- Redmond, WA
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|# Utility function to use within AzureML for calculating useful account-level performance metrics|
|# for transaction fraud detection models. Each metric is calculated as a function of the score-cutoff|
|# used. These include:|
|# Account Detection Rate (ADR): what fraction of the fraud accounts received a score above the|
|# threshold at some point after the fraud started|
|# Value Detection Rate (VDR): From the point in time that the fist transaction scored above|
|# the threshold, what fraction of the losses could have been prevented.|
|# This code specifically calculates the effect of delayed action: it will calculate VDR for various scenarios,|