Visualizing the strategy
Now you have the extended strategy table strat_df
. The table is not so big that it's difficult to analyze, but visuals can help you see the overview all at once.
You should check at the distribution of each column with a box plot. If the distribution of Acceptance Rate
looks the same as the Bad Rate
column, that could be a problem. That means that the model's calibration is likely much worse than you thought.
You can also visualize the strategy curve with a line plot. The Acceptance Rate
would be the independent variable with the Bad Rate
as the dependent variable.
The strategy table strat_df
has been loaded in the workspace.
Cet exercice fait partie du cours
Credit Risk Modeling in Python
Exercice interactif pratique
Essayez cet exercice en complétant cet exemple de code.
# Visualize the distributions in the strategy table with a boxplot
____.____()
plt.show()