ing-bank / skorecard

scikit-learn compatible tools for building credit risk acceptance models
https://ing-bank.github.io/skorecard/
MIT License
85 stars 24 forks source link

Suppressor #90

Closed dlaprins closed 1 year ago

dlaprins commented 1 year ago

Fix for #85: The Skorecard() fit method now issues a warning in case there is a coefficient with an unexpected (i.e., negative) sign.

Note that coefficients are always expected to be positive when bucketing and WoE-encoding variables, since the conventions used for WoE are such that higher WoE implies higher predicted probability of target.

timvink commented 1 year ago

Thanks!