Tools for WoE Transformation mostly used in ScoreCard Model for credit rating
Project description
woe
version: 0.0.8
Tools for WoE Transformation mostly used in ScoreCard Model for credit rating
Here we go:
>>> import woe.config as config
>>> import woe.feature_process as fp
Features
Split tree with IV criterion
Rich and plentiful model eval methods
Unified format and easy for output
Storage of IV tree for follow-up use
woe aims to only support Python 2.7, so there is no guarantee for Python 3.
Installation
We can simply use pip to install, as the following:
$ pip install woe
or installing from git
$ pip install git+https://github.com/boredbird/woe
Examples
In the examples directory, there is a simple woe transformation program as tutorials.
Or you can write a more complex program with this woe package.
Version Records
woe 0.0.9 2017-11-21
Add module : GridSearch for the search of optimal hyper parametric C in LogisticRegression
Code refactoring: function compute_ks and plot_ks
woe 0.0.8 2017-09-28
More 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 2017-09-19
Fix bug: eval.eval_feature_detail raises ValueError(‘arrays must all be same length’)
Add parameter interface: alpha specified step learning rate ,default 0.01
How to Contribute
Email me,1002937942@qq.com.
Project details
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