00 模型概要信息
| 项目 | 内容 |
|---|
| 模型名称 | exp_20260909-114504-eadd |
| 开发完成日期 | 2026-09-09 |
| 模型开发人员 | （人工填写） |
| 模型开发人员邮件地址 | （人工填写） |
| 模型验证人员 | （人工填写） |
| 模型验证人员邮件地址 | （人工填写） |
| 模型应用环节 | preloan_approval |
| 模型应用频率 | （人工填写） |
| 模型开发背景及业务用途描述 | Local MVP full pipeline run. |
| 模型适用产品/客户描述 | （人工填写） |
| 模型重开发原因（如有） | — |
| 模型拟监控频率 | （人工填写） |
| 模型路线 | LightGBM |
| 目标变量 | fpd30 |
| 实验 ID | 20260909-114504-eadd |
待补充：模型开发/验证人员、应用频率、产品描述等字段需人工补填。
01 模型设计
建模数据样本窗口
| 项目 | 内容 |
|---|
| 切分方式 | 时间切分 |
| 开发样本(Train)窗口 | 2024-01-01 ~ 2024-01-25 |
| 预留验证样本(Val)窗口 | 2024-01-26 ~ 2024-02-03 |
| 跨时间验证样本(OOT)窗口 | 2024-02-04 ~ 2024-02-11 |
模型好坏定义
| 项目 | 内容 |
|---|
| 目标变量 | fpd30 |
| 坏样本(BAD=1)占比 | 11.10% |
| 好样本(BAD=0)占比 | — |
| 不确定样本 | 本流程要求目标变量已预计算为 0/1 二值，不确定样本请在上游合并口径 |
样本排除规则
| 序号 | 排除规则 | 说明 |
|---|
| 1 | customer_id | 主键/时间/口径字段，不入模 |
| 2 | apply_time | 主键/时间/口径字段，不入模 |
| 3 | fpd30 为空 | 排除 0 行 |
滚动率分析
待补充：滚动率分析（M0→M6+ 状态迁移矩阵）需要逾期状态口径数据，当前流程目标变量为上游已计算的二值标签，暂未生成。
待补充：表现窗口及坏账率分析、模型细分定义需结合业务口径人工补充。
02 数据流
开发时点 — 样本排除
| 类别 | 样本数 |
|---|
| 全部样本 | 1000 |
| 排除：目标变量为空 | 0 |
| 排除后样本 | 1000 |
注：按照01模型设计的排除规则统计；当前流程的排除项为目标变量缺失。
开发时点 — 开发/预留验证拆分
| 类别 | 样本数 | 好样本 | 坏样本 | 坏样本率 |
|---|
| 开发样本 | 600 | 530 | 70 | 11.67% |
| 预留验证样本 | 216 | 197 | 19 | 8.80% |
注：当前流程未做样本加权（权重均为1），如需坏样本加权需在上游扩展。
OOT 时点 / PSI 时点
| 类别 | 样本数 | 好样本 | 坏样本 | 坏样本率 |
|---|
| 跨时间验证样本(OOT) | 184 | 162 | 22 | 11.96% |
03 单变量分析（细分箱）
credit_score — IV 0.1854，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 380.5] | 28 | 19 | 9 | 32.14% | -0.1681 |
| 2 | (380.5, 420.5] | 37 | 35 | 2 | 5.41% | 0.0719 |
| 3 | (420.5, 444.5] | 30 | 24 | 6 | 20.00% | -0.0756 |
| 4 | (444.5, 479.5] | 44 | 28 | 16 | 36.36% | -0.2894 |
| 5 | (479.5, 515.5] | 41 | 34 | 7 | 17.07% | -0.0651 |
| 6 | (515.5, 555.0] | 51 | 48 | 3 | 5.88% | 0.0883 |
| 7 | (555.0, 587.0] | 46 | 36 | 10 | 21.74% | -0.1304 |
| 8 | (587.0, 656.5] | 76 | 75 | 1 | 1.32% | 0.2321 |
| 9 | (656.5, 746.0] | 101 | 91 | 10 | 9.90% | 0.0452 |
| 10 | (746.0, inf] | 113 | 111 | 2 | 1.77% | 0.3080 |
debt_ratio — IV 0.0851，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 0.05300000123679638] | 47 | 46 | 1 | 2.13% | 0.1319 |
| 2 | (0.05300000123679638, 0.1394999995827675] | 171 | 144 | 27 | 15.79% | -0.1378 |
| 3 | (0.1394999995827675, 0.15850000083446503] | 43 | 43 | 0 | 0.00% | 0.1504 |
| 4 | (0.15850000083446503, 0.1744999960064888] | 30 | 24 | 6 | 20.00% | -0.0715 |
| 5 | (0.1744999960064888, 0.215999998152256] | 90 | 86 | 4 | 4.44% | 0.1728 |
| 6 | (0.215999998152256, 0.2435000017285347] | 44 | 33 | 11 | 25.00% | -0.1559 |
| 7 | (0.2435000017285347, 0.27549999952316284] | 38 | 36 | 2 | 5.26% | 0.0718 |
| 8 | (0.27549999952316284, 0.32099999487400055] | 40 | 35 | 5 | 12.50% | -0.0095 |
| 9 | (0.32099999487400055, 0.3739999979734421] | 41 | 32 | 9 | 21.95% | -0.1148 |
| 10 | (0.3739999979734421, inf] | 56 | 51 | 5 | 8.93% | 0.0425 |
time_on_page_sec — IV 0.0667，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 59.0] | 40 | 38 | 2 | 5.00% | 0.0784 |
| 2 | (59.0, 204.5] | 148 | 129 | 19 | 12.84% | -0.0370 |
| 3 | (204.5, 247.0] | 46 | 45 | 1 | 2.17% | 0.1287 |
| 4 | (247.0, 303.5] | 58 | 51 | 7 | 12.07% | -0.0063 |
| 5 | (303.5, 349.5] | 46 | 37 | 9 | 19.57% | -0.0981 |
| 6 | (349.5, 414.0] | 71 | 70 | 1 | 1.41% | 0.2062 |
| 7 | (414.0, 446.0] | 31 | 22 | 9 | 29.03% | -0.1491 |
| 8 | (446.0, 522.5] | 83 | 70 | 13 | 15.66% | -0.0815 |
| 9 | (522.5, 568.5] | 47 | 44 | 3 | 6.38% | 0.0714 |
| 10 | (568.5, inf] | 30 | 24 | 6 | 20.00% | -0.0715 |
employment_years — IV 0.0620，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 2.5] | 66 | 53 | 13 | 19.70% | -0.1414 |
| 2 | (2.5, 5.5] | 51 | 47 | 4 | 7.84% | 0.0611 |
| 3 | (5.5, 7.5] | 38 | 29 | 9 | 23.68% | -0.1338 |
| 4 | (7.5, 8.5] | 28 | 27 | 1 | 3.57% | 0.0758 |
| 5 | (8.5, 12.5] | 80 | 67 | 13 | 16.25% | -0.0947 |
| 6 | (12.5, 16.5] | 84 | 77 | 7 | 8.33% | 0.0804 |
| 7 | (16.5, 18.5] | 61 | 60 | 1 | 1.64% | 0.1924 |
| 8 | (18.5, 21.5] | 66 | 57 | 9 | 13.64% | -0.0347 |
| 9 | (21.5, 22.5] | 28 | 26 | 2 | 7.14% | 0.0422 |
| 10 | (22.5, inf] | 42 | 37 | 5 | 11.90% | -0.0018 |
age — IV 0.0492，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 25.5] | 80 | 65 | 15 | 18.75% | -0.1373 |
| 2 | (25.5, 28.5] | 47 | 45 | 2 | 4.26% | 0.1013 |
| 3 | (28.5, 31.5] | 41 | 36 | 5 | 12.20% | -0.0062 |
| 4 | (31.5, 38.5] | 97 | 91 | 6 | 6.19% | 0.1370 |
| 5 | (38.5, 42.5] | 43 | 36 | 7 | 16.28% | -0.0549 |
| 6 | (42.5, 45.5] | 32 | 31 | 1 | 3.12% | 0.0825 |
| 7 | (45.5, 49.5] | 46 | 40 | 6 | 13.04% | -0.0176 |
| 8 | (49.5, 52.5] | 43 | 35 | 8 | 18.60% | -0.0818 |
