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 Statistical Learning




A benchmark of categorical encoders for binary classification

Neural Information Processing Systems

Categorical encoders transform categorical features into numerical representations that are indispensable for a wide range of machine learning models. Existing encoder benchmark studies lack generalizability because of their limited choice of 1. encoders, 2. experimental factors, and 3. datasets. Additionally, inconsistencies arise from the adoption of varying aggregation strategies. This paper is the most comprehensive benchmark of categorical encoders to date, including an extensive evaluation of 32 configurations of encoders from diverse families, with 48 combinations of experimental factors, and on 50 datasets. The study shows the profound influence of dataset selection, experimental factors, and aggregation strategies on the benchmark's conclusions -- aspects disregarded in previous encoder benchmarks.







Universality laws for Gaussian mixtures in generalized linear models

Neural Information Processing Systems

Gaussian mixtures are a popular model in high-dimensional statistics since, besides being an universal approximator, they often lead to mathematically tractable problems.