Align WoE

[orchardbirds]

The bucket_table function is reporting a WoE different to the woe_1d function. Which is correct?

The WoE function should be done in one place.

[sbjelogr]

It was like this at some point, but apparently it was changed recently.
I would recommend using one function across the library (like woe_1d).

The most common practice is to have woe=log(%G/%B).
For the purpose of the calculations it does not matter (it's just a sign difference), as long as it is consistent throughout the package.

[orchardbirds]

Yeah unfortunately I've found it's more than a sign difference for certain values. Will do more digging

[orchardbirds]

Found the bug @sbjelogr .

In metrics.py we had python df = pd.concat([X, y], axis=1, ignore_index=True) on line 32.

If X comes from train_test_split, it will have bad indices which means the df doesn't concatenate properly. We just need to add:

X = X.copy().reset_index(drop=True)

on line 22. Fixing tests now, then will commit

[timvink]

Nice work !