Screen Predictors for Credit Scorecards

Evaluate the predictive value of predictors to select a subset of predictors

Use the screenpredictors function as a preprocessing step in the Credit Scorecard Modeling Workflow to reduce the number of predictor variables before creating the credit scorecard using creditscorecard from Financial Toolbox™.

Functions

screenpredictors Screen credit scorecard predictors for predictive value

Live Editor Tasks

Threshold Predictors

Select thresholds for predictor risk metrics in the Live Editor (Since R2021b)

Topics

Feature Screening with screenpredictors
This example shows how to perform predictor screening using screenpredictors and then set predictor thresholds using the Threshold Predictors live task.