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Add feature importance method to Skorecard class #7

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orchardbirds opened this issue Jun 10, 2021 · 10 comments
Open

Add feature importance method to Skorecard class #7

orchardbirds opened this issue Jun 10, 2021 · 10 comments
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enhancement New feature or request good first issue Good for newcomers

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@orchardbirds
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The feature importance in the context of the skorecard model is the feature IV*coef of the logistic regression.

Let's make this calculation within the skorercard class
In terms of code, it's similar to this

X_train_bins = scorecard.bucket_transform(X_train)
iv_dict = iv(X_train_bins, y_train)

iv_values = pd.Series(iv_dict).sort_values(ascending=False)
iv_values.name="IV"

feat_importance = model_stats[['Coef.']].join(iv_values)
feat_importance['importance'] = -1.*feat_importance['Coef.']*feat_importance['IV']
feat_importance.sort_values(by='importance', ascending=False)
@orchardbirds orchardbirds added the enhancement New feature or request label Jun 10, 2021
@timvink timvink added the good first issue Good for newcomers label Jun 15, 2021
@timvink
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timvink commented Aug 16, 2021

We also then need to update docs/tutorials/3_skorecard_models.ipynb, this section:

image

@satya-pattnaik
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Also a suggestion, the coefficients have their own intervals(usually 5% and 95%), it would be great to have a weight plot. I would like to contribute in this issue.

@orchardbirds
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@satya-pattnaik This sounds like a really nice idea. If you like, I can open a separate issue for this and assign you to it?

@satya-pattnaik
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Sounds good, you can assign it to me @orchardbirds .

@anilkumarpanda
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Hey @orchardbirds @satya-pattnaik do you still plan to work on this issue ? Let me know how we can help you.

@rishabsinghh
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Hi is this issue still open, i would like to work on it

@ReinierKoops
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ReinierKoops commented Jun 13, 2023

@rishabsinghh awesome, I believe so. What do you think @anilkumarpanda ?

@rishabsinghh
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Whats the update? can i ?

@ReinierKoops
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Yes

@anilkumarpanda
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Hi @rishabsinghh thanks for picking this up.

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Labels
enhancement New feature or request good first issue Good for newcomers
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