Merge pull request #281 from alexliap/add_plot_metric

Add plot metric

optbinning/binning/binning_statistics.py

@@ -483,6 +483,7 @@ def __init__(self, name, dtype, special_codes, splits, n_nonevent, n_event,
         self._woe = None
         self._hhi = None
         self._hhi_norm = None
+        self._iv_values = None
         self._iv = None
         self._js = None
         self._gini = None
@@ -547,6 +548,7 @@ def build(self, show_digits=2, add_totals=True):
         t_iv = iv.sum()
         t_js = js.sum()
 
+        self._iv_values = iv
         self._iv = t_iv
         self._js = t_js
         self._hellinger = hellinger(p_ev, p_nev, return_sum=True)
@@ -643,9 +645,9 @@ def plot(self, metric="woe", add_special=True, add_missing=True,
         """
         _check_is_built(self)
 
-        if metric not in ("event_rate", "woe"):
+        if metric not in ("event_rate", "woe", "iv"):
             raise ValueError('Invalid value for metric. Allowed string '
-                             'values are "event_rate" and "woe".')
+                             'values are "event_rate", "woe" and "iv".')
 
         if not isinstance(add_special, bool):
             raise TypeError("add_special must be a boolean; got {}."
@@ -689,6 +691,9 @@ def plot(self, metric="woe", add_special=True, add_missing=True,
         elif metric == "event_rate":
             metric_values = self._event_rate
             metric_label = "Event rate"
+        elif metric == "iv":
+            metric_values = self._iv_values
+            metric_label = "IV"
 
         fig, ax1 = plt.subplots(figsize=figsize)
 
@@ -1580,7 +1585,9 @@ def __init__(self, name, dtype, special_codes, splits, n_records, sums,
         self.user_splits = user_splits
 
         self._mean = None
+        self._iv_values = None
         self._iv = None
+        self._woe_values = None
         self._woe = None
         self._t_mean = None
         self._hhi = None
@@ -1624,7 +1631,9 @@ def build(self, show_digits=2, add_totals=True):
         t_iv = iv.sum()
         t_woe = np.absolute(woe).sum()
 
+        self._iv_values = iv
         self._iv = t_iv
+        self._woe_values = woe
         self._woe = t_woe
         self._t_mean = t_mean
 
@@ -1679,13 +1688,17 @@ def build(self, show_digits=2, add_totals=True):
         return df
 
     def plot(self, add_special=True, add_missing=True, style="bin",
-             show_bin_labels=False, savefig=None, figsize=None):
+             show_bin_labels=False, savefig=None, figsize=None, metric='mean'):
         """Plot the binning table.
 
         Visualize records count and mean values.
 
         Parameters
         ----------
+        metric : str, optional (default="mean")
+            Supported metrics are "mean" to show the Mean value of the target variable in each bin,
+            "iv" to show the IV of each bin and "woe" to show the Weight of Evidence (WoE) of each bin.
+
         add_special : bool (default=True)
             Whether to add the special codes bin.
 
@@ -1735,6 +1748,10 @@ def plot(self, add_special=True, add_missing=True, style="bin",
             if not isinstance(figsize, tuple):
                 raise TypeError('figsize argument must be a tuple.')
 
+        if metric not in ("mean", "iv", "woe"):
+            raise ValueError('Invalid value for metric. Allowed string '
+                             'values are "mean", "iv" and "woe".')
+
         if style == "actual":
             # Hide special and missing bin
             add_special = False
@@ -1746,9 +1763,16 @@ def plot(self, add_special=True, add_missing=True, style="bin",
             elif self.min_x is None or self.max_x is None:
                 raise ValueError('If style="actual", min_x and max_x must be '
                                  'provided.')
-
-        metric_values = self._mean
-        metric_label = "Mean"
+
+        if metric == "mean":
+            metric_values = self._mean
+            metric_label = "Mean"
+        elif metric == "woe":
+            metric_values = self._woe_values
+            metric_label = "WoE"
+        elif metric == "iv":
+            metric_values = self._iv_values
+            metric_label = "IV"
 
         fig, ax1 = plt.subplots(figsize=figsize)