Comments (6)
评分卡部署时不需要转换woe,可以基于scorecard用scorecard_ply将变量原值转成对应得分。
from scorecard.
是这样的,但是我的分箱是用sas做的,公司惯用的做法是sas 用同一组cuts在 train test(实际是valid)上分箱,保持train test 上有一致的单调 趋势,并与业务含义一致,这个在scorecard里目前还是没有sas9.1上方便,其他方面sas都很不方便,所以我把sas分箱代码的结果 用R翻译成与scorecard包 bins相同的格式。但是,目前公司用的sas宏评分 跟scorecard里评分不一致(sas 的woe默认y=0是分子,scorecard里默认1是分子,而且我看了sas宏 和 scorecard源码差别还不止这些,不是改了这个选项就可以的,暂时没时间把这种差异搞清楚),所以我只能,自己把公司用的sas宏里的打分逻辑在R里实现一遍,所以暂时不能用scorecard_ply。 也许这是个临时性的特殊需求。
from scorecard.
- woebin设置break_list就可以很方便的把切割点统一的啊,不知道你说的sas方便在哪;
- scorecard也可以通过设置positive为0,看你们的偏好,你可以对比一下最终结果是否一致;
- 最好还是转成得分部署吧,这个也是评分卡的优势之一。
- woebin函数转woe时做了非常多的检查,这些都比较费时间的。不过你一旦已经分好箱了,有了切割点应该转换起来非常迅速的。
from scorecard.
sas方便的地方是可以在图形上鼠标拖动,这个时候甚至不用关心分隔点的具体值。只看单调性和一致性就好了。而且如果要求更严格,需要把woe调成线性的。这个时候经常会各个点拖动来试探。 这个时间可能是一秒两三次。直觉到不对 就去改了。本来分箱就很累人了,如果改成全部手动输入修改分隔点,耗时还要加倍,关键是会打断直觉性的思考。我使用中印象是95%情况R远比sas好用的多但这个功能目前还是sas好用。为了实现这个我试图用shiny自己开发个替代品(鼠标拖动调节),但考虑到shiny反应速度可能会跟不上(没有完全放弃),在看julia的实现了。
我看了两边的具体逻辑的,即使设置positive为0,还是有很大不同。没信心短时间内梳理对齐参数标准让两边取得一致的结果。woe变换不只是评分卡要用,也可以作为一般特征工程的一部分,所以不一定应用在评分卡的场景,还是有一定的一般性的。
from scorecard.
希望早日摆脱sas的魔掌……
from scorecard.
关于单行的数据转换,你可以给我一个案例,我看看你是怎么部署的。
from scorecard.
Related Issues (20)
- Formulas HOT 1
- 关于woebin等频分箱报错 HOT 2
- Gini with to = 'bin' HOT 1
- Scorecard2 issue with probability set to TRUE HOT 2
- question min and max score HOT 1
- Information Value from scorecard::iv() is not equal to Information value from scorecard::woebin() HOT 3
- 分箱区间问题 HOT 3
- woebin 指定breaklist时有问题 HOT 13
- Line plot for woebin_adj with line_value = "woe" resets to positive probability after adjusting breaks HOT 5
- Native pipe |> requires R >=4.1 HOT 1
- Cannot install.packages("scorecard") on windows HOT 2
- Fail to install - 0.3.9 HOT 2
- Definition of offset in the scorecard function HOT 1
- Is there any way to export the scorecard to PMML? HOT 8
- Error after latest update HOT 1
- Woe and points do not follow the same pattern HOT 2
- Function error HOT 5
- Let we choose whether to let the missing value be a separate bin HOT 3
- woebin持续运算得不到结果 HOT 2
- woebin bug (?) HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from scorecard.