Leakage and suspicious-strength audit

Separates what the pipeline failed for excessive strength (IV_SUSPICIOUS, DEGENERATE_BIN) from what it admitted but deserves a second look (IV above config$iv_suspect). A bin with no events or no non-events is the symptom with no innocent explanation: the variable determines the outcome on part of the population.

Usage

scr_leakage(x, threshold = NULL)

Arguments

x

An object from scr_select().

threshold

Warning threshold. NULL uses config$iv_suspect.

Value

An scr_leakage object (a list with barred, degenerate, approved_suspect), with a print method.

See also

Other accessors: scr_funnel(), scr_gains(), scr_result, scr_score_gains(), scr_score_metrics(), scr_selected()

Examples

cfg <- scr_config(verbose = FALSE, nthread = 1, use_ranger = FALSE,
                  xgb_rounds = 60, n_boot = 20)
res <- scr_select(scr_demo, "default", config = cfg, drop = "id",
                  date_col = "ref_date")
scr_leakage(res)
#> <scr_leakage> target "default"
#>   admission ceiling (iv_max): 1 | warning threshold: 0.50
#> 
#> Barred for IV above the ceiling: 0
#> 
#> Approved with IV >= 0.50: 0 of 12