glm Model Build progress: |██████████████████████████████████████████████████████| (done) 100%
Raw Coefficients: {'Intercept': -1.6004399344664146, 'zone.1': -0.6307199485786326, 'zone.2': 0.9113673280991164, 'zone.3': 0.13752924917282494, 'zone.4': -0.4421435946651578, 'zone.5': 0.039492850483345956, 'zone.6': 0.07864836426025151, 'zone.7': 0.253720948610828, 'zone.8': -0.24765784270631763, 'zone.9': 0.30898300485036806, 'zone.10': -0.26330786565227293, 'zone.11': -0.3063836189490286, 'zone.12': 0.2242329982874504, 'zone.13': 0.0, 'zone.14': -0.18835161437722484, 'zone.15': 0.0, 'zone.16': -0.3882332555656693, 'zone.17': 0.03708080979579925, 'zone.18': 0.21148067483216285, 'zone.19': -0.15823225266014376, 'zone.20': -0.15627523899345952, 'age.1': 0.0073250069303451015, 'age.2': -0.05921981781311567, 'age.3': 0.0, 'house.1': -0.039774746445066365, 'house.2': 0.038799143492173, 'selfemp.1': -0.03210697729551859, 'selfemp.2': 0.03171784160840208, 'account.1': -0.07282092069041296, 'account.2': 0.07112372721861773, 'deposit.1': 0.03151802436293467, 'deposit.2': -0.03222612751665652, 'branch.1': 0.1467692770402181, 'branch.2': -0.1570763348849329, 'ref.1': 0.042996137742830356, 'ref.2': -0.04410121794483475, 'preloan.1': -0.010537253386504977, 'preloan.2': 0.010458345601614523, 'gender.1': -0.02729945000338843, 'gender.2': 0.02693155887202589, 'ms.1': 0.0722694921600014, 'ms.2': -0.07372568989661751, 'child.1': -0.0243973908274804, 'child.2': 0.024085535453080446, 'veh.1': 0.009528010259046475, 'veh.2': -0.009547502258109256, 'debtinc': 0.03491879124853984, 'creddebt': 0.18125661393625606, 'othdebt': -0.0022096278911967523, 'emp': -0.14458642627177878, 'address': -0.039022708230817826}
Normalized Coefficients: {'Intercept': -2.2362428289352847, 'zone.1': -0.6307199485786326, 'zone.2': 0.9113673280991164, 'zone.3': 0.13752924917282494, 'zone.4': -0.4421435946651578, 'zone.5': 0.039492850483345956, 'zone.6': 0.07864836426025151, 'zone.7': 0.253720948610828, 'zone.8': -0.24765784270631763, 'zone.9': 0.30898300485036806, 'zone.10': -0.26330786565227293, 'zone.11': -0.3063836189490286, 'zone.12': 0.2242329982874504, 'zone.13': 0.0, 'zone.14': -0.18835161437722484, 'zone.15': 0.0, 'zone.16': -0.3882332555656693, 'zone.17': 0.03708080979579925, 'zone.18': 0.21148067483216285, 'zone.19': -0.15823225266014376, 'zone.20': -0.15627523899345952, 'age.1': 0.0073250069303451015, 'age.2': -0.05921981781311567, 'age.3': 0.0, 'house.1': -0.039774746445066365, 'house.2': 0.038799143492173, 'selfemp.1': -0.03210697729551859, 'selfemp.2': 0.03171784160840208, 'account.1': -0.07282092069041296, 'account.2': 0.07112372721861773, 'deposit.1': 0.03151802436293467, 'deposit.2': -0.03222612751665652, 'branch.1': 0.1467692770402181, 'branch.2': -0.1570763348849329, 'ref.1': 0.042996137742830356, 'ref.2': -0.04410121794483475, 'preloan.1': -0.010537253386504977, 'preloan.2': 0.010458345601614523, 'gender.1': -0.02729945000338843, 'gender.2': 0.02693155887202589, 'ms.1': 0.0722694921600014, 'ms.2': -0.07372568989661751, 'child.1': -0.0243973908274804, 'child.2': 0.024085535453080446, 'veh.1': 0.009528010259046475, 'veh.2': -0.009547502258109256, 'debtinc': 0.24419003514631252, 'creddebt': 0.4147372334973271, 'othdebt': -0.007365263276548585, 'emp': -0.9616941618328921, 'address': -0.26734646976546844}
ModelMetricsBinomialGLM: glm
** Reported on test data. **
MSE: 0.10677077505846692
RMSE: 0.32675797627367403
LogLoss: 0.3460216698792851
