What kind of tree does it use?

ShichenXie / scorecardpy

Scorecard Development in python, 评分卡

http://shichen.name/scorecard

MIT License

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What kind of tree does it use? #26

Closed fsanzestevez closed 5 years ago

fsanzestevez commented 5 years ago

Hello,

I am exploring the library in order to create a complex scorecard for my clients. I have always used 'smbinning' package in R because I really trust CIT when creating the tree, and I was wondering what kind of trees does scorecardpy use for the discretization process.

Thanks in advance

ShichenXie commented 5 years ago

Hi, the tree method using iv gain ratio and leaf number as stopping criterion. If you are familiar with R, try to use the R version package ‘scorecard’, which is much stable and faster. It will save your a lot of time to create a scorecard model.