Feature Engineering and Selection : A Practical Approach for Predictive Models book cover
1st Edition

Feature Engineering and Selection
A Practical Approach for Predictive Models

ISBN 9781138079229
Published August 2, 2019 by Chapman and Hall/CRC
310 Pages

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Book Description

The process of developing predictive models includes many stages. Most resources focus on the modeling algorithms but neglect other critical aspects of the modeling process. This book describes techniques for finding the best representations of predictors for modeling and for nding the best subset of predictors for improving model performance. A variety of example data sets are used to illustrate the techniques along with R programs for reproducing the results.

Table of Contents

1. Introduction
A Simple Example
Important Concepts
A More Complex Example
Feature Selection
An Outline of the Book

2. Illustrative Example: Predicting Risk of Ischemic Stroke
Predictive Modeling Across Sets
Other Considerations

3. A Review of the Predictive Modeling Process
Illustrative Example: OkCupid Profile Data
Measuring Performance
Data Splitting
Tuning Parameters and Overfitting
Model Optimization and Tuning
Comparing Models Using the Training Set
Feature Engineering Without Overfitting

4. Exploratory Visualizations
Introduction to the Chicago Train Ridership Data
Visualizations for Numeric Data: Exploring Train Ridership Data
Visualizations for Categorical Data: Exploring the OkCupid Data
Post Modeling Exploratory Visualizations

5. Encoding Categorical Predictors
Creating Dummy Variables for Unordered Categories
Encoding Predictors with Many Categories
Approaches for Novel Categories
Supervised Encoding Methods
Encodings for Ordered Data
Creating Features from Text Data
Factors versus Dummy Variables in Tree-Based Models

6. Engineering Numeric Predictors
Many Transformations
Many: Many Transformations

7. Detecting Interaction Effects
Guiding Principles in the Search for Interactions
Practical Considerations
The Brute-Force Approach to Identifying Predictive Interactions
Approaches when Complete Enumeration is Practically Impossible
Other Potentially Useful Tools

8. Handling Missing Data
Understanding the Nature and Severity of Missing Information
Models that are Resistant to Missing Values
Deletion of Data
Encoding Missingness
Imputation methods
Special Cases

9. Working with Profile Data
Illustrative Data: Pharmaceutical Manufacturing Monitoring
What are the Experimental Unit and the Unit of Prediction?
Reducing Background
Reducing Other Noise
Exploiting Correlation
Impacts of Data Processing on Modeling

10. Feature Selection Overview
Goals of Feature Selection
Classes of Feature Selection Methodologies
Effect of Irrelevant Features
Overfitting to Predictors and External Validation
A Case Study
Next Steps

11. Greedy Search Methods
Illustrative Data: Predicting Parkinson’s Disease
Simple Filters
Recursive Feature Elimination
Stepwise Selection

12. Global Search Methods
Naive Bayes Models
Simulated Annealing
Genetic Algorithms
Test Set Results

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Max Kuhn, Ph.D., is a software engineer at RStudio. He worked in 18 years in drug discovery and medical diagnostics applying predictive models to real data. He has authored numerous R packages for predictive modeling and machine learning.

Kjell Johnson, Ph.D., is the owner and founder of Stat Tenacity, a firm that provides statistical and predictive modeling consulting services. He has taught short courses on predictive modeling for the American Society for Quality, American Chemical Society, International Biometric Society, and for many corporations.

Kuhn and Johnson have also authored Applied Predictive Modeling, which is a comprehensive, practical guide to the process of building a predictive model. The text won the 2014 Technometrics Ziegel Prize for Outstanding Book.


"The book is timely and needed. The interest in all things 'data science' morphed into everybody pretending to do, or know, Machine Learning. Kuhn and Johnson happen to actually know this—as evidenced by their earlier and still-popular tome entitled ‘Applied Predictive Modeling.’ The proposed ‘Feature Engineering and Selection’ builds on this and extends it. I expect it to become as popular with a wide reach as both a textbook, self-study material, and reference."
~Dirk Eddelbuettel, University of Illinois at Urbana-Champaign

"As a reviewer, it has been exciting and edifying to see this book develop into what is likely to become one of the foundational works on feature engineering. It is launching propitiously on the current tide of interest in both interpretable models and AutoML."
~Robert Horton, Microsoft

"In recent years, the statistics literature has featured new developments in modeling and predictive analytics. Approaches such as cross-validation and statistical/machine learning techniques have become widespread. The author's previous book ("Applied Predictive Modeling", APM) provided a wide-ranging introduction and integration of these methods and suggested a workflow in R to carry out exploratory and confirmation analyses. With this project, the authors have identified an important and interesting component of these methods that describes building better models by focusing on the predictors (feature engineering)…The authors focus on the variables that go into the model (and how they are represented) and argue that such issues are as important (or more important) than the particular methods that are applied to an analysis...The proposed book is likely to serve as a textbook (for a number of undergraduate and graduate courses in a variety of disciplines) and reference (for a large number of statisticians seeking principled and well-organized modeling)."
~Nicholas Horton, Amherst College

"I think this book is great and a joy to read…I like the pragmatic and practical approach taken in the book, and the examples given are very illustrative. The emphasis on how and when to use resampling is refreshing and something that the community needs to hear more."
~Andreas C. Muller, Columbia University