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Hetero Feature Binning

Feature binning or data binning is a data pre-processing technique. It can be use to reduce the effects of minor observation errors, calculate information values and so on.

Currently, we provide quantile binning and bucket binning methods. To achieve quantile binning approach, we have used a special data structure mentioned in this paper. Feel free to check out the detail algorithm in the paper.

As for calculating the federated iv and woe values, the following figure can describe the principle properly.

Figure 1 (Federated Feature Binning
Principle)

As the figure shows, B party which has the data labels encrypt its labels with Addiction homomorphic encryption and then send to A. A static each bin's label sum and send back. Then B can calculate woe and iv base on the given information.

For multiple hosts, it is similar with one host case. Guest sends its encrypted label information to all hosts, and each of the hosts calculates and sends back the static info.

Figure 2: Multi-Host Binning
Principle

For optimal binning, each party use quantile binning or bucket binning find initial split points. Then Guest will send encrypted labels to Host. Host use them calculate histogram of each bin and send back to Guest. Then start optimal binning methods.

Figure 3: Multi-Host Binning
Principle

There exist two kinds of methods, merge-optimal binning and split-optimal binning. When choosing metrics as iv, gini or chi-square, merge type optimal binning will be used. On the other hand, if ks is choosed, split type optimal binning will be used.

Binning module supports multi-class data to calculate iv and woe too. To achieve it, one-vs-rest mechanism is used. Each label will be chosen iteratively as event case. All other cases will be treated as non-event cases. Therefore, we can obtain a set of iv\&woe result for each label case.

Param

feature_binning_param

Classes

TransformParam (BaseParam)

Define how to transfer the cols

Parameters:

Name Type Description Default
transform_cols list of column index, default: -1

Specify which columns need to be transform. If column index is None, None of columns will be transformed. If it is -1, it will use same columns as cols in binning module.

-1
transform_names list of string, default: []

Specify which columns need to calculated. Each element in the list represent for a column name in header.

None
transform_type {'bin_num', 'woe', None}

Specify which value these columns going to replace. 1. bin_num: Transfer original feature value to bin index in which this value belongs to. 2. woe: This is valid for guest party only. It will replace original value to its woe value 3. None: nothing will be replaced.

'bin_num'
Source code in federatedml/param/feature_binning_param.py
class TransformParam(BaseParam):
    """
    Define how to transfer the cols

    Parameters
    ----------
    transform_cols : list of column index, default: -1
        Specify which columns need to be transform. If column index is None, None of columns will be transformed.
        If it is -1, it will use same columns as cols in binning module.

    transform_names: list of string, default: []
        Specify which columns need to calculated. Each element in the list represent for a column name in header.


    transform_type: {'bin_num', 'woe', None}
        Specify which value these columns going to replace.
         1. bin_num: Transfer original feature value to bin index in which this value belongs to.
         2. woe: This is valid for guest party only. It will replace original value to its woe value
         3. None: nothing will be replaced.
    """

    def __init__(self, transform_cols=-1, transform_names=None, transform_type="bin_num"):
        super(TransformParam, self).__init__()
        self.transform_cols = transform_cols
        self.transform_names = transform_names
        self.transform_type = transform_type

    def check(self):
        descr = "Transform Param's "
        if self.transform_cols is not None and self.transform_cols != -1:
            self.check_defined_type(self.transform_cols, descr, ['list'])
        self.check_defined_type(self.transform_names, descr, ['list', "NoneType"])
        if self.transform_names is not None:
            for name in self.transform_names:
                if not isinstance(name, str):
                    raise ValueError("Elements in transform_names should be string type")
        self.check_valid_value(self.transform_type, descr, ['bin_num', 'woe', None])
__init__(self, transform_cols=-1, transform_names=None, transform_type='bin_num') special
Source code in federatedml/param/feature_binning_param.py
def __init__(self, transform_cols=-1, transform_names=None, transform_type="bin_num"):
    super(TransformParam, self).__init__()
    self.transform_cols = transform_cols
    self.transform_names = transform_names
    self.transform_type = transform_type
check(self)
Source code in federatedml/param/feature_binning_param.py
def check(self):
    descr = "Transform Param's "
    if self.transform_cols is not None and self.transform_cols != -1:
        self.check_defined_type(self.transform_cols, descr, ['list'])
    self.check_defined_type(self.transform_names, descr, ['list', "NoneType"])
    if self.transform_names is not None:
        for name in self.transform_names:
            if not isinstance(name, str):
                raise ValueError("Elements in transform_names should be string type")
    self.check_valid_value(self.transform_type, descr, ['bin_num', 'woe', None])
OptimalBinningParam (BaseParam)

