697</td>\n",
       "      <td>12.587340</td>\n",
       "      <td>0.126030</td>\n",
       "      <td>17604.142828</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.371696</td>\n",
       "      <td>0.451066</td>\n",
       "      <td>0.177238</td>\n",
       "      <td>0.123879</td>\n",
       "      <td>0.876121</td>\n",
       "      <td>0.383161</td>\n",
       "      <td>0.616839</td>\n",
       "      <td>0.860340</td>\n",
       "      <td>0.139660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>10277.348590</td>\n",
       "      <td>0.048130</td>\n",
       "      <td>288.062432</td>\n",
       "      <td>1.155800e+05</td>\n",
       "      <td>20.199244</td>\n",
       "      <td>0.718367</td>\n",
       "      <td>0.758122</td>\n",
       "      <td>6.022869</td>\n",
       "      <td>0.336797</td>\n",
       "      <td>21835.880400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.483261</td>\n",
       "      <td>0.497603</td>\n",
       "      <td>0.381873</td>\n",
       "      <td>0.329446</td>\n",
       "      <td>0.329446</td>\n",
       "      <td>0.486161</td>\n",
       "      <td>0.486161</td>\n",
       "      <td>0.346637</td>\n",
       "      <td>0.346637</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>1000.000000</td>\n",
       "      <td>0.060000</td>\n",
       "      <td>30.890000</td>\n",
       "      <td>4.000000e+01</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>9000.000000</td>\n",
       "      <td>0.088100</td>\n",
       "      <td>265.730000</td>\n",
       "      <td>5.000000e+04</td>\n",
       "      <td>13.890000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>8.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>6293.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>15000.000000</td>\n",
       "      <td>0.118000</td>\n",
       "      <td>404.560000</td>\n",
       "      <td>7.300000e+04</td>\n",
       "      <td>19.760000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>11.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>12068.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>24000.000000</td>\n",
       "      <td>0.155700</td>\n",
       "      <td>648.100000</td>\n",
       "      <td>1.040000e+05</td>\n",
       "      <td>26.660000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>16.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>21735.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>40000.000000</td>\n",
       "      <td>0.308400</td>\n",
       "      <td>1676.230000</td>\n",
       "      <td>8.797500e+06</td>\n",
       "      <td>999.000000</td>\n",
       "      <td>18.000000</td>\n",
       "      <td>5.000000</td>\n",
       "      <td>72.000000</td>\n",
       "      <td>4.000000</td>\n",
       "      <td>587191.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>8 rows × 95 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "          loan_amnt      int_rate   installment    annual_inc           dti  \\\n",
       "count  68817.000000  68817.000000  68817.000000  6.881700e+04  68817.000000   \n",
       "mean   16677.594562      0.127718    480.652863  8.821371e+04     21.778153   \n",
       "std    10277.348590      0.048130    288.062432  1.155800e+05     20.199244   \n",
       "min     1000.000000      0.060000     30.890000  4.000000e+01      0.000000   \n",
       "25%     9000.000000      0.088100    265.730000  5.000000e+04     13.890000   \n",
       "50%    15000.000000      0.118000    404.560000  7.300000e+04     19.760000   \n",
       "75%    24000.000000      0.155700    648.100000  1.040000e+05     26.660000   \n",
       "max    40000.000000      0.308400   1676.230000  8.797500e+06    999.000000   \n",
       "\n",
       "        delinq_2yrs  inq_last_6mths      open_acc       pub_rec  \\\n",
       "count  68817.000000    68817.000000  68817.000000  68817.000000   \n",
       "mean       0.217766        0.497697     12.587340      0.126030   \n",
       "std        0.718367        0.758122      6.022869      0.336797   \n",
       "min        0.000000        0.000000      2.000000      0.000000   \n",
       "25%        0.000000        0.000000      8.000000      0.000000   \n",
       "50%        0.000000        0.000000     11.000000      0.000000   \n",
       "75%        0.000000        1.000000     16.000000      0.000000   \n",
       "max       18.000000        5.000000     72.000000      4.000000   \n",
       "\n",
       "           revol_bal  ...  debt_settlement_flag_N  issue_d_Feb-2019  \\\n",
       "count   68817.000000  ...                 68817.0      68817.000000   \n",
