Simon Tao created SPARK-37285:
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Summary: Add Weight of Evidence and Information value to ml.feature
Key: SPARK-37285
URL: https://issues.apache.org/jira/browse/SPARK-37285
Project: Spark
Issue Type: New Feature
Components: ML
Affects Versions: 3.2.0
Reporter: Simon Tao
The weight of evidence (WOE) and information value (IV) provide a great
framework for exploratory analysis and variable screening for binary
classifiers as well as beneficial and help us analyze multiple points as listed
below:
1. Helps check the linear relationship of a feature with its dependent feature
to be used in the model.
2. Is a good variable transformation method for both continuous and categorical
features.
3. Is better than on-hot encoding as this method of variable transformation
does not increase the complexity of the model.
4. Detect linear and non-linear relationships.
5. Be useful in feature selection.
6. Is a good measure of the predictive power of a feature and it also helps
point out the suspicious feature.
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