Setting value for max_bin_size will break binning process about optbinning HOT 4 CLOSED

Hi, thanks for all the details.

It might be that, given the data distribution, the pre-binning algorithm (CART) considers that the best split to maximize Gini/IV is 2.5. For binary target, to reduce the presence of dominating bins (bin 0) you can try different values of the parameter gamma: http://gnpalencia.org/optbinning/tutorials/tutorial_binary.html#Reduction-of-dominating-bins. Other approaches that you might try are:

• Pass your splits using option user_splits.
• Use a smaller min_prebin_size and a larger max_n_prebins. Then, set min_bin_size=0.05 and max_bin_size=0.4.

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Hi,

Setting a small max_bin_size might produce no bins if prebins are very heterogeneous. In addition, the parameter min_prebin_size (default value = 0.05) must be <= max_bin_size (default value is None). Could you please provide a reproducible example?

Thanks

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Hi @guillermo-navas-palencia ,I have column with distribution like this

When a use OptimalBinning with default parameter, then binning table I get is

I feel that bin 0 contain too much in comparison with others, so I set max_bin_size to 0.4 to hope that algorithm will split bin 0 to smaller bins. But the result is not like what I expect:

If I set max_bin_size =0.5, the result is similar with the first result.

Thanks.

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Thanks you very much @guillermo-navas-palencia for your suggestion. I decrease min_prebin_size and increase max_n_prebins then value max_bin_size takes expect effect.

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