[scikit-learn] Adding a function that Calculates Weight of Evidence and Information Value

2016-10-04 Thread urvesh patel
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

Re: [scikit-learn] Adding a function that Calculates Weight of Evidence and Information Value

2016-10-05 Thread urvesh patel
t 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. > >

Re: [scikit-learn] feature importance calculation in gradient boosting

2017-04-19 Thread urvesh patel
I believe your random variable by chance have some predictive power. In R, use Information package and check information value of that randomly created variable. If it is > 0.05 then it has good predictive power. On Tue, Apr 18, 2017 at 7:47 AM Olga Lyashevska wrote: > Hi, > > I would like to und