ShichenXie / scorecardpy

Scorecard Development in python, 评分卡
http://shichen.name/scorecard
MIT License
717 stars 303 forks source link

About the monotonicity of bins. #89

Open UTimeStrange opened 2 years ago

UTimeStrange commented 2 years ago

Normally,it is essential for the bins besides missing to be monotonically increasing or decreasing on the badrate for better explainability. For exmple, the bigger a certain feature X1,the better chance it might be bad sample from experience of analyst, but the training data(too small or bad distribution) cannot show this priori experience. Wondering if the binning function could automatic handle this, make the bin of a certain select X monotonous.

ShichenXie commented 2 years ago

分箱的坏样本率单调是业务要求,而不是基于分箱收敛条件的必然结果。而且很多变量在业务方面就是非单调的,例如年龄等。

UTimeStrange commented 1 year ago

分箱的坏样本率单调是业务要求,而不是基于分箱收敛条件的必然结果。而且很多变量在业务方面就是非单调的,例如年龄等。

确实是业务要求,正常跑就是不单调的,但是业务那边必须要单调,不然没法和客户解释。