OptimClassifier provides a set of tools for creating models, selecting the best parameters combination for a model, and select the best threshold for your binary classification. The package contains tools for:
as well as others that will be implemented in the future.
For this, you can choose different packages such as:
This is a basic example which shows you how to solve a common credit scoring problem with this package:
## Load a Dataset data(AustralianCredit) ## Create the model creditscoring <- Optim.GLM(Y~., AustralianCredit, p = 0.7, seed=2018) #See a ranking of the models tested print(creditscoring) #Access to summary of the best model summary(creditscoring) #Do not sure of like the best model??, you can access to the all model, for example the 2nd model summary(creditscoring,2)
If you find problems with the package, or there’s anything that it doesn’t do which you think it should, please submit them to https://github.com/economistgame/OptimClassifier/issues. In particular, let me know about optimizers and formats which you’d like supported, or if you have a workflow which might make sense for inclusion as a default convenience function.