Refactor/quantitative risk modeling v2

.github/workflows/ci.yml

@@ -14,18 +14,21 @@ jobs:
 
     steps:
       - name: Checkout repository
-        uses: actions/checkout@v4
+        uses: actions/checkout@v5
 
       - name: Set up Python
-        uses: actions/setup-python@v5
+        uses: actions/setup-python@v6
         with:
           python-version: ${{ matrix.python-version }}
           cache: pip
 
       - name: Install dependencies
         run: |
           python -m pip install --upgrade pip
-          pip install -r requirements.txt
+          pip install -e ".[dev]"
+
+      - name: Lint
+        run: ruff check .
 
       - name: Run test suite
         run: python -m pytest -v

docs/assets/model_metrics.json

@@ -0,0 +1,41 @@
+{
+  "model_version": "2.1.0",
+  "test_metrics": {
+    "pr_auc": 0.9859286355765932,
+    "roc_auc": 0.9998338278230887,
+    "brier_score": 9.91499618976377e-05,
+    "log_loss": 0.00044060166692361236,
+    "alert_0.100%_precision": 1.0,
+    "alert_0.100%_recall": 0.8388429752066116,
+    "alert_0.100%_lift": 838.7916174734357,
+    "alert_0.500%_precision": 0.23673469387755103,
+    "alert_0.500%_recall": 0.9929161747343566,
+    "alert_0.500%_lift": 198.5710767896297,
+    "alert_1.000%_precision": 0.11857846586910627,
+    "alert_1.000%_recall": 0.9946871310507674,
+    "alert_1.000%_lift": 99.46262318386624
+  },
+  "baseline_test_metrics": {
+    "pr_auc": 0.041376159513901396,
+    "roc_auc": 0.974922958712314,
+    "brier_score": 0.0011776858560728673,
+    "log_loss": 0.006451417472600472,
+    "alert_0.100%_precision": 0.025334271639690358,
+    "alert_0.100%_recall": 0.021251475796930343,
+    "alert_0.100%_lift": 21.250174686167266,
+    "alert_0.500%_precision": 0.07881773399014778,
+    "alert_0.500%_recall": 0.3305785123966942,
+    "alert_0.500%_lift": 66.11165457918705,
+    "alert_1.000%_precision": 0.05214637579169599,
+    "alert_1.000%_recall": 0.4374262101534829,
+    "alert_1.000%_lift": 43.73994289569429
+  },
+  "training_prevalence": 0.001003416857597292,
+  "test_prevalence": 0.0011921912179000402,
+  "calibration": {
+    "raw_brier_score": 0.0016988252755254507,
+    "calibrated_brier_score": 4.299887950764969e-05,
+    "raw_log_loss": 0.006217300426214933,
+    "calibrated_log_loss": 0.0002347317640669644
+  }
+}