ML之LoR：基于信用卡数据集利用LoR逻辑回归算法实现如何开发通用信用风险评分卡模型之以toad框架全流程讲解
目录
基于信用卡数据集利用LoR逻辑回归算法实现如何开发通用信用风险评分卡模型之以toad框架全流程讲解
# 1.3、输出连续型变量的mean、std、min、3种分位数、max
# 2.2、分析每个特征的iv、基尼系数gini、熵entropy、unique等
# 2.3、筛选特征：分别基于IV、empty、corr指标
# 2.5.2、绘制每一箱的占比柱状图、及其对应的坏样本率折线图
# 2.5.3、调整分箱：使得bad_rate整体上呈现单调的趋势
基于信用卡数据集利用LoR逻辑回归算法实现如何开发通用信用风险评分卡模型之以toad框架全流程讲解
# 1、定义数据集
# 1.1、加载德国信用卡数据集
将由一组属性描述的债务人分类为良好或不良信用风险的信用数据。 https://archive.ics.uci.edu/ml/datasets/Statlog+
| status.of.existing.checking.account | duration.in.month | credit.history | purpose | credit.amount | savings.account.and.bonds | present.employment.since | installment.rate.in.percentage.of.disposable.income | personal.status.and.sex | other.debtors.or.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 | foreign.worker | creditability | |
| 0 | ... < 0 DM | 6 | critical account/ other credits existing (not at this bank) | radio/television | 1169 | unknown/ no savings account | ... >= 7 years | 4 | male : divorced/separated | none | 4 | real estate | 67 | none | own | 2 | skilled employee / official | 1 | yes, registered under the customers name | yes | good |
| 1 | 0 <= ... < 200 DM | 48 | existing credits paid back duly till now | radio/television | 5951 | ... < 100 DM | 1 <= ... < 4 years | 2 | male : divorced/separated | none | 2 | real estate | 22 | none | own | 1 | skilled employee / official | 1 | none | yes | bad |
| 2 | no checking account | 12 | critical account/ other credits existing (not at this bank) | education | 2096 | ... < 100 DM | 4 <= ... < 7 years | 2 | male : divorced/separated | none | 3 | real estate | 49 | none | own | 1 | unskilled - resident | 2 | none | yes | good |
| 3 | ... < 0 DM | 42 | existing credits paid back duly till now | furniture/equipment | 7882 | ... < 100 DM | 4 <= ... < 7 years | 2 | male : divorced/separated | guarantor | 4 | building society savings agreement/ life insurance | 45 | none | for free | 1 | skilled employee / official | 2 | none | yes | good |
| 4 | ... < 0 DM | 24 | delay in paying off in the past | car (new) | 4870 | ... < 100 DM | 1 <= ... < 4 years | 3 | male : divorced/separated | none | 4 | unknown / no property | 53 | none | for free | 2 | skilled employee / official | 2 | none | yes | bad |
| 5 | no checking account | 36 | existing credits paid back duly till now | education | 9055 | unknown/ no savings account | 1 <= ... < 4 years | 2 | male : divorced/separated | none | 4 | unknown / no property | 35 | none | for free | 1 | unskilled - resident | 2 | yes, registered under the customers name | yes | good |
| 6 | no checking account | 24 | existing credits paid back duly till now | furniture/equipment | 2835 | 500 <= ... < 1000 DM | ... >= 7 years | 3 | male : divorced/separated | none | 4 | building society savings agreement/ life insurance | 53 | none | own | 1 | skilled employee / official | 1 | none | yes | good |
| 7 | 0 <= ... < 200 DM | 36 | existing credits paid back duly till now | car (used) | 6948 | ... < 100 DM | 1 <= ... < 4 years | 2 | male : divorced/separated | none | 2 | car or other, not in attribute Savings account/bonds | 35 | none | rent | 1 | management/ self-employed/ highly qualified employee/ officer | 1 | yes, registered under the customers name | yes | good |
