woebin2: woebin fix for windows

In jbkunst/risk3r: Tools for credit risk modelling

woebin fix for windows

Description

This is a wrapper for scorecard::woebin, this fixes some problem to replicate the cuts given on windows machines.

Usage

woebin2(
  dt,
  y,
  x = NULL,
  var_skip = NULL,
  breaks_list = NULL,
  special_values = NULL,
  stop_limit = 0.1,
  count_distr_limit = 0.05,
  bin_num_limit = 8,
  positive = "bad|1",
  no_cores = NULL,
  print_step = 0L,
  method = "tree",
  save_breaks_list = NULL,
  ignore_const_cols = TRUE,
  ignore_datetime_cols = TRUE,
  check_cate_num = TRUE,
  replace_blank_inf = TRUE,
  control = partykit::ctree_control()
)

Arguments

dt	A data frame with both x (predictor/feature) and y (response/label) variables.
y	Name of y variable.
x	Name of x variables. Defaults to NULL. If x is NULL, then all columns except y and var_skip are counted as x variables.
var_skip	Name of variables that will skip for binning. Defaults to NULL.
breaks_list	List of break points, Defaults to NULL. If it is not NULL, variable binning will based on the provided breaks.
special_values	the values specified in special_values will be in separate bins. Defaults to NULL.
stop_limit	Stop binning segmentation when information value gain ratio less than the 'stop_limit' if using tree method; or stop binning merge when the chi-square of each neighbor bins are larger than the threshold under significance level of 'stop_limit' and freedom degree of 1 if using chimerge method. Accepted range: 0-0.5; Defaults to 0.1. If it is 'N', each x value is a bin.
count_distr_limit	The minimum count distribution percentage. Accepted range: 0.01-0.2; Defaults to 0.05.
bin_num_limit	Integer. The maximum number of binning. Defaults to 8.
positive	Value of positive class, defaults to "bad|1".
no_cores	Number of CPU cores for parallel computation. Defaults to 90 percent of total cpu cores.
print_step	A non-negative integer. Defaults to 1. If print_step>0, print variable names by each print_step-th iteration. If print_step=0 or no_cores>1, no message is print.
method	Four methods are provided, "tree" and "chimerge" for optimal binning that support both numerical and categorical variables, and 'width' and 'freq' for equal binning that support numerical variables only. Defaults to "tree".
save_breaks_list	A string. The file name to save breaks_list. Defaults to None.
ignore_const_cols	Logical. Ignore constant columns. Defaults to TRUE.
ignore_datetime_cols	Logical. Ignore datetime columns. Defaults to TRUE.
check_cate_num	Logical. Check whether the number of unique values in categorical columns larger than 50. It might make the binning process slow if there are too many unique categories. Defaults to TRUE.
replace_blank_inf	Logical. Replace blank values with NA and infinite with -1. Defaults to TRUE.
control	a ctree::ctree_control list element

Details

See https://github.com/ShichenXie/scorecard/issues/50 for more details.

Examples

if (FALSE) {
  data(germancredit, package = "scorecard")

  bins <- woebin2(
    dt = germancredit,
    y = "creditability",
    # x = c("credit.amount", "housing", "duration.in.month", "purpose"),
    no_cores = 0,
    method = "tree"
  )

  bins

  if (require(scorecard)) {
    library(scorecard)
    options(bin_close_right = TRUE)
  }

  bins <- woebin2(
    dt = germancredit,
    y = "creditability",
    # x = c("credit.amount", "housing", "duration.in.month", "purpose"),
    no_cores = 0,
    method = "tree"
  )

  bins

  bins_ctree <- woebin2(
    dt = germancredit,
    y = "creditability",
    method = "ctree",
    no_cores = 0,
    control = partykit::ctree_control(alpha = 1, maxdepth = 4)
  )

  woebin_summary(bins)
  woebin_summary(bins_ctree)
}

jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.