       "mean    17604.142828  ...                     1.0          0.371696   \n",
       "std     21835.880400  ...                     0.0          0.483261   \n",
       "min         0.000000  ...                     1.0          0.000000   \n",
       "25%      6293.000000  ...                     1.0          0.000000   \n",
       "50%     12068.000000  ...                     1.0          0.000000   \n",
       "75%     21735.000000  ...                     1.0          1.000000   \n",
       "max    587191.000000  ...                     1.0          1.000000   \n",
       "\n",
       "       issue_d_Jan-2019  issue_d_Mar-2019  initial_list_status_f  \\\n",
       "count      68817.000000      68817.000000           68817.000000   \n",
       "mean           0.451066          0.177238               0.123879   \n",
       "std            0.497603          0.381873               0.329446   \n",
       "min            0.000000          0.000000               0.000000   \n",
       "25%            0.000000          0.000000               0.000000   \n",
       "50%            0.000000          0.000000               0.000000   \n",
       "75%            1.000000          0.000000               0.000000   \n",
       "max            1.000000          1.000000               1.000000   \n",
       "\n",
       "       initial_list_status_w  next_pymnt_d_Apr-2019  next_pymnt_d_May-2019  \\\n",
       "count           68817.000000           68817.000000           68817.000000   \n",
       "mean                0.876121               0.383161               0.616839   \n",
       "std                 0.329446               0.486161               0.486161   \n",
       "min                 0.000000               0.000000               0.000000   \n",
       "25%                 1.000000               0.000000               0.000000   \n",
       "50%                 1.000000               0.000000               1.000000   \n",
       "75%                 1.000000               1.000000               1.000000   \n",
       "max                 1.000000               1.000000               1.000000   \n",
       "\n",
       "       application_type_Individual  application_type_Joint App  \n",
       "count                 68817.000000                68817.000000  \n",
       "mean                      0.860340                    0.139660  \n",
       "std                       0.346637                    0.346637  \n",
       "min                       0.000000                    0.000000  \n",
       "25%                       1.000000                    0.000000  \n",
       "50%                       1.000000                    0.000000  \n",
       "75%                       1.000000                    0.000000  \n",
       "max                       1.000000                    1.000000  \n",
       "\n",
       "[8 rows x 95 columns]"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.describe()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "low_risk     68470\n",
       "high_risk      347\n",
       "Name: loan_status, dtype: int64"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Check the balance of our target values\n",
    "y['loan_status'].value_counts()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>loan_amnt</th>\n",
       "      <th>int_rate</th>\n",
       "      <th>installment</th>\n",
       "      <th>annual_inc</th>\n",
       "      <th>dti</th>\n",
       "      <th>delinq_2yrs</th>\n",
       "      <th>inq_last_6mths</th>\n",
       "      <th>open_acc</th>\n",
       "      <th>pub_rec</th>\n",
       "      <th>revol_bal</th>\n",
       "      <th>...</th>\n",
       "      <th>debt_settlement_flag_N</th>\n",
       "      <th>issue_d_Feb-2019</th>\n",
       "      <th>issue_d_Jan-2019</th>\n",
       "      <th>issue_d_Mar-2019</th>\n",
       "      <th>initial_list_status_f</th>\n",
       "      <th>initial_list_status_w</th>\n",
       "      <th>next_pymnt_d_Apr-2019</th>\n",
       "      <th>next_pymnt_d_May-2019</th>\n",
       "      <th>application_type_Individual</th>\n",
       "      <th>application_type_Joint App</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>39692</th>\n",
       "      <td>10000.0</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>328.86</td>\n",
       "      <td>49000.0</td>\n",
       "      <td>24.54</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6580.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>37830</th>\n",
       "      <td>21000.0</td>\n",
       "      <td>0.1072</td>\n",