| 8 | no checking account | 12 | existing credits paid back duly till now | radio/television | 3059 | ... >= 1000 DM | 4 <= ... < 7 years | 2 | male : divorced/separated | none | 4 | real estate | 61 | none | own | 1 | unskilled - resident | 1 | none | yes | good |
| 9 | 0 <= ... < 200 DM | 30 | critical account/ other credits existing (not at this bank) | car (new) | 5234 | ... < 100 DM | unemployed | 4 | male : divorced/separated | none | 2 | car or other, not in attribute Savings account/bonds | 28 | none | own | 2 | management/ self-employed/ highly qualified employee/ officer | 1 | none | yes | bad |
| 10 | 0 <= ... < 200 DM | 12 | existing credits paid back duly till now | car (new) | 1295 | ... < 100 DM | ... < 1 year | 3 | male : divorced/separated | none | 1 | car or other, not in attribute Savings account/bonds | 25 | none | rent | 1 | skilled employee / official | 1 | none | yes | bad |
| 11 | ... < 0 DM | 48 | existing credits paid back duly till now | business | 4308 | ... < 100 DM | ... < 1 year | 3 | male : divorced/separated | none | 4 | building society savings agreement/ life insurance | 24 | none | rent | 1 | skilled employee / official | 1 | none | yes | bad |
| 12 | 0 <= ... < 200 DM | 12 | existing credits paid back duly till now | radio/television | 1567 | ... < 100 DM | 1 <= ... < 4 years | 1 | male : divorced/separated | none | 1 | car or other, not in attribute Savings account/bonds | 22 | none | own | 1 | skilled employee / official | 1 | yes, registered under the customers name | yes | good |
| 13 | ... < 0 DM | 24 | critical account/ other credits existing (not at this bank) | car (new) | 1199 | ... < 100 DM | ... >= 7 years | 4 | male : divorced/separated | none | 4 | car or other, not in attribute Savings account/bonds | 60 | none | own | 2 | unskilled - resident | 1 | none | yes | bad |
| 14 | ... < 0 DM | 15 | existing credits paid back duly till now | car (new) | 1403 | ... < 100 DM | 1 <= ... < 4 years | 2 | male : divorced/separated | none | 4 | car or other, not in attribute Savings account/bonds | 28 | none | rent | 1 | skilled employee / official | 1 | none | yes | good |
| 15 | ... < 0 DM | 24 | existing credits paid back duly till now | radio/television | 1282 | 100 <= ... < 500 DM | 1 <= ... < 4 years | 4 | male : divorced/separated | none | 2 | car or other, not in attribute Savings account/bonds | 32 | none | own | 1 | unskilled - resident | 1 | none | yes | bad |
| 16 | no checking account | 24 | critical account/ other credits existing (not at this bank) | radio/television | 2424 | unknown/ no savings account | ... >= 7 years | 4 | male : divorced/separated | none | 4 | building society savings agreement/ life insurance | 53 | none | own | 2 | skilled employee / official | 1 | none | yes | good |
| 17 | ... < 0 DM | 30 | no credits taken/ all credits paid back duly | business | 8072 | unknown/ no savings account | ... < 1 year | 2 | male : divorced/separated | none | 3 | car or other, not in attribute Savings account/bonds | 25 | bank | own | 3 | skilled employee / official | 1 | none | yes | good |
| 18 | 0 <= ... < 200 DM | 24 | existing credits paid back duly till now | car (used) | 12579 | ... < 100 DM | ... >= 7 years | 4 | male : divorced/separated | none | 2 | unknown / no property | 44 | none | for free | 1 | management/ self-employed/ highly qualified employee/ officer | 1 | yes, registered under the customers name | yes | bad |
