mirror of
https://github.com/ashishpatel26/Amazing-Feature-Engineering.git
synced 2022-05-07 18:26:02 +03:00
689 lines
17 KiB
Plaintext
689 lines
17 KiB
Plaintext
{
|
|
"cells": [
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 1,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"import pandas as pd\n",
|
|
"import numpy as np\n",
|
|
"# import seaborn as sns\n",
|
|
"# import matplotlib.pyplot as plt\n",
|
|
"import os\n",
|
|
"from sklearn.model_selection import train_test_split\n",
|
|
"\n",
|
|
"import category_encoders as ce\n",
|
|
"from feature_engineering import encoding\n"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Load Dataset"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 2,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/html": [
|
|
"<div>\n",
|
|
"<style scoped>\n",
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
|
" vertical-align: middle;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe tbody tr th {\n",
|
|
" vertical-align: top;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe thead th {\n",
|
|
" text-align: right;\n",
|
|
" }\n",
|
|
"</style>\n",
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
|
" <thead>\n",
|
|
" <tr style=\"text-align: right;\">\n",
|
|
" <th></th>\n",
|
|
" <th>Survived</th>\n",
|
|
" <th>Pclass</th>\n",
|
|
" <th>Sex</th>\n",
|
|
" <th>Age</th>\n",
|
|
" <th>SibSp</th>\n",
|
|
" <th>Fare</th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>0</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>male</td>\n",
|
|
" <td>22.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>7.2500</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>1</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>female</td>\n",
|
|
" <td>38.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>71.2833</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>female</td>\n",
|
|
" <td>26.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>7.9250</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>3</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>female</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>53.1000</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>4</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>male</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>8.0500</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Survived Pclass Sex Age SibSp Fare\n",
|
|
"0 0 3 male 22.0 1 7.2500\n",
|
|
"1 1 1 female 38.0 1 71.2833\n",
|
|
"2 1 3 female 26.0 0 7.9250\n",
|
|
"3 1 1 female 35.0 1 53.1000\n",
|
|
"4 0 3 male 35.0 0 8.0500"
|
|
]
|
|
},
|
|
"execution_count": 2,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"use_cols = [\n",
|
|
" 'Pclass', 'Sex', 'Age', 'Fare', 'SibSp',\n",
|
|
" 'Survived'\n",
|
|
"]\n",
|
|
"\n",
|
|
"data = pd.read_csv('./data/titanic.csv', usecols=use_cols)\n",
|
|
"data.head()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 3,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/plain": [
|
|
"((623, 6), (268, 6))"
|
|
]
|
|
},
|
|
"execution_count": 3,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"X_train, X_test, y_train, y_test = train_test_split(data, data.Survived, test_size=0.3,\n",
|
|
" random_state=0)\n",
|
|
"X_train.shape, X_test.shape"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## One-hot encoding\n",
|
|
"replace the categorical variable by different boolean variables (0/1) to indicate whether or not certain label is true for that observation"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 4,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"data1 = pd.get_dummies(data,drop_first=True)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 5,
|
|
"metadata": {
|
|
"scrolled": true
|
|
},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/html": [
|
|
"<div>\n",
|
|
"<style scoped>\n",
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
|
" vertical-align: middle;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe tbody tr th {\n",
|
|
" vertical-align: top;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe thead th {\n",
|
|
" text-align: right;\n",
|
|
" }\n",
|
|
"</style>\n",
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
|
" <thead>\n",
|
|
" <tr style=\"text-align: right;\">\n",
|
|
" <th></th>\n",
|
|
" <th>Survived</th>\n",
|
|
" <th>Pclass</th>\n",
|
|
" <th>Age</th>\n",
|
|
" <th>SibSp</th>\n",
|
|
" <th>Fare</th>\n",
|
|
" <th>Sex_male</th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>0</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>22.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>7.2500</td>\n",
