{"model":"prepay_24mo","model_version":"prepay_24mo_v1.0.0","calibrated":true,"target":"ever_prepay_24mo","n_train":24051669,"n_calib":8017224,"n_test":8017224,"n_iters":400,"test_auc":0.9413671165863007,"true_positive_rate":0.060121612677027314,"score_thresholds":{"p99":0.710691823899371,"p95":0.35227473889183925,"p90":0.18322118197776477,"p50":0.0},"feature_order":["borrower_fico","co_borrower_fico","original_ltv","original_cltv","dti","mi_percent","original_upb","original_interest_rate","original_loan_term_months","number_of_units","number_of_borrowers","source","loan_purpose","channel","property_type","occupancy","first_time_homebuyer","product_type","property_valuation_method","origination_year","origination_month","property_state","seller_name"],"n_features":23,"expected_inputs":{"numeric":["borrower_fico","co_borrower_fico","original_ltv","original_cltv","dti","mi_percent","original_upb","original_interest_rate","original_loan_term_months","number_of_units","number_of_borrowers"],"categorical":["source","loan_purpose","channel","property_type","occupancy","first_time_homebuyer","product_type","property_valuation_method","origination_year","origination_month","property_state","seller_name"]},"vintages_trained_on":["2013","2014","2015","2016","2017","2018","2019","2020","2021","2022","2023"],"test_brier_raw":0.11731758160334176,"test_brier_calibrated":0.03837025548552827,"test_ece_raw":0.1582540916421262,"test_ece_calibrated":0.00022508156860331157,"reliability_calibrated":[{"bin_lo":0.0,"bin_hi":0.1,"n_loans":6569596,"predicted_mean":0.010960701764437754,"actual_rate":0.010926090432349265},{"bin_lo":0.1,"bin_hi":0.2,"n_loans":702934,"predicted_mean":0.13867645212008753,"actual_rate":0.1388921292752947},{"bin_lo":0.2,"bin_hi":0.30000000000000004,"n_loans":254541,"predicted_mean":0.24393014664862464,"actual_rate":0.2440431993274168},{"bin_lo":0.30000000000000004,"bin_hi":0.4,"n_loans":156361,"predicted_mean":0.343117530950149,"actual_rate":0.3444145279193661},{"bin_lo":0.4,"bin_hi":0.5,"n_loans":108444,"predicted_mean":0.44845811567484334,"actual_rate":0.44980819593522925},{"bin_lo":0.5,"bin_hi":0.6000000000000001,"n_loans":77068,"predicted_mean":0.5534599824593028,"actual_rate":0.5476851611563813},{"bin_lo":0.6000000000000001,"bin_hi":0.7000000000000001,"n_loans":67629,"predicted_mean":0.6461314489209048,"actual_rate":0.6424019281669107},{"bin_lo":0.7000000000000001,"bin_hi":0.8,"n_loans":54175,"predicted_mean":0.7422414683149045,"actual_rate":0.7415597600369174},{"bin_lo":0.8,"bin_hi":0.9,"n_loans":25891,"predicted_mean":0.8364639787338946,"actual_rate":0.8296705418871423},{"bin_lo":0.9,"bin_hi":1.0,"n_loans":585,"predicted_mean":0.9210016205104149,"actual_rate":0.9162393162393162}]}