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xBooster v0.2.6: Interval Scorecard Functionality

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@xRiskLab xRiskLab released this 30 Aug 14:31
· 21 commits to main since this release

🚀 New Features

Interval Scorecards

This release introduces interval scorecard functionality that transforms complex XGBoost tree rules into simplified, industry-standard intervals.

New Methods:

  • construct_scorecard_by_intervals(add_stats=True) - Converts tree rules into intervals like [70.8, 80.5)
  • create_points_peo_pdo(peo, pdo, precision_points=0) - Adds Points at Even Odds/Points to Double the Odds

Key Benefits:

  • 60-80% Rule Reduction: Simplifies complex scorecards while maintaining accuracy
  • Industry Standard: Follows credit scoring best practices (Siddiqi, 2017)
  • Easy Integration: Works with existing XGBoost workflows (requires max_depth=1)
  • Comprehensive Testing: 10 new tests ensure reliability

Usage Example:

from xbooster.xgb_constructor import XGBScorecardConstructor

# Build standard scorecard
constructor = XGBScorecardConstructor(model, X_train, y_train)
standard_scorecard = constructor.construct_scorecard()
scorecard_with_points = constructor.create_points()

# NEW: Build interval scorecard
interval_scorecard = constructor.construct_scorecard_by_intervals(add_stats=True)

# NEW: Add PEO/PDO points
peo_pdo_scorecard = constructor.create_points_peo_pdo(peo=600, pdo=50)

📋 What's Included:

  • New Methods: Interval scorecard construction and PEO/PDO points
  • Example Notebook: examples/xbooster-scorecard-by-interval.ipynb
  • Comprehensive Tests: Full test suite for new functionality
  • Updated Documentation: README with usage examples and API reference
  • PyPI Release: Available via pip install xbooster==0.2.6

🧪 Testing:

  • All 71 tests pass
  • Backward compatibility maintained
  • No breaking changes

🔗 Installation:

pip install --upgrade xbooster

Closes #4


Full Changelog: v0.2.5...v0.2.6