|
|
" <td>1</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>1</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>38.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>71.2833</td>\n",
|
|
" <td>0</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>26.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>7.9250</td>\n",
|
|
" <td>0</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>3</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>53.1000</td>\n",
|
|
" <td>0</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>4</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>8.0500</td>\n",
|
|
" <td>1</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Survived Pclass Age SibSp Fare Sex_male\n",
|
|
"0 0 3 22.0 1 7.2500 1\n",
|
|
"1 1 1 38.0 1 71.2833 0\n",
|
|
"2 1 3 26.0 0 7.9250 0\n",
|
|
"3 1 1 35.0 1 53.1000 0\n",
|
|
"4 0 3 35.0 0 8.0500 1"
|
|
]
|
|
},
|
|
"execution_count": 5,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"data1.head()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Ordinal-encoding\n",
|
|
"replace the labels by some ordinal number if ordinal is meaningful"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 6,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"ord_enc = ce.OrdinalEncoder(cols=['Sex']).fit(X_train,y_train)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 7,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"name": "stdout",
|
|
"output_type": "stream",
|
|
"text": [
|
|
" Survived Pclass Sex Age SibSp Fare\n",
|
|
"0 0 3 1 22.0 1 7.2500\n",
|
|
"1 1 1 2 38.0 1 71.2833\n",
|
|
"2 1 3 2 26.0 0 7.9250\n",
|
|
"3 1 1 2 35.0 1 53.1000\n",
|
|
"4 0 3 1 35.0 0 8.0500\n"
|
|
]
|
|
}
|
|
],
|
|
"source": [
|
|
"data4 = ord_enc.transform(data)\n",
|
|
"print(data4.head(5))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Mean encoding\n",
|
|
"replace the label by the mean of the target for that label. \n",
|
|
"(the target must be 0/1 valued or continuous)\n"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 8,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/plain": [
|
|
"Sex\n",
|
|
"female 0.753488\n",
|
|
"male 0.196078\n",
|
|
"Name: Survived, dtype: float64"
|
|
]
|
|
},
|
|
"execution_count": 8,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"# cross check-- the mean of target group by Sex\n",
|
|
"X_train['Survived'].groupby(data['Sex']).mean()\n"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 9,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"mean_enc = encoding.MeanEncoding(cols=['Sex']).fit(X_train,y_train)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 10,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"name": "stdout",
|
|
"output_type": "stream",
|
|
"text": [
|
|
" Survived Pclass Sex Age SibSp Fare\n",
|
|
"0 0 3 0.196078 22.0 1 7.2500\n",
|
|
"1 1 1 0.753488 38.0 1 71.2833\n",
|
|
"2 1 3 0.753488 26.0 0 7.9250\n",
|
|
"3 1 1 0.753488 35.0 1 53.1000\n",
|
|
"4 0 3 0.196078 35.0 0 8.0500\n"
|
|
]
|
|
}
|
|
],
|
|
"source": [
|
|
"data6 = mean_enc.transform(data)\n",
|
|
"print(data6.head(5))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Target-encoding\n",
|
|
"Similar to mean encoding, but use both posterior probability and prior probability of the target"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 11,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# create the encoder and fit with our data\n",
|
|
"target_enc = ce.TargetEncoder(cols=['Sex']).fit(X_train,y_train)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 12,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"# perform transformation\n",
|
|
"# data.Survived.groupby(data['Sex']).agg(['mean'])\n",
|
|
"data2 = target_enc.transform(data)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 13,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/html": [
|
|
"<div>\n",
|
|
"<style scoped>\n",
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
|
" vertical-align: middle;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe tbody tr th {\n",
|
|
" vertical-align: top;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe thead th {\n",
|
|
" text-align: right;\n",
|
|
" }\n",
|
|
"</style>\n",
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
|
" <thead>\n",
|
|
" <tr style=\"text-align: right;\">\n",
|
|
" <th></th>\n",
|
|
" <th>Survived</th>\n",
|
|
" <th>Pclass</th>\n",
|
|
" <th>Sex</th>\n",
|
|
" <th>Age</th>\n",
|
|
" <th>SibSp</th>\n",
|
|