| 9 | (52.5, 59.5] | 99 | 84 | 15 | 15.15% | -0.0813 |
| 10 | (59.5, inf] | 72 | 67 | 5 | 6.94% | 0.0919 |
months_since_last_loan — IV 0.0465，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 8.5] | 86 | 73 | 13 | 15.12% | -0.0725 |
| 2 | (8.5, 16.5] | 80 | 65 | 15 | 18.75% | -0.1373 |
| 3 | (16.5, 22.5] | 54 | 49 | 5 | 9.26% | 0.0361 |
| 4 | (22.5, 28.5] | 50 | 42 | 8 | 16.00% | -0.0587 |
| 5 | (28.5, 31.5] | 31 | 30 | 1 | 3.23% | 0.0791 |
| 6 | (31.5, 35.5] | 37 | 31 | 6 | 16.22% | -0.0476 |
| 7 | (35.5, 38.5] | 35 | 35 | 0 | 0.00% | 0.1241 |
| 8 | (38.5, 50.5] | 130 | 118 | 12 | 9.23% | 0.0735 |
| 9 | (50.5, 54.5] | 45 | 37 | 8 | 17.78% | -0.0752 |
| 10 | (54.5, inf] | 52 | 50 | 2 | 3.85% | 0.1173 |
app_sessions_30d — IV 0.0319，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 3.5] | 38 | 34 | 4 | 10.53% | 0.0125 |
| 2 | (3.5, 4.5] | 35 | 30 | 5 | 14.29% | -0.0263 |
| 3 | (4.5, 5.5] | 39 | 35 | 4 | 10.26% | 0.0158 |
| 4 | (5.5, 6.5] | 85 | 68 | 17 | 20.00% | -0.1675 |
| 5 | (6.5, 7.5] | 80 | 73 | 7 | 8.75% | 0.0610 |
| 6 | (7.5, 8.5] | 84 | 78 | 6 | 7.14% | 0.0998 |
| 7 | (8.5, 9.5] | 77 | 66 | 11 | 14.29% | -0.0509 |
| 8 | (9.5, 10.5] | 55 | 50 | 5 | 9.09% | 0.0393 |
| 9 | (10.5, 12.5] | 74 | 67 | 7 | 9.46% | 0.0431 |
| 10 | (12.5, inf] | 33 | 29 | 4 | 12.12% | -0.0044 |
historical_overdue_count — IV 0.0260，3 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 0.5] | 286 | 258 | 28 | 9.79% | 0.0921 |
| 2 | (0.5, 1.5] | 210 | 187 | 23 | 10.95% | 0.0289 |
| 3 | (1.5, inf] | 104 | 85 | 19 | 18.27% | -0.1554 |
purpose — IV 0.0236，6 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 其他 | 27 | 23 | 4 | 14.81% | -0.0250 |
| 2 | 医疗 | 76 | 71 | 5 | 6.58% | 0.1038 |
| 3 | 周转 | 172 | 150 | 22 | 12.79% | -0.0392 |
| 4 | 家装 | 98 | 91 | 7 | 7.14% | 0.1129 |
| 5 | 教育 | 60 | 49 | 11 | 18.33% | -0.1036 |
| 6 | 日常消费 | 167 | 146 | 21 | 12.57% | -0.0311 |
marital_status — IV 0.0188，4 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 丧偶 | 10 | 8 | 2 | 20.00% | -0.0258 |
| 2 | 已婚 | 324 | 293 | 31 | 9.57% | 0.1103 |
| 3 | 未婚 | 220 | 191 | 29 | 13.18% | -0.0608 |
| 4 | 离异 | 46 | 38 | 8 | 17.39% | -0.0718 |
clicks_before_apply — IV 0.0185，10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 11.5] | 99 | 90 | 9 | 9.09% | 0.0635 |
| 2 | (11.5, 12.5] | 54 | 44 | 10 | 18.52% | -0.0977 |
| 3 | (12.5, 13.5] | 57 | 52 | 5 | 8.77% | 0.0456 |
| 4 | (13.5, 14.5] | 54 | 47 | 7 | 12.96% | -0.0190 |
| 5 | (14.5, 15.5] | 64 | 59 | 5 | 7.81% | 0.0675 |
| 6 | (15.5, 16.5] | 68 | 61 | 7 | 10.29% | 0.0248 |
| 7 | (16.5, 17.5] | 53 | 45 | 8 | 15.09% | -0.0490 |
| 8 | (17.5, 19.5] | 68 | 62 | 6 | 8.82% | 0.0520 |
| 9 | (19.5, 21.5] | 47 | 40 | 7 | 14.89% | -0.0417 |
| 10 | (21.5, inf] | 36 | 30 | 6 | 16.67% | -0.0510 |
region — IV 0.0163，7 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 东北 | 92 | 80 | 12 | 13.04% | -0.0310 |
| 2 | 华东 | 73 | 67 | 6 | 8.22% | 0.0672 |
| 3 | 华中 | 82 | 74 | 8 | 9.76% | 0.0404 |
| 4 | 华北 | 92 | 84 | 8 | 8.70% | 0.0695 |
| 5 | 华南 | 94 | 84 | 10 | 10.64% | 0.0240 |
| 6 | 西南 | 90 | 76 | 14 | 15.56% | -0.0843 |
| 7 | 西部 | 77 | 65 | 12 | 15.58% | -0.0754 |
loan_term — IV 0.0119，5 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 4.5] | 67 | 57 | 10 | 14.93% | -0.0565 |
| 2 | (4.5, 9.0] | 118 | 109 | 9 | 7.63% | 0.1157 |
| 3 | (9.0, 18.0] | 232 | 204 | 28 | 12.07% | -0.0169 |
| 4 | (18.0, 30.0] | 108 | 94 | 14 | 12.96% | -0.0329 |
| 5 | (30.0, inf] | 75 | 66 | 9 | 12.00% | -0.0065 |
existing_loans — IV 0.0077，5 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 0.5] | 127 | 116 | 11 | 8.66% | 0.0898 |
| 2 | (0.5, 1.5] | 215 | 188 | 27 | 12.56% | -0.0356 |
| 3 | (1.5, 2.5] | 159 | 140 | 19 | 11.95% | -0.0095 |
| 4 | (2.5, 3.5] | 64 | 55 | 9 | 14.06% | -0.0403 |
| 5 | (3.5, inf] | 35 | 31 | 4 | 11.43% | 0.0024 |
city_tier — IV 0.0037，5 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 1.5] | 59 | 51 | 8 | 13.56% | -0.0298 |
| 2 | (1.5, 2.5] | 129 | 116 | 13 | 10.08% | 0.0472 |
| 3 | (2.5, 3.5] | 170 | 150 | 20 | 11.76% | -0.0034 |
| 4 | (3.5, 4.5] | 156 | 136 | 20 | 12.82% | -0.0378 |
| 5 | (4.5, inf] | 86 | 77 | 9 | 10.47% | 0.0262 |
education — IV 0.0015，4 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 大专 | 217 | 191 | 26 | 11.98% | -0.0128 |
| 2 | 本科 | 189 | 167 | 22 | 11.64% | 0.0010 |
| 3 | 硕士及以上 | 43 | 37 | 6 | 13.95% | -0.0275 |
| 4 | 高中及以下 | 151 | 135 | 16 | 10.60% | 0.0353 |
channel — IV 0.0008，4 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | APP | 314 | 278 | 36 | 11.46% | 0.0100 |
| 2 | WEB | 142 | 125 | 17 | 11.97% | -0.0095 |
