Scorecard¶
Introduction¶
A credit scorecard is a credit model for measuring individuals’ creditworthiness. By quantifying the probability that a lender may display a defined behavior, scorecards represents the lender’s creditworthiness in numeric credit score.
Scorecard module of FATE provides a score transformer which scales predict score(probability of default) to credit score with user-defined range and parameter values.
Param¶
-
class
ScorecardParam(method='credit', offset=500, factor=20, factor_base=2, upper_limit_ratio=3, lower_limit_value=0, need_run=True)¶ Define method used for transforming prediction score to credit score
- Parameters
method (str, default: 'credit') – score method, currently only supports “credit”
offset (int or float, default: 500) – score baseline
factor (int or float, default: 20) – scoring step, when odds double, result score increases by this factor
factor_base (int or float, default: 2) – factor base, value ln(factor_base) is used for calculating result score
upper_limit_ratio (int or float, default: 3) – upper bound for odds, credit score upper bound is upper_limit_ratio * offset
lower_limit_value (int or float, default: 0) – lower bound for result score
need_run (bool, default: True) – Indicate if this module needs to be run.
How to Use¶
- params
- method
score method, currently only supports “credit”
- offset
score baseline, default 500
- factor
scoring step, when odds double, result score increases by this factor, default 20
- factor_base
factor base, value ln(factor_base) is used for calculating result score, default 2
- upper_limit_ratio
upper bound for odds, credit score upper bound is upper_limit_ratio * offset, default 3
- lower_limit_value
lower bound for result score, default 0
- need_run
Indicate if this module needs to be run, default True
- examples