Identify High Risk Assets

Let’s now go one step further, and use the probabilities generated by the model to one identify two tiers of risk.

• Add a Split recipe to the scored dataset with two outputs: assets_high_risk and assets_mid_risk.

• Choose Define filters as the splitting method.

  • Rows matching the condition proba_1 >= 0.75 should be sent to the assets_high_risk dataset.

  • Rows matching the two conditions proba_1 >= 0.5 and proba_1 < 0.75 should be sent to the assets_mid_risk dataset.

  • All other values should be dropped.

• Run the recipe.