Indicate optimal binning params

Parameters:

Name Type Description Default
metric_method str, default: "iv"

The algorithm metric method. Support iv, gini, ks, chi-square

'iv'
min_bin_pct float, default: 0.05

The minimum percentage of each bucket

0.05
max_bin_pct float, default: 1.0

The maximum percentage of each bucket

1.0
init_bin_nums int, default 100

Number of bins when initialize

1000
mixture bool, default: True

Whether each bucket need event and non-event records

True
init_bucket_method str default: quantile

Init bucket methods. Accept quantile and bucket.

'quantile'
Source code in federatedml/param/feature_binning_param.py
class OptimalBinningParam(BaseParam):
    """
    Indicate optimal binning params

    Parameters
    ----------
    metric_method: str, default: "iv"
        The algorithm metric method. Support iv, gini, ks, chi-square


    min_bin_pct: float, default: 0.05
        The minimum percentage of each bucket

    max_bin_pct: float, default: 1.0
        The maximum percentage of each bucket

    init_bin_nums: int, default 100
        Number of bins when initialize

    mixture: bool, default: True
        Whether each bucket need event and non-event records

    init_bucket_method: str default: quantile
        Init bucket methods. Accept quantile and bucket.

    """

    def __init__(self, metric_method='iv', min_bin_pct=0.05, max_bin_pct=1.0,
                 init_bin_nums=1000, mixture=True, init_bucket_method='quantile'):
        super().__init__()
        self.init_bucket_method = init_bucket_method
        self.metric_method = metric_method
        self.max_bin = None
        self.mixture = mixture
        self.max_bin_pct = max_bin_pct
        self.min_bin_pct = min_bin_pct
        self.init_bin_nums = init_bin_nums
        self.adjustment_factor = None

    def check(self):
        descr = "hetero binning's optimal binning param's"
        self.check_string(self.metric_method, descr)

        self.metric_method = self.metric_method.lower()
        if self.metric_method in ['chi_square', 'chi-square']:
            self.metric_method = 'chi_square'
        self.check_valid_value(self.metric_method, descr, ['iv', 'gini', 'chi_square', 'ks'])
        self.check_positive_integer(self.init_bin_nums, descr)

        self.init_bucket_method = self.init_bucket_method.lower()
        self.check_valid_value(self.init_bucket_method, descr, ['quantile', 'bucket'])

        if self.max_bin_pct not in [1, 0]:
            self.check_decimal_float(self.max_bin_pct, descr)
        if self.min_bin_pct not in [1, 0]:
            self.check_decimal_float(self.min_bin_pct, descr)
        if self.min_bin_pct > self.max_bin_pct:
            raise ValueError("Optimal binning's min_bin_pct should less or equal than max_bin_pct")

        self.check_boolean(self.mixture, descr)
        self.check_positive_integer(self.init_bin_nums, descr)
__init__(self, metric_method='iv', min_bin_pct=0.05, max_bin_pct=1.0, init_bin_nums=1000, mixture=True, init_bucket_method='quantile') special
Source code in federatedml/param/feature_binning_param.py
def __init__(self, metric_method='iv', min_bin_pct=0.05, max_bin_pct=1.0,
             init_bin_nums=1000, mixture=True, init_bucket_method='quantile'):
    super().__init__()
    self.init_bucket_method = init_bucket_method
    self.metric_method = metric_method
    self.max_bin = None
    self.mixture = mixture
    self.max_bin_pct = max_bin_pct
    self.min_bin_pct = min_bin_pct
    self.init_bin_nums = init_bin_nums
    self.adjustment_factor = None
check(self)
Source code in federatedml/param/feature_binning_param.py
def check(self):
    descr = "hetero binning's optimal binning param's"
    self.check_string(self.metric_method, descr)

    self.metric_method = self.metric_method.lower()
    if self.metric_method in ['chi_square', 'chi-square']:
        self.metric_method = 'chi_square'
    self.check_valid_value(self.metric_method, descr, ['iv', 'gini', 'chi_square', 'ks'])
    self.check_positive_integer(self.init_bin_nums, descr)

    self.init_bucket_method = self.init_bucket_method.lower()
    self.check_valid_value(self.init_bucket_method, descr, ['quantile', 'bucket'])

    if self.max_bin_pct not in [1, 0]:
        self.check_decimal_float(self.max_bin_pct, descr)
    if self.min_bin_pct not in [1, 0]:
        self.check_decimal_float(self.min_bin_pct, descr)
    if self.min_bin_pct > self.max_bin_pct:
        raise ValueError("Optimal binning's min_bin_pct should less or equal than max_bin_pct")

    self.check_boolean(self.mixture, descr)
    self.check_positive_integer(self.init_bin_nums, descr)
FeatureBinningParam (BaseParam)

