Introduced OOFMeanEncoder

docs/api_doc/encoding/OOFMeanEncoder.rst

@@ -0,0 +1,5 @@
+OOFMeanEncoder
+==============
+
+.. autoclass:: feature_engine.encoding.OOFMeanEncoder
+    :members:

docs/api_doc/encoding/index.rst

@@ -15,6 +15,7 @@ estimated or arbitrary numbers.
 :class:`OrdinalEncoder()`	           √	            √    	        √         Replaces categories with an integer
 :class:`CountEncoder()`           √            √                 √              Replaces categories with their count or frequency
 :class:`MeanEncoder()`                 √	            √               x         Replaces categories with the target mean value
+:class:`OOFMeanEncoder()`              √	            √               x         Out-of-fold target mean encoding
 :class:`WoEEncoder()`	               x	            √	            x         Replaces categories with the weight of the evidence
 :class:`DecisionTreeEncoder()`	       √	            √     	        √         Replaces categories with the predictions of a decision tree
 :class:`RareLabelEncoder()`	           √	            √     	        √         Groups infrequent categories into a single one
@@ -33,6 +34,7 @@ input.
    CountEncoder
    OrdinalEncoder
    MeanEncoder
+   OOFMeanEncoder
    WoEEncoder
    DecisionTreeEncoder
    RareLabelEncoder

feature_engine/encoding/__init__.py

@@ -5,6 +5,7 @@
 from .count_frequency import CountEncoder, CountFrequencyEncoder
 from .decision_tree import DecisionTreeEncoder
 from .mean_encoding import MeanEncoder
+from .oof_mean_encoding import OOFMeanEncoder
 from .one_hot import OneHotEncoder
 from .ordinal import OrdinalEncoder
 from .rare_label import RareLabelEncoder
@@ -16,6 +17,7 @@
     "CountFrequencyEncoder",
     "DecisionTreeEncoder",
     "MeanEncoder",
+    "OOFMeanEncoder",
     "OneHotEncoder",
     "OrdinalEncoder",
     "RareLabelEncoder",