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Posted to issues@spark.apache.org by "Apache Spark (Jira)" <ji...@apache.org> on 2021/11/11 09:07:00 UTC
[jira] [Assigned] (SPARK-37285) Add Weight of Evidence and
Information value to ml.feature
[ https://issues.apache.org/jira/browse/SPARK-37285?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Apache Spark reassigned SPARK-37285:
------------------------------------
Assignee: Apache Spark
> 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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