Slide 31
Slide 31 text
Measuring the performance of a model in terms of stability and discriminability
How to Measure Model Performance
Stability Indicator
The difference in the distribution between the
development data set and validation data set,
which is used to verify the stability of the
features, score, and grade
> PSI
Discriminative Power
A numerical measure of how well rank
ordering was done on predicting the target,
which is used to show the discriminant power
of the features, score, and grade
> AUROC (AR)
> K-S