风控IV、AUC、KS python计算代码

一、IV计算代码

def cal_iv(df, label_col, feat_cols, bin=10):
        eps = 0.0000000000001
        target = label_col
        re_list = []
        for col in feat_cols:
            ivs = []
            df2 = df[[col, label_col]]
            df2.dropna()
            if len(df2[col].drop_duplicates()) < 10:
                continue
            else:
                df2 = df2.sort_values(by=col, ascending=True)
                count_0 = float(df2[df2[target] == 0].shape[0])
                count_1 = float(df2[df2[target] == 1].shape[0])
                df2['indexn'] = range(len(df2))
                divs = int(len(df2) / bin)
                up = math.ceil(len(df2) / divs)
                df2['group'] = [int(item / divs) for item in df2['indexn']]
                df3 = df2[['group', target]]
                tmpdata = []
                for i