DropHighPSIFeatures support for missing values? #883
Description
If I understand it correctly, currently DropHighPSIFeatures only support either dropping entries with missing values completely or "forcing" the user to impute those beforehand.
An (easy) alternative could be to treat missings as their own bin during the calculation of the PSI value. Was there a reason why this wasn't implemented this way? And what would be a preferred/suggested way to deal with features which contain missing values during the calculation of PSI?