| 19 | no checking account | 24 | existing credits paid back duly till now | radio/television | 3430 | 500 <= ... < 1000 DM | ... >= 7 years | 3 | male : divorced/separated | none | 2 | car or other, not in attribute Savings account/bonds | 31 | none | own | 1 | skilled employee / official | 2 | yes, registered under the customers name | yes | good |
#1.2、对各个变量进行EDA分析
# 数值型变量：数据类型、缺失率、唯一值、均值、标准差、分位数等，
# 分类型变量：数据类型、缺失率、唯一值、top1(占比第一的数据类)等。
| type | size | missing | unique | mean_or_top1 | std_or_top2 | min_or_top3 | 1%_or_top4 | 10%_or_top5 | 50%_or_bottom5 | 75%_or_bottom4 | 90%_or_bottom3 | 99%_or_bottom2 | max_or_bottom1 | ||
| status.of.existing.checking.account | category | 1000 | 0.00% | 4 | no checking account:39.40% | ... < 0 DM:27.40% | 0 <= ... < 200 DM:26.90% | ... >= 200 DM / salary assignments for at least 1 year:6.30% | no checking account:39.40% | ... < 0 DM:27.40% | 0 <= ... < 200 DM:26.90% | ... >= 200 DM / salary assignments for at least 1 year:6.30% | |||
| duration.in.month | int64 | 1000 | 0.00% | 33 | 20.903 | 12.05881445 | 4 | 6 | 9 | 18 | 24 | 36 | 60 | 72 | |
| credit.history | category | 1000 | 0.00% | 5 | existing credits paid back duly till now:53.00% | critical account/ other credits existing (not at this bank):29.30% | delay in paying off in the past:8.80% | all credits at this bank paid back duly:4.90% | no credits taken/ all credits paid back duly:4.00% | existing credits paid back duly till now:53.00% | critical account/ other credits existing (not at this bank):29.30% | delay in paying off in the past:8.80% | all credits at this bank paid back duly:4.90% | no credits taken/ all credits paid back duly:4.00% | |
| purpose | object | 1000 | 0.00% | 10 | radio/television:28.00% | car (new):23.40% | furniture/equipment:18.10% | car (used):10.30% | business:9.70% | education:5.00% | repairs:2.20% | domestic appliances:1.20% | others:1.20% | retraining:0.90% | |
| credit.amount | int64 | 1000 | 0.00% | 921 | 3271.258 | 2822.736876 | 250 | 425.83 | 932 | 2319.5 | 3972.25 | 7179.4 | 14180.39 | 18424 | |
| savings.account.and.bonds | category | 1000 | 0.00% | 5 | ... < 100 DM:60.30% | unknown/ no savings account:18.30% | 100 <= ... < 500 DM:10.30% | 500 <= ... < 1000 DM:6.30% | ... >= 1000 DM:4.80% | ... < 100 DM:60.30% | unknown/ no savings account:18.30% | 100 <= ... < 500 DM:10.30% | 500 <= ... < 1000 DM:6.30% | ... >= 1000 DM:4.80% | |
| present.employment.since | category | 1000 | 0.00% | 5 | 1 <= ... < 4 years:33.90% | ... >= 7 years:25.30% | 4 <= ... < 7 years:17.40% | ... < 1 year:17.20% | unemployed:6.20% | 1 <= ... < 4 years:33.90% | ... >= 7 years:25.30% | 4 <= ... < 7 years:17.40% | ... < 1 year:17.20% | unemployed:6.20% | |
| installment.rate.in.percentage.of.disposable.income | int64 | 1000 | 0.00% | 4 | 2.973 | 1.118714674 | 1 | 1 | 1 | 3 | 4 | 4 | 4 | 4 | |
| personal.status.and.sex | category | 1000 | 0.00% | 4 | male : single:54.80% | female : divorced/separated/married:31.00% | male : married/widowed:9.20% | male : divorced/separated:5.00% | female : single:0.00% | male : single:54.80% | female : divorced/separated/married:31.00% | male : married/widowed:9.20% | male : divorced/separated:5.00% | female : single:0.00% | |
