Skip to content

v0.1.2

Choose a tag to compare

@xRiskLab xRiskLab released this 14 Sep 20:14
· 93 commits to main since this release

Version 0.1.2

  • Improved:
    • Added decision tree-based binning (DecisionTreeClassifier) for numerical features
    • Implemented fast Somers' D in numba for non-binary target variables (e.g., loss rates)
      • Fastest Somers' D implementation in Python (3x faster than scipy)
      • Produces both D_Y|X and D_X|Y scores