XGBoost is a popular implementation of Gradient Boosting because of its speed and performance. Internally, XGBoost models represent all problems as a regression predictive modeling problem that only takes numerical values as input. If your data is in a different form, it must be prepared into the expected format. In this post you will discover how to prepare your data for using with gradient boosting with the XGBoost library in Python. Data Preparation for Gradient Boosting with XGBoost in Python Photo by Ed Dunens, some rights reserved.
Some say over 60-70% time is spent in data cleaning, munging and bringing data to a suitable format such that machine learning models can be applied on that data. This post focuses on the second part, i.e., applying machine learning models, including the preprocessing steps. The pipelines discussed in this post come as a result of over a hundred machine learning competitions that I've taken part in. It must be noted that the discussion here is very general but very useful and there can also be very complicated methods which exist and are practised by professionals. Before applying the machine learning models, the data must be converted to a tabular form.
For python programmers, scikit-learn is one of the best libraries to build Machine Learning applications with. It is ideal for beginners because it has a really simple interface, it is well documented with many examples and tutorials. Besides supervised machine learning (classification and regression), it can also be used for clustering, dimensionality reduction, feature extraction and engineering, and pre-processing the data. The interface is consistent over all of these methods, so it is not only easy to use, but it is also easy to construct a large ensemble of classifiers/regression models and train them with the same commands. In this blog lets have a look at how to build, train, evaluate and validate a classifier with scikit-learn and in this way get familiar with the scikit-learn library.
Applied Data Scientists throughout various industries are commonly faced with the challenging task of encoding high-cardinality categorical features into digestible inputs for machine learning algorithms. This paper describes a Bayesian encoding technique developed for WeWork's lead scoring engine which outputs the probability of a person touring one of our office spaces based on interaction, enrichment, and geospatial data. We present a paradigm for ensemble modeling which mitigates the need to build complicated preprocessing and encoding schemes for categorical variables. In particular, domain-specific conjugate Bayesian models are employed as base learners for features in a stacked ensemble model. For each column of a categorical feature matrix we fit a problem-specific prior distribution, for example, the Beta distribution for a binary classification problem. In order to analytically derive the moments of the posterior distribution, we update the prior with the conjugate likelihood of the corresponding target variable for each unique value of the given categorical feature. This function of column and value encodes the categorical feature matrix so that the final learner in the ensemble model ingests low-dimensional numerical input. Experimental results on both curated and real world datasets demonstrate impressive accuracy and computational efficiency on a variety of problem archetypes. Particularly, for the lead scoring engine at WeWork -- where some categorical features have as many as 300,000 levels -- we have seen an AUC improvement from 0.87 to 0.97 through implementing conjugate Bayesian model encoding.