Hey Urvesh.
That looks interesting. We recently added mutual information based
feature selection.
To add this to scikit-learn, we would like to see that this is an
established method, for example via citations
or forks or some other way.
If it's only a year old (the date of the blog post) that might be a bit
fresh for us, and you
can add it to scikit-learn contrib.
We would also like to see that there are cases when it works better than
what is already established
and what we have, like mutual info based selection.
It looks like WOE is just the coefficient vector of Naive Bayes, right?
I don't quite understand the information value at a glance, though.
Andy
On 10/04/2016 05:39 PM, urvesh patel wrote:
I have been using R extensively until last few months when I
started using Python. I noticed that Python doesn't have a
function to compute information value and weight of evidence.
Detailed explanation -
http://multithreaded.stitchfix.com/blog/2015/08/13/weight-of-evidence/
<http://multithreaded.stitchfix.com/blog/2015/08/13/weight-of-evidence/>
I have version 0 of this concept ready and I would like to
contribute to scikit-learn so that more and more people can use
it. What are the steps I need to follow in order to do so ?
--
Thanking You,
Urvesh Patel
Data Ninja
Udacity
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