Define the feature binning method

Parameters:

Name Type Description Default
method str, 'quantile', 'bucket' or 'optimal', default: 'quantile'

Binning method.

'quantile'
compress_thres int, default: 10000

When the number of saved summaries exceed this threshold, it will call its compress function

10000
head_size int, default: 10000

The buffer size to store inserted observations. When head list reach this buffer size, the QuantileSummaries object start to generate summary(or stats) and insert into its sampled list.

10000
error float, 0 <= error < 1 default: 0.001

The error of tolerance of binning. The final split point comes from original data, and the rank of this value is close to the exact rank. More precisely, floor((p - 2 * error) * N) <= rank(x) <= ceil((p + 2 * error) * N) where p is the quantile in float, and N is total number of data.

0.0001
bin_num int, bin_num > 0, default: 10

The max bin number for binning

10
bin_indexes list of int or int, default: -1

Specify which columns need to be binned. -1 represent for all columns. If you need to indicate specific cols, provide a list of header index instead of -1.

-1
bin_names list of string, default: []

Specify which columns need to calculated. Each element in the list represent for a column name in header.

None
adjustment_factor float, default: 0.5

the adjustment factor when calculating WOE. This is useful when there is no event or non-event in a bin. Please note that this parameter will NOT take effect for setting in host.

0.5
category_indexes list of int or int, default: []

Specify which columns are category features. -1 represent for all columns. List of int indicate a set of such features. For category features, bin_obj will take its original values as split_points and treat them as have been binned. If this is not what you expect, please do NOT put it into this parameters.

The number of categories should not exceed bin_num set above.

None
category_names list of string, default: []

Use column names to specify category features. Each element in the list represent for a column name in header.

None
local_only bool, default: False

Whether just provide binning method to guest party. If true, host party will do nothing. Warnings: This parameter will be deprecated in future version.

False
transform_param TransformParam

Define how to transfer the binned data.

<federatedml.param.feature_binning_param.TransformParam object at 0x7f27551ddb10>
need_run bool, default True

Indicate if this module needed to be run

True
skip_static bool, default False

If true, binning will not calculate iv, woe etc. In this case, optimal-binning will not be supported.

False
Source code in federatedml/param/feature_binning_param.py
class FeatureBinningParam(BaseParam):
    """
    Define the feature binning method

    Parameters
    ----------
    method : str, 'quantile', 'bucket' or 'optimal', default: 'quantile'
        Binning method.

    compress_thres: int, default: 10000
        When the number of saved summaries exceed this threshold, it will call its compress function

    head_size: int, default: 10000
        The buffer size to store inserted observations. When head list reach this buffer size, the
        QuantileSummaries object start to generate summary(or stats) and insert into its sampled list.

    error: float, 0 <= error < 1 default: 0.001
        The error of tolerance of binning. The final split point comes from original data, and the rank
        of this value is close to the exact rank. More precisely,
        floor((p - 2 * error) * N) <= rank(x) <= ceil((p + 2 * error) * N)
        where p is the quantile in float, and N is total number of data.

    bin_num: int, bin_num > 0, default: 10
        The max bin number for binning

    bin_indexes : list of int or int, default: -1
        Specify which columns need to be binned. -1 represent for all columns. If you need to indicate specific
        cols, provide a list of header index instead of -1.

    bin_names : list of string, default: []
        Specify which columns need to calculated. Each element in the list represent for a column name in header.

    adjustment_factor : float, default: 0.5
        the adjustment factor when calculating WOE. This is useful when there is no event or non-event in
        a bin. Please note that this parameter will NOT take effect for setting in host.

    category_indexes : list of int or int, default: []
        Specify which columns are category features. -1 represent for all columns. List of int indicate a set of
        such features. For category features, bin_obj will take its original values as split_points and treat them
        as have been binned. If this is not what you expect, please do NOT put it into this parameters.

