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guillermo-navas-palencia / optbinning

Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
http://gnpalencia.org/optbinning/
Apache License 2.0
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MulticlassBinningTable WoE #280

Closed alexliap closed 7 months ago

alexliap commented 8 months ago

Does it make sense to provide WoE values for splits in the multiclass case? I know it is a measure of separation of one class from another but in the multiclass case could it be interpreted as a measure of separation of one class from the others.

If its ok to say this then I think it would useful to implement it on the MulticlassBinningTable class, as I see it only provides event rates at this moment.

guillermo-navas-palencia commented 7 months ago

In my experience, WoE for multiclass binning are not as intuitive and useful. However, there is the option to transform using WoE. Read the docs: https://gnpalencia.org/optbinning/binning_multiclass.html#optbinning.MulticlassOptimalBinning.fit_transform.