A high-performance binning library specifically designed for Credit Risk Modeling and Scorecard Development.
Let's be honest: Binning is a pain.
In Credit Risk Modeling, binning with millions of rows often feels like a bottleneck. You need to ensure Monotonicity, handle Missing Values, and maximize IV—all while your script runs for minutes.
fastbinning was born to solve this. It delivers the near optimal mathematical precision of optimal binning at speeds you've never experienced before.
Why fastbinning?
- Monotonicity Guaranteed: No more manual tweaking. Automatically enforces a monotonic trend in Weight of Evidence (WoE) for numerical features.
- Built for the Impatient: Binning shouldn't be a coffee break. It processes 10M+ records in milliseconds.
- Near-Optimal: Achieves near-optimal IV fidelity compared to Mixed-Integer Linear Programming solvers.
Installation
Install using pip:
pip install fastbinning
Example
Please refer to the Examples provided for further clarification.
Benchmark
We sacrifice little of Information Value to achieve nearly two orders of magnitude speed improvement.
| Sample Size | Metric | fastbinning | optbinning | comparison |
|---|---|---|---|---|
| 1,000,000 | Execution Time | 0.0265s | 1.1773s | 44.38x Faster |
| Information Value | 2.3131 | 2.3190s | 99.74% Fidelity | |
| 10,000,000 | Execution Time | 0.2523s | 16.5100s | 65.44x Faster |
| Information Value | 2.3091 | 2.3177s | 99.63% Fidelity |
Reproducibility: You can reproduce these results by running the script.
1 maintainer
Metadata
1 maintainer
Release files for fastbinning 0.0.3
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| fastbinning-0.0.3.tar.gz | 248.6 kB | Without provenance | Details for fastbinning-0.0.3.tar.gz |
Built distributions (wheels)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| fastbinning-0.0.3-cp38-abi3-win_amd64.whl | CPython 3.8 | abi3 | Windows x86-64 | Details for fastbinning-0.0.3-cp38-abi3-win_amd64.whl |
| fastbinning-0.0.3-cp38-abi3-manylinux_2_34_x86_64.whl | CPython 3.8 | abi3 | Linux glibc 2.34+ x86-64 | Details for fastbinning-0.0.3-cp38-abi3-manylinux_2_34_x86_64.whl |
| fastbinning-0.0.3-cp38-abi3-macosx_11_0_arm64.whl | CPython 3.8 | abi3 | macOS 11.0+ ARM64 | Details for fastbinning-0.0.3-cp38-abi3-macosx_11_0_arm64.whl |
Total release size: 1.3 MB
Release files / fastbinning-0.0.3.tar.gz
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|---|---|
| Size | 248.6 kB |
| Tags | Source |
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maturin/1.12.4
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Release files / fastbinning-0.0.3-cp38-abi3-win_amd64.whl
| Download URL | fastbinning-0.0.3-cp38-abi3-win_amd64.whl |
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| Size | 254.0 kB |
| Tags | CPython 3.8 Windows x86-64 abi3 |
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Release files / fastbinning-0.0.3-cp38-abi3-manylinux_2_34_x86_64.whl
| Download URL | fastbinning-0.0.3-cp38-abi3-manylinux_2_34_x86_64.whl |
|---|---|
| Size | 435.3 kB |
| Tags | CPython 3.8 Linux glibc 2.34+ x86-64 abi3 |
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maturin/1.12.4
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Release files / fastbinning-0.0.3-cp38-abi3-macosx_11_0_arm64.whl
| Download URL | fastbinning-0.0.3-cp38-abi3-macosx_11_0_arm64.whl |
|---|---|
| Size | 372.0 kB |
| Tags | CPython 3.8 abi3 macOS 11.0+ ARM64 |
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