1,PSI:
PSI的计算_yuxeaotao的博客-CSDN博客_psi计算公式
2,模型验证
验证指标:
混淆矩阵
区分能力
稳定性PSI
排序能力(lift table)
3,p值
3,分数转换
def __get_convert_score(prep):
"""
分数转换,将0-1的概率值转换为标准分
:param prep: lightgbm预测值,prep越高,通过概率越低
:score:prep越低,score越大,通过率越高
:return:
"""
p = round(prep, 8)
A = 300 - np.log(1) * 70 / np.log(2)
B = 70 / np.log(2)
if p == 1:
score1 = 0
elif p == 0:
score1 = 9999
else:
ln_odds = np.log(p / (1 - p))
score1 = round((A - B * ln_odds), 0)
if score1 < 1:
score = 1
elif score1 > 9999:
score = 9999
else:
score = score1
return score