evalml.objectives.FraudCost¶
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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 - Create instance of FraudCost - Determine if transaction is fraud given predicted probabilities, dataframe with transaction amount, and threshold - Learn the objective function based on the predictions from a model. - Calculate amount lost to fraud per transaction given predictions, true values, and dataframe with transaction amount - Apply the learned objective function to the output of a model. - Calculate score from applying fitted objective to predicted values - Checks if objective supports given ProblemType