One row per target, with the funnel, the hold-out performance of the best model (with CI) and the warning signs.
Arguments
- x
An object from
scr_run(), or a named list ofscr_result.
See also
Other portfolio:
scr_core(),
scr_run(),
scr_runset
Examples
cfg <- scr_config(verbose = FALSE, nthread = 1, use_ranger = FALSE,
xgb_rounds = 60, n_boot = 20)
r1 <- scr_select(scr_demo, "default", config = cfg, drop = c("id", "churn"),
date_col = "ref_date")
r2 <- scr_select(scr_demo, "churn", config = cfg, drop = c("id", "default"),
date_col = "ref_date")
scr_compare(list(default = r1, churn = r2))
#> target rows train holdout event_rate candidates triage screening
#> <char> <int> <int> <int> <num> <int> <int> <int>
#> 1: default 4200 2800 1400 0.1425 37 37 20
#> 2: churn 4200 2800 1400 0.2846 37 34 13
#> holdout_ok pool approved max_iv_approved n_iv_suspect best_model auc
#> <int> <int> <int> <num> <int> <char> <num>
#> 1: 16 12 12 0.346 0 xgboost 0.7375
#> 2: 11 9 9 0.325 0 glmnet 0.7262
#> auc_lo auc_hi ks seconds relaxation
#> <num> <num> <num> <num> <char>
#> 1: 0.7065 0.7762 0.3695 1 none
#> 2: 0.7086 0.7544 0.3288 1 min_votes reduced to 1
scr_core(list(default = r1, churn = r2), min_targets = 2)
#> feature n_targets mean_rank targets
#> <char> <int> <num> <char>
#> 1: vl_score_02 2 2.0 churn, default
#> 2: vl_score_04 2 3.5 churn, default
#> 3: ds_region 2 6.0 churn, default
#> 4: vl_score_06 2 6.0 churn, default
#> 5: vl_score_05 2 6.0 churn, default
#> 6: vl_score_07 2 7.5 churn, default
#> 7: vl_hist_04 2 10.0 churn, default