| 3 | 合作渠道 | 86 | 75 | 11 | 12.79% | -0.0241 |
| 4 | 线下 | 58 | 52 | 6 | 10.34% | 0.0209 |
gender — IV 0.0004，2 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | F | 265 | 235 | 30 | 11.32% | 0.0158 |
| 2 | M | 335 | 295 | 40 | 11.94% | -0.0139 |
constant_flag — IV 0.0000，1 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, inf] | 600 | 530 | 70 | 11.67% | 0.0000 |
注：统计全部候选变量的自动分箱明细（初分组），按 IV 降序展示前 19 个变量，共 19 个；完整数据见 feature_report.json。
04 单变量分析（粗分箱）
age — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 25.5] | 80 | 65 | 15 | 18.75% | -0.1373 |
| 2 | (25.5, 28.5] | 47 | 45 | 2 | 4.26% | 0.1013 |
| 3 | (28.5, 31.5] | 41 | 36 | 5 | 12.20% | -0.0062 |
| 4 | (31.5, 38.5] | 97 | 91 | 6 | 6.19% | 0.1370 |
| 5 | (38.5, 42.5] | 43 | 36 | 7 | 16.28% | -0.0549 |
| 6 | (42.5, 45.5] | 32 | 31 | 1 | 3.12% | 0.0825 |
| 7 | (45.5, 49.5] | 46 | 40 | 6 | 13.04% | -0.0176 |
| 8 | (49.5, 52.5] | 43 | 35 | 8 | 18.60% | -0.0818 |
| 9 | (52.5, 59.5] | 99 | 84 | 15 | 15.15% | -0.0813 |
| 10 | (59.5, inf] | 72 | 67 | 5 | 6.94% | 0.0919 |
marital_status — 4 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 丧偶 | 10 | 8 | 2 | 20.00% | -0.0258 |
| 2 | 已婚 | 324 | 293 | 31 | 9.57% | 0.1103 |
| 3 | 未婚 | 220 | 191 | 29 | 13.18% | -0.0608 |
| 4 | 离异 | 46 | 38 | 8 | 17.39% | -0.0718 |
employment_years — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 2.5] | 66 | 53 | 13 | 19.70% | -0.1414 |
| 2 | (2.5, 5.5] | 51 | 47 | 4 | 7.84% | 0.0611 |
| 3 | (5.5, 7.5] | 38 | 29 | 9 | 23.68% | -0.1338 |
| 4 | (7.5, 8.5] | 28 | 27 | 1 | 3.57% | 0.0758 |
| 5 | (8.5, 12.5] | 80 | 67 | 13 | 16.25% | -0.0947 |
| 6 | (12.5, 16.5] | 84 | 77 | 7 | 8.33% | 0.0804 |
| 7 | (16.5, 18.5] | 61 | 60 | 1 | 1.64% | 0.1924 |
| 8 | (18.5, 21.5] | 66 | 57 | 9 | 13.64% | -0.0347 |
| 9 | (21.5, 22.5] | 28 | 26 | 2 | 7.14% | 0.0422 |
| 10 | (22.5, inf] | 42 | 37 | 5 | 11.90% | -0.0018 |
credit_score — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 380.5] | 28 | 19 | 9 | 32.14% | -0.1681 |
| 2 | (380.5, 420.5] | 37 | 35 | 2 | 5.41% | 0.0719 |
| 3 | (420.5, 444.5] | 30 | 24 | 6 | 20.00% | -0.0756 |
| 4 | (444.5, 479.5] | 44 | 28 | 16 | 36.36% | -0.2894 |
| 5 | (479.5, 515.5] | 41 | 34 | 7 | 17.07% | -0.0651 |
| 6 | (515.5, 555.0] | 51 | 48 | 3 | 5.88% | 0.0883 |
| 7 | (555.0, 587.0] | 46 | 36 | 10 | 21.74% | -0.1304 |
| 8 | (587.0, 656.5] | 76 | 75 | 1 | 1.32% | 0.2321 |
| 9 | (656.5, 746.0] | 101 | 91 | 10 | 9.90% | 0.0452 |
| 10 | (746.0, inf] | 113 | 111 | 2 | 1.77% | 0.3080 |
debt_ratio — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 0.05300000123679638] | 47 | 46 | 1 | 2.13% | 0.1319 |
| 2 | (0.05300000123679638, 0.1394999995827675] | 171 | 144 | 27 | 15.79% | -0.1378 |
| 3 | (0.1394999995827675, 0.15850000083446503] | 43 | 43 | 0 | 0.00% | 0.1504 |
| 4 | (0.15850000083446503, 0.1744999960064888] | 30 | 24 | 6 | 20.00% | -0.0715 |
| 5 | (0.1744999960064888, 0.215999998152256] | 90 | 86 | 4 | 4.44% | 0.1728 |
| 6 | (0.215999998152256, 0.2435000017285347] | 44 | 33 | 11 | 25.00% | -0.1559 |
| 7 | (0.2435000017285347, 0.27549999952316284] | 38 | 36 | 2 | 5.26% | 0.0718 |
| 8 | (0.27549999952316284, 0.32099999487400055] | 40 | 35 | 5 | 12.50% | -0.0095 |
| 9 | (0.32099999487400055, 0.3739999979734421] | 41 | 32 | 9 | 21.95% | -0.1148 |
| 10 | (0.3739999979734421, inf] | 56 | 51 | 5 | 8.93% | 0.0425 |
months_since_last_loan — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 8.5] | 86 | 73 | 13 | 15.12% | -0.0725 |
| 2 | (8.5, 16.5] | 80 | 65 | 15 | 18.75% | -0.1373 |
| 3 | (16.5, 22.5] | 54 | 49 | 5 | 9.26% | 0.0361 |
| 4 | (22.5, 28.5] | 50 | 42 | 8 | 16.00% | -0.0587 |
| 5 | (28.5, 31.5] | 31 | 30 | 1 | 3.23% | 0.0791 |
| 6 | (31.5, 35.5] | 37 | 31 | 6 | 16.22% | -0.0476 |
| 7 | (35.5, 38.5] | 35 | 35 | 0 | 0.00% | 0.1241 |
| 8 | (38.5, 50.5] | 130 | 118 | 12 | 9.23% | 0.0735 |
| 9 | (50.5, 54.5] | 45 | 37 | 8 | 17.78% | -0.0752 |
| 10 | (54.5, inf] | 52 | 50 | 2 | 3.85% | 0.1173 |
historical_overdue_count — 3 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 0.5] | 286 | 258 | 28 | 9.79% | 0.0921 |
| 2 | (0.5, 1.5] | 210 | 187 | 23 | 10.95% | 0.0289 |
| 3 | (1.5, inf] | 104 | 85 | 19 | 18.27% | -0.1554 |
loan_term — 5 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 4.5] | 67 | 57 | 10 | 14.93% | -0.0565 |
| 2 | (4.5, 9.0] | 118 | 109 | 9 | 7.63% | 0.1157 |
| 3 | (9.0, 18.0] | 232 | 204 | 28 | 12.07% | -0.0169 |
| 4 | (18.0, 30.0] | 108 | 94 | 14 | 12.96% | -0.0329 |
| 5 | (30.0, inf] | 75 | 66 | 9 | 12.00% | -0.0065 |
purpose — 6 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 其他 | 27 | 23 | 4 | 14.81% | -0.0250 |
