scripts/builtin/WoEApply.dml

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#-------------------------------------------------------------

# function Weight of evidence / information gain apply on new data
#
# INPUT:
# --------------------------------------------------
# X              ---
# Y              ---
# entropyMatrix  ---
# --------------------------------------------------
#
# OUTPUT:
# ------------------------------------------------
# F              Weighted X matrix where the entropy mask is applied
# ------------------------------------------------

m_WoEApply = function(Matrix[Double] X, Matrix[Double] Y, Matrix[Double] entropyMatrix)
return (Matrix[Double] F) {
  F = matrix(1, nrow(X), ncol(X)) # allocate dense output matrix
  for(i in 1:ncol(X))
  {
    if(sum(abs(entropyMatrix[i])) > 0)
    {
      L = replace(target=X[, i], pattern=NaN, replacement=1)
      idx = min(ncol(entropyMatrix), max(L))
      entropy = entropyMatrix[i, 1:idx]
      resp = matrix(0, nrow(L), idx)
      resp = (resp + t(seq(1, idx))) == L
      resp = resp * entropy
      F[, i] = rowSums(resp)
    }  
  }
  
}