| other.debtors.or.guarantors | category | 1000 | 0.00% | 3 | none:90.70% | guarantor:5.20% | co-applicant:4.10% | none:90.70% | guarantor:5.20% | co-applicant:4.10% | |||||
| present.residence.since | int64 | 1000 | 0.00% | 4 | 2.845 | 1.103717896 | 1 | 1 | 1 | 3 | 4 | 4 | 4 | 4 | |
| property | category | 1000 | 0.00% | 4 | car or other, not in attribute Savings account/bonds:33.20% | real estate:28.20% | building society savings agreement/ life insurance:23.20% | unknown / no property:15.40% | car or other, not in attribute Savings account/bonds:33.20% | real estate:28.20% | building society savings agreement/ life insurance:23.20% | unknown / no property:15.40% | |||
| age.in.years | int64 | 1000 | 0.00% | 53 | 35.546 | 11.37546857 | 19 | 20 | 23 | 33 | 42 | 52 | 67.01 | 75 | |
| other.installment.plans | category | 1000 | 0.00% | 3 | none:81.40% | bank:13.90% | stores:4.70% | none:81.40% | bank:13.90% | stores:4.70% | |||||
| housing | category | 1000 | 0.00% | 3 | own:71.30% | rent:17.90% | for free:10.80% | own:71.30% | rent:17.90% | for free:10.80% | |||||
| number.of.existing.credits.at.this.bank | int64 | 1000 | 0.00% | 4 | 1.407 | 0.577654468 | 1 | 1 | 1 | 1 | 2 | 2 | 3 | 4 | |
| job | category | 1000 | 0.00% | 4 | skilled employee / official:63.00% | unskilled - resident:20.00% | management/ self-employed/ highly qualified employee/ officer:14.80% | unemployed/ unskilled - non-resident:2.20% | skilled employee / official:63.00% | unskilled - resident:20.00% | management/ self-employed/ highly qualified employee/ officer:14.80% | unemployed/ unskilled - non-resident:2.20% | |||
| number.of.people.being.liable.to.provide.maintenance.for | int64 | 1000 | 0.00% | 2 | 1.155 | 0.362085772 | 1 | 1 | 1 | 1 | 1 | 2 | 2 | 2 | |
| telephone | category | 1000 | 0.00% | 2 | none:59.60% | yes, registered under the customers name:40.40% | none:59.60% | yes, registered under the customers name:40.40% | |||||||
| foreign.worker | category | 1000 | 0.00% | 2 | yes:96.30% | no:3.70% | yes:96.30% | no:3.70% | |||||||
| creditability | object | 1000 | 0.00% | 2 | good:70.00% | bad:30.00% | good:70.00% | bad:30.00% |
# 1.3、输出连续型变量的mean、std、min、3种分位数、max
| duration.in.month | credit.amount | installment.rate.in.percentage.of.disposable.income | present.residence.since | age.in.years | number.of.existing.credits.at.this.bank | number.of.people.being.liable.to.provide.maintenance.for | |
| mean | 20.903 | 3271.258 | 2.973 | 2.845 | 35.546 | 1.407 | 1.155 |
| std | 12.05881445 | 2822.736876 | 1.118714674 | 1.103717896 | 11.37546857 | 0.577654468 | 0.362085772 |
| min | 4 | 250 | 1 | 1 | 19 | 1 | 1 |
| 25% | 12 | 1365.5 | 2 | 2 | 27 | 1 | 1 |
| 50% | 18 | 2319.5 | 3 | 3 | 33 | 1 | 1 |
| 75% | 24 | 3972.25 | 4 | 4 | 42 | 2 | 1 |
| max | 72 | 18424 | 4 | 4 | 75 | 4 | 2 |
# 2、数据预处理
# 2.1、对类别型目标变量映射成数值型变量
# 2.2、分析每个特征的iv、基尼系数gini、熵entropy、unique等
| iv | gini | entropy | unique | |
| creditability | 12.22649152 | 0 | 0 | 2 |
| status.of.existing.checking.account | 0.666011503 | 0.368037204 | 0.545196341 | 4 |
| duration.in.month | 0.354783574 | 0.406755043 | 0.609659161 | 33 |
| credit.amount | 0.351454966 | 0.408679834 | 0.610864302 | 921 |
