python implementation of KS curve, related to the use of the method please refer to the previous blog - R language implementation of KS curve
The code is as follows:
####################### PlotKS ########################## def PlotKS(preds, labels, n, asc): # preds is score: asc=1 # preds is prob: asc=0 pred = preds # Projected bad = labels # Take 1 for bad, 0 for good # ksds = DataFrame({'bad': bad, 'pred': pred}) ksds['good'] = 1 - if asc == 1: ksds1 = ksds.sort_values(by=['pred', 'bad'], ascending=[True, True]) elif asc == 0: ksds1 = ksds.sort_values(by=['pred', 'bad'], ascending=[False, True]) = range(len()) ksds1['cumsum_good1'] = 1.0*()/sum() ksds1['cumsum_bad1'] = 1.0*()/sum() if asc == 1: ksds2 = ksds.sort_values(by=['pred', 'bad'], ascending=[True, False]) elif asc == 0: ksds2 = ksds.sort_values(by=['pred', 'bad'], ascending=[False, False]) = range(len()) ksds2['cumsum_good2'] = 1.0*()/sum() ksds2['cumsum_bad2'] = 1.0*()/sum() # ksds1 ksds2 -> average ksds = ksds1[['cumsum_good1', 'cumsum_bad1']] ksds['cumsum_good2'] = ksds2['cumsum_good2'] ksds['cumsum_bad2'] = ksds2['cumsum_bad2'] ksds['cumsum_good'] = (ksds['cumsum_good1'] + ksds['cumsum_good2'])/2 ksds['cumsum_bad'] = (ksds['cumsum_bad1'] + ksds['cumsum_bad2'])/2 # ks ksds['ks'] = ksds['cumsum_bad'] - ksds['cumsum_good'] ksds['tile0'] = range(1, len() + 1) ksds['tile'] = 1.0*ksds['tile0']/len(ksds['tile0']) qe = list((0, 1, 1.0/n)) (1) qe = qe[1:] ks_index = Series() ks_index = ks_index.quantile(q = qe) ks_index = (ks_index).astype(int) ks_index = list(ks_index) ksds = [ks_index] ksds = ksds[['tile', 'cumsum_good', 'cumsum_bad', 'ks']] ksds0 = ([[0, 0, 0, 0]]) ksds = ([ksds0, ksds], axis=0) ksds = DataFrame(ksds, columns=['tile', 'cumsum_good', 'cumsum_bad', 'ks']) ks_value = () ks_pop = [()] print ('ks_value is ' + str((ks_value, 4)) + ' at pop = ' + str((ks_pop, 4))) # chart (, ksds.cumsum_good, label='cum_good', color='blue', linestyle='-', linewidth=2) (, ksds.cumsum_bad, label='cum_bad', color='red', linestyle='-', linewidth=2) (, , label='ks', color='green', linestyle='-', linewidth=2) (ks_pop, color='gray', linestyle='--') (ks_value, color='green', linestyle='--') ([(), 'cumsum_good'], color='blue', linestyle='--') ([(),'cumsum_bad'], color='red', linestyle='--') ('KS=%s ' %(ks_value, 4) + 'at Pop=%s' %(ks_pop, 4), fontsize=15) return ksds ####################### over ##########################
The result is as follows:
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