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Enric's Projects

ai_risk icon ai_risk

马上消费金融挑战者大赛-违约用户风险预测--第三名方案

akshare icon akshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

autofeat icon autofeat

Linear Prediction Model with Automated Feature Engineering and Selection Capabilities

awesome-datascience icon awesome-datascience

:memo: An awesome Data Science repository to learn and apply for real world problems.

banking-behaviour-scorecard icon banking-behaviour-scorecard

💳 The objective is to build a banking behavior scorecard model for HDFC's internal customers through a user's liability account and predict the credit risk.

binsembler icon binsembler

Binsembler - A Binwise Ensembler. In general, Ensemble techniques combine the perspective of various models by aggregating the predictions output by each of these models thus tend to enhance the overall prediction accuracy. Simple techniques such as taking majority vote or simple averaging of the predicted probabilities or weighted averaging of predicted probabilities based on model’s F1 score or Accuracy or any other measure are the popular choices to ensemble the model predictions. Here we propose a novel approach based on aggregating the predicted probabilities as weighted averages where weights are the performance statistic based on bins the probabilities fall in. Idea is to divide the predicted probabilities of each model on a validation set into equal sized bins (preferably deciles) and calculate the metrics in each bin. Pick any one metric, and note down it for each bin in a mapping table. This will be the weight used in our weighted ensemble approach. When the prediction to be made on new data, first map the predicted probabilities for the new data to an appropriate bin and then pick the respective metric value for that bin from the mapping table and multiply with the predicted probability. Repeat the same for second model. Finally calculate a new predicted probability as the weighted average.

binst icon binst

Bin Stuff - a binning library for R/Python

boruta_py icon boruta_py

Python implementations of the Boruta all-relevant feature selection method.

business-machine-learning icon business-machine-learning

A curated list of practical business machine learning (BML) and business data science (BDS) applications for Accounting, Customer, Employee, Legal, Management and Operations (by @firmai)

cfa icon cfa

FRM & CFA study notes

chimerge icon chimerge

对数据框中的某个变量进行有监督的分箱操作

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