Package: woe
woeversion: 0.1.4Tools for WoE Transformation mostly used in ScoreCard Model for credit ratingInstallationWe can simply use pip to install, as the following:$pipinstallwoeor installing from git$pipinstallgit+https://github.com/boredbird/woeFeaturesSplit tree with IV criterionRich and plentiful model eval methodsUnified format and easy for outputStorage of IV tree for follow-up usewoemodule function tree|- __init__
|- config.py
|   |-- config
|       |-- __init__
|               |-- change_config_var_dtype()
|               |-- load_file()
|- eval.py
|   |-- compute_ks()
|   |-- eval_data_summary()
|   |-- eval_feature_detail()
|   |-- eval_feature_stability()
|   |-- eval_feature_summary()
|   |-- eval_model_stability()
|   |-- eval_model_summary()
|   |-- eval_segment_metrics()
|   |-- plot_ks()
|   |-- proc_cor_eval()
|   |-- proc_validation()
|   |-- wald_test()
|- feature_process.py
|   |-- binning_data_split()
|   |-- calculate_iv_split()
|   |-- calulate_iv()
|   |-- change_feature_dtype()
|   |-- check_point()
|   |-- fillna()
|   |-- format_iv_split()
|   |-- proc_woe_continuous()
|   |-- proc_woe_discrete()
|   |-- process_train_woe()
|   |-- process_woe_trans()
|   |-- search()
|   |-- woe_trans()
|- ftrl.py
|   |-- FTRL()
|   |-- LR()
|- GridSearch.py
|   |-- fit_single_lr()
|   |-- grid_search_lr_c()
|   |-- grid_search_lr_c_main()
|   |-- grid_search_lr_validation()ExamplesIn the examples directory, there is a simple woe transformation program as tutorials.Or you can write a more complex program with thiswoepackage.Version Recordswoe 0.1.4 2018-03-01support py3woe 0.1.3 2018-02-09woe.feature_process.proc_woe_discrete(): fix bug when deal with discrete varibaleswoe.eval.eval_feature_detail(): fix bug : utf-8 output file formatwoe.GridSearch.grid_search_lr_c_main(): add function warper for convenience and high efficiencywoe.GridSearch.grid_search_lr_c_validation(): monitor the ks performance of training sets and test sets on different ‘c’supplement examples test scriptswoe 0.1.2 2017-12-05woe.ftrl.FTRL(): add online learning modulewoe 0.1.1 2017-11-28woe.config.load_file(): change param data_path to be optionalwoe.eval.eval_feature_stability(): fix bug : psi_dict[‘stability_index’] computation errorwoe.feature_process.change_feature_dtype(): add friendly tips when encounter a errorwoe.feature_process.calulate_iv(): refactor the codewoe.feature_process.calculate_iv_split(): refactor the codewoe.feature_process.binning_data_split(): reduce the number of len() function calls with __len__() and shape attributes;replace namedtuple with dictwoe.feature_process.fillna(): new added function to fill null valuewoe.GridSearch.grid_search_lr_c(): list of regularization parameter c specified inside the function is changed to the user specifiedwoe 0.0.9 2017-11-21Add module : GridSearch for the search of optimal hyper parametric C in LogisticRegressionCode refactoring: function compute_ks and plot_kswoe 0.0.8 2017-09-28More flexible: cancel conditional restriction in function feature_process.change_feature_dtype()Fix bug: the wrong use of deepcopy in function feature_process.woe_trans()woe 0.0.7 2017-09-19Fix bug: eval.eval_feature_detail raises ValueError(‘arrays must all be same length’)Add parameter interface: alpha specified step learning rate ,default 0.01How to ContributeEmail me,1002937942@qq.com.