xiaowei1234

import numpy as np
import pandas as pd
from scipy.stats import ks_2samp
from sklearn.metrics import make_scorer, roc_auc_score, log_loss
from sklearn.model_selection import GridSearchCV

def ks_stat(y, yhat):
    return ks_2samp(yhat[y==1], yhat[y!=1]).statistic

cwidmer

import cPickle
import bz2


def save(filename, myobj):
    """
    save object to file using pickle
    
    @param filename: name of destination file
    @type filename: str