Closed juyjuyy closed 5 months ago
Hi @juyjuyy.
Note that binning quality score for multiclass target is slightly different: https://github.com/guillermo-navas-palencia/optbinning/blob/master/optbinning/binning/metrics.py#L347. It replaces the IV with the normalized Jensen-Shannon divergence. The js
property can be retrieved from the multiclass binning table: https://github.com/guillermo-navas-palencia/optbinning/blob/master/optbinning/binning/metrics.py#L347.
Thank you for your response @guillermo-navas-palencia. After executing the analysis, I have known the properties of binning_table, but I don't get it now. I'm not too good at math, so I don't know the difference between the normalized Jensen-Shannon divergence applied to js
and the Jeffrey divergence applied to iv
.
iv
to choose important fields in the dataset, but I cannot calculate, then rank them for my experiment. It raises the question "Can js
replace iv
in my problem? How can I prove it?"Can you suggest some documents related to the problem I have? @guillermo-navas-palencia
I use the Jensen Shannon for binary and multiclass. See https://en.wikipedia.org/wiki/Jensen%E2%80%93Shannon_divergence.
Yes, you can rank by JS. Both are divergence measures.
Thank you for your response @guillermo-navas-palencia ,
IV
and JS
value exists in the binning table with binary classification, but the multi-class classification exists only JS.
Could you explain the theory for that? Is IV
not used for multi-class problem?
The dataset I used had
three labels
, and I appliedMulticlassOptimalBinning for binning processing
and thenbuilt binning_table
. The binning_table has many values in the analysis report. Still, I couldnot understand the quality_score
value which the formula in the paper "Optimal binning: mathematical programming formulation" has constraints withIV variable
. Still, the MulticlassOptimalBinning classdoesn't have any property or methods to help access IV
in the multiclass classification problem.