fastbinning 0.0.3

A high-performance binning library specifically designed for Credit Risk Modeling and Scorecard Development.

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.