Exercise

Evaluating a model on test and train

The function auc_train_test calculates the AUC of model that is built on a train set and evaluated on a test set: 

auc_train, auc_test = auc_train_test(variables, target, train, test)

with variables a list of the names of the variables that is used in the model.

In this exercise, you will apply this function, and check whether the train and test AUC are similar.

Instructions

100 XP
  • The basetable is loaded. Partition the basetable such that the train set contains 70% of the data, and make sure that train and test set have equal target incidence.
  • Calculate the train and test AUC of the model using "age" and "gender_F" as predictors using the auc_train_test function.