OptBinning: The Python Optimal Binning library

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. OptBinning is a library written in Python implementing a rigorous and flexible mathematical programming formulation to solve the optimal binning problem for a binary, continuous and multiclass target type, incorporating constraints not previously addressed.

Getting started

• Installation
• Tutorials
• Release Notes

Optimal binning algorithms

• Optimal binning with binary target
• Optimal binning with continuous target
• Optimal binning with multiclass target
• Binning process
• Binning tables
• Utilities

Scorecard development

• Scorecard
• Counterfactual explanations

Optimal piecewise binning

• Optimal piecewise binning with binary target
• Optimal piecewise binning with continuous target

Batch and stream optimal binning

• Optimal binning sketch with binary target
• Binning process sketch with binary target

Binning under uncertainty

• Stochastic optimal binning

Optimal binning 2D

• Optimal binning 2D with binary target
• Optimal binning 2D with continuous target
• Binning 2D tables

Other binning algorithms

• MDLP discretization algorithm

Utilities

• Outlier detection