Python Feature Engineering Cookbook: Over 70 recipes for creating, engineering, and transforming features to build machine learning models
()
About this ebook
Extract accurate information from data to train and improve machine learning models using NumPy, SciPy, pandas, and scikit-learn libraries
Key Features
- Discover solutions for feature generation, feature extraction, and feature selection
- Uncover the end-to-end feature engineering process across continuous, discrete, and unstructured datasets
- Implement modern feature extraction techniques using Python's pandas, scikit-learn, SciPy and NumPy libraries
Book Description
Feature engineering is invaluable for developing and enriching your machine learning models. In this cookbook, you will work with the best tools to streamline your feature engineering pipelines and techniques and simplify and improve the quality of your code.
Using Python libraries such as pandas, scikit-learn, Featuretools, and Feature-engine, you'll learn how to work with both continuous and discrete datasets and be able to transform features from unstructured datasets. You will develop the skills necessary to select the best features as well as the most suitable extraction techniques. This book will cover Python recipes that will help you automate feature engineering to simplify complex processes. You'll also get to grips with different feature engineering strategies, such as the box-cox transform, power transform, and log transform across machine learning, reinforcement learning, and natural language processing (NLP) domains.
By the end of this book, you'll have discovered tips and practical solutions to all of your feature engineering problems.
What you will learn
- Simplify your feature engineering pipelines with powerful Python packages
- Get to grips with imputing missing values
- Encode categorical variables with a wide set of techniques
- Extract insights from text quickly and effortlessly
- Develop features from transactional data and time series data
- Derive new features by combining existing variables
- Understand how to transform, discretize, and scale your variables
- Create informative variables from date and time
Who this book is for
This book is for machine learning professionals, AI engineers, data scientists, and NLP and reinforcement learning engineers who want to optimize and enrich their machine learning models with the best features. Knowledge of machine learning and Python coding will assist you with understanding the concepts covered in this book.
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Book preview
Python Feature Engineering Cookbook - Soledad Galli
Python Feature Engineering Cookbook
Over 70 recipes for creating, engineering, and transforming features to build machine learning models
Soledad Galli
BIRMINGHAM - MUMBAI
Python Feature Engineering Cookbook
Copyright © 2020 Packt Publishing
All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, without the prior written permission of the publisher, except in the case of brief quotations embedded in critical articles or reviews.
Every effort has been made in the preparation of this book to ensure the accuracy of the information presented. However, the information contained in this book is sold without warranty, either express or implied. Neither the author(s), nor Packt Publishing or its dealers and distributors, will be held liable for any damages caused or alleged to have been caused directly or indirectly by this book.
Packt Publishing has endeavored to provide trademark information about all of the companies and products mentioned in this book by the appropriate use of capitals. However, Packt Publishing cannot guarantee the accuracy of this information.
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Contributors
About the author
Soledad Galli is a lead data scientist with more than 10 years of experience in world-class academic institutions and renowned businesses. She has researched, developed, and put into production machine learning models for insurance claims, credit risk assessment, and fraud prevention. Soledad received a Data Science Leaders' award in 2018 and was named one of LinkedIn's voices in data science and analytics in 2019. She is passionate about enabling people to step into and excel in data science, which is why she mentors data scientists and speaks at data science meetings regularly. She also teaches online courses on machine learning in a prestigious Massive Open Online Course platform, which have reached more than 10,000 students worldwide.
About the reviewer
Greg Walters has been involved with computers and computer programming since 1972. He is well versed in Visual Basic, Visual Basic .NET, Python, and SQL, and is an accomplished user of MySQL, SQLite, Microsoft SQL Server, Oracle, C++, Delphi, Modula-2, Pascal, C, 80x86 Assembler, COBOL, and Fortran. He is a programming trainer and has trained numerous people on many pieces of computer software, including MySQL, Open Database Connectivity, Quattro Pro, Corel Draw!, Paradox, Microsoft Word, Excel, DOS, Windows 3.11, Windows for Workgroups, Windows 95, Windows NT, Windows 2000, Windows XP, and Linux. He is semi-retired and has written over 100 articles for the Full Circle magazine. He is open to working as a freelancer on various projects.
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Table of Contents
Title Page
Copyright and Credits
Python Feature Engineering Cookbook
About Packt
Why subscribe?
Contributors
About the author
About the reviewer
Packt is searching for authors like you
Preface
Who this book is for
What this book covers
To get the most out of this book
Download the example code files
Download the color images
Conventions used
Sections
Getting ready
How to do it…
How it works…
There's more…
See also
Get in touch
Reviews
Foreseeing Variable Problems When Building ML Models
Technical requirements
Identifying numerical and categorical variables
Getting ready
How to do it...
