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Skorecard - How to make logistic regressions great again
Автор: ING Analytics
Загружено: 2021-06-11
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Speakers: Daniel Timbrell, Sandro Bjelogrlic & Tim Vink
Scorecard models are the backbone of credit risk modelling: they are powered by logistic regressions with a few smart tricks that improve the model performance.
“Skorecard” is an open-source package developed by ING that provides a scikit-learn compatible toolkit for developing scorecard models. In this talk, we will provide a demo of this handy package. You will learn about the theoretical and practical aspects of bucketing, target-encoders and logistic regression, as well as tips on how to build sklearn-compatible packages. All of which have applications outside of credit risk modelling.
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