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

# Credit Risk Modelling

# About

An interactive tool demonstrating credit risk modelling.

Emphasis on:

- Building models
- Comparing techniques
- Interpretating results

## Built With

- [Streamlit](https://streamlit.io/)

#### 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

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

or

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

#### Just to deploy locally

Download ZIP

### (optional) Setup virtual environment:

```shell
python -m venv venv
```

### (optional) Activate virtual environment:

#### If using Unix based OS run the following in terminal:

```shell
.\venv\bin\activate
```

#### If using Windows run the following in terminal:

```shell
.\venv\Scripts\activate
```

### Install requirements by running the following in terminal:

#### Required packages

```shell
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):

```shell
streamlit app.py
```

## Deployed setup details

**Hugging Face Space Deployment Tips**

Initial Setup
- [When creating the Spaces Configuration Reference](https://huggingface.co/docs/hub/spaces-config-reference) check logs to specify the [Docker Space](https://huggingface.co/docs/hub/spaces-sdks-docker) app_port based on build
- In Dockerfile bind Streamlit to a port e.g. 0.0.0.0
- [Install Graphiz on Debian](https://installati.one/debian/11/graphviz/) 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

```shell
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](https://huggingface.co/docs/hub/spaces-github-actions) the [User Access Token](https://huggingface.co/docs/hub/security-tokens) created on Hugging Face (HF) should have write access
- Run space from main branch since running from [other branches currently isn't suppported](https://discuss.huggingface.co/t/is-it-possible-to-run-apps-off-of-non-main-branches-in-a-space/18086)
- 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](https://github.com/thebjorn/pydeps) Python module depenency visualization

_Delete **init**.py and **main**.py_ then run the following

### App and clusters

```shell
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:

```shell
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

```shell
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

```shell
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](https://github.com/scottrogowski/code2flow) Call graphs for a pretty good estimate of project structure

### Logistic

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

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

### Xgboost

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

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

### utils

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

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

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

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

# References

## Inspiration:

[Credit Risk Modeling in Python by Datacamp](https://www.datacamp.com/courses/credit-risk-modeling-in-python)

- General Methodology
- Data

[A Gentle Introduction to Threshold-Moving for Imbalanced Classification](https://machinelearningmastery.com/threshold-moving-for-imbalanced-classification/)

- Selecting optimal threshold using Youden's J statistic