| 2 | 医疗 | 76 | 71 | 5 | 6.58% | 0.1038 |
| 3 | 周转 | 172 | 150 | 22 | 12.79% | -0.0392 |
| 4 | 家装 | 98 | 91 | 7 | 7.14% | 0.1129 |
| 5 | 教育 | 60 | 49 | 11 | 18.33% | -0.1036 |
| 6 | 日常消费 | 167 | 146 | 21 | 12.57% | -0.0311 |
region — 7 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | 东北 | 92 | 80 | 12 | 13.04% | -0.0310 |
| 2 | 华东 | 73 | 67 | 6 | 8.22% | 0.0672 |
| 3 | 华中 | 82 | 74 | 8 | 9.76% | 0.0404 |
| 4 | 华北 | 92 | 84 | 8 | 8.70% | 0.0695 |
| 5 | 华南 | 94 | 84 | 10 | 10.64% | 0.0240 |
| 6 | 西南 | 90 | 76 | 14 | 15.56% | -0.0843 |
| 7 | 西部 | 77 | 65 | 12 | 15.58% | -0.0754 |
app_sessions_30d — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 3.5] | 38 | 34 | 4 | 10.53% | 0.0125 |
| 2 | (3.5, 4.5] | 35 | 30 | 5 | 14.29% | -0.0263 |
| 3 | (4.5, 5.5] | 39 | 35 | 4 | 10.26% | 0.0158 |
| 4 | (5.5, 6.5] | 85 | 68 | 17 | 20.00% | -0.1675 |
| 5 | (6.5, 7.5] | 80 | 73 | 7 | 8.75% | 0.0610 |
| 6 | (7.5, 8.5] | 84 | 78 | 6 | 7.14% | 0.0998 |
| 7 | (8.5, 9.5] | 77 | 66 | 11 | 14.29% | -0.0509 |
| 8 | (9.5, 10.5] | 55 | 50 | 5 | 9.09% | 0.0393 |
| 9 | (10.5, 12.5] | 74 | 67 | 7 | 9.46% | 0.0431 |
| 10 | (12.5, inf] | 33 | 29 | 4 | 12.12% | -0.0044 |
clicks_before_apply — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 11.5] | 99 | 90 | 9 | 9.09% | 0.0635 |
| 2 | (11.5, 12.5] | 54 | 44 | 10 | 18.52% | -0.0977 |
| 3 | (12.5, 13.5] | 57 | 52 | 5 | 8.77% | 0.0456 |
| 4 | (13.5, 14.5] | 54 | 47 | 7 | 12.96% | -0.0190 |
| 5 | (14.5, 15.5] | 64 | 59 | 5 | 7.81% | 0.0675 |
| 6 | (15.5, 16.5] | 68 | 61 | 7 | 10.29% | 0.0248 |
| 7 | (16.5, 17.5] | 53 | 45 | 8 | 15.09% | -0.0490 |
| 8 | (17.5, 19.5] | 68 | 62 | 6 | 8.82% | 0.0520 |
| 9 | (19.5, 21.5] | 47 | 40 | 7 | 14.89% | -0.0417 |
| 10 | (21.5, inf] | 36 | 30 | 6 | 16.67% | -0.0510 |
time_on_page_sec — 10 箱
| 分组号 | 分栏 | Total | Good | Bad | Bad Rate | WOE |
|---|
| 1 | (-inf, 59.0] | 40 | 38 | 2 | 5.00% | 0.0784 |
| 2 | (59.0, 204.5] | 148 | 129 | 19 | 12.84% | -0.0370 |
| 3 | (204.5, 247.0] | 46 | 45 | 1 | 2.17% | 0.1287 |
| 4 | (247.0, 303.5] | 58 | 51 | 7 | 12.07% | -0.0063 |
| 5 | (303.5, 349.5] | 46 | 37 | 9 | 19.57% | -0.0981 |
| 6 | (349.5, 414.0] | 71 | 70 | 1 | 1.41% | 0.2062 |
| 7 | (414.0, 446.0] | 31 | 22 | 9 | 29.03% | -0.1491 |
| 8 | (446.0, 522.5] | 83 | 70 | 13 | 15.66% | -0.0815 |
| 9 | (522.5, 568.5] | 47 | 44 | 3 | 6.38% | 0.0714 |
| 10 | (568.5, inf] | 30 | 24 | 6 | 20.00% | -0.0715 |
注：统计入模变量经合并调整后的最终分箱明细（开发样本口径）。当前流程细/粗分箱由同一自动分箱算法直接产出。
05 变量筛选
候选变量 21，通过分箱 19，入模 13（上限 30，IV 阈值 0.01）
06 回归结果
待补充：本实验未运行 LR 路线（或未产生回归结果），无回归明细。
07 VIF
待补充：本实验未运行 LR 路线，未计算 VIF/相关系数。
08 最终评分卡
待补充：本实验未生成评分卡（未运行 LR 路线）。
09 模型表现
模型 KS & GINI（按样本）
| 模型 | 样本 | KS | GINI |
|---|
| LightGBM | 开发样本 | 1.0000 | 1.0000 |
| LightGBM | 预留验证样本 | 0.3289 | 0.1958 |
| LightGBM | 跨时间验证样本(OOT) | 0.2722 | 0.3048 |
LightGBM — 分数段表现
开发样本
| 组号 | 分数区间(PD) | 样本数 | 累计占比 | Good | Bad | 累计Good占比 | 累计Bad占比 | 分组坏率 | 累计坏率 | 分组Odds | 累计Odds |
|---|
| 1 | 0.0004 ~ 0.0039 | 60 | 10.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 2 | 0.0039 ~ 0.0075 | 60 | 20.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 3 | 0.0075 ~ 0.0124 | 60 | 30.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 4 | 0.0125 ~ 0.0187 | 60 | 40.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 5 | 0.0188 ~ 0.0269 | 60 | 50.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 6 | 0.0270 ~ 0.0401 | 60 | 60.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 7 | 0.0402 ~ 0.0625 | 60 | 70.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 8 | 0.0633 ~ 0.1034 | 60 | 80.00% | 60 | 0 | 11.32% | 0.00% | 0.00% | 0.00% | — | — |
| 9 | 0.1042 ~ 0.5631 | 60 | 90.00% | 50 | 10 | 9.43% | 14.29% | 16.67% | 1.85% | 5.00 | 53.00 |
| 10 | 0.5768 ~ 0.8668 | 60 | 100.00% | 0 | 60 | 0.00% | 100.00% | 100.00% | 11.67% | 0.00 | 7.57 |
| TOTALS | | 600 | | 530 | 70 | | | 11.67% | | — | 7.57 |
预留验证样本
| 组号 | 分数区间(PD) | 样本数 | 累计占比 | Good | Bad | 累计Good占比 | 累计Bad占比 | 分组坏率 | 累计坏率 | 分组Odds | 累计Odds |
|---|
| 1 | 0.0004 ~ 0.0045 | 22 | 10.19% | 20 | 2 | 10.15% | 10.53% | 9.09% | 9.09% | 10.00 | 10.00 |
| 2 | 0.0046 ~ 0.0103 | 21 | 19.91% | 20 | 1 | 10.15% | 15.79% | 4.76% | 6.98% | 20.00 | 13.33 |
| 3 | 0.0106 ~ 0.0150 | 22 | 30.09% | 19 | 3 | 9.64% | 31.58% | 13.64% | 9.23% | 6.33 | 9.83 |
| 4 | 0.0150 ~ 0.0261 | 21 | 39.81% | 21 | 0 | 10.66% | 31.58% | 0.00% | 6.98% | — | 13.33 |
| 5 | 0.0265 ~ 0.0358 | 22 | 50.00% | 22 | 0 | 11.17% | 31.58% | 0.00% | 5.56% | — | 17.00 |
| 6 | 0.0368 ~ 0.0585 | 22 | 60.19% | 22 | 0 | 11.17% | 31.58% | 0.00% | 4.62% | — | 20.67 |