How it works...
There's more...
See also
Quantifying missing data
Getting ready
How to do it...
How it works...
Determining cardinality in categorical variables
Getting ready
How to do it...
How it works...
There's more...
Pinpointing rare categories in categorical variables
Getting ready
How to do it...
How it works...
Identifying a linear relationship
How to do it...
How it works...
There's more...
See also
Identifying a normal distribution
How to do it...
How it works...
There's more...
See also
Distinguishing variable distribution
Getting ready
How to do it...
How it works...
See also
Highlighting outliers
Getting ready
How to do it...
How it works...
Comparing feature magnitude
Getting ready
How to do it...
How it works...
Imputing Missing Data
Technical requirements
Removing observations with missing data
How to do it...
How it works...
See also
Performing mean or median imputation
How to do it...
How it works...
There's more...
See also
Implementing mode or frequent category imputation
How to do it...
How it works...
See also
Replacing missing values with an arbitrary number
How to do it...
How it works...
There's more...
See also
Capturing missing values in a bespoke category
How to do it...
How it works...
See also
Replacing missing values with a value at the end of the distribution
How to do it...
How it works...
See also
Implementing random sample imputation
How to do it...
How it works...
See also
Adding a missing value indicator variable
Getting ready
How to do it...
How it works...
There's more...
See also
Performing multivariate imputation by chained equations
Getting ready
How to do it...
How it works...
There's more...
Assembling an imputation pipeline with scikit-learn
How to do it...
How it works...
See also
Assembling an imputation pipeline with Feature-engine
How to do it...
How it works...
See also
Encoding Categorical Variables
Technical requirements
Creating binary variables through one-hot encoding
Getting ready
How to do it...
How it works...
There's more...
See also
Performing one-hot encoding of frequent categories
Getting ready
How to do it...
How it works...
There's more...
Replacing categories with ordinal numbers
How to do it...
How it works...
There's more...
See also
Replacing categories with counts or frequency of observations
How to do it...
How it works...
There's more...
Encoding with integers in an ordered manner
How to do it...
How it works...
See also
Encoding with the mean of the target
How to do it...
How it works...
See also
Encoding with the Weight of Evidence
How to do it...
How it works...
See also
Grouping rare or infrequent categories
How to do it...
How it works...
See also
Performing binary encoding
Getting ready
How to do it...
How it works...
See also
Performing feature hashing
Getting ready
How to do it...
How it works...
See also
Transforming Numerical Variables
Technical requirements
Transforming variables with the logarithm
How to do it...
How it works...
See also
Transforming variables with the reciprocal function
How to do it...
How it works...
See also
Using square and cube root to transform variables
How to do it...
How it works...
There's more...
Using power transformations on numerical variables
How to do it...
How it works...
There's more...
See also
Performing Box-Cox transformation on numerical variables
How to do it...
How it works...
See also
Performing Yeo-Johnson transformation on numerical variables
How to do it...
How it works...
See also
Performing Variable Discretization
Technical requirements
Dividing the variable into intervals of equal width
How to do it...
How it works...
See also
Sorting the variable values in intervals of equal frequency
How to do it...
How it works...
Performing discretization followed by categorical encoding
How to do it...
How it works...
See also
Allocating the variable values in arbitrary intervals
How to do it...
How it works...
Performing discretization with k-means clustering
How to do it...
How it works...
Using decision trees for discretization
Getting ready
How to do it...
How it works...
There's more...
See also
Working with Outliers
Technical requirements
Trimming outliers from the dataset
How to do it...
How it works...
There's more...
Performing winsorization
How to do it...
How it works...
There's more...
See also
Capping the variable at arbitrary maximum and minimum values
How to do it...
How it works...
There's more...
See also
Performing zero-coding – capping the variable at zero
How to do it...
How it works...
There's more...
See also
Deriving Features from Dates and Time Variables
Technical requirements
Extracting date and time parts from a datetime variable
How to do it...
How it works...
See also
Deriving representations of the year and month
How to do it...
How it works...
See also
Creating representations of day and week
How to do it...
How it works...
See also
Extracting time parts from a time variable
How to do it...
How it works...
Capturing the elapsed time between datetime variables
How to do it...
How it works...
See also
Working with time in different time zones
How to do it...
How it works...
See also
Performing Feature Scaling
Technical requirements
Standardizing the features
How to do it...
How it works...
See also
Performing mean normalization
How to do it...
How it works...
There's more...
