sklearn内部函数计算ks:
from sklearn import metrics
def ks(y_predicted, y_true):
label=y_true
#label = y_true.get_label()
fpr,tpr,thres = metrics.roc_curve(label,y_predicted,pos_label=1)
return 'ks',abs(fpr - tpr).max()
sklearn内部函数计算ks:
from sklearn import metrics
def ks(y_predicted, y_true):
label=y_true
#label = y_true.get_label()
fpr,tpr,thres = metrics.roc_curve(label,y_predicted,pos_label=1)
return 'ks',abs(fpr - tpr).max()