       "      <td>684.74</td>\n",
       "      <td>57400.0</td>\n",
       "      <td>34.52</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>18688.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>64531</th>\n",
       "      <td>35000.0</td>\n",
       "      <td>0.0881</td>\n",
       "      <td>1109.90</td>\n",
       "      <td>180000.0</td>\n",
       "      <td>3.01</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>836.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28730</th>\n",
       "      <td>20000.0</td>\n",
       "      <td>0.0819</td>\n",
       "      <td>628.49</td>\n",
       "      <td>80000.0</td>\n",
       "      <td>26.51</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2615.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35102</th>\n",
       "      <td>12600.0</td>\n",
       "      <td>0.1356</td>\n",
       "      <td>427.96</td>\n",
       "      <td>71000.0</td>\n",
       "      <td>22.38</td>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>9073.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18872</th>\n",
       "      <td>35000.0</td>\n",
       "      <td>0.0881</td>\n",
       "      <td>1109.90</td>\n",
       "      <td>400000.0</td>\n",
       "      <td>13.79</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>7810.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6415</th>\n",
       "      <td>16800.0</td>\n",
       "      <td>0.0881</td>\n",
       "      <td>532.76</td>\n",
       "      <td>31000.0</td>\n",
       "      <td>20.48</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1867.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12632</th>\n",
       "      <td>25000.0</td>\n",
       "      <td>0.1102</td>\n",
       "      <td>818.71</td>\n",
       "      <td>90000.0</td>\n",
       "      <td>15.27</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26106.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24022</th>\n",
       "      <td>14000.0</td>\n",
       "      <td>0.1072</td>\n",
       "      <td>456.49</td>\n",
       "      <td>180000.0</td>\n",
       "      <td>12.35</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3601.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>44756</th>\n",
       "      <td>15000.0</td>\n",
       "      <td>0.0702</td>\n",
       "      <td>463.30</td>\n",
       "      <td>89000.0</td>\n",
       "      <td>13.30</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2027.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>51612 rows × 95 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       loan_amnt  int_rate  installment  annual_inc    dti  delinq_2yrs  \\\n",
       "39692    10000.0    0.1131       328.86     49000.0  24.54          0.0   \n",
       "37830    21000.0    0.1072       684.74     57400.0  34.52          0.0   \n",
       "64531    35000.0    0.0881      1109.90    180000.0   3.01          0.0   \n",
       "28730    20000.0    0.0819       628.49     80000.0  26.51          0.0   \n",
       "35102    12600.0    0.1356       427.96     71000.0  22.38          1.0   \n",
       "...          ...       ...          ...         ...    ...          ...   \n",
       "18872    35000.0    0.0881      1109.90    400000.0  13.79          0.0   \n",
       "6415     16800.0    0.0881       532.76     31000.0  20.48          0.0   \n",
       "12632    25000.0    0.1102       818.71     90000.0  15.27          1.0   \n",
       "24022    14000.0    0.1072       456.49    180000.0  12.35          2.0   \n",
       "44756    15000.0    0.0702       463.30     89000.0  13.30          0.0   \n",
       "\n",
       "       inq_last_6mths  open_acc  pub_rec  revol_bal  ...  \\\n",
       "39692             0.0      10.0      1.0     6580.0  ...   \n",
       "37830             0.0      12.0      0.0    18688.0  ...   \n",
       "64531             2.0       7.0      0.0      836.0  ...   \n",
       "28730             0.0      15.0      0.0     2615.0  ...   \n",
       "35102             2.0       7.0      0.0     9073.0  ...   \n",
       "...               ...       ...      ...        ...  ...   \n",
       "18872             1.0      17.0      1.0     7810.0  ...   \n",
       "6415              0.0       3.0      0.0     1867.0  ...   \n",
       "12632             0.0      18.0      0.0    26106.0  ...   \n",
       "24022             0.0      10.0      0.0     3601.0  ...   \n",
       "44756             0.0       7.0      0.0     2027.0  ...   \n",
       "\n",
       "       debt_settlement_flag_N  issue_d_Feb-2019  issue_d_Jan-2019  \\\n",
