app.py

import streamlit as st
import pandas as pd
import numpy as np
from sklearn.model_selection import train_test_split
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler, OneHotEncoder
from sklearn.impute import SimpleImputer
from sklearn.compose import ColumnTransformer
from sklearn import tree
from sklearn.tree import DecisionTreeClassifier, plot_tree
import matplotlib as plt
from sklearn import metrics
import graphviz as graphviz


# load data
data = pd.read_csv('german_credit_from_r.csv')

# remove vars
data.drop(['Foreign_worker', 'Gender'], axis=1, inplace=True)

# recode credit risk
data['Credit_risk'] = data['Credit_risk'].map({'GOOD': 0, 'BAD': 1})

# extract variable names
vars = data.columns.tolist()
vars.remove('Credit_risk')

# train/test split of data
X = data[vars]
y = data['Credit_risk']
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# page title
st.title('Classification of Credit Risk')
#st.divider()

# header: variables
st.header('Variables')
st.markdown(
"""
The dataset contains the following variables:
- Status of existing checking account
- Credit duration in month
- Credit history
- Purpose
- Credit amount
- Savings account/bonds
- Present employment since
- Installment rate in percentage of disposable income
- Other debtors / guarantors
- Present residence since
- Property
- Age in years
- Other installment plans
- Housing
- Number of existing credits at this bank
- Job
- Number of people being liable to provide maintenance for
- Telephone
- Credit risk (1 = bad, 0 = good)
"""
)
#st.divider()

# header: data
st.header('Data')
# move Credit_risk to the end
cols = data.columns.tolist()
cols.remove('Credit_risk')
cols.append('Credit_risk')
data = data[cols]
st.write('First 20 rows of the dataset:')
data.loc[1:20, :]
#st.divider()

# header: predictors
st.header('Predictors')
st.write('Please select up to 3 predictors:')
selected = st.multiselect('', vars, max_selections=3)
#st.divider()

# header: model
st.header('Model')

X_train_f = X_train.loc[:, selected]

numeric_features = ["Duration", "Credit_amount", "Installment_rate", "Resident_since", "Age", "Existing_credits", "People_maintenance_for"]
numeric_features_selected = list(set(selected) & set(numeric_features))
numeric_transformer = Pipeline(
    steps=[("imputer", SimpleImputer())]
)

categorical_features = ["Account_status", "Credit_history", "Purpose", "Savings_bonds", "Present_employment_since", "Other_debtors_guarantors", "Property", "Other_installment_plans", "Housing", "Job", "Telephone", "Foreign_worker", "Gender"]
categorical_features_selected = list(set(selected) & set(categorical_features))
categorical_transformer = Pipeline(
    steps=[
        ("encoder", OneHotEncoder(handle_unknown="ignore"))
    ]
)
preprocessor = ColumnTransformer(
    transformers=[
        ("num", numeric_transformer, numeric_features_selected),
        ("cat", categorical_transformer, categorical_features_selected),
    ]
)

if selected == []:
    st.write('Please select at least 1 predictor.')
else:
    maxd = st.slider('Max depth', min_value=1, max_value=10, value=2, step=1)
    pipe = Pipeline([("preprocessor", preprocessor), ('classifier', tree.DecisionTreeClassifier(max_depth=maxd))])
    pipe.fit(X_train_f, y_train)
    fn = pipe[:-1].get_feature_names_out()
    fn = [item.replace("cat__", "").replace("num__", "") for item in fn]
    labels = pipe.named_steps["classifier"].classes_
    labels = [str(item) for item in labels]
    mytree = tree.export_graphviz(pipe.named_steps["classifier"],
                                  feature_names = fn,
                                  class_names=labels,
                                  label = 'none',
                                  filled = True, 
                                  leaves_parallel = True,
                                  impurity= False,
                                  proportion = True,
                                  rotate=False,
                                  out_file=None)
    
    st.graphviz_chart(mytree)


#st.divider()

# header: accuracy
st.header('Accuracy')

if selected == []:
    st.write('Please select at least 1 predictor.')
else:
    preds = pd.DataFrame(pipe.predict_proba(X_test))
    preds.columns = ['prob_0', 'prob_1']
    fpr, tpr, thresholds = metrics.roc_curve(y_test, preds["prob_1"], pos_label=1)

    st.write('AUC: ', np.round(metrics.auc(fpr, tpr),3))
    st.write('Precision: ', np.round(metrics.precision_score(y_test, pipe.predict(X_test)),3))
    st.write('Recall: ', np.round(metrics.recall_score(y_test, pipe.predict(X_test)),3))

#st.divider()