终于要开始烧萝卜了 哇哈哈激动的心 颤抖的手, 就和我自己做饭一样激动呢.
听说评分卡已经有两个python包 scorecardpy和toad, 我要去试玩一下scorecardpy, 顺便记录一下 我的试玩过程. 我觉得评分卡不仅用于信贷风险评分, 所有二分类的需要量化的数据质量很好又要求很强解释性的问题都可以用评分卡, 所以我觉得它很强大的.
https://pypi.org/project/scorecardpy/
这有个scorecardpy的介绍, 基本的功能都覆盖了, 尤其是筛选变量, 分箱求woe和模型评估. 但是有些手动调整的地方, 我可以站在巨人的肩膀上, 已经已经节约很多时间了.
This package is python version of R package scorecard. Its goal is to make the development of traditional credit risk scorecard model easier and efficient by providing functions for some common tasks.
data partition (
split_df
)variable selection (
iv
,var_filter
)weight of evidence (woe) binning (
woebin
,woebin_plot
,woebin_adj
,woebin_ply
)scorecard scaling (
scorecard
,