Fits the bins on the training rows only (cut points and WOE use the target), in parallel by column, and applies in sequence:
Usage
scr_bin(triage, config = scr_config())Arguments
- triage
An object from
scr_triage().- config
An object from
scr_config().
Value
An scr_bins object with fit (an obwoe object), screen
(summary and full), holdout, prune, pool (eligible for the
models), derived_excluded, the counts binned, pos_screen and
pos_holdout (the survivors of each gate, in order), the WOE matrices
woe_train/woe_holdout, the originating triage and the config.
Details
Screening, native to the engine: eight admission rules (
IV_BELOW_MIN,IV_SUSPICIOUS,NOT_MONOTONIC,TOO_FEW_BINS,TOO_MANY_BINS,SMALL_BIN,DEGENERATE_BIN,BINNING_ERROR).Hold-out revalidation with frozen bins: IV recomputed on the same labels, train/hold-out PSI (the fixed threshold decides; the n-adjusted one is reported) and the fraction of hold-out without a bin.
Redundancy pruning by rank correlation on the WOE space, ranked by hold-out IV. Under
allow_derived_final = FALSEthe derived flags leave before this step (derived_excluded), so that a flag that cannot be delivered never prunes a real column.
Parallelism
Columns are split into config$nthread chunks, each chunk is binned by a
worker and the fits are merged. The result is identical to the serial one
(a test pins this): the engine is deterministic per column.
See also
Other stages:
scr_align(),
scr_cutoff(),
scr_model(),
scr_reject(),
scr_scorecard(),
scr_select(),
scr_split(),
scr_strategy(),
scr_triage()
Examples
cfg <- scr_config(verbose = FALSE, nthread = 1)
sp <- scr_split(scr_demo, "default", date_col = "ref_date", drop = "id")
#> OOT: 4 period(s) in train, 2 in hold-out (hold-out starts at 2026-05-01, 33.3% of rows)
bn <- scr_bin(scr_triage(sp, cfg), cfg)
bn
#> <scr_bins> 37 binned | screening 20 | hold-out 16 | pruning 12 | pool 12
#> screening: IV_BELOW_MIN 12
#> screening: IV_BELOW_MIN;NOT_MONOTONIC 4
#> screening: NOT_MONOTONIC 1
head(bn$holdout)
#> feature iv_train_bins iv_holdout iv_ratio psi psi_flag
#> <char> <num> <num> <num> <num> <char>
#> 1: vl_score_01 0.33268544 0.28772640 0.8648602 0.006635574 stable
#> 2: vl_redundant 0.17271398 0.10710836 0.6201488 0.006536686 stable
#> 3: vl_score_02 0.16913274 0.12336796 0.7294150 0.005346830 stable
#> 4: vl_score_04 0.11904839 0.11773607 0.9889766 0.003216554 stable
#> 5: ds_region 0.08497314 0.09714339 1.1432247 0.006365199 stable
#> 6: ds_band 0.07980052 0.07804157 0.9779582 0.001317467 stable
#> psi_critical psi_flag_adjusted pct_unbinned holdout_ok holdout_reason
#> <num> <char> <num> <lgcl> <char>
#> 1: 0.013490986 stable 0 TRUE OK
#> 2: 0.013490986 stable 0 TRUE OK
#> 3: 0.013490986 stable 0 TRUE OK
#> 4: 0.013490986 stable 0 TRUE OK
#> 5: 0.010165424 stable 0 TRUE OK
#> 6: 0.008372923 stable 0 TRUE OK