Weight of Evidence Encoding

Learn how to use the weight of evidence encoding for categorical features.

What is the weight of evidence encoding?

Weight of evidence (WOE) is a technique used to encode categorical features for classification tasks. It’s a measure of evidence on one side of an issue compared with the evidence on the other side of the issue. For simplicity, in this course, we only focus on binary classification.

WOE=ln(p(1)p(0))WOE = \ln (\frac{p(1)}{p(0)})

  • p(1)p(1) is the probability of the label 1 for one category value.
  • p(0)p(0) is the probability of the label 0 for one category value.

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