        The number of categories should not exceed bin_num set above.

    category_names : list of string, default: []
        Use column names to specify category features. Each element in the list represent for a column name in header.

    local_only : bool, default: False
        Whether just provide binning method to guest party. If true, host party will do nothing.
        Warnings: This parameter will be deprecated in future version.

    transform_param: TransformParam
        Define how to transfer the binned data.

    need_run: bool, default True
        Indicate if this module needed to be run

    skip_static: bool, default False
        If true, binning will not calculate iv, woe etc. In this case, optimal-binning
        will not be supported.

    """

    def __init__(self, method=consts.QUANTILE,
                 compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
                 head_size=consts.DEFAULT_HEAD_SIZE,
                 error=consts.DEFAULT_RELATIVE_ERROR,
                 bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
                 transform_param=TransformParam(),
                 local_only=False,
                 category_indexes=None, category_names=None,
                 need_run=True, skip_static=False):
        super(FeatureBinningParam, self).__init__()
        self.method = method
        self.compress_thres = compress_thres
        self.head_size = head_size
        self.error = error
        self.adjustment_factor = adjustment_factor
        self.bin_num = bin_num
        self.bin_indexes = bin_indexes
        self.bin_names = bin_names
        self.category_indexes = category_indexes
        self.category_names = category_names
        self.transform_param = copy.deepcopy(transform_param)
        self.need_run = need_run
        self.skip_static = skip_static
        self.local_only = local_only

    def check(self):
        descr = "Binning param's"
        self.check_string(self.method, descr)
        self.method = self.method.lower()
        self.check_positive_integer(self.compress_thres, descr)
        self.check_positive_integer(self.head_size, descr)
        self.check_decimal_float(self.error, descr)
        self.check_positive_integer(self.bin_num, descr)
        if self.bin_indexes != -1:
            self.check_defined_type(self.bin_indexes, descr, ['list', 'RepeatedScalarContainer', "NoneType"])
        self.check_defined_type(self.bin_names, descr, ['list', "NoneType"])
        self.check_defined_type(self.category_indexes, descr, ['list', "NoneType"])
        self.check_defined_type(self.category_names, descr, ['list', "NoneType"])
        self.check_open_unit_interval(self.adjustment_factor, descr)
        self.check_boolean(self.local_only, descr)
__init__(self, method='quantile', compress_thres=10000, head_size=10000, error=0.0001, bin_num=10, bin_indexes=-1, bin_names=None, adjustment_factor=0.5, transform_param=<federatedml.param.feature_binning_param.TransformParam object at 0x7f27551ddb10>, local_only=False, category_indexes=None, category_names=None, need_run=True, skip_static=False) special
Source code in federatedml/param/feature_binning_param.py
def __init__(self, method=consts.QUANTILE,
             compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
             head_size=consts.DEFAULT_HEAD_SIZE,
             error=consts.DEFAULT_RELATIVE_ERROR,
             bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
             transform_param=TransformParam(),
             local_only=False,
             category_indexes=None, category_names=None,
             need_run=True, skip_static=False):
    super(FeatureBinningParam, self).__init__()
    self.method = method
    self.compress_thres = compress_thres
    self.head_size = head_size
    self.error = error
    self.adjustment_factor = adjustment_factor
    self.bin_num = bin_num
    self.bin_indexes = bin_indexes
    self.bin_names = bin_names
    self.category_indexes = category_indexes
    self.category_names = category_names
    self.transform_param = copy.deepcopy(transform_param)
    self.need_run = need_run
    self.skip_static = skip_static
    self.local_only = local_only
check(self)
Source code in federatedml/param/feature_binning_param.py
def check(self):
    descr = "Binning param's"
    self.check_string(self.method, descr)
    self.method = self.method.lower()
    self.check_positive_integer(self.compress_thres, descr)
    self.check_positive_integer(self.head_size, descr)
    self.check_decimal_float(self.error, descr)
    self.check_positive_integer(self.bin_num, descr)
    if self.bin_indexes != -1:
        self.check_defined_type(self.bin_indexes, descr, ['list', 'RepeatedScalarContainer', "NoneType"])
    self.check_defined_type(self.bin_names, descr, ['list', "NoneType"])
    self.check_defined_type(self.category_indexes, descr, ['list', "NoneType"])
    self.check_defined_type(self.category_names, descr, ['list', "NoneType"])
    self.check_open_unit_interval(self.adjustment_factor, descr)
    self.check_boolean(self.local_only, descr)
HeteroFeatureBinningParam (FeatureBinningParam)
Source code in federatedml/param/feature_binning_param.py
class HeteroFeatureBinningParam(FeatureBinningParam):
    def __init__(self, method=consts.QUANTILE,
                 compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
                 head_size=consts.DEFAULT_HEAD_SIZE,
                 error=consts.DEFAULT_RELATIVE_ERROR,
                 bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
                 transform_param=TransformParam(), optimal_binning_param=OptimalBinningParam(),
                 local_only=False, category_indexes=None, category_names=None,
                 encrypt_param=EncryptParam(),
                 need_run=True, skip_static=False):
        super(HeteroFeatureBinningParam, self).__init__(method=method, compress_thres=compress_thres,
                                                        head_size=head_size, error=error,
                                                        bin_num=bin_num, bin_indexes=bin_indexes,
                                                        bin_names=bin_names, adjustment_factor=adjustment_factor,
                                                        transform_param=transform_param,
                                                        category_indexes=category_indexes,
                                                        category_names=category_names,
                                                        need_run=need_run, local_only=local_only,
                                                        skip_static=skip_static)
        self.optimal_binning_param = copy.deepcopy(optimal_binning_param)
        self.encrypt_param = encrypt_param

