Author: statcompute

Binning with Weights

After working on the MOB package, I received requests from multiple users if I can write a binning function that takes the weighting scheme into consideration. It is a legitimate...continue reading.

Batch Processing of Monotonic Binning

In my GitHub repository (https://github.com/statcompute/MonotonicBinning), multiple R functions have been developed to implement the monotonic binning by using either iterative discretization or isotonic regression. With these functions, we can run...continue reading.

Monotonic Binning with GBM

In addition to monotonic binning algorithms introduced in my previous post (https://statcompute.wordpress.com/2019/03/10/a-summary-of-my-home-brew-binning-algorithms-for-scorecard-development), two more functions based on Generalized Boosted Regression Models have been added to my GitHub repository, gbm_bin() and...continue reading.

Deployment of Binning Outcomes in Production

In my previous post (https://statcompute.wordpress.com/2019/03/10/a-summary-of-my-home-brew-binning-algorithms-for-scorecard-development), I’ve shown different monotonic binning algorithm that I developed over time. However, these binning functions are all useless without a deployment vehicle in production. During...continue reading.

Direct Optimization of Hyper-Parameter

In the previous post (https://statcompute.wordpress.com/2019/02/03/sobol-sequence-vs-uniform-random-in-hyper-parameter-optimization), it is shown how to identify the optimal hyper-parameter in a General Regression Neural Network by using the Sobol sequence and the uniform random generator...continue reading.