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Supervised discretization of continuous arrays using information value

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ivpy

A package with a single function. It's entire purpose is to return a set of break points that can be used to discretize a continuous variable. It does this through recursive partitioning using information value.

Installation

python -m pip install git+https://github.com/Zelazny7/ivpy.git

or

python -m pip install ivpy

Features

  • Discretize continuous arrays using a supervised algorithm guided by information value.
  • Many options to guide discretization process:
    • min information value for a split
    • min observation weights in bin
    • min response value weights in a bin
    • maximum number of bins
    • increasing and decreasing monotonicity
    • exception values
  • speed

Limitations

  • Only binary response variables supported

Examples

Examples of usage can be found in the examples folder.

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Supervised discretization of continuous arrays using information value

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