信息价值IV计算案例：
# _*_ coding : utf-8 _*_
# @Time : 2022/5/8 19:57
from numpy import log
from pandas import DataFrame as df
import pandas as pd
def createDateset():
dataSet=[
[0,1,1],
[0,0,0],
[0,1,0],
[1,0,1],
[1,0,0],
[1,1,1],
[0,1,1],
[1,1,1],
[1,0,1],
[1,0,1]
]
return dataSet
def calcWOE(dataset,col,targe):
subdata=df(dataset.groupby(col)[col].count())
suby=df(dataset.groupby(col)[targe].sum())
data=df(pd.merge(subdata,suby,how="left",left_index=True,right_index=True))
b_total=data[targe].sum()
total=data[col].sum()
g_total=total-b_total
data["bad"]=data.apply(lambda x:round(x[targe]/b_total,3),axis=1)
data["good"]=data.apply(lambda x:round((x[col]-x[targe])/g_total,3),axis=1)
data["WOE"]=data.apply(lambda x:log(x.bad/x.good),axis=1)
return data.loc[:,["bad","good","WOE"]]
def calcIV(dataset):
dataset["IV"] = dataset.apply(lambda x:(x.bad-x.good)*x.WOE,axis=1)
IV=sum(dataset["IV"])
return IV
if __name__=='__main__':
data = createDateset()
data = df(data,columns=["x1","x2","y"])
data_WOE=calcWOE(data,"x1","y")
print(data_WOE)
data_IV=calcIV(data_WOE)
print(data_IV)