| 7 | 0.0597 ~ 0.0971 | 21 | 69.91% | 16 | 5 | 8.12% | 57.89% | 23.81% | 7.28% | 3.20 | 12.73 |
| 8 | 0.1039 ~ 0.1607 | 21 | 79.63% | 19 | 2 | 9.64% | 68.42% | 9.52% | 7.56% | 9.50 | 12.23 |
| 9 | 0.1631 ~ 0.2927 | 22 | 89.81% | 20 | 2 | 10.15% | 78.95% | 9.09% | 7.73% | 10.00 | 11.93 |
| 10 | 0.3172 ~ 0.7419 | 22 | 100.00% | 18 | 4 | 9.14% | 100.00% | 18.18% | 8.80% | 4.50 | 10.37 |
| TOTALS | | 216 | | 197 | 19 | | | 8.80% | | — | 10.37 |
跨时间验证样本(OOT)
| 组号 | 分数区间(PD) | 样本数 | 累计占比 | Good | Bad | 累计Good占比 | 累计Bad占比 | 分组坏率 | 累计坏率 | 分组Odds | 累计Odds |
|---|
| 1 | 0.0006 ~ 0.0040 | 19 | 10.33% | 19 | 0 | 11.73% | 0.00% | 0.00% | 0.00% | — | — |
| 2 | 0.0044 ~ 0.0106 | 18 | 20.11% | 18 | 0 | 11.11% | 0.00% | 0.00% | 0.00% | — | — |
| 3 | 0.0109 ~ 0.0166 | 18 | 29.89% | 15 | 3 | 9.26% | 13.64% | 16.67% | 5.45% | 5.00 | 17.33 |
| 4 | 0.0174 ~ 0.0274 | 19 | 40.22% | 15 | 4 | 9.26% | 31.82% | 21.05% | 9.46% | 3.75 | 9.57 |
| 5 | 0.0277 ~ 0.0369 | 18 | 50.00% | 17 | 1 | 10.49% | 36.36% | 5.56% | 8.70% | 17.00 | 10.50 |
| 6 | 0.0375 ~ 0.0542 | 18 | 59.78% | 18 | 0 | 11.11% | 36.36% | 0.00% | 7.27% | — | 12.75 |
| 7 | 0.0548 ~ 0.0843 | 19 | 70.11% | 15 | 4 | 9.26% | 54.55% | 21.05% | 9.30% | 3.75 | 9.75 |
| 8 | 0.0882 ~ 0.1392 | 18 | 79.89% | 16 | 2 | 9.88% | 63.64% | 11.11% | 9.52% | 8.00 | 9.50 |
| 9 | 0.1413 ~ 0.2453 | 18 | 89.67% | 15 | 3 | 9.26% | 77.27% | 16.67% | 10.30% | 5.00 | 8.71 |
| 10 | 0.2564 ~ 0.8249 | 19 | 100.00% | 14 | 5 | 8.64% | 100.00% | 26.32% | 11.96% | 2.80 | 7.36 |
| TOTALS | | 184 | | 162 | 22 | | | 11.96% | | — | 7.36 |
注：分数段基于模型输出 PD 等频分 10 档，按分数升序排列。
10 KS和GINI
LightGBM
| 样本 | KS | GINI |
|---|
| 开发样本 | 1.0000 | 1.0000 |
| 预留验证样本 | 0.3289 | 0.1958 |
| 跨时间验证样本(OOT) | 0.2722 | 0.3048 |
注：GINI = 2×AUC−1。逐分数明细曲线数据量较大，报告中仅呈现汇总指标，明细可在实验目录扩展生成。
11 PSI
分数 PSI（开发样本 vs OOT）
变量 PSI（开发样本 vs OOT，按入模变量分箱）
| 特征项 | PSI | 状态 |
|---|
| clicks_before_apply | 0.1294 | 关注 |
| time_on_page_sec | 0.0873 | 稳定 |
| region | 0.0643 | 稳定 |
| credit_score | 0.0554 | 稳定 |
| app_sessions_30d | 0.0474 | 稳定 |
| age | 0.0464 | 稳定 |
| loan_term | 0.0408 | 稳定 |
| employment_years | 0.0326 | 稳定 |
| purpose | 0.0269 | 稳定 |
| historical_overdue_count | 0.0249 | 稳定 |
| months_since_last_loan | 0.0222 | 稳定 |
| debt_ratio | 0.0180 | 稳定 |
| marital_status | 0.0102 | 稳定 |
age — PSI 0.0464
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 25.5] | 13.33% | 11.41% | -1.92% | 0.0030 |
| (25.5, 28.5] | 7.83% | 5.98% | -1.86% | 0.0050 |
| (28.5, 31.5] | 6.83% | 4.35% | -2.49% | 0.0112 |
| (31.5, 38.5] | 16.17% | 19.57% | 3.40% | 0.0065 |
| (38.5, 42.5] | 7.17% | 10.87% | 3.70% | 0.0154 |
| (42.5, 45.5] | 5.33% | 5.43% | 0.10% | 0.0000 |
| (45.5, 49.5] | 7.67% | 8.15% | 0.49% | 0.0003 |
| (49.5, 52.5] | 7.17% | 8.15% | 0.99% | 0.0013 |
| (52.5, 59.5] | 16.50% | 14.13% | -2.37% | 0.0037 |
| (59.5, inf] | 12.00% | 11.96% | -0.04% | 0.0000 |
marital_status — PSI 0.0102
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| 丧偶 | 1.67% | 1.63% | -0.04% | 0.0000 |
| 已婚 | 54.00% | 53.26% | -0.74% | 0.0001 |
| 未婚 | 36.67% | 39.67% | 3.01% | 0.0024 |
| 离异 | 7.67% | 5.43% | -2.23% | 0.0077 |
employment_years — PSI 0.0326
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 2.5] | 12.13% | 13.58% | 1.45% | 0.0016 |
| (2.5, 5.5] | 9.38% | 13.58% | 4.21% | 0.0156 |
| (5.5, 7.5] | 6.99% | 6.79% | -0.20% | 0.0001 |
| (7.5, 8.5] | 5.15% | 5.56% | 0.41% | 0.0003 |
| (8.5, 12.5] | 14.71% | 14.81% | 0.11% | 0.0000 |
| (12.5, 16.5] | 15.44% | 15.43% | -0.01% | 0.0000 |
| (16.5, 18.5] | 11.21% | 8.64% | -2.57% | 0.0067 |
| (18.5, 21.5] | 12.13% | 11.73% | -0.40% | 0.0001 |
| (21.5, 22.5] | 5.15% | 3.70% | -1.44% | 0.0047 |
| (22.5, inf] | 7.72% | 6.17% | -1.55% | 0.0035 |
credit_score — PSI 0.0554
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 380.5] | 4.94% | 4.52% | -0.42% | 0.0004 |
| (380.5, 420.5] | 6.53% | 10.17% | 3.64% | 0.0162 |
| (420.5, 444.5] | 5.29% | 5.65% | 0.36% | 0.0002 |
| (444.5, 479.5] | 7.76% | 6.78% | -0.98% | 0.0013 |
| (479.5, 515.5] | 7.23% | 7.91% | 0.68% | 0.0006 |
| (515.5, 555.0] | 8.99% | 7.34% | -1.65% | 0.0033 |
| (555.0, 587.0] | 8.11% | 3.95% | -4.16% | 0.0299 |
| (587.0, 656.5] | 13.40% | 12.99% | -0.41% | 0.0001 |
| (656.5, 746.0] | 17.81% | 18.08% | 0.27% | 0.0000 |
| (746.0, inf] | 19.93% | 22.60% | 2.67% | 0.0034 |
debt_ratio — PSI 0.0180
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 0.05300000123679638] | 7.83% | 9.24% | 1.41% | 0.0023 |
| (0.05300000123679638, 0.1394999995827675] | 28.50% | 25.00% | -3.50% | 0.0046 |
| (0.1394999995827675, 0.15850000083446503] | 7.17% | 6.52% | -0.64% | 0.0006 |
