Scoring Model Validation API Reference
This page documents the API for the Scoring Model Validation function in Pypulate.
Credit scoring model validation.
scoring_model_validation(predicted_scores, actual_defaults, score_bins=10)
Validate credit scoring model performance.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
predicted_scores
|
array_like
|
Predicted credit scores |
required |
actual_defaults
|
array_like
|
Actual default outcomes (0/1) |
required |
score_bins
|
int
|
Number of score bins for analysis |
10
|
Returns:
| Type | Description |
|---|---|
dict
|
Validation metrics (Gini, KS, AUC, etc.) |