woebin

A python library powered by Rust to perform binning procedure based on WOE.

Installation

pip install woebin-python

NOTE: It works for Windows 11 only. If you want to use it for another platform, please, see below how to build it from source.

Simple example

from woebin import WoeBinningProc

wbp = WoeBinningProc()

# Process categorial binning
wbp.process(df['series'], df['target'], bins=5, is_numeric=False, smooth=1.0)  # series as integers, target as 0-1 or boolean

# Process numeric binning (values in series are considered as numeric)
wbp.process(df['series'], df['target'], bins=5, is_numeric=True, smooth=1.0)

# Final IV
print(wbp.get_iv_total())

# Information about found bins
bins_info = wbp.get_bins_info()
print(bins_info)

# Mapping value->WOE
woe_map = wbp.get_woe_map()
print(woe_map)

Build and install from source

1. Make sure Rust nightly is installed (Installation: https://www.rust-lang.org/tools/install, turn on nightly mode: rustup default nightly).
2. Clone the repository: git clone --depth=1 https://github.com/fomalhaut88/woebin.git
3. Go to woebin directory: cd woebin
4. Build the project: python setup.py sdist

After that the package can be installed with the command:

pip install path/to/woebin-python-<VERSION>.tar.gz