       "39692                       1                 0                 1   \n",
       "37830                       1                 0                 1   \n",
       "64531                       1                 0                 1   \n",
       "28730                       1                 1                 0   \n",
       "35102                       1                 1                 0   \n",
       "...                       ...               ...               ...   \n",
       "18872                       1                 1                 0   \n",
       "6415                        1                 0                 0   \n",
       "12632                       1                 1                 0   \n",
       "24022                       1                 1                 0   \n",
       "44756                       1                 0                 1   \n",
       "\n",
       "       issue_d_Mar-2019  initial_list_status_f  initial_list_status_w  \\\n",
       "39692                 0                      0                      1   \n",
       "37830                 0                      0                      1   \n",
       "64531                 0                      0                      1   \n",
       "28730                 0                      0                      1   \n",
       "35102                 0                      0                      1   \n",
       "...                 ...                    ...                    ...   \n",
       "18872                 0                      0                      1   \n",
       "6415                  1                      0                      1   \n",
       "12632                 0                      0                      1   \n",
       "24022                 0                      0                      1   \n",
       "44756                 0                      0                      1   \n",
       "\n",
       "       next_pymnt_d_Apr-2019  next_pymnt_d_May-2019  \\\n",
       "39692                      0                      1   \n",
       "37830                      0                      1   \n",
       "64531                      0                      1   \n",
       "28730                      0                      1   \n",
       "35102                      0                      1   \n",
       "...                      ...                    ...   \n",
       "18872                      1                      0   \n",
       "6415                       0                      1   \n",
       "12632                      1                      0   \n",
       "24022                      0                      1   \n",
       "44756                      1                      0   \n",
       "\n",
       "       application_type_Individual  application_type_Joint App  \n",
       "39692                            1                           0  \n",
       "37830                            1                           0  \n",
       "64531                            1                           0  \n",
       "28730                            1                           0  \n",
       "35102                            1                           0  \n",
       "...                            ...                         ...  \n",
       "18872                            1                           0  \n",
       "6415                             1                           0  \n",
       "12632                            1                           0  \n",
       "24022                            1                           0  \n",
       "44756                            1                           0  \n",
       "\n",
       "[51612 rows x 95 columns]"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from sklearn.model_selection import train_test_split\n",
    "X_train, X_test, y_train, y_test = train_test_split(X, \n",
    "                                                    y, \n",
    "                                                    random_state=1, \n",
    "                                                    stratify=y)\n",
    "X_train"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Ensemble Learners\n",
    "\n",
    "In this section, you will compare two ensemble algorithms to determine which algorithm results in the best performance. You will train a Balanced Random Forest Classifier and an Easy Ensemble AdaBoost classifier . For each algorithm, be sure to complete the folliowing steps:\n",
    "\n",
    "1. Train the model using the training data. \n",