| (0.15850000083446503, 0.1744999960064888] | 5.00% | 3.80% | -1.20% | 0.0033 |
| (0.1744999960064888, 0.215999998152256] | 15.00% | 17.39% | 2.39% | 0.0035 |
| (0.215999998152256, 0.2435000017285347] | 7.33% | 7.07% | -0.27% | 0.0001 |
| (0.2435000017285347, 0.27549999952316284] | 6.33% | 5.98% | -0.36% | 0.0002 |
| (0.27549999952316284, 0.32099999487400055] | 6.67% | 6.52% | -0.14% | 0.0000 |
| (0.32099999487400055, 0.3739999979734421] | 6.83% | 8.15% | 1.32% | 0.0023 |
| (0.3739999979734421, inf] | 9.33% | 10.33% | 0.99% | 0.0010 |
months_since_last_loan — PSI 0.0222
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 8.5] | 14.33% | 13.04% | -1.29% | 0.0012 |
| (8.5, 16.5] | 13.33% | 13.59% | 0.25% | 0.0000 |
| (16.5, 22.5] | 9.00% | 9.24% | 0.24% | 0.0001 |
| (22.5, 28.5] | 8.33% | 10.33% | 1.99% | 0.0043 |
| (28.5, 31.5] | 5.17% | 7.07% | 1.90% | 0.0059 |
| (31.5, 35.5] | 6.17% | 7.61% | 1.44% | 0.0030 |
| (35.5, 38.5] | 5.83% | 5.43% | -0.40% | 0.0003 |
| (38.5, 50.5] | 21.67% | 17.93% | -3.73% | 0.0071 |
| (50.5, 54.5] | 7.50% | 7.61% | 0.11% | 0.0000 |
| (54.5, inf] | 8.67% | 8.15% | -0.51% | 0.0003 |
historical_overdue_count — PSI 0.0249
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 0.5] | 47.67% | 48.91% | 1.25% | 0.0003 |
| (0.5, 1.5] | 35.00% | 39.13% | 4.13% | 0.0046 |
| (1.5, inf] | 17.33% | 11.96% | -5.38% | 0.0200 |
loan_term — PSI 0.0408
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 4.5] | 11.17% | 10.87% | -0.30% | 0.0001 |
| (4.5, 9.0] | 19.67% | 23.37% | 3.70% | 0.0064 |
| (9.0, 18.0] | 38.67% | 41.85% | 3.18% | 0.0025 |
| (18.0, 30.0] | 18.00% | 16.85% | -1.15% | 0.0008 |
| (30.0, inf] | 12.50% | 7.07% | -5.43% | 0.0310 |
purpose — PSI 0.0269
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| 其他 | 4.50% | 6.52% | 2.02% | 0.0075 |
| 医疗 | 12.67% | 9.78% | -2.88% | 0.0075 |
| 周转 | 28.67% | 32.07% | 3.40% | 0.0038 |
| 家装 | 16.33% | 13.04% | -3.29% | 0.0074 |
| 教育 | 10.00% | 10.87% | 0.87% | 0.0007 |
| 日常消费 | 27.83% | 27.72% | -0.12% | 0.0000 |
region — PSI 0.0643
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| 东北 | 15.33% | 17.93% | 2.60% | 0.0041 |
| 华东 | 12.17% | 14.13% | 1.96% | 0.0029 |
| 华中 | 13.67% | 11.41% | -2.25% | 0.0041 |
| 华北 | 15.33% | 12.50% | -2.83% | 0.0058 |
| 华南 | 15.67% | 14.13% | -1.54% | 0.0016 |
| 西南 | 15.00% | 10.33% | -4.67% | 0.0175 |
| 西部 | 12.83% | 19.57% | 6.73% | 0.0284 |
app_sessions_30d — PSI 0.0474
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 3.5] | 6.33% | 4.35% | -1.99% | 0.0075 |
| (3.5, 4.5] | 5.83% | 4.89% | -0.94% | 0.0017 |
| (4.5, 5.5] | 6.50% | 7.07% | 0.57% | 0.0005 |
| (5.5, 6.5] | 14.17% | 14.13% | -0.04% | 0.0000 |
| (6.5, 7.5] | 13.33% | 13.04% | -0.29% | 0.0001 |
| (7.5, 8.5] | 14.00% | 21.20% | 7.20% | 0.0298 |
| (8.5, 9.5] | 12.83% | 11.41% | -1.42% | 0.0017 |
| (9.5, 10.5] | 9.17% | 7.07% | -2.10% | 0.0055 |
| (10.5, 12.5] | 12.33% | 11.41% | -0.92% | 0.0007 |
| (12.5, inf] | 5.50% | 5.43% | -0.07% | 0.0000 |
clicks_before_apply — PSI 0.1294
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 11.5] | 16.50% | 11.96% | -4.54% | 0.0146 |
| (11.5, 12.5] | 9.00% | 5.43% | -3.57% | 0.0180 |
| (12.5, 13.5] | 9.50% | 7.07% | -2.43% | 0.0072 |
| (13.5, 14.5] | 9.00% | 16.85% | 7.85% | 0.0492 |
| (14.5, 15.5] | 10.67% | 6.52% | -4.14% | 0.0204 |
| (15.5, 16.5] | 11.33% | 15.22% | 3.88% | 0.0114 |
| (16.5, 17.5] | 8.83% | 8.15% | -0.68% | 0.0005 |
| (17.5, 19.5] | 11.33% | 13.59% | 2.25% | 0.0041 |
| (19.5, 21.5] | 7.83% | 7.61% | -0.22% | 0.0001 |
| (21.5, inf] | 6.00% | 7.61% | 1.61% | 0.0038 |
time_on_page_sec — PSI 0.0873
| 分栏 | 开发基准比例 | OOT 比例 | 变更 | 贡献 |
|---|
| (-inf, 59.0] | 6.67% | 2.72% | -3.95% | 0.0354 |
| (59.0, 204.5] | 24.67% | 29.89% | 5.22% | 0.0100 |
| (204.5, 247.0] | 7.67% | 3.80% | -3.86% | 0.0271 |
| (247.0, 303.5] | 9.67% | 10.33% | 0.66% | 0.0004 |
| (303.5, 349.5] | 7.67% | 9.24% | 1.57% | 0.0029 |
| (349.5, 414.0] | 11.83% | 14.13% | 2.30% | 0.0041 |
| (414.0, 446.0] | 5.17% | 3.80% | -1.36% | 0.0042 |
| (446.0, 522.5] | 13.83% | 12.50% | -1.33% | 0.0014 |
| (522.5, 568.5] | 7.83% | 7.61% | -0.22% | 0.0001 |
| (568.5, inf] | 5.00% | 5.98% | 0.98% | 0.0017 |
注：PSI ≤ 0.1 视为稳定，0.1~0.25 需关注，> 0.25 不稳定。
12 单变量分析
注：统计所有入模变量的单变量分析（开发样本口径）。预留验证/总体/OOT 口径的分组明细待扩展。
age
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 25.5] | 80 | 13.33% | 65 | 15 | 18.75% | 4.33 |
| 2 | (25.5, 28.5] | 47 | 21.17% | 45 | 2 | 4.26% | 22.50 |
| 3 | (28.5, 31.5] | 41 | 28.00% | 36 | 5 | 12.20% | 7.20 |
| 4 | (31.5, 38.5] | 97 | 44.17% | 91 | 6 | 6.19% | 15.17 |
| 5 | (38.5, 42.5] | 43 | 51.33% | 36 | 7 | 16.28% | 5.14 |
