Skip to main content
Join the official 2019 Python Developers SurveyStart the survey!

A package to compute weight of evidence (WOE) and Information Value (IV) easily, with cross-features supported

Project description

使用指南

安装

可以选择通过setup.py安装或者通过pip安装

cd fastiv
python setup.py install

或者

pip install fastiv

使用

FastIV支持便捷的Information Value (IV)计算,同时也支持交叉特征的计算。IV计算是通过使用决策树的方式,确定最终分箱的方法,从而计算出相应的IV值。 通过使用交叉的方式,可以确定组合特征的IV值,从中可以选出更有效的特征,加入到模型中。这一方法的思想,借鉴于第四范式的“AutoCross”。其中特征之间的交叉过程, 是通过决策树的分裂来实现的。 同时,我们提供了将决策树按照一定格式输出的接口,可以方便的将分裂节点打印出来。使用该包的调用代码示例:

from fastiv import FastIV

fiv = FastIV(criterion="entropy",
             min_samples_leaf=50,
             max_leaf_nodes=8,
             others_threshold=200)

# 选择要交叉的特征
features = ['feature1', 'feature2']

# 计算iv和iv_dict
iv, iv_dict = fiv.fast_iv(df[features], y)

# 以DataFrame格式输出分箱情况
df_export = fiv.export(mode="df")

# 输入特征,返回所属箱对应的节点索引
bins = fiv.transform(df[features].values)

完整的代码可以参考example.py

Project details


Release history Release notifications

This version

0.1

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for FastIV, version 0.1
Filename, size File type Python version Upload date Hashes
Filename, size FastIV-0.1-py3-none-any.whl (6.3 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size FastIV-0.1.tar.gz (4.8 kB) File type Source Python version None Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page