Selecting Features with the Population Stability Index

If you worked in credit scoring, you probably heard about the Population Stability Index, or PSI.

The PSI is a metric that quantifies the changes in a variable distribution and it is commonly used to assess the risk of using a variable in a credit risk model.

Unstable features are variables whose distribution changes after certain events, for…

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Sole from Train in Data

Sole from Train in Data

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Data scientist, book author, online instructor (www.trainindata.com) and Python open-source developer. Get our regular updates: http://eepurl.com/hdzffv