Compute Score points from default probability in random forest

Hi, I need to calculate the score associated with a default probability (PD) in a random forest (treebagger) model.
In my model the final node of the tree can be either default or non-default so the PD is the percentage of time that the borrower is in the "default" final node
I want to compare the scores computed with a logistic regression (creditscorecard) with the default probability of the random forest.
While the logit allows with "fitmodel" the computation of the score associated with a given PD, setting targetscore, targetodds and PDO, this is not possible for a treebagger object. Do you have any idea of how I could be able to associate Score and PD ? Thanks.

Respuestas (0)

Productos

Versión

R2019a

Preguntada:

el 20 de Mayo de 2019

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by