Performance window

2 stories tagged Performance window on Learning Fanatic.

Lesson 6.4: Data leakage, performance windows and time-based validation Learn how the future leaks into models, how observation and performance windows define a fair target, and how to validate across time and track drift with PSI.
Lesson 1.4: Defining default and the observation window Learn how lenders define default, why the threshold and the time window change the default rate, and how to label loans good, bad or indeterminate.