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Introduction: Test Set Analysis

Introduction: Test Set Analysis

Get introduced to our topic for this chapter: test set analysis.

We'll cover the following...

Overview

This chapter presents several techniques for analyzing a model test set for deriving insights into likely model performance in the future. These techniques include the same model performance metrics we've already calculated, such as the ROC AUC, as well as new kinds of visualizations, such as the sloping of default risk by bins of predicted probability and the calibration of predicted probability.

After reading this chapter, you will be able to bridge ...