Model monitoring

2 stories tagged Model monitoring on Learning Fanatic.

Lesson 8.3: Capstone: a credit-risk scorecard from WOE to monitoring plan Build a credit-risk scorecard end to end: weight of evidence and IV, a logistic model, points, Gini and KS, a profit-based cutoff and a monitoring plan.
Lesson 8.2: Monitoring drift and retraining Learn how to detect that a live model has gone stale: input and score drift with PSI, bad-rate control limits, Gini decay, recalibration and when to retrain.