python - How to build a Credit scoring using scorecardpy

Question

I'm using a library scorecardpy to come up with scores. I'm using xgboost classifier but i'm getting an error message

AttributeError: 'XGBClassifier' object has no attribute 'coef_'

code

XGB = XGBClassifier(n_estimators=100, n_jobs=6, verbose=1)
# List the default parameters.
print(XGB.get_xgb_params())

# Train and evaluate 
XGB.fit(xtrain, ytrain, eval_metric=['rmse'], eval_set=[((xtrain, ytrain)),(xtest, ytest)])

probs = XGB.predict_proba(xtest)
roc = roc_auc_score(y_true=ytest, y_score=probs[:, 1])
print("RF roc score: {}".format(roc))

kfold = model_selection.KFold(n_splits=10, shuffle=True, random_state=7)
modelCV = XGB
scoring = 'accuracy'
results = model_selection.cross_val_score(modelCV, xtrain, ytrain, cv=kfold, scoring=scoring)
print("10-fold cross validation average accuracy: {}".format(results.mean()))

# score ------
card = sc.scorecard(bins_adj, XGB, xtrain.columns)
# credit score
train_score = sc.scorecard_ply(df_train, card, print_step=0)
test_score = sc.scorecard_ply(df_test, card, print_step=0)

NB I'm using xgboost version 0.80

How do I go about resolving this issue

question from:https://stackoverflow.com/questions/66062386/how-to-build-a-credit-scoring-using-scorecardpy

Answer 1

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