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  3. Credit Risk Modeling in Python

Exercise

Assessing gradient boosted trees

So you've now used XGBClassifier() models to predict probability of default. These models can also use the .predict() method for creating predictions that give the actual class for loan_status.

You should check the model's initial performance by looking at the metrics from the classification_report(). Keep in mind that you have not set thresholds for these models yet.

The data sets cr_loan_prep, X_test, and y_test have already been loaded in the workspace. The model clf_gbt has been loaded as well. The classification_report() for the logistic regression will print automatically.

Instructions

100 XP
  • Predict the loan_status values for the X test data and store them in gbt_preds.
  • Check the contents of gbt_preds to see predicted loan_status values not probabilities of default.
  • Print a classification_report() of the model's performance against y_test.