Optbinning

Latest version: v0.20.0

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0.7.0

New features:

- Batch and streaming optimal binning.
- New parameter ``divergence`` to select the divergence measure to maximize.

Tutorials:

- Tutorial: optimal binning sketch with binary target
- Tutorial: optimal binning sketch with binary target using PySpark

Bugfixes:

- Catch error from Qhull library used by scipy.spatial.ConvexHull.

0.6.1

New features:

- Options ``add_special`` and ``add_missing`` in all binning table plots.
- Prebinning methods' parameters are accessible via ``**prebinning_kwargs``.
- Add support MDLP algorithm for binary target.

Bugfixes:

- Fix bug in solution when the status is not feasible or optimal for LocalSolver, ``solver="ls"``.
- Fix several bugs for categorical variables with ``user_splits`` and ``user_splits_fixed``.
- Fix bug in binning process when passing ``user_splits`` and ``user_splits_fixed`` via parameter ``binning_fit_params``.

0.6.0

New features:

- Scorecard development supporting binary and continuous target.
- Plotting functions: ``plot_auc_roc``, ``plot_cap`` and ``plot_ks``.
- Optimal binning classes introduce ``sample_weight`` parameter in methods ``fit`` and ``fit_transform``.
- Optimal binning classes introduce two options for parameter ``metric`` in methods ``fit_transform`` and ``transform``: ``metric="bins"`` and ``metric="indices"``.


Tutorials:

- Tutorial: optimal binning with binary target - large scale.
- Tutorial: Scorecard with binary target.
- Tutorial: Scorecard with continuous target.

0.5.0

New features:

- Scenario-based stochastic optimal binning.
- New parameter ``user_split_fixed`` to force user-defined split points.

Tutorials:

- Tutorial: Telco customer churn.
- Tutorial: optimal binning with binary target under uncertainty.

Bugfixes:

- Fix monotonic trend for non-auto mode in ``MulticlassOptimalBinning``.

0.4.0

New features:

- New ``monotonic_trend`` auto modes options: "auto_heuristic" and "auto_asc_desc".
- New ``monotonic_trend`` options: "peak_heuristic" and "valley_heuristic". These options produce a remarkable speedup for large size instances.
- Minimum Description Length Principle (MDLP) discretization algorithm.


Improvements:

- ``BinningProcess`` now supports ``pandas.DataFrame`` as input X.
- New unit test added.

0.3.1

Bugfixes:

- Fix setup.py packages using find_packages.

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