evalml.objectives.FraudCost.objective_function

FraudCost.objective_function(y_predicted, y_true, extra_cols)

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

• extra_cols (pd.DataFrame) – extra data needed

Returns

amount lost to fraud per transaction

Return type

float