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enhancementNew feature or requestNew feature or requestgood first issueGood for newcomersGood for newcomers
Description
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"
feat_importance = model_stats[['Coef.']].join(iv_values)
feat_importance['importance'] = -1.*feat_importance['Coef.']*feat_importance['IV']
feat_importance.sort_values(by='importance', ascending=False)
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enhancementNew feature or requestNew feature or requestgood first issueGood for newcomersGood for newcomers