| credit.history | 0.293233547 | 0.394089613 | 0.580630747 | 5 |
| age.in.years | 0.21119662 | 0.41433928 | 0.610863206 | 53 |
| savings.account.and.bonds | 0.196009557 | 0.40483845 | 0.591376694 | 5 |
| purpose | 0.169195066 | 0.405990292 | 0.593609415 | 10 |
| property | 0.112638262 | 0.410037788 | 0.599091068 | 4 |
| present.employment.since | 0.086433631 | 0.412285325 | 0.601782464 | 5 |
| housing | 0.083293434 | 0.412356067 | 0.602024467 | 3 |
| other.installment.plans | 0.057614542 | 0.414607541 | 0.604712572 | 3 |
| foreign.worker | 0.043877412 | 0.417170441 | 0.606828112 | 2 |
| other.debtors.or.guarantors | 0.032019322 | 0.417208946 | 0.607539261 | 3 |
| installment.rate.in.percentage.of.disposable.income | 0.02632209 | 0.417699747 | 0.60811103 | 4 |
| number.of.existing.credits.at.this.bank | 0.013266524 | 0.418878097 | 0.609493027 | 4 |
| personal.status.and.sex | 0.008839919 | 0.419238171 | 0.609944287 | 4 |
| job | 0.008762766 | 0.419208234 | 0.609937317 | 4 |
| telephone | 0.006377605 | 0.419441491 | 0.610196344 | 2 |
| present.residence.since | 0.003588773 | 0.419685295 | 0.610488269 | 4 |
| number.of.people.being.liable.to.provide.maintenance.for | 4.34E-05 | 0.419996182 | 0.61085975 | 2 |
# 2.3、筛选特征：分别基于IV、empty、corr指标
drop_cols:
{'empty': array([], dtype=float64), 'iv': array(['personal.status.and.sex', 'present.residence.since',
'number.of.existing.credits.at.this.bank', 'job',
'number.of.people.being.liable.to.provide.maintenance.for',
'telephone'], dtype=object), 'corr': array([], dtype=object)}
# 2.4、分箱处理
对数值型变量和分类型变量进行分箱，分箱方法支持卡方chi、决策树、百分位、等频、等距分箱
data_df_s2bins_dict:
{'status.of.existing.checking.account': [['no checking account'], ['... >= 200 DM / salary assignments for at least 1 year'], ['0 <= ... < 200 DM'], ['... < 0 DM']], 'duration.in.month': [9, 12, 13, 16, 36, 45], 'credit.history': [['critical account/ other credits existing (not at this bank)'], ['delay in paying off in the past', 'existing credits paid back duly till now'], ['all credits at this bank paid back duly', 'no credits taken/ all credits paid back duly']], 'purpose': [['retraining', 'car (used)'], ['radio/television'], ['furniture/equipment'], ['domestic appliances', 'business', 'repairs'], ['car (new)'], ['others', 'education']], 'credit.amount': [3556], 'savings.account.and.bonds': [['... >= 1000 DM', '500 <= ... < 1000 DM', 'unknown/ no savings account'], ['100 <= ... < 500 DM'], ['... < 100 DM']], 'present.employment.since': [['4 <= ... < 7 years'], ['... >= 7 years'], ['1 <= ... < 4 years'], ['unemployed'], ['... < 1 year']], 'installment.rate.in.percentage.of.disposable.income': [2, 3, 4], 'other.debtors.or.guarantors': [['guarantor', 'none', 'co-applicant']], 'property': [['real estate'], ['building society savings agreement/ life insurance'], ['car or other, not in attribute Savings account/bonds'], ['unknown / no property']], 'age.in.years': [26, 35, 37, 49], 'other.installment.plans': [['none'], ['stores', 'bank']], 'housing': [['own'], ['rent'], ['for free']], 'foreign.worker': [['no', 'yes']], 'creditability': [['good'], ['bad']]}# 2.5、利用badrate图进一步调整分箱
