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scorecard

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orchardbirds
orchardbirds commented Jun 10, 2021

The feature importance in the context of the skorecard model is the feature IV*coef of the logistic regression.

Let's make this calculation within the skorercard class
In terms of code, it's similar to this

X_train_bins = scorecard.bucket_transform(X_train)
iv_dict = iv(X_train_bins, y_train)

iv_values = pd.Series(iv_dict).sort_values(ascending=False)
iv_values.name="IV"

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