Yihuier专业的信用评分卡建模 Python 工具包

from yihuier import Yihuier

# 初始化
yh = Yihuier(data, target='dlq_flag')

# 数据预处理
yh.data = yh.dp_module.delete_missing_var(threshold=0.2)

# 变量分箱
bin_df, iv_value = yh.binning_module.binning_num(
    col_list=['v1', 'v2', 'v3'],
    max_bin=5,
    method='ChiMerge'
)

# WOE 转换
data_woe = yh.binning_module.woe_transform()

# 变量选择
xg_imp, _, xg_cols = yh.var_select_module.select_xgboost(
    col_list=data_woe.drop(['dlq_flag'], axis=1).columns.tolist(),
    imp_num=10
)