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Instruments and Systems: Monitoring, Control, and Diagnostics Annotation << Back
Quality Assessment Metrics of Classification Model on the Example of Credit Scoring Tasks |
V.A. BULANOV, O.E. FOMICHEVA
We consider the metrics that are applicable to assess the quality of classification models. The binary classification problem is considered using credit scoring as an example, including the use of «oversampling» to improve the quality of the model with unbalanced classification. When doing the work, machine learning models from the scikit-learn library for the Python language were used.
Keywords: Machine learning, model quality assessment metrics, credit scoring, logistic regression, decision tree ensemble, sampling, Python programming language.
DOI: 10.25791/pribor.03.2020.1160
Pp. 33-37. |
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