Pemecahan data dan confusion matrix

Pemodelan Risiko Kredit di R

Lore Dirick

Manager of Data Science Curriculum at Flatiron School

Mulai analisis

Tangkapan layar 2020-06-15 pukul 08.43.54.png

Pemodelan Risiko Kredit di R

Training dan test set

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Pemodelan Risiko Kredit di R

Training dan test set

Tangkapan layar 2020-06-15 pukul 08.43.14.png

Pemodelan Risiko Kredit di R

Validasi silang

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Pemodelan Risiko Kredit di R

Evaluasi model

      test_set$loan_status    model_prediction   
            ...                     ...
 [8066,]      1                       1
 [8067,]      0                       0
 [8068,]      0                       0
 [8069,]      0                       0
 [8070,]      0                       0
 [8071,]      0                       1
 [8072,]      1                       0
 [8073,]      1                       1
 [8074,]      0                       0
 [8075,]      0                       0
 [8076,]      0                       0
 [8077,]      1                       1
 [8078,]      0                       0
        ...                        ...
Pemodelan Risiko Kredit di R

Evaluasi model

      test_set$loan_status    model_prediction   
            ...                     ...
[8066,]       1                       1
[8067,]       0                       0
 [8068,]      0                       0
 [8069,]      0                       0
 [8070,]      0                       0
 [8071,]      0                       1
 [8072,]      1                       0
 [8073,]      1                       1
 [8074,]      0                       0
 [8075,]      0                       0
 [8076,]      0                       0
 [8077,]      1                       1
 [8078,]      0                       0
 [8079,]      0                       1
        ...                        ...

Status pinjaman aktual vs. prediksi model

Tanpa gagal bayar (0) Gagal bayar (1)
Tanpa gagal bayar (0) 8 2
Gagal bayar (1) 1 3
Pemodelan Risiko Kredit di R

Evaluasi model

      test_set$loan_status    model_prediction   
            ...                     ...
[8066,]       1                       1
[8067,]       0                       0
 [8068,]      0                       0
 [8069,]      0                       0
 [8070,]      0                       0
 [8071,]      0                       1
 [8072,]      1                       0
 [8073,]      1                       1
 [8074,]      0                       0
 [8075,]      0                       0
 [8076,]      0                       0
 [8077,]      1                       1
 [8078,]      0                       0
 [8079,]      0                       1
        ...                        ...

Status pinjaman aktual vs. prediksi model

Tanpa gagal bayar (0) Gagal bayar (1)
Tanpa gagal bayar (0) TN FP
Gagal bayar (1) FN TP
Pemodelan Risiko Kredit di R

Beberapa metrik...

  • Akurasi $$\frac{(8+3)}{14} = 78.57\%$$

  • Sensitivitas $$\frac{3}{(1+3)} = 75\%$$

  • Spesifisitas $$\frac{8}{(8+2)} = 80\%$$

Status pinjaman aktual vs. prediksi model

Tanpa gagal bayar (0) Gagal bayar (1)
Tanpa gagal bayar (0) 8 2
Gagal bayar (1) 1 3
Pemodelan Risiko Kredit di R

Ayo berlatih!

Pemodelan Risiko Kredit di R

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