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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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Selection criterion parameter _selection_criteria_ set to IV throws error for binning with continuous target #307

Open jnsofini opened 8 months ago

jnsofini commented 8 months ago

When binning with with continuous target, the _selectioncriteria parameter for the binning object throws an error when set to IV. At first I checked the binning_process.summary() and there was no IV. Thought it makes sense. However, I noticed we have IVs for continuous target binning present in binning_process.get_binned_variable("feature-name").binning_table.iv.

Is this intended that we can't use IV as selection for continuous target, and why? If on the other hand it is possible to use IV selection criteria for continuous target could we get it included in the binning_process.summary() as well and also be available for selection criteria along side woe and _qualityscore?

guillermo-navas-palencia commented 8 months ago

Hi @jnsofini.

It was intended some time ago before I had an "IV" for a continuous target. It should be as simple as updating this dictionary. Regarding the second question, yes, it should be straightforward.