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https://issues.apache.org/jira/browse/SPARK-37285?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17569887#comment-17569887
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Simon Tao commented on SPARK-37285:
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[~podongfeng] This algorithm has been implemented in python toad and
scorecardpy. Could you help review this PR? Thank you.
> 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
> Assignee: Apache Spark
> Priority: Major
>
> 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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