Screen Predictors for Credit Scorecards
Evaluate the predictive value of predictors to select a subset of
predictors
Use the screenpredictors
function as a
preprocessing step in the Credit Scorecard Modeling Workflow to reduce the number of
predictor variables before creating the credit scorecard using creditscorecard
from
Financial Toolbox™.
Functions
screenpredictors | Screen credit scorecard predictors for predictive value |
Live Editor Tasks
Threshold Predictors | Select thresholds for predictor risk metrics in the Live Editor (Since R2021b) |
Topics
- Feature Screening with screenpredictors
This example shows how to perform predictor screening using screenpredictors and then set predictor thresholds using the Threshold Predictors live task.