Variable Transform in Shifu - ShifuML/shifu GitHub Wiki

Transform Types in Shifu

Such transform types are useful in Neural Network and Logistic Regression models.

Transform Types

Woe Transform

Woe transform is used to transform numerical values into discrete values;
'ln' function in woe implicit some normalization.
Better model stability after woe transform.

How to Normalize Categorical Features

In Shifu, positive rate/woe value is used for each categorical feature.
In tree models, no need transform categorical features to numerical.