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评分卡的半自动建模脚本

直接运行get_scorecard_model即可

函数说明:

  • tree_split :决策树分箱
  • quantile_split :等频分箱
  • cal_woe :计算woe
  • monot_trim : woe调成单调递减或单调递增
  • judge_increasing :判断一个list是否单调递增
  • judge_decreasing :判断一个list是否单调递减
  • binning_var :特征分箱,计算iv
  • binning_trim :调整单调后的分箱,计算IV
  • forward_corr_delete :相关性筛选
  • vif_delete :多重共线性筛选
  • forward_pvalue_delete :显著性筛选,前向逐步回归
  • backward_pvalue_delete :显著性筛选,后向逐步回归
  • forward_delete_coef :系数一致筛选
  • get_map_df :得到特征woe映射集合表
  • var_mapping:特征映射
  • plot_roc :绘制roc
  • plot_model_ks : 绘制ks
  • cal_scale :计算分数校准的A,B值,基础分
  • get_score_map:得到特征score的映射集合表
  • plot_score_hist :绘制好坏用户得分分布图
  • cal_psi :计算psi
  • get_scorecard_model :评分卡建模

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