    "2. Calculate the balanced accuracy score from sklearn.metrics.\n",
    "3. Print the confusion matrix from sklearn.metrics.\n",
    "4. Generate a classication report using the `imbalanced_classification_report` from imbalanced-learn.\n",
    "5. For the Balanced Random Forest Classifier onely, print the feature importance sorted in descending order (most important feature to least important) along with the feature score\n",
    "\n",
    "Note: Use a random state of 1 for each algorithm to ensure consistency between tests"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Balanced Random Forest Classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Resample the training data with the BalancedRandomForestClassifier\n",
    "from imblearn.ensemble import BalancedRandomForestClassifier\n",
    "from sklearn.metrics import balanced_accuracy_score\n",
    "clf = BalancedRandomForestClassifier(n_estimators=100,random_state=1)\n",
    "clf.fit(X_train, y_train) \n",
    "y_pred = clf.predict(X_test)\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.797618759845454"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Calculated the balanced accuracy score\n",
    "balanced_accuracy_score(y_test, y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[   61,    26],\n",
       "       [ 1813, 15305]])"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Display the confusion matrix\n",
    "from sklearn.metrics import confusion_matrix\n",
    "confusion_matrix(y_test, y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                   pre       rec       spe        f1       geo       iba       sup\n",
      "\n",
      "  high_risk       0.03      0.70      0.89      0.06      0.79      0.61        87\n",
      "   low_risk       1.00      0.89      0.70      0.94      0.79      0.64     17118\n",
      "\n",
      "avg / total       0.99      0.89      0.70      0.94      0.79      0.64     17205\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Print the imbalanced classification report\n",
    "from imblearn.metrics import classification_report_imbalanced\n",
    "print(classification_report_imbalanced(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[(0.0675238488703844, 'total_rec_prncp'),\n",
       " (0.06291752472134025, 'last_pymnt_amnt'),\n",
       " (0.06258249012125701, 'total_rec_int'),\n",
       " (0.057119640391187436, 'total_pymnt_inv'),\n",
       " (0.051625622668786744, 'total_pymnt'),\n",
       " (0.025275585828051256, 'int_rate'),\n",
       " (0.021388029074852377, 'issue_d_Jan-2019'),\n",
       " (0.020206736893220768, 'out_prncp'),\n",
       " (0.0194702405617641, 'out_prncp_inv'),\n",
       " (0.017876209689848387, 'mths_since_recent_inq'),\n",
       " (0.016872455248128634, 'installment'),\n",
       " (0.016695395240525063, 'dti'),\n",
       " (0.016627659490683944, 'max_bal_bc'),\n",
       " (0.0156406093931021, 'revol_bal'),\n",
       " (0.015585347684728025, 'mths_since_rcnt_il'),\n",
       " (0.01558275113772005, 'bc_util'),\n",
       " (0.01440607143349763, 'mo_sin_old_il_acct'),\n",
       " (0.014384176751135447, 'mo_sin_old_rev_tl_op'),\n",
       " (0.01425061061560041, 'bc_open_to_buy'),\n",
       " (0.014183191772081749, 'il_util'),\n",
       " (0.013975143520333856, 'total_bal_ex_mort'),\n",
       " (0.013667155469568447, 'avg_cur_bal'),\n",
       " (0.013653450177691519, 'total_bc_limit'),\n",
       " (0.013548588543358544, 'annual_inc'),\n",
       " (0.013487772388505632, 'all_util'),\n",
       " (0.013390117539099073, 'issue_d_Mar-2019'),\n",
       " (0.013240299009993597, 'loan_amnt'),\n",
       " (0.01302096931521751, 'mths_since_recent_bc'),\n",
       " (0.012845263283620479, 'total_rev_hi_lim'),\n",
       " (0.012558820375478664, 'tot_hi_cred_lim'),\n",
       " (0.012356142399034637, 'total_bal_il'),\n",
       " (0.011583214582677068, 'mo_sin_rcnt_rev_tl_op'),\n",
       " (0.011316315460352047, 'num_rev_accts'),\n",
       " (0.010400396322981682, 'total_il_high_credit_limit'),\n",
       " (0.010390686902145752, 'open_acc'),\n",
       " (0.01025678427704582, 'tot_cur_bal'),\n",
       " (0.010253623688414967, 'total_acc'),\n",
       " (0.010049739018121373, 'pct_tl_nvr_dlq'),\n",
       " (0.009407358105623528, 'num_il_tl'),\n",
       " (0.009241137895828942, 'acc_open_past_24mths'),\n",
       " (0.009000860472024762, 'mo_sin_rcnt_tl'),\n",
       " (0.008660160372902934, 'num_op_rev_tl'),\n",
       " (0.00844477397331685, 'inq_last_12m'),\n",
       " (0.008372019202989925, 'num_actv_bc_tl'),\n",