See also
Scaling to the maximum and minimum values
How to do it...
How it works...
See also
Implementing maximum absolute scaling
How to do it...
How it works...
There's more...
See also
Scaling with the median and quantiles
How to do it...
How it works...
See also
Scaling to vector unit length
How to do it...
How it works...
See also
Applying Mathematical Computations to Features
Technical requirements
Combining multiple features with statistical operations
Getting ready
How to do it...
How it works...
There's more...
See also
Combining pairs of features with mathematical functions
Getting ready
How to do it...
How it works...
There's more...
See also
Performing polynomial expansion
Getting ready
How to do it...
How it works...
There's more...
See also
Deriving new features with decision trees
Getting ready
How to do it...
How it works...
There's more...
Carrying out PCA
Getting ready
How to do it...
How it works...
See also
Creating Features with Transactional and Time Series Data
Technical requirements
Aggregating transactions with mathematical operations
Getting ready
How to do it...
How it works...
There's more...
See also
Aggregating transactions in a time window
Getting ready
How to do it...
How it works...
There's more...
See also
Determining the number of local maxima and minima
Getting ready
How to do it...
How it works...
There's more...
See also
Deriving time elapsed between time-stamped events
How to do it...
How it works...
There's more...
See also
Creating features from transactions with Featuretools
How to do it...
How it works...
There's more...
See also
Extracting Features from Text Variables
Technical requirements
Counting characters, words, and vocabulary
Getting ready
How to do it...
How it works...
There's more...
See also
Estimating text complexity by counting sentences
Getting ready
How to do it...
How it works...
There's more...
Creating features with bag-of-words and n-grams
Getting ready
How to do it...
How it works...
See also
Implementing term frequency-inverse document frequency
Getting ready
How to do it...
How it works...
See also
Cleaning and stemming text variables
Getting ready
How to do it...
How it works...
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Preface
Python Feature Engineering Cookbook covers well-demonstrated recipes focused on solutions that will assist machine learning teams in identifying and extracting features to develop highly optimized and enriched machine learning models. This book includes recipes to extract and transform features from structured datasets, time series, transactions data and text. It includes recipes concerned with automating the feature engineering process, along with the widest arsenal of tools for categorical variable encoding, missing data imputation and variable discretization. Further, it provides different strategies of feature transformation, such as Box-Cox transform and other mathematical operations and includes the use of decision trees to combine existing features into new ones. Each of these recipes is demonstrated in practical terms with the help of NumPy, SciPy, pandas, scikit-learn, Featuretools and Feature-engine in Python.
Throughout this book, you will be practicing feature generation, feature extraction and transformation, leveraging the power of scikit-learn’s feature engineering arsenal, Featuretools and Feature-engine using Python and its powerful libraries.
Who this book is for
This book is intended for machine learning professionals, AI engineers, and data scientists who want to optimize and enrich their machine learning models with the best features. Prior knowledge of machine learning and Python coding is expected.
What this book covers
Chapter 1, Foreseeing Variable Problems in Building ML Models, covers how to identify the different problems that variables may present and that challenge machine learning algorithm performance. We'll learn how to identify missing data in variables, quantify the cardinality of the variable, and much more besides.
Chapter 2, Imputing Missing Data, explains how to engineer variables that show missing information for some observations. In a typical dataset, variables will display values for certain observations, while values will be missing for other observations. We'll introduce various techniques to fill those missing values with some additional values, and the code to execute the techniques.
Chapter 3, Encoding Categorical Variables, introduces various classical and widely used techniques to transform categorical variables into numerical variables and also demonstrates a technique for reducing the dimension of highly cardinal variables as well as how to tackle infrequent values. This chapter also includes more complex techniques for encoding categorical variables, as described and used in the 2009 KDD competition.
Chapter 4, Transforming Numerical Variables, uses various recipes to transform numerical variables, typically non-Gaussian, into variables that follow a more Gaussian-like distribution by applying multiple mathematical functions.
Chapter 5, Performing Variable Discretization, covers how to create bins and distribute the values of the variables across them. The aim of this technique is to improve the spread of values across a range. It also includes well established and frequently used techniques like equal width and equal frequency discretization and more complex processes like discretization with decision trees and many more.
Chapter 6, Working with Outliers, teaches a few mainstream techniques to remove outliers from the variables in the dataset. We'll also learn how to cap outliers at a given arbitrary minimum/maximum value.
Chapter 7, Deriving Features from Dates and Time Variables, describes how to create features from dates and time variables. Date variables can't be used as such to build machine learning models for multiple reasons. We'll learn how to combine information from multiple time variables, like calculating time elapsed between variables and also, importantly, working with variables in different time zones.
