Feature Engineering

本文探讨了特征工程在提高模型预测性能中的关键作用,包括利用互信息检测关系、创建新特征(如交互效应处理、标准化和比率)、K-Means聚类作为特征或距离,以及主成分分析进行降维。此外,还介绍了目标编码用于处理类别特征的方法,以减少过拟合风险。

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1. Feature Engineering

The goal of feature engineering is simply to make your data better suited to the problem at hand.

  • improve a model’s predictive performance
  • reduce computational or data needs
  • improve interpretability of the results

2. Mutual Information

The mutual information (MI) between two quantities is a measure of the extent to which knowledge of one quantity reduces uncertainty about the other.

The advantage of mutual information is that it can detect any kind of relationship, while correlation only detects linear relationships.

The least possible mutual information between quantities is 0.0. Conversely, in theory there’s no upper bound to what MI can be. In practice though values above 2.0 or so are uncommon.

Interaction Effect: [Low MI features may have interaction effect, question is HOW to find]

  • The
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