# 2.5.1、自定义调整分箱示例
# 2.5.2、绘制每一箱的占比柱状图、及其对应的坏样本率折线图
# 2.5.3、调整分箱：使得bad_rate整体上呈现单调的趋势
# 2.6、对分箱后的数据进行WOE转换
| status.of.existing.checking.account | duration.in.month | credit.history | purpose | credit.amount | savings.account.and.bonds | present.employment.since | installment.rate.in.percentage.of.disposable.income | other.debtors.or.guarantors | property | age.in.years | other.installment.plans | housing | foreign.worker | creditability | creditability_map | |
| 0 | 0.818098706 | -1.280933845 | -0.733740578 | -0.410062817 | -0.153492135 | -0.762140052 | -0.235566071 | 0.157300289 | 0 | -0.461034959 | -0.194156014 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 1 | 0.401391783 | 1.134979933 | 0.087868755 | -0.410062817 | 0.31563815 | 0.271357844 | 0.032103245 | -0.155466469 | 0 | -0.461034959 | 0.48083491 | -0.121178625 | -0.194156014 | 0 | 6.551080335 | 1 |
| 2 | -1.176263223 | -0.128416292 | -0.733740578 | 0.587786665 | -0.153492135 | 0.271357844 | -0.394415272 | -0.155466469 | 0 | -0.461034959 | -0.266352306 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 3 | 0.818098706 | 0.524524468 | 0.087868755 | 0.095556516 | 0.31563815 | 0.271357844 | -0.394415272 | -0.155466469 | 0 | 0.028573372 | -0.266352306 | -0.121178625 | 0.472604411 | 0 | -5.703782475 | 0 |
| 4 | 0.818098706 | 0.108688306 | 0.087868755 | 0.359200488 | 0.31563815 | 0.271357844 | 0.032103245 | -0.064538521 | 0 | 0.586082361 | -0.266352306 | -0.121178625 | 0.472604411 | 0 | 6.551080335 | 1 |
| 5 | -1.176263223 | 0.524524468 | 0.087868755 | 0.587786665 | 0.31563815 | -0.762140052 | 0.032103245 | -0.155466469 | 0 | 0.586082361 | -0.044353168 | -0.121178625 | 0.472604411 | 0 | -5.703782475 | 0 |
| 6 | -1.176263223 | 0.108688306 | 0.087868755 | 0.095556516 | -0.153492135 | -0.762140052 | -0.235566071 | -0.064538521 | 0 | 0.028573372 | -0.266352306 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 7 | 0.401391783 | 0.524524468 | 0.087868755 | -0.805625164 | 0.31563815 | 0.271357844 | 0.032103245 | -0.155466469 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | 0.40444522 | 0 | -5.703782475 | 0 |
| 8 | -1.176263223 | -0.128416292 | 0.087868755 | -0.410062817 | -0.153492135 | -0.762140052 | -0.394415272 | -0.155466469 | 0 | -0.461034959 | -0.266352306 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 9 | 0.401391783 | 0.108688306 | -0.733740578 | 0.359200488 | 0.31563815 | 0.271357844 | 0.31923043 | 0.157300289 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | -0.194156014 | 0 | 6.551080335 | 1 |
| 10 | 0.401391783 | -0.128416292 | 0.087868755 | 0.359200488 | -0.153492135 | 0.271357844 | 0.470820289 | -0.064538521 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | 0.40444522 | 0 | 6.551080335 | 1 |
| 11 | 0.818098706 | 1.134979933 | 0.087868755 | 0.233288 | 0.31563815 | 0.271357844 | 0.470820289 | -0.064538521 | 0 | 0.028573372 | 0.48083491 | -0.121178625 | 0.40444522 | 0 | 6.551080335 | 1 |
| 12 | 0.401391783 | -0.128416292 | 0.087868755 | -0.410062817 | -0.153492135 | 0.271357844 | 0.032103245 | -0.251314428 | 0 | 0.034191365 | 0.48083491 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 13 | 0.818098706 | 0.108688306 | -0.733740578 | 0.359200488 | -0.153492135 | 0.271357844 | -0.235566071 | 0.157300289 | 0 | 0.034191365 | -0.266352306 | -0.121178625 | -0.194156014 | 0 | 6.551080335 | 1 |
| 14 | 0.818098706 | -0.665290226 | 0.087868755 | 0.359200488 | -0.153492135 | 0.271357844 | 0.032103245 | -0.155466469 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | 0.40444522 | 0 | -5.703782475 | 0 |
