论文标题
最佳binning：数学编程公式
Optimal binning: mathematical programming formulation
论文作者
论文摘要
最佳套筒是在给定离散或连续数字目标的情况下，变量最佳离散化为垃圾箱。我们提出了一种严格且可扩展的数学编程公式，用于解决二进制，连续和多级目标类型的最佳封装问题，并结合了以前未解决的约束。对于所有三种目标类型，我们介绍了凸混合组编程公式。经过精心讨论了几种算法增强功能，例如通过基于机器学习的分类器和实现方面自动确定最合适的单调趋势。新的数学编程公式是在开源Python库Optbinning中仔细实现的。
The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not previously addressed. For all three target types, we introduce a convex mixed-integer programming formulation. Several algorithmic enhancements, such as automatic determination of the most suitable monotonic trend via a Machine-Learning-based classifier and implementation aspects are thoughtfully discussed. The new mathematical programming formulations are carefully implemented in the open-source python library OptBinning.