    def check(self):
        descr = "Hetero Binning param's"
        super(HeteroFeatureBinningParam, self).check()
        self.check_valid_value(self.method, descr, [consts.QUANTILE, consts.BUCKET, consts.OPTIMAL])
        self.optimal_binning_param.check()
        self.encrypt_param.check()
        if self.encrypt_param.method != consts.PAILLIER:
            raise ValueError("Feature Binning support Paillier encrypt method only.")
        if self.skip_static and self.method == consts.OPTIMAL:
            raise ValueError("When skip_static, optimal binning is not supported.")
        self.transform_param.check()
        if self.skip_static and self.transform_param.transform_type == 'woe':
            raise ValueError("To use woe transform, skip_static should set as False")
__init__(self, method='quantile', compress_thres=10000, head_size=10000, error=0.0001, bin_num=10, bin_indexes=-1, bin_names=None, adjustment_factor=0.5, transform_param=<federatedml.param.feature_binning_param.TransformParam object at 0x7f27551ddf90>, optimal_binning_param=<federatedml.param.feature_binning_param.OptimalBinningParam object at 0x7f27551ddfd0>, local_only=False, category_indexes=None, category_names=None, encrypt_param=<federatedml.param.encrypt_param.EncryptParam object at 0x7f27551dd3d0>, need_run=True, skip_static=False) special
Source code in federatedml/param/feature_binning_param.py
def __init__(self, method=consts.QUANTILE,
             compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
             head_size=consts.DEFAULT_HEAD_SIZE,
             error=consts.DEFAULT_RELATIVE_ERROR,
             bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
             transform_param=TransformParam(), optimal_binning_param=OptimalBinningParam(),
             local_only=False, category_indexes=None, category_names=None,
             encrypt_param=EncryptParam(),
             need_run=True, skip_static=False):
    super(HeteroFeatureBinningParam, self).__init__(method=method, compress_thres=compress_thres,
                                                    head_size=head_size, error=error,
                                                    bin_num=bin_num, bin_indexes=bin_indexes,
                                                    bin_names=bin_names, adjustment_factor=adjustment_factor,
                                                    transform_param=transform_param,
                                                    category_indexes=category_indexes,
                                                    category_names=category_names,
                                                    need_run=need_run, local_only=local_only,
                                                    skip_static=skip_static)
    self.optimal_binning_param = copy.deepcopy(optimal_binning_param)
    self.encrypt_param = encrypt_param
check(self)
Source code in federatedml/param/feature_binning_param.py
def check(self):
    descr = "Hetero Binning param's"
    super(HeteroFeatureBinningParam, self).check()
    self.check_valid_value(self.method, descr, [consts.QUANTILE, consts.BUCKET, consts.OPTIMAL])
    self.optimal_binning_param.check()
    self.encrypt_param.check()
    if self.encrypt_param.method != consts.PAILLIER:
        raise ValueError("Feature Binning support Paillier encrypt method only.")
    if self.skip_static and self.method == consts.OPTIMAL:
        raise ValueError("When skip_static, optimal binning is not supported.")
    self.transform_param.check()
    if self.skip_static and self.transform_param.transform_type == 'woe':
        raise ValueError("To use woe transform, skip_static should set as False")
HomoFeatureBinningParam (FeatureBinningParam)
Source code in federatedml/param/feature_binning_param.py
class HomoFeatureBinningParam(FeatureBinningParam):
    def __init__(self, method=consts.VIRTUAL_SUMMARY,
                 compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
                 head_size=consts.DEFAULT_HEAD_SIZE,
                 error=consts.DEFAULT_RELATIVE_ERROR,
                 sample_bins=100,
                 bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
                 transform_param=TransformParam(),
                 category_indexes=None, category_names=None,
                 need_run=True, skip_static=False, max_iter=100):
        super(HomoFeatureBinningParam, self).__init__(method=method, compress_thres=compress_thres,
                                                      head_size=head_size, error=error,
                                                      bin_num=bin_num, bin_indexes=bin_indexes,
                                                      bin_names=bin_names, adjustment_factor=adjustment_factor,
                                                      transform_param=transform_param,
                                                      category_indexes=category_indexes, category_names=category_names,
                                                      need_run=need_run,
                                                      skip_static=skip_static)
        self.sample_bins = sample_bins
        self.max_iter = max_iter

