evalml.objectives.FraudCost.objective_function

FraudCost.objective_function(y_true, y_predicted, X)[source]

Calculate amount lost to fraud per transaction given predictions, true values, and dataframe with transaction amount

Parameters

  • y_predicted (pd.Series) – predicted fraud labels

  • y_true (pd.Series) – true fraud labels

  • X (pd.DataFrame) – dataframe with transaction amounts

Returns

amount lost to fraud per transaction

Return type

float