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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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Expose monotonic trend analysis to summary table. #297

Open chunqishi opened 8 months ago

chunqishi commented 8 months ago

Hi, Guillermo.

Thanks a lot for such great package optbinning. I used it to variable analysis a lot. One thing is very cool, this lib has great monotonic analysis.
1) This monotonic trend results are useful.
please check paper: https://ojs.aaai.org/index.php/AAAI/article/view/7055

2) This monotonic analysis can used in boost trees by setting monotonic constraints see: https://xgboost.readthedocs.io/en/stable/tutorials/monotonic.html see: http://scikit-learn.org/stable/auto_examples/ensemble/plot_monotonic_constraints.html see: https://catboost.ai/en/docs/references/training-parameters/common#monotone_constraints

Thus: I modified your develop code by 2 parts.

  1. Export the monotonic trend result to binning process summary dataframe. monotonic_trend

  2. Add ranking correlation analysis for continuous binning process to double check monotonic trend output. monotonic_score

That's all.

Thank you again.

chunqishi commented 8 months ago

Hi, Guillermo.

Done :- ) correlation

chunqishi commented 8 months ago

pull failed?

guillermo-navas-palencia commented 8 months ago

Yes, there are two types of problems:

I would only focus on the first one. I will deal with the second type before merging to master.

bmreiniger commented 5 months ago

@chunqishi I think this would be a nice addition, can you resolve the first issue above? If needed perhaps we could help, but the logs of the last run have expired; maybe just push a merge from master to kick off a new check?