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POST
/
quantlib
/
ml
/
credit
/
discrimination
Discrimination Metrics for Credit Models
curl --request POST \
  --url https://api.fincept.in/quantlib/ml/credit/discrimination \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "y_true": [
    0,
    0,
    1,
    1,
    0,
    1,
    0,
    1
  ],
  "y_score": [
    0.12,
    0.23,
    0.87,
    0.92,
    0.15,
    0.78,
    0.09,
    0.85
  ]
}
'
{
  "success": true,
  "data": {
    "gini": 0.756,
    "ks_statistic": 0.623,
    "auc_roc": 0.878,
    "accuracy_ratio": 0.756
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
y_true
enum<integer>[]
required

True binary labels (0 = non-default, 1 = default)

Available options:
0,
1
Example:
[0, 0, 1, 1, 0, 1, 0, 1]
​
y_score
number[]
required

Predicted probabilities or risk scores

Example:
[
  0.12,
  0.23,
  0.87,
  0.92,
  0.15,
  0.78,
  0.09,
  0.85
]

Response

Discrimination metrics

​
success
boolean
Example:

true

​
data
object