AUC: 0.7560715618171158
AUCPR: 0.27763042768753804
Gini: 0.5121431236342315
Null degrees of freedom: 1390
Residual degrees of freedom: 1343
Null deviance: 1098.2293480025876
Residual deviance: 962.6322856041712
AIC: 1058.632285604171
Confusion Matrix (Act/Pred) for max f1 @ threshold = 0.13263511232759034
0 1 Error Rate
----- --- --- ------- --------------
0 813 391 0.3248 (391.0/1204.0)
1 54 133 0.2888 (54.0/187.0)
Total 867 524 0.3199 (445.0/1391.0)
Maximum Metrics: Maximum metrics at their respective thresholds
metric threshold value idx
--------------------------- ----------- -------- -----
max f1 0.132635 0.374121 228
max f2 0.0781303 0.543131 295
max f0point5 0.24369 0.33396 126
max accuracy 0.660393 0.864845 0
max precision 0.370842 0.415385 52
max recall 0.0239179 1 368
max specificity 0.660393 0.999169 0
max absolute_mcc 0.120793 0.273908 241
max min_per_class_accuracy 0.137574 0.686047 223
max mean_per_class_accuracy 0.120793 0.697603 241
max tns 0.660393 1203 0
max fns 0.660393 187 0
max fps 0.0016324 1204 399
max tps 0.0239179 187 368
max tnr 0.660393 0.999169 0
max fnr 0.660393 1 0
max fpr 0.0016324 1 399
max tpr 0.0239179 1 368
Gains/Lift Table: Avg response rate: 13.44 %, avg score: 13.14 %
group cumulative_data_fraction lower_threshold lift cumulative_lift response_rate score cumulative_response_rate cumulative_score capture_rate cumulative_capture_rate gain cumulative_gain kolmogorov_smirnov
------- -------------------------- ----------------- -------- ----------------- --------------- --------- -------------------------- ------------------ -------------- ------------------------- -------- ----------------- --------------------
1 0.0100647 0.534239 1.59396 1.59396 0.214286 0.572557 0.214286 0.572557 0.0160428 0.0160428 59.3965 59.3965 0.00690657
2 0.0201294 0.442563 3.18793 2.39095 0.428571 0.478809 0.321429 0.525683 0.0320856 0.0481283 218.793 139.095 0.0323476
3 0.0301941 0.413535 3.71925 2.83372 0.5 0.428298 0.380952 0.493221 0.0374332 0.0855615 271.925 183.372 0.0639668
4 0.0402588 0.385764 2.65661 2.78944 0.357143 0.402488 0.375 0.470538 0.026738 0.112299 165.661 178.944 0.0832297
5 0.0503235 0.355914 3.71925 2.9754 0.5 0.371127 0.4 0.450656 0.0374332 0.149733 271.925 197.54 0.114849
6 0.100647 0.291107 1.80649 2.39095 0.242857 0.32098 0.321429 0.385818 0.0909091 0.240642 80.6494 139.095 0.161738
7 0.150252 0.24679 2.3717 2.38459 0.318841 0.269793 0.320574 0.347513 0.117647 0.358289 137.17 138.459 0.240349
8 0.200575 0.216596 1.70023 2.21289 0.228571 0.231779 0.297491 0.318476 0.0855615 0.44385 70.0229 121.289 0.28106
9 0.300503 0.163949 1.33786 1.92191 0.179856 0.187985 0.258373 0.275083 0.13369 0.57754 33.786 92.191 0.320065
10 0.400431 0.124159 1.55192 1.82958 0.208633 0.143201 0.245961 0.242172 0.15508 0.73262 55.1918 82.9578 0.383783
11 0.500359 0.0977669 0.856231 1.63519 0.115108 0.110003 0.219828 0.215776 0.0855615 0.818182 -14.3769 63.5188 0.367185
12 0.600288 0.0755793 0.963259 1.52333 0.129496 0.0861405 0.20479 0.194196 0.0962567 0.914439 -3.67407 52.3334 0.362943
13 0.700216 0.0555595 0.588658 1.38995 0.0791367 0.06552 0.186858 0.175833 0.0588235 0.973262 -41.1342 38.9946 0.315455
14 0.800144 0.0350893 0.160543 1.23641 0.0215827 0.0454838 0.166217 0.159554 0.0160428 0.989305 -83.9457 23.6409 0.218541
15 0.900072 0.0187203 0.107029 1.11102 0.0143885 0.0267177 0.149361 0.144806 0.0106952 1 -89.2971 11.1022 0.115449
16 1 0.0016324 0 1 0 0.0109839 0.134436 0.131433 0 1 -100 0 0