Reinier Koops

icon location Amsterdam, NL icon location MLE / Data Scientist @ ING, MSc CS AI @ TU Delft

Results 62 comments of Reinier Koops

Investigate if parts of the codebase can leverage other libraries code

@PaulZhutovsky The `scoring.py` allows us to define multiple scorers. This might be an interesting use-case. I am not certain yet if this is something we want to expand on or...

Investigate if parts of the codebase can leverage other libraries code

After another investigation, the Probatus implementation seems the most elegant for getting the name of the scorer since Sklearn does not provide that functionality. It only allows us to get...

SHAPRFECV speedup for bigger use-cases and some simple refactoring.

Please fix #242 or comments and #255 in this pr

SHAPRFECV speedup for bigger use-cases and some simple refactoring.

Also replace scorer with sklearn implementation #245

Add feature importance method to Skorecard class

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

Add feature importance method to Skorecard class

Yes

[Bug] IV calculations are incorrect when the target is a pd.Series with non-standard index

Latest commit offers easy fix. Long term fix would at some point need to be adressen.

Vif reporting

@dlaprins looks nice! Could you write tests for the added code?

Create cronjob_unit_tests.yml

See #106

Create cronjob_unit_tests.yml

Merged into main via https://github.com/ing-bank/skorecard/pull/118