Scoring card model establishment method and device, computer equipment and storage medium

Abstract

The invention relates to a scoring card model establishment method and device, computer equipment and a storage medium. The method comprises the following steps: acquiring sample data of a plurality of training samples; Wherein the sample data comprises a plurality of sample variables; Carrying out box separation operation on each sample variable; Determining the number of sub-boxes correspondingto each sample variable, and comparing whether the number of sub-boxes exceeds a threshold; If yes, calculating the sub-box proportion of each sub-box corresponding to the sample variable, the bad sample rate and the chi-square value of the adjacent sub-box; Carrying out merging processing on the plurality of sub-boxes of the sample variables according to the sub-box proportion, the bad sample rate and the chi-square value, and returning to the step of determining the sub-box number corresponding to each sample variable; Otherwise, calculating the WOE value of each sample variable, screening the sample variables according to the WOE values, and establishing a scoring card model based on the screened sample variables. By adopting the method, the model training efficiency and precision can be improved.

Description

technical field [0001] The present application relates to the field of computer technology, in particular to a method, device, computer equipment and storage medium for establishing a scorecard model. Background technique [0002] Usually, when building a classification model, it is necessary to discretize continuous variables. Feature discretization can make the model more stable and reduce the risk of model overfitting. For example, using the logistic regression model as the base model when building a scorecard model requires discretization of continuous variables, and binning is usually used for discretization. However, the traditional data binning method has too many bins, which reduces the efficiency of model training and affects the accuracy of model output. Contents of the invention [0003] Based on this, it is necessary to address the above technical problems and provide a method, device, computer equipment and storage medium for establishing a scorecard model by...

AI Technical Summary

Problems solved by technology

However, the traditional data binning method has too many bins, which reduces the efficiency of model training and affects the accuracy of model output.

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