Weight of Evidence

class category_encoders.woe.WOEEncoder(verbose=0, cols=None, drop_invariant=False, return_df=True, handle_unknown='value', handle_missing='value', random_state=None, randomized=False, sigma=0.05, regularization=1.0)[source]

Weight of Evidence coding for categorical features.

Supported targets: binomial. For polynomial target support, see PolynomialWrapper.

Parameters
verbose: int

integer indicating verbosity of the output. 0 for none.

cols: list

a list of columns to encode, if None, all string columns will be encoded.

drop_invariant: bool

boolean for whether or not to drop columns with 0 variance.

return_df: bool

boolean for whether to return a pandas DataFrame from transform (otherwise it will be a numpy array).

handle_missing: str

options are ‘return_nan’, ‘error’ and ‘value’, defaults to ‘value’, which will assume WOE=0.

handle_unknown: str

options are ‘return_nan’, ‘error’ and ‘value’, defaults to ‘value’, which will assume WOE=0.

randomized: bool,

adds normal (Gaussian) distribution noise into training data in order to decrease overfitting (testing data are untouched).

sigma: float

standard deviation (spread or “width”) of the normal distribution.

regularization: float

the purpose of regularization is mostly to prevent division by zero. When regularization is 0, you may encounter division by zero.

References

1

Weight of Evidence (WOE) and Information Value Explained, from

https://www.listendata.com/2015/03/weight-of-evidence-woe-and-information.html

Attributes
feature_names

Methods

fit(X[, y])

Fits the encoder according to X and y.

fit_transform(X[, y])

Encoders that utilize the target must make sure that the training data are transformed with:

get_feature_names()

Returns the names of all transformed / added columns.

get_params([deep])

Get parameters for this estimator.

set_params(**params)

Set the parameters of this estimator.

transform(X[, y, override_return_df])

Perform the transformation to new categorical data.

Parameters
verbose: int

integer indicating verbosity of output. 0 for none.

cols: list

a list of columns to encode, if None, all string and categorical columns will be encoded.

drop_invariant: bool

boolean for whether or not to drop columns with 0 variance.

return_df: bool

boolean for whether to return a pandas DataFrame from transform and inverse transform (otherwise it will be a numpy array).

handle_missing: str

how to handle missing values at fit time. Options are ‘error’, ‘return_nan’, and ‘value’. Default ‘value’, which treat NaNs as a countable category at fit time.

handle_unknown: str, int or dict of {columnoption, …}.

how to handle unknown labels at transform time. Options are ‘error’ ‘return_nan’, ‘value’ and int. Defaults to None which uses NaN behaviour specified at fit time. Passing an int will fill with this int value.

kwargs: dict.

additional encoder specific parameters like regularisation.

Attributes
feature_names

Methods

fit(X[, y])

Fits the encoder according to X and y.

fit_transform(X[, y])

Encoders that utilize the target must make sure that the training data are transformed with:

get_feature_names()

Returns the names of all transformed / added columns.

get_params([deep])

Get parameters for this estimator.

set_params(**params)

Set the parameters of this estimator.

transform(X[, y, override_return_df])

Perform the transformation to new categorical data.

fit(X, y=None, **kwargs)

Fits the encoder according to X and y.

Parameters
Xarray-like, shape = [n_samples, n_features]

Training vectors, where n_samples is the number of samples and n_features is the number of features.

yarray-like, shape = [n_samples]

Target values.

Returns
selfencoder

Returns self.

fit_transform(X, y=None, **fit_params)
Encoders that utilize the target must make sure that the training data are transformed with:

transform(X, y)

and not with:

transform(X)

get_feature_names() List[str]

Returns the names of all transformed / added columns.

Returns
feature_names: list

A list with all feature names transformed or added. Note: potentially dropped features (because the feature is constant/invariant) are not included!

get_params(deep=True)

Get parameters for this estimator.

Parameters
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
paramsdict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters
**paramsdict

Estimator parameters.

Returns
selfestimator instance

Estimator instance.

transform(X, y=None, override_return_df=False)

Perform the transformation to new categorical data.

Some encoders behave differently on whether y is given or not. This is mainly due to regularisation in order to avoid overfitting. On training data transform should be called with y, on test data without.

Parameters
Xarray-like, shape = [n_samples, n_features]
yarray-like, shape = [n_samples] or None
override_return_dfbool

override self.return_df to force to return a data frame

Returns
parray or DataFrame, shape = [n_samples, n_features_out]

Transformed values with encoding applied.