Chapter 8, Performing Feature Scaling, covers the methods that we can use to put the variables within the same scale. We'll also learn how to standardize variables, how to scale to minimum and maximum value, how to do mean normalization or scale to vector norm, among other techniques.
Chapter 9, Applying Mathematical Computations to Features, explains how to create new variables from existing ones by utilizing different mathematical computations. We'll learn how to create new features through the addition/difference/multiplication/division of existing variables and more. We will also learn how to expand the feature space with polynomial expansion and how to combine features using decision trees.
Chapter 10, Creating Features with Transactional and Time Series Data, covers how to create static features from transactional information, so that we obtain a static view of a customer, or client, at any point in time. We'll learn how to combine features using math operations, across transactions, in specific time windows and capture time between transactions. We'll also discuss how to determine time between special events. We'll briefly dive into signal processing and learn how to determine and quantify local maxima and local minima.
Chapter 11, Extracting Features from Text Variables, explains how to derive features from text variables. We'll learn to create new features through the addition of existing variables. We will learn how to capture the complexity of the text by capturing the number of characters, words, sentences, the vocabulary and the lexical variety. We will also learn how to create Bag of Words and how to implement TF-IDF with and without n-grams
To get the most out of this book
Python Feature Engineering Cookbook will help machine learning practitioners improve their data preprocessing and manipulation skills, empowering them to modify existing variables or create new features from existing data. You will learn how to implement many feature engineering techniques with multiple open source tools, streamlining and simplifying code while adhering to coding best practices. Thus, to make the most of this book, you are expected to have an understanding of machine learning and machine learning algorithms, some previous experience with data processing, and a degree of familiarity with datasets. In addition, working knowledge of Python and some familiarity with Python numerical computing libraries such as NumPy, pandas, Matplotlib, and scikit-learn will be beneficial. You are required to be experienced in the use of Python through Jupyter Notebooks, in iterative Python through a Python console or Command Prompt, or have experience using a dedicated Python IDE, such as PyCharm or Spyder.
Download the example code files
You can download the example code files for this book from your account at www.packt.com. If you purchased this book elsewhere, you can visit www.packtpub.com/support and register to have the files emailed directly to you.
You can download the code files by following these steps:
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The code bundle for the book is also hosted on GitHub at https://github.com/PacktPublishing/Python-Feature-Engineering-Cookbook. In case there's an update to the code, it will be updated on the existing GitHub repository.
We also have other code bundles from our rich catalog of books and videos available at https://github.com/PacktPublishing/. Check them out!
Download the color images
We also provide a PDF file that has color images of the screenshots/diagrams used in this book. You can download it here: https://static.packt-cdn.com/downloads/9781789806311_ColorImages.pdf.
Conventions used
There are a number of text conventions used throughout this book.
CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: The nunique() method ignores missing values by default.
A block of code is set as follows:
import pandas as pd
from sklearn.datasets import load_boston
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import PolynomialFeatures
When we wish to draw your attention to a particular part of a code block, the relevant lines or items are set in bold:
X_train['A7'] = np.where(X_train['A7'].isin(frequent_cat), X_train['A7'], 'Rare')
X_test['A7'] = np.where(X_test['A7'].isin(frequent_cat), X_test['A7'], 'Rare')
Any command-line input or output is written as follows:
$ pip install feature-engine
Bold: Indicates a new term, an important word, or words that you see on screen. For example, words in menus or dialog boxes appear in the text like this. Here is an example: Click the Download button.
Warnings or important notes appear like this.
Tips and tricks appear like this.
Sections
In this book, you will find several headings that appear frequently (Getting ready, How to do it..., How it works..., There's more..., and See also).
To give clear instructions on how to complete a recipe, use these sections as follows:
Getting ready
This section tells you what to expect in the recipe and describes how to set up any software or any preliminary settings required for the recipe.
How to do it…
This section contains the steps required to follow the recipe.
How it works…
This section usually consists of a detailed explanation of what happened in the previous section.
There's more…
This section consists of additional information about the recipe in order to make you more knowledgeable about the recipe.
See also
This section provides helpful links to other useful information for the recipe.
Get in touch
Feedback from our readers is always welcome.
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Foreseeing Variable Problems When Building ML Models
A variable is a characteristic, number, or quantity that can be measured or counted. Most variables in a dataset are either numerical or categorical. Numerical variables take numbers as values and can be discrete or continuous, whereas for categorical variables, the values are selected from a group of categories,