    def check(self):
        descr = "homo binning param's"
        super(HomoFeatureBinningParam, self).check()
        self.check_string(self.method, descr)
        self.method = self.method.lower()
        self.check_valid_value(self.method, descr, [consts.VIRTUAL_SUMMARY, consts.RECURSIVE_QUERY])
        self.check_positive_integer(self.max_iter, descr)
        if self.max_iter > 100:
            raise ValueError("Max iter is not allowed exceed 100")
__init__(self, method='virtual_summary', compress_thres=10000, head_size=10000, error=0.0001, sample_bins=100, bin_num=10, bin_indexes=-1, bin_names=None, adjustment_factor=0.5, transform_param=<federatedml.param.feature_binning_param.TransformParam object at 0x7f2755330110>, category_indexes=None, category_names=None, need_run=True, skip_static=False, max_iter=100) special
Source code in federatedml/param/feature_binning_param.py
def __init__(self, method=consts.VIRTUAL_SUMMARY,
             compress_thres=consts.DEFAULT_COMPRESS_THRESHOLD,
             head_size=consts.DEFAULT_HEAD_SIZE,
             error=consts.DEFAULT_RELATIVE_ERROR,
             sample_bins=100,
             bin_num=consts.G_BIN_NUM, bin_indexes=-1, bin_names=None, adjustment_factor=0.5,
             transform_param=TransformParam(),
             category_indexes=None, category_names=None,
             need_run=True, skip_static=False, max_iter=100):
    super(HomoFeatureBinningParam, self).__init__(method=method, compress_thres=compress_thres,
                                                  head_size=head_size, error=error,
                                                  bin_num=bin_num, bin_indexes=bin_indexes,
                                                  bin_names=bin_names, adjustment_factor=adjustment_factor,
                                                  transform_param=transform_param,
                                                  category_indexes=category_indexes, category_names=category_names,
                                                  need_run=need_run,
                                                  skip_static=skip_static)
    self.sample_bins = sample_bins
    self.max_iter = max_iter
check(self)
Source code in federatedml/param/feature_binning_param.py
def check(self):
    descr = "homo binning param's"
    super(HomoFeatureBinningParam, self).check()
    self.check_string(self.method, descr)
    self.method = self.method.lower()
    self.check_valid_value(self.method, descr, [consts.VIRTUAL_SUMMARY, consts.RECURSIVE_QUERY])
    self.check_positive_integer(self.max_iter, descr)
    if self.max_iter > 100:
        raise ValueError("Max iter is not allowed exceed 100")

Features

  1. Support Quantile Binning based on quantile summary algorithm.
  2. Support Bucket Binning.
  3. Support missing value input by ignoring them.
  4. Support sparse data format generated by dataio component.
  5. Support calculating woe and iv as well as counting positive and negative cases for each bin.
  6. Support transforming data into bin indexes.
  7. Support multiple hosts binning.
  8. Support 4 types of optimal binning.
  9. Support asymmetric binning methods on Host & Guest sides.
  10. Support multi-class iv\&woe calculation.

Last update: 2021-11-08
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