{"model":"gnma_epd","model_version":"gnma_epd_v1.0.0","calibrated":true,"target":"ever_60dq_12mo","n_train":6117654,"n_calib":2039219,"n_test":2039219,"n_iters":400,"test_auc":0.8144947841638743,"true_positive_rate":0.06582178740639061,"score_thresholds":{"p99":0.40095693779904307,"p95":0.23050603277507653,"p90":0.17030873318298467,"p50":0.038020435115034404},"feature_order":["credit_score","ltv","cltv","dti","opb","loan_interest_rate","original_loan_term_months","number_of_borrowers","upfront_mip_rate","annual_mip_rate","agency","loan_purpose","refinance_type","property_type","first_time_home_buyer","third_party_origination_type","down_payment_assistance","buy_down_status","origination_year","origination_month","state","msa","seller_issuer_id"],"n_features":23,"expected_inputs":{"numeric":["credit_score","ltv","cltv","dti","opb","loan_interest_rate","original_loan_term_months","number_of_borrowers","upfront_mip_rate","annual_mip_rate"],"categorical":["agency","loan_purpose","refinance_type","property_type","first_time_home_buyer","third_party_origination_type","down_payment_assistance","buy_down_status","origination_year","origination_month","state","msa","seller_issuer_id"]},"vintages_trained_on":["2018","2019","2020","2021","2022","2023"],"test_brier_raw":0.18252528933994983,"test_brier_calibrated":0.0546519167387568,"test_ece_raw":0.30443998232180075,"test_ece_calibrated":0.0007756072049732585,"reliability_calibrated":[{"bin_lo":0.0,"bin_hi":0.1,"n_loans":1594952,"predicted_mean":0.031158749566801976,"actual_rate":0.031195923137498808},{"bin_lo":0.1,"bin_hi":0.2,"n_loans":309191,"predicted_mean":0.14203421818647827,"actual_rate":0.14206752460453248},{"bin_lo":0.2,"bin_hi":0.30000000000000004,"n_loans":91504,"predicted_mean":0.2457716268457647,"actual_rate":0.24501661129568106},{"bin_lo":0.30000000000000004,"bin_hi":0.4,"n_loans":22427,"predicted_mean":0.34024406644726474,"actual_rate":0.339991973959959},{"bin_lo":0.4,"bin_hi":0.5,"n_loans":12233,"predicted_mean":0.43889662344925384,"actual_rate":0.44110193738249},{"bin_lo":0.5,"bin_hi":0.6000000000000001,"n_loans":6133,"predicted_mean":0.5442115577753898,"actual_rate":0.5506277515082342},{"bin_lo":0.6000000000000001,"bin_hi":0.7000000000000001,"n_loans":2498,"predicted_mean":0.6273204893127243,"actual_rate":0.6136909527622098},{"bin_lo":0.7000000000000001,"bin_hi":0.8,"n_loans":281,"predicted_mean":0.71495680118317,"actual_rate":0.6832740213523132}]}