[jira] [Created] (SPARK-37285) Add Weight of Evidence and Information value to ml.feature

["Simon Tao (Jira)" <ji...@apache.org>]

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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