title	emoji	colorFrom	colorTo	sdk	app_port	pinned	license
Credit Risk Modeling	📈	indigo	blue	docker	8501	false	openrail

Credit Risk Modelling

About

An interactive tool demonstrating credit risk modelling.

Emphasis on:

• Building models
• Comparing techniques
• Interpretating results

Built With

• Streamlit

Hardware initially built on:

Processor: 11th Gen Intel(R) Core(TM) i7-1165G7 @2.80Ghz, 2803 Mhz, 4 Core(s), 8 Logical Processor(s)

Memory (RAM): 16GB

Local setup

Obtain the repo locally and open its root folder

To potentially contribute

git clone https://github.com/pkiage/tool-credit-risk-modelling.git

or

gh repo clone pkiage/tool-credit-risk-modelling

Just to deploy locally

Download ZIP

(optional) Setup virtual environment:

python -m venv venv

(optional) Activate virtual environment:

If using Unix based OS run the following in terminal:

.\venv\bin\activate

If using Windows run the following in terminal:

.\venv\Scripts\activate

Install requirements by running the following in terminal:

Required packages

pip install -r requirements.txt

Complete graphviz installation

https://graphviz.org/download/

Run the streamlit app (app.py) by running the following in terminal (from repository root folder):

streamlit app.py

Deployed setup details

Hugging Face Space Deployment Tips

Initial Setup

• When creating the Spaces Configuration Reference check logs to specify the Docker Space app_port based on build
• In Dockerfile bind Streamlit to a port e.g. 0.0.0.0
• Install Graphiz on Debian rather than use Streamlit Space to solve failed to execute posixpath('dot'), make sure the graphviz executables are on your systems' path error given don't have access to terminal with Streamlit Space

git remote add space https://huggingface.co/spaces/pkiage/credit_risk_modeling_demo

git push --force space main

• When syncing with Hugging Face via Github Actions the User Access Token created on Hugging Face (HF) should have write access
• Run space from main branch since running from other branches currently isn't suppported
• Ensure integrate remote changes (git pull) before push to HF space (git push --force space main)

Roadmap

To view/submit ideas as well as contribute please view issues.

Docs creation

pydeps Python module depenency visualization

Delete init.py and main.py then run the following

App and clusters

pydeps src/app.py --max-bacon=5 --cluster --rankdir BT -o docs/module-dependency-graph/src-app-clustered.svg

App and links

Features, models, & visualization links:

pydeps src/app.py --only features models visualization --max-bacon=4 --rankdir BT -o docs/module-dependency-graph/src-feature-model-visualization.svg

Only features

pydeps src/app.py  --only features --max-bacon=5 --cluster --max-cluster-size=3  --rankdir BT -o docs/module-dependency-graph/src-features.svg

Only models

pydeps src/app.py  --only models --max-bacon=5 --cluster --max-cluster-size=15  --rankdir BT -o docs/module-dependency-graph/src-models.svg

code2flow Call graphs for a pretty good estimate of project structure

Logistic

code2flow src/models/logistic_train_model.py -o docs/call-graph/logistic_train_model.svg

code2flow src/models/logistic_model.py -o docs/call-graph/logistic_model.svg

Xgboost

code2flow src/models/xgboost_train_model.py -o docs/call-graph/xgboost_train_model.svg

code2flow src/models/xgboost_model.py -o docs/call-graph/xgboost_model.svg

utils

code2flow src/models/util_test.py -o docs/call-graph/util_test.svg

code2flow src/models/util_predict_model_threshold.py -o docs/call-graph/util_predict_model_threshold.svg

code2flow src/models/util_predict_model.py -o docs/call-graph/util_predict_model.svg

code2flow src/models/util_model_comparison.py -o docs/call-graph/util_model_comparison.svg

References

Inspiration:

Credit Risk Modeling in Python by Datacamp

• General Methodology
• Data

A Gentle Introduction to Threshold-Moving for Imbalanced Classification

• Selecting optimal threshold using Youden's J statistic