| name | fuzzy-augmentation-reject-inference |
| description | Build a Through-the-Door training set with reject inference using fuzzy augmentation, including PD-based sample weights; pairs with autogluon-tabularpredictor-fit for modeling the augmented data. |
Fuzzy Augmentation Reject Inference
Purpose
Create a weighted Through-the-Door dataset by scoring rejected applicants with a KGB model, duplicating them as good and bad outcomes, and assigning sample_weight by predicted PD.
Usage
- "apply fuzzy augmentation"
- "build TTD dataset with reject inference"
- "weight rejected applicants by PD"
Instructions
- Train a logistic regression model on accepted data to estimate PD.
- Score rejected applicants to get PD values.
- Create two copies of rejected rows:
- Copy A:
default_flag = 1, sample_weight = PD
- Copy B:
default_flag = 0, sample_weight = 1 - PD
- Combine accepted data with both copies of rejected data and add a
source column.
- Use
./scripts/create_ttd_data.py to standardize the augmentation.
- Summarize results using
./templates/ttd_summary.md.