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Releases: leonidgarin/TIDE

v0.5.0

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@leonidgarin leonidgarin released this 12 May 11:52
  • Fixed bug with incorrect behaviour in TIDE algorithm: if candidate point was idx_base, it was skipped.
  • Changed logic for point selection and brackets.
    Now for positive trend we use the candidate point (idx_cand) and (a,b] brackets; for negative - idx_cand+1 and [a,b) brackets
  • Changed text brackets for -inf, +inf borders to always be '(' or ')'
  • Visual improvements for plots
  • Added sample_rate in stats for convenience
  • Rewrited some docs
  • Added 'tide' mode for categorical bins handling

v0.4.0

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@leonidgarin leonidgarin released this 10 Apr 08:38
  • Add parameter 'handle_unknown' to 'TIDE.transform' which specifies behavior on how to transform values that are not covered by fitted bins
  • One more attempt to fix PSI calculation when there are no continuous values in column

v0.3.4

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@leonidgarin leonidgarin released this 16 Mar 19:02
  • Add basic tests for event rate calculation, as well as WoE, IV, PSI
  • Fix bug of PSI calculation when continuous index not provided explicitly

v0.3.3

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@leonidgarin leonidgarin released this 14 Feb 09:33
  • Fix PSI calculation when period column has string format
  • Fix reset functionality

v0.3.2

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@leonidgarin leonidgarin released this 09 Feb 18:48
  • Change PSI to PSI_base and PSI_seq in stats.
    PSI_base compares periods with first one, while PSI_seq does period by period sequentially (which was the initial PSI realization)
  • Plots improvement: add IV to header, add new PSIs.

v0.3.1

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@leonidgarin leonidgarin released this 08 Feb 08:55
  • Fix case when the missing_strategy is "worst_bin" or "best_bin", but there is no missing values present in column

v0.3.0

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@leonidgarin leonidgarin released this 07 Feb 19:51
  • Add missing value merge to worst/best continuous bins

v0.2.1

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@leonidgarin leonidgarin released this 05 Feb 21:02
  • Fix chi-merge for tiny categorical bins
  • Add warning for columns with >= 100 categorical bins. As chi-merge for categorical bins has O(n^2) complexity, performance may be poor in case when one chooses cat_strategy='chi-squared'

v0.2.0

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@leonidgarin leonidgarin released this 02 Feb 21:29
  • Add Chi-merge for categorical bins
  • Add min_er_delta which forces the minumum difference between event rates in bins across all periods
  • Change min_sample_rate logic: now the denominator corresponds to the size of full x column (previously it was of continuous part only)
  • Minor fixes and improvements

v0.1.2

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@leonidgarin leonidgarin released this 23 Jan 11:27
  • Fix issue with incorrect IV calculation for fully categorical variables
  • Remove unnecessary debug prints