| 6 | (42.5, 45.5] | 32 | 56.67% | 31 | 1 | 3.12% | 31.00 |
| 7 | (45.5, 49.5] | 46 | 64.33% | 40 | 6 | 13.04% | 6.67 |
| 8 | (49.5, 52.5] | 43 | 71.50% | 35 | 8 | 18.60% | 4.38 |
| 9 | (52.5, 59.5] | 99 | 88.00% | 84 | 15 | 15.15% | 5.60 |
| 10 | (59.5, inf] | 72 | 100.00% | 67 | 5 | 6.94% | 13.40 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
marital_status
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | 丧偶 | 10 | 1.67% | 8 | 2 | 20.00% | 4.00 |
| 2 | 已婚 | 324 | 55.67% | 293 | 31 | 9.57% | 9.45 |
| 3 | 未婚 | 220 | 92.33% | 191 | 29 | 13.18% | 6.59 |
| 4 | 离异 | 46 | 100.00% | 38 | 8 | 17.39% | 4.75 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
employment_years
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 2.5] | 66 | 12.13% | 53 | 13 | 19.70% | 4.08 |
| 2 | (2.5, 5.5] | 51 | 21.51% | 47 | 4 | 7.84% | 11.75 |
| 3 | (5.5, 7.5] | 38 | 28.49% | 29 | 9 | 23.68% | 3.22 |
| 4 | (7.5, 8.5] | 28 | 33.64% | 27 | 1 | 3.57% | 27.00 |
| 5 | (8.5, 12.5] | 80 | 48.35% | 67 | 13 | 16.25% | 5.15 |
| 6 | (12.5, 16.5] | 84 | 63.79% | 77 | 7 | 8.33% | 11.00 |
| 7 | (16.5, 18.5] | 61 | 75.00% | 60 | 1 | 1.64% | 60.00 |
| 8 | (18.5, 21.5] | 66 | 87.13% | 57 | 9 | 13.64% | 6.33 |
| 9 | (21.5, 22.5] | 28 | 92.28% | 26 | 2 | 7.14% | 13.00 |
| 10 | (22.5, inf] | 42 | 100.00% | 37 | 5 | 11.90% | 7.40 |
| 合计 | | 544 | | 480 | 64 | 11.76% | 7.50 |
credit_score
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 380.5] | 28 | 4.94% | 19 | 9 | 32.14% | 2.11 |
| 2 | (380.5, 420.5] | 37 | 11.46% | 35 | 2 | 5.41% | 17.50 |
| 3 | (420.5, 444.5] | 30 | 16.75% | 24 | 6 | 20.00% | 4.00 |
| 4 | (444.5, 479.5] | 44 | 24.51% | 28 | 16 | 36.36% | 1.75 |
| 5 | (479.5, 515.5] | 41 | 31.75% | 34 | 7 | 17.07% | 4.86 |
| 6 | (515.5, 555.0] | 51 | 40.74% | 48 | 3 | 5.88% | 16.00 |
| 7 | (555.0, 587.0] | 46 | 48.85% | 36 | 10 | 21.74% | 3.60 |
| 8 | (587.0, 656.5] | 76 | 62.26% | 75 | 1 | 1.32% | 75.00 |
| 9 | (656.5, 746.0] | 101 | 80.07% | 91 | 10 | 9.90% | 9.10 |
| 10 | (746.0, inf] | 113 | 100.00% | 111 | 2 | 1.77% | 55.50 |
| 合计 | | 567 | | 501 | 66 | 11.64% | 7.59 |
debt_ratio
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 0.05300000123679638] | 47 | 7.83% | 46 | 1 | 2.13% | 46.00 |
| 2 | (0.05300000123679638, 0.1394999995827675] | 171 | 36.33% | 144 | 27 | 15.79% | 5.33 |
| 3 | (0.1394999995827675, 0.15850000083446503] | 43 | 43.50% | 43 | 0 | 0.00% | — |
| 4 | (0.15850000083446503, 0.1744999960064888] | 30 | 48.50% | 24 | 6 | 20.00% | 4.00 |
| 5 | (0.1744999960064888, 0.215999998152256] | 90 | 63.50% | 86 | 4 | 4.44% | 21.50 |
| 6 | (0.215999998152256, 0.2435000017285347] | 44 | 70.83% | 33 | 11 | 25.00% | 3.00 |
| 7 | (0.2435000017285347, 0.27549999952316284] | 38 | 77.17% | 36 | 2 | 5.26% | 18.00 |
| 8 | (0.27549999952316284, 0.32099999487400055] | 40 | 83.83% | 35 | 5 | 12.50% | 7.00 |
| 9 | (0.32099999487400055, 0.3739999979734421] | 41 | 90.67% | 32 | 9 | 21.95% | 3.56 |
| 10 | (0.3739999979734421, inf] | 56 | 100.00% | 51 | 5 | 8.93% | 10.20 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
months_since_last_loan
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 8.5] | 86 | 14.33% | 73 | 13 | 15.12% | 5.62 |
| 2 | (8.5, 16.5] | 80 | 27.67% | 65 | 15 | 18.75% | 4.33 |
| 3 | (16.5, 22.5] | 54 | 36.67% | 49 | 5 | 9.26% | 9.80 |
| 4 | (22.5, 28.5] | 50 | 45.00% | 42 | 8 | 16.00% | 5.25 |
| 5 | (28.5, 31.5] | 31 | 50.17% | 30 | 1 | 3.23% | 30.00 |
| 6 | (31.5, 35.5] | 37 | 56.33% | 31 | 6 | 16.22% | 5.17 |
| 7 | (35.5, 38.5] | 35 | 62.17% | 35 | 0 | 0.00% | — |
| 8 | (38.5, 50.5] | 130 | 83.83% | 118 | 12 | 9.23% | 9.83 |
| 9 | (50.5, 54.5] | 45 | 91.33% | 37 | 8 | 17.78% | 4.62 |
| 10 | (54.5, inf] | 52 | 100.00% | 50 | 2 | 3.85% | 25.00 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
historical_overdue_count
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 0.5] | 286 | 47.67% | 258 | 28 | 9.79% | 9.21 |
| 2 | (0.5, 1.5] | 210 | 82.67% | 187 | 23 | 10.95% | 8.13 |
| 3 | (1.5, inf] | 104 | 100.00% | 85 | 19 | 18.27% | 4.47 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
loan_term
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 4.5] | 67 | 11.17% | 57 | 10 | 14.93% | 5.70 |
| 2 | (4.5, 9.0] | 118 | 30.83% | 109 | 9 | 7.63% | 12.11 |
| 3 | (9.0, 18.0] | 232 | 69.50% | 204 | 28 | 12.07% | 7.29 |
| 4 | (18.0, 30.0] | 108 | 87.50% | 94 | 14 | 12.96% | 6.71 |
| 5 | (30.0, inf] | 75 | 100.00% | 66 | 9 | 12.00% | 7.33 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
purpose
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | 其他 | 27 | 4.50% | 23 | 4 | 14.81% | 5.75 |