" <th>Fare</th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>0</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>0.196078</td>\n",
|
|
" <td>22.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>7.2500</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>1</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>0.753488</td>\n",
|
|
" <td>38.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>71.2833</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>0.753488</td>\n",
|
|
" <td>26.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>7.9250</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>3</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>0.753488</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>53.1000</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>4</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>0.196078</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>8.0500</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Survived Pclass Sex Age SibSp Fare\n",
|
|
"0 0 3 0.196078 22.0 1 7.2500\n",
|
|
"1 1 1 0.753488 38.0 1 71.2833\n",
|
|
"2 1 3 0.753488 26.0 0 7.9250\n",
|
|
"3 1 1 0.753488 35.0 1 53.1000\n",
|
|
"4 0 3 0.196078 35.0 0 8.0500"
|
|
]
|
|
},
|
|
"execution_count": 13,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"# check the result\n",
|
|
"data2.head()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## WOE-encoding\n",
|
|
"replace the label with Weight of Evidence of each label. WOE is computed from the basic odds ratio: \n",
|
|
"\n",
|
|
"ln( (Proportion of Good Outcomes) / (Proportion of Bad Outcomes))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 14,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"woe_enc = ce.WOEEncoder(cols=['Sex']).fit(X_train,y_train)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 15,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": [
|
|
"data3 = woe_enc.transform(data)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 16,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"data": {
|
|
"text/html": [
|
|
"<div>\n",
|
|
"<style scoped>\n",
|
|
" .dataframe tbody tr th:only-of-type {\n",
|
|
" vertical-align: middle;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe tbody tr th {\n",
|
|
" vertical-align: top;\n",
|
|
" }\n",
|
|
"\n",
|
|
" .dataframe thead th {\n",
|
|
" text-align: right;\n",
|
|
" }\n",
|
|
"</style>\n",
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
|
" <thead>\n",
|
|
" <tr style=\"text-align: right;\">\n",
|
|
" <th></th>\n",
|
|
" <th>Survived</th>\n",
|
|
" <th>Pclass</th>\n",
|
|
" <th>Sex</th>\n",
|
|
" <th>Age</th>\n",
|
|
" <th>SibSp</th>\n",
|
|
" <th>Fare</th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>0</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>-0.950742</td>\n",
|
|
" <td>22.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>7.2500</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>1</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1.555633</td>\n",
|
|
" <td>38.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>71.2833</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>1.555633</td>\n",
|
|
" <td>26.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>7.9250</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>3</th>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>1.555633</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>1</td>\n",
|
|
" <td>53.1000</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>4</th>\n",
|
|
" <td>0</td>\n",
|
|
" <td>3</td>\n",
|
|
" <td>-0.950742</td>\n",
|
|
" <td>35.0</td>\n",
|
|
" <td>0</td>\n",
|
|
" <td>8.0500</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Survived Pclass Sex Age SibSp Fare\n",
|
|
"0 0 3 -0.950742 22.0 1 7.2500\n",
|
|
"1 1 1 1.555633 38.0 1 71.2833\n",
|
|
"2 1 3 1.555633 26.0 0 7.9250\n",
|
|
"3 1 1 1.555633 35.0 1 53.1000\n",
|
|
"4 0 3 -0.950742 35.0 0 8.0500"
|
|
]
|
|
},
|
|
"execution_count": 16,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"data3.head(5)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {
|
|
"collapsed": true
|
|
},
|
|
"outputs": [],
|
|
"source": []
|
|
}
|
|
],
|
|
"metadata": {
|
|
"kernelspec": {
|
|
"display_name": "Python 3",
|
|
"language": "python",
|
|
"name": "python3"
|
|
},
|
|
"language_info": {
|
|
"codemirror_mode": {
|
|
"name": "ipython",
|
|
"version": 3
|
|
},
|
|
"file_extension": ".py",
|
|
"mimetype": "text/x-python",
|
|
"name": "python",
|
|
"nbconvert_exporter": "python",
|
|
"pygments_lexer": "ipython3",
|
|
"version": "3.6.1"
|
|
}
|
|
},
|
|
"nbformat": 4,
|
|
"nbformat_minor": 2
|
|
}
|