FateWithShellmiaoComment/Fate/doc/federatedml_component/scorecard.md

Scorecard

Introduction

A credit scorecard is a credit model for measuring individuals' creditworthiness. By quantifying the probability that a lender may display a defined behavior, scorecards represents the lender's creditworthiness in numeric credit score.

Scorecard module of FATE provides a score transformer which scales predict score(probability of default) to credit score with user-defined range and parameter values.

How to Use

• params

• method
  score method, currently only supports "credit"

• offset
  score baseline, default 500

• factor
  scoring step, when odds double, result score increases by this factor, default 20

• factor_base
  factor base, value ln(factor_base) is used for calculating result score, default 2

• upper_limit_ratio
  upper bound for odds, credit score upper bound is upper_limit_ratio * offset, default 3

• lower_limit_value
  lower bound for result score, default 0

• need_run
  Indicate if this module needs to be run, default True