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.
python -m pip install git+https://github.com/Zelazny7/ivpy.git
or
python -m pip install ivpy
- 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
- Only binary response variables supported
Examples of usage can be found in the examples folder.