       " (0.008074416935597246, 'num_actv_rev_tl'),\n",
       " (0.007938588634662956, 'num_bc_sats'),\n",
       " (0.007896043337432167, 'num_rev_tl_bal_gt_0'),\n",
       " (0.007885350039469012, 'num_sats'),\n",
       " (0.007699646028295758, 'total_cu_tl'),\n",
       " (0.007566872216071172, 'num_bc_tl'),\n",
       " (0.0073376998669249585, 'mort_acc'),\n",
       " (0.007020637774685895, 'inq_last_6mths'),\n",
       " (0.007016306410476458, 'open_acc_6m'),\n",
       " (0.006849451403056115, 'total_rec_late_fee'),\n",
       " (0.006758731390611144, 'percent_bc_gt_75'),\n",
       " (0.006538871249731294, 'open_act_il'),\n",
       " (0.006351832016278929, 'num_tl_op_past_12m'),\n",
       " (0.005888772877988338, 'inq_fi'),\n",
       " (0.005389037854973424, 'open_rv_12m'),\n",
       " (0.005345448422913544, 'open_rv_24m'),\n",
       " (0.0052097791995297646, 'open_il_24m'),\n",
       " (0.00520112598681975, 'delinq_2yrs'),\n",
       " (0.00477796785921408, 'next_pymnt_d_Apr-2019'),\n",
       " (0.004621981055892167, 'open_il_12m'),\n",
       " (0.0039180830398562825, 'next_pymnt_d_May-2019'),\n",
       " (0.0034466723850709717, 'issue_d_Feb-2019'),\n",
       " (0.0033297850460678622, 'num_accts_ever_120_pd'),\n",
       " (0.0031107258296794033, 'verification_status_Verified'),\n",
       " (0.002987438655293988, 'tot_coll_amt'),\n",
       " (0.002529789719854494, 'verification_status_Source Verified'),\n",
       " (0.0024640160714207186, 'home_ownership_OWN'),\n",
       " (0.002252855521306221, 'home_ownership_RENT'),\n",
       " (0.001715155106205543, 'initial_list_status_f'),\n",
       " (0.0016896694316552393, 'verification_status_Not Verified'),\n",
       " (0.00132884171733755, 'pub_rec_bankruptcies'),\n",
       " (0.0013232431677677016, 'home_ownership_MORTGAGE'),\n",
       " (0.0011368342964212339, 'application_type_Individual'),\n",
       " (0.001057751321501494, 'application_type_Joint App'),\n",
       " (0.0010515996076379361, 'pub_rec'),\n",
       " (0.0007594516955934416, 'num_tl_90g_dpd_24m'),\n",
       " (0.0006143813984071674, 'initial_list_status_w'),\n",
       " (0.0002595204908901767, 'collections_12_mths_ex_med'),\n",
       " (0.00019468729255993418, 'home_ownership_ANY'),\n",
       " (0.00012594776062506606, 'chargeoff_within_12_mths'),\n",
       " (0.0, 'tax_liens'),\n",
       " (0.0, 'recoveries'),\n",
       " (0.0, 'pymnt_plan_n'),\n",
       " (0.0, 'policy_code'),\n",
       " (0.0, 'num_tl_30dpd'),\n",
       " (0.0, 'num_tl_120dpd_2m'),\n",
       " (0.0, 'hardship_flag_N'),\n",
       " (0.0, 'delinq_amnt'),\n",
       " (0.0, 'debt_settlement_flag_N'),\n",
       " (0.0, 'collection_recovery_fee'),\n",
       " (0.0, 'acc_now_delinq')]"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# List the features sorted in descending order by feature importance\n",
    "sorted(zip(clf.feature_importances_, X.columns), reverse=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Easy Ensemble AdaBoost Classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Train the EasyEnsembleClassifier\n",
    "from imblearn.ensemble import EasyEnsembleClassifier\n",
    "from sklearn.metrics import balanced_accuracy_score\n",
    "eec = EasyEnsembleClassifier(n_estimators=100,random_state=1)\n",
    "eec.fit(X_train, y_train) \n",
    "y_pred = eec.predict(X_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.925514985234337"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Calculated the balanced accuracy score\n",
    "balanced_accuracy_score(y_test, y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[   79,     8],\n",
       "       [  976, 16142]])"
      ]
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Display the confusion matrix\n",
    "from sklearn.metrics import confusion_matrix\n",
    "confusion_matrix(y_test, y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                   pre       rec       spe        f1       geo       iba       sup\n",
      "\n",
      "  high_risk       0.07      0.91      0.94      0.14      0.93      0.85        87\n",
      "   low_risk       1.00      0.94      0.91      0.97      0.93      0.86     17118\n",
      "\n",
      "avg / total       0.99      0.94      0.91      0.97      0.93      0.86     17205\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Print the imbalanced classification report\n",
    "from imblearn.metrics import classification_report_imbalanced\n",
    "print(classification_report_imbalanced(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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