evalml.objectives.FraudCost

class evalml.objectives.FraudCost(retry_percentage=0.5, interchange_fee=0.02, fraud_payout_percentage=1.0, amount_col='amount')[source]

Score the percentage of money lost of the total transaction amount process due to fraud.

Methods

__init__

Create instance of FraudCost

calculate_percent_difference

Calculate the percent difference between scores.

decision_function

Determine if a transaction is fraud given predicted probabilities, threshold, and dataframe with transaction amount.

is_defined_for_problem_type

objective_function

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

optimize_threshold

Learn a binary classification threshold which optimizes the current objective.

score

Returns a numerical score indicating performance based on the differences between the predicted and actual values.

validate_inputs

Validates the input based on a few simple checks.

Class Inheritance

Inheritance diagram of FraudCost