evalml.objectives.FraudCost

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

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