Bug fix for woe_1d, plus minor cosmetic and test issues #98
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The woe_1d function wasn't running y.reset_index() in the case where its y input was already a pd.Series. This meant that it would return incorrect values when indexes in X and y were noncontinuous. Added a check for this condition to tests/test_metrics.py as well.
The scikit-learn WOEEncoder uses ln(%bad / %good) instead of ln(%good / %bad) for some reason, which flips all of the signs. A previous fix switched the computation of WOE in the summary table to match. However, this fix caused the IV values to be negative in summary tables, which I found surprising. I added an abs() call to the IV calculation to correct this cosmetic defect.
Tests were failing in Pandas 2.0 due to the use of DataFrame.append, which has been removed. I fixed it by changing this to a pd.concat call.
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Hi @lorenjan , thank you for your PR! Could you sync your changes with the master branch? |
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Fix is in the process of being merged #109 |
ReinierKoops
approved these changes
Jul 6, 2023
silaozen
approved these changes
Jul 6, 2023
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A few minor fixes: