evalml.objectives.FraudCost

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

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

Methods

__init__

Create instance of FraudCost

decision_function

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

objective_function

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