| 2 | 医疗 | 76 | 17.17% | 71 | 5 | 6.58% | 14.20 |
| 3 | 周转 | 172 | 45.83% | 150 | 22 | 12.79% | 6.82 |
| 4 | 家装 | 98 | 62.17% | 91 | 7 | 7.14% | 13.00 |
| 5 | 教育 | 60 | 72.17% | 49 | 11 | 18.33% | 4.45 |
| 6 | 日常消费 | 167 | 100.00% | 146 | 21 | 12.57% | 6.95 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
region
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | 东北 | 92 | 15.33% | 80 | 12 | 13.04% | 6.67 |
| 2 | 华东 | 73 | 27.50% | 67 | 6 | 8.22% | 11.17 |
| 3 | 华中 | 82 | 41.17% | 74 | 8 | 9.76% | 9.25 |
| 4 | 华北 | 92 | 56.50% | 84 | 8 | 8.70% | 10.50 |
| 5 | 华南 | 94 | 72.17% | 84 | 10 | 10.64% | 8.40 |
| 6 | 西南 | 90 | 87.17% | 76 | 14 | 15.56% | 5.43 |
| 7 | 西部 | 77 | 100.00% | 65 | 12 | 15.58% | 5.42 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
app_sessions_30d
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 3.5] | 38 | 6.33% | 34 | 4 | 10.53% | 8.50 |
| 2 | (3.5, 4.5] | 35 | 12.17% | 30 | 5 | 14.29% | 6.00 |
| 3 | (4.5, 5.5] | 39 | 18.67% | 35 | 4 | 10.26% | 8.75 |
| 4 | (5.5, 6.5] | 85 | 32.83% | 68 | 17 | 20.00% | 4.00 |
| 5 | (6.5, 7.5] | 80 | 46.17% | 73 | 7 | 8.75% | 10.43 |
| 6 | (7.5, 8.5] | 84 | 60.17% | 78 | 6 | 7.14% | 13.00 |
| 7 | (8.5, 9.5] | 77 | 73.00% | 66 | 11 | 14.29% | 6.00 |
| 8 | (9.5, 10.5] | 55 | 82.17% | 50 | 5 | 9.09% | 10.00 |
| 9 | (10.5, 12.5] | 74 | 94.50% | 67 | 7 | 9.46% | 9.57 |
| 10 | (12.5, inf] | 33 | 100.00% | 29 | 4 | 12.12% | 7.25 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
clicks_before_apply
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 11.5] | 99 | 16.50% | 90 | 9 | 9.09% | 10.00 |
| 2 | (11.5, 12.5] | 54 | 25.50% | 44 | 10 | 18.52% | 4.40 |
| 3 | (12.5, 13.5] | 57 | 35.00% | 52 | 5 | 8.77% | 10.40 |
| 4 | (13.5, 14.5] | 54 | 44.00% | 47 | 7 | 12.96% | 6.71 |
| 5 | (14.5, 15.5] | 64 | 54.67% | 59 | 5 | 7.81% | 11.80 |
| 6 | (15.5, 16.5] | 68 | 66.00% | 61 | 7 | 10.29% | 8.71 |
| 7 | (16.5, 17.5] | 53 | 74.83% | 45 | 8 | 15.09% | 5.62 |
| 8 | (17.5, 19.5] | 68 | 86.17% | 62 | 6 | 8.82% | 10.33 |
| 9 | (19.5, 21.5] | 47 | 94.00% | 40 | 7 | 14.89% | 5.71 |
| 10 | (21.5, inf] | 36 | 100.00% | 30 | 6 | 16.67% | 5.00 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
time_on_page_sec
| 组号 | Value | Tot. Records | 累计占比 | #Goods | #Bads | Bad Rate | G/B Odds |
|---|
| 1 | (-inf, 59.0] | 40 | 6.67% | 38 | 2 | 5.00% | 19.00 |
| 2 | (59.0, 204.5] | 148 | 31.33% | 129 | 19 | 12.84% | 6.79 |
| 3 | (204.5, 247.0] | 46 | 39.00% | 45 | 1 | 2.17% | 45.00 |
| 4 | (247.0, 303.5] | 58 | 48.67% | 51 | 7 | 12.07% | 7.29 |
| 5 | (303.5, 349.5] | 46 | 56.33% | 37 | 9 | 19.57% | 4.11 |
| 6 | (349.5, 414.0] | 71 | 68.17% | 70 | 1 | 1.41% | 70.00 |
| 7 | (414.0, 446.0] | 31 | 73.33% | 22 | 9 | 29.03% | 2.44 |
| 8 | (446.0, 522.5] | 83 | 87.17% | 70 | 13 | 15.66% | 5.38 |
| 9 | (522.5, 568.5] | 47 | 95.00% | 44 | 3 | 6.38% | 14.67 |
| 10 | (568.5, inf] | 30 | 100.00% | 24 | 6 | 20.00% | 4.00 |
| 合计 | | 600 | | 530 | 70 | 11.67% | 7.57 |
13 压力测试
注：验证压力情境下模型的有效性和区分能力稳定性：a.坏浓度更高样本 b.时间外样本 c.特定特征客群 d.极端时间样本。当前流程自动生成情景1（跨时间 OOT 样本），其余情景需人工构造样本后补充。
测试情景1：跨时间(OOT)样本
变量贡献度
| 变量 | 贡献度 |
|---|
| credit_score | 389.0000 |
| employment_years | 310.0000 |
| time_on_page_sec | 302.0000 |
| age | 268.0000 |
| debt_ratio | 264.0000 |
| months_since_last_loan | 218.0000 |
| clicks_before_apply | 165.0000 |
| historical_overdue_count | 105.0000 |
| app_sessions_30d | 79.0000 |
| purpose | 55.0000 |
区分度验证 — LightGBM @ OOT
KS = 0.2722，GINI = 0.3048
| 组号 | 分数区间(PD) | 样本数 | 累计占比 | Good | Bad | 累计Good占比 | 累计Bad占比 | 分组坏率 | 累计坏率 | 分组Odds | 累计Odds |
|---|
| 1 | 0.0006 ~ 0.0040 | 19 | 10.33% | 19 | 0 | 11.73% | 0.00% | 0.00% | 0.00% | — | — |
| 2 | 0.0044 ~ 0.0106 | 18 | 20.11% | 18 | 0 | 11.11% | 0.00% | 0.00% | 0.00% | — | — |
| 3 | 0.0109 ~ 0.0166 | 18 | 29.89% | 15 | 3 | 9.26% | 13.64% | 16.67% | 5.45% | 5.00 | 17.33 |
| 4 | 0.0174 ~ 0.0274 | 19 | 40.22% | 15 | 4 | 9.26% | 31.82% | 21.05% | 9.46% | 3.75 | 9.57 |
| 5 | 0.0277 ~ 0.0369 | 18 | 50.00% | 17 | 1 | 10.49% | 36.36% | 5.56% | 8.70% | 17.00 | 10.50 |
| 6 | 0.0375 ~ 0.0542 | 18 | 59.78% | 18 | 0 | 11.11% | 36.36% | 0.00% | 7.27% | — | 12.75 |
| 7 | 0.0548 ~ 0.0843 | 19 | 70.11% | 15 | 4 | 9.26% | 54.55% | 21.05% | 9.30% | 3.75 | 9.75 |
| 8 | 0.0882 ~ 0.1392 | 18 | 79.89% | 16 | 2 | 9.88% | 63.64% | 11.11% | 9.52% | 8.00 | 9.50 |
| 9 | 0.1413 ~ 0.2453 | 18 | 89.67% | 15 | 3 | 9.26% | 77.27% | 16.67% | 10.30% | 5.00 | 8.71 |
| 10 | 0.2564 ~ 0.8249 | 19 | 100.00% | 14 | 5 | 8.64% | 100.00% | 26.32% | 11.96% | 2.80 | 7.36 |
| TOTALS | | 184 | | 162 | 22 | | | 11.96% | | — | 7.36 |