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wibowotangara/innitialize KS

Created January 24, 2024 06:02
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innitialize KS
KS = max(df_actual_predicted['Cumulative Perc Good'] - df_actual_predicted['Cumulative Perc Bad'])
plt.plot(df_actual_predicted['y_pred_proba'], df_actual_predicted['Cumulative Perc Bad'], color='r')
plt.plot(df_actual_predicted['y_pred_proba'], df_actual_predicted['Cumulative Perc Good'], color='b')
plt.xlabel('Estimated Probability for Being Bad')
plt.ylabel('Cumulative %')
plt.title('Kolmogorov-Smirnov: %0.4f' %KS)
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