| 15 | 0.818098706 | 0.108688306 | 0.087868755 | -0.410062817 | -0.153492135 | 0.13955188 | 0.032103245 | 0.157300289 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | -0.194156014 | 0 | 6.551080335 | 1 |
| 16 | -1.176263223 | 0.108688306 | -0.733740578 | -0.410062817 | -0.153492135 | -0.762140052 | -0.235566071 | 0.157300289 | 0 | 0.028573372 | -0.266352306 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
| 17 | 0.818098706 | 0.108688306 | 1.234070835 | 0.233288 | 0.31563815 | -0.762140052 | 0.470820289 | -0.155466469 | 0 | 0.034191365 | -0.044353168 | 0.477550835 | -0.194156014 | 0 | -5.703782475 | 0 |
| 18 | 0.401391783 | 0.108688306 | 0.087868755 | -0.805625164 | 0.31563815 | 0.271357844 | -0.235566071 | 0.157300289 | 0 | 0.586082361 | -0.044353168 | -0.121178625 | 0.472604411 | 0 | 6.551080335 | 1 |
| 19 | -1.176263223 | 0.108688306 | 0.087868755 | -0.410062817 | -0.153492135 | -0.762140052 | -0.235566071 | -0.064538521 | 0 | 0.034191365 | -0.044353168 | -0.121178625 | -0.194156014 | 0 | -5.703782475 | 0 |
# 2.7、特征选择
# 通过向前、向后、双向选择来进行特征选择，使用aic、bic、ks、auc 作为选择标准
final_data:
(1000, 3)
final_data:
Index(['status.of.existing.checking.account', 'creditability',
'creditability_map'],
dtype='object')# 3、模型建立、训练、评估
# 3.1、切分训练集、测试集
# 3.2、模型训练
# 3.3、模型评估：F1、KS、AUC
# 4、模型上线评估，并计算信用分
# 4.1、评估变量的稳定性PSI：比较训练集和测试集
cal PSI 0.012897491574571578
# 4.2、训练集等频分箱，观测每组的区别
| min | max | bads | goods | total | bad_rate | good_rate | odds | bad_prop | good_prop | total_prop | cum_bad_rate | cum_bad_rate_rev | cum_bads_prop | cum_bads_prop_rev | cum_goods_prop | cum_goods_prop_rev | cum_total_prop | cum_total_prop_rev | ks | lift | |
| 0 | 0.000194976 | 0.000204106 | 0 | 292 | 292 | 0 | 1 | 0 | 0 | 0.5583174 | 0.389333333 | 0 | 0.302666667 | 0 | 1 | 0.5583174 | 1 | 0.389333333 | 1 | 0.5583174 | 1 |
| 1 | 0.000214122 | 0.000214122 | 0 | 125 | 125 | 0 | 1 | 0 | 0 | 0.239005736 | 0.166666667 | 0 | 0.495633188 | 0 | 1 | 0.797323136 | 0.4416826 | 0.556 | 0.610666667 | 0.797323136 | 1.637554585 |
| 2 | 0.000219486 | 0.000219486 | 0 | 106 | 106 | 0 | 1 | 0 | 0 | 0.202676864 | 0.141333333 | 0 | 0.681681682 | 0 | 1 | 1 | 0.202676864 | 0.697333333 | 0.444 | 1 | 2.252252252 |
| 3 | 0.999484936 | 0.99950797 | 48 | 0 | 48 | 1 | 0 | inf | 0.211453744 | 0 | 0.064 | 0.084063047 | 1 | 0.211453744 | 1 | 1 | 0 | 0.761333333 | 0.302666667 | 0.788546256 | 3.303964758 |
| 4 | 0.99953098 | 0.99953098 | 78 | 0 | 78 | 1 | 0 | inf | 0.343612335 | 0 | 0.104 | 0.194144838 | 1 | 0.555066079 | 0.788546256 | 1 | 0 | 0.865333333 | 0.238666667 | 0.444933921 | 3.303964758 |
| 5 | 0.999542439 | 0.999542439 | 101 | 0 | 101 | 1 | 0 | inf | 0.444933921 | 0 | 0.134666667 | 0.302666667 | 1 | 1 | 0.444933921 | 1 | 0 | 1 | 0.134666667 | 0 | 3.303964758 |
# 4.3、评分卡分数变换
| name | value | score | |
| 0 | status.of.existing.checking.account | no checking account | 261.94 |
| 1 | status.of.existing.checking.account | ... >= 200 DM / salary assignments for at least 1 year | 258.87 |
| 2 | status.of.existing.checking.account | 0 <= ... < 200 DM | 255.66 |
| 3 | status.of.existing.checking.account | ... < 0 DM | 254.01 |
| 4 | creditability | good | 744.2 |
| 5 | creditability | bad | -302.01 |