python数据分箱_如何在python中实现数据的最优分箱

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Monotonic Binning with Python

Monotonic binning is a data preparation technique widely used in scorecard development and is usually implemented with SAS. Below is an attempt to do the monotonic binning with python.

Python Code:

# import packages

import pandas as pd

import numpy as np

import scipy.stats.stats as stats

# import data

data = pd.read_csv("/home/liuwensui/Documents/data/accepts.csv", sep = ",", header = 0)

# define a binning function

def mono_bin(Y, X, n = 20):

# fill missings with median

X2 = X.fillna(np.median(X))

r = 0

while np.abs(r) < 1:

d1 = pd.DataFrame({"X": X2, "Y": Y, "Bucket": pd.qcut(X2, n)})

d2 = d1.groupby('Bucket', as_index = True)

r, p = stats.spearmanr(d2.mean().X, d2.me