scorecardpy

scorecardpy

This package is python version of R package scorecard. Its goal is to make the development of traditional credit risk scorecard model easier and efficient by providing functions for some common tasks.

• data partition (split_df)
• variable selection (iv, var_filter)
• weight of evidence (woe) binning (woebin, woebin_plot, woebin_adj, woebin_ply)
• scorecard scaling (scorecard, scorecard_ply)
• performance evaluation (perf_eva, perf_psi)

Performance Optimizations

This fork includes several performance improvements over the original scorecardpy:

• WOE Binning Optimization: Pre-compiled regex patterns and reduced DataFrame chaining in woebin functions for faster binning
• Performance Evaluation Optimization: Replaced manual AUC calculation with sklearn.metrics.roc_auc_score for significant speedup; eliminated eval() usage with dictionary-based function dispatch for better security and performance

Installation

• Install the release version of scorecardpy from PYPI with:

pip install scorecardpy

• Install the latest version of scorecardpy from github with:

pip install git+git://github.com/shichenxie/scorecardpy.git

Example

This is a basic example which shows you how to develop a common credit risk scorecard:

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