Last Updated on August 18, 2020 Reducing the number of input variables for a predictive model is referred to as dimensionality reduction. Fewer input variables can result in a simpler predictive model that may have better performance when making predictions on new data. Perhaps the most popular technique for dimensionality reduction in machine learning is Principal Component Analysis, or PCA for short. This is a technique that comes from the field of linear algebra and can be used as a […]

Last Updated on August 18, 2020 Reducing the number of input variables for a predictive model is referred to as dimensionality reduction. Fewer input variables can result in a simpler predictive model that may have better performance when making predictions on new data. Perhaps the more popular technique for dimensionality reduction in machine learning is Singular Value Decomposition, or SVD for short. This is a technique that comes from the field of linear algebra and can be used as a […]

Last Updated on August 18, 2020 Reducing the number of input variables for a predictive model is referred to as dimensionality reduction. Fewer input variables can result in a simpler predictive model that may have better performance when making predictions on new data. Linear Discriminant Analysis, or LDA for short, is a predictive modeling algorithm for multi-class classification. It can also be used as a dimensionality reduction technique, providing a projection of a training dataset that best separates the examples […]

Last Updated on August 18, 2020 Datasets may have missing values, and this can cause problems for many machine learning algorithms. As such, it is good practice to identify and replace missing values for each column in your input data prior to modeling your prediction task. This is called missing data imputation, or imputing for short. A popular approach for data imputation is to calculate a statistical value for each column (such as a mean) and replace all missing values […]

Last Updated on August 28, 2020 Machine learning algorithms like Linear Regression and Gaussian Naive Bayes assume the numerical variables have a Gaussian probability distribution. Your data may not have a Gaussian distribution and instead may have a Gaussian-like distribution (e.g. nearly Gaussian but with outliers or a skew) or a totally different distribution (e.g. exponential). As such, you may be able to achieve better performance on a wide range of machine learning algorithms by transforming input and/or output variables […]

Last Updated on August 28, 2020 Numerical input variables may have a highly skewed or non-standard distribution. This could be caused by outliers in the data, multi-modal distributions, highly exponential distributions, and more. Many machine learning algorithms prefer or perform better when numerical input variables and even output variables in the case of regression have a standard probability distribution, such as a Gaussian (normal) or a uniform distribution. The quantile transform provides an automatic way to transform a numeric input […]

Last Updated on August 28, 2020 Numerical input variables may have a highly skewed or non-standard distribution. This could be caused by outliers in the data, multi-modal distributions, highly exponential distributions, and more. Many machine learning algorithms prefer or perform better when numerical input variables have a standard probability distribution. The discretization transform provides an automatic way to change a numeric input variable to have a different data distribution, which in turn can be used as input to a predictive […]

Last Updated on August 28, 2020 Recursive Feature Elimination, or RFE for short, is a popular feature selection algorithm. RFE is popular because it is easy to configure and use and because it is effective at selecting those features (columns) in a training dataset that are more or most relevant in predicting the target variable. There are two important configuration options when using RFE: the choice in the number of features to select and the choice of the algorithm used […]

Last Updated on August 28, 2020 Many machine learning algorithms perform better when numerical input variables are scaled to a standard range. This includes algorithms that use a weighted sum of the input, like linear regression, and algorithms that use distance measures, like k-nearest neighbors. Standardizing is a popular scaling technique that subtracts the mean from values and divides by the standard deviation, transforming the probability distribution for an input variable to a standard Gaussian (zero mean and unit variance). […]

Last Updated on August 28, 2020 Often, the input features for a predictive modeling task interact in unexpected and often nonlinear ways. These interactions can be identified and modeled by a learning algorithm. Another approach is to engineer new features that expose these interactions and see if they improve model performance. Additionally, transforms like raising input variables to a power can help to better expose the important relationships between input variables and the target variable. These features are called interaction […]