Code repository for the Online Course Feature Engineering for Machine Learning
Published November, 2017 Last Updated December, 2020
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Introduction: Variable Types
- Numerical Variables: Discrete and continuous
- Categorical Variables: Nominal and Ordinal
- Datetime variables
- Mixed variables: strings and numbers
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Variable Characteristics
- Missing Data
- Cardinality
- Category Frequency
- Distributions
- Outliers
- Magnitude
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Missing Data Imputation
- Mean and Median Imputation
- Arbitrary value imputation
- End of Tail Imputation
- Frequent category imputation
- Adding string missing
- Random Sample Imputation
- Adding a missing indicator
- Imputation with Scikit-learn
- Imputation with Feature-engine
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Multivariate Imputation
- MICE
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Categorical Variable Encoding
- One hot encoding: simple and of frequent categories
- Ordinal encoding: arbitrary and ordered
- Target mean encoding
- Weight of evidence
- Probability Ratio
- Rare Label encoding
- Encoding with Scikit-learn
- Encoding with Feature-engine
- Encoding with category encoders
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Variable Transformation
- Log, power and reciprocal
- Box-Cox
- yeo-Johnson
- Transformation with Scikit-learn
- Transformation with Feature-engine
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Discretisation
- Arbitrary
- Equal-frequency discretisation
- Equal-width discretisation
- K-means discretisation
- Discretisation with trees
- Discretisation with Scikit-learn
- Discretisation with Feature-engine
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Outliers
- Capping
- Trimming
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Feature Scaling
- Standardisation
- MinMaxScaling
- MaxAbsoluteScaling
- RobustScaling
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Mixed variables
- Creating new variables from strings and numbers
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Datetime
- Extracting day, month, week, etc
- Extracting hr, min, sec, etc
- Capturing elapsed time
- Working with timezones
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Pipelines
- Classification Pipeline
- Regression Pipeline
- Pipeline with cross-validation