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 categorical predictor


Fairness Constraints in High-Dimensional Generalized Linear Models

arXiv.org Machine Learning

Machine learning models often inherit biases from historical data, raising critical concerns about fairness and accountability. Conventional fairness interventions typically require access to sensitive attributes like gender or race, but privacy and legal restrictions frequently limit their use. To address this challenge, we propose a framework that infers sensitive attributes from auxiliary features and integrates fairness constraints into model training. Our approach mitigates bias while preserving predictive accuracy, offering a practical solution for fairness-aware learning. Empirical evaluations validate its effectiveness, contributing to the advancement of more equitable algorithmic decision-making.


rmlnomogram: An R package to construct an explainable nomogram for any machine learning algorithms

arXiv.org Machine Learning

Background: Current nomogram can only be created for regression algorithm. Providing nomogram for any machine learning (ML) algorithms may accelerate model deployment in clinical settings or improve model availability. We developed an R package and web application to construct nomogram with model explainability of any ML algorithms. Methods: We formulated a function to transform an ML prediction model into a nomogram, requiring datasets with: (1) all possible combinations of predictor values; (2) the corresponding outputs of the model; and (3) the corresponding explainability values for each predictor (optional). Web application was also created. Results: Our R package could create 5 types of nomograms for categorical predictors and binary outcome without probability (1), categorical predictors and binary outcome with probability (2) or continuous outcome (3), and categorical with single numerical predictors and binary outcome with probability (4) or continuous outcome (5). Respectively, the first and remaining types optimally allowed maximum 15 and 5 predictors with maximum 3,200 combinations. Web application is provided with such limits. The explainability values were possible for types 2 to 5. Conclusions: Our R package and web application could construct nomogram with model explainability of any ML algorithms using a fair number of predictors.


flexBART: Flexible Bayesian regression trees with categorical predictors

arXiv.org Machine Learning

Most implementations of Bayesian additive regression trees (BART) one-hot encode categorical predictors, replacing each one with several binary indicators, one for every level or category. Regression trees built with these indicators partition the discrete set of categorical levels by repeatedly removing one level at a time. Unfortunately, the vast majority of partitions cannot be built with this strategy, severely limiting BART's ability to partially pool data across groups of levels. Motivated by analyses of baseball data and neighborhood-level crime dynamics, we overcame this limitation by re-implementing BART with regression trees that can assign multiple levels to both branches of a decision tree node. To model spatial data aggregated into small regions, we further proposed a new decision rule prior that creates spatially contiguous regions by deleting a random edge from a random spanning tree of a suitably defined network. Our re-implementation, which is available in the flexBART package, often yields improved out-of-sample predictive performance and scales better to larger datasets than existing implementations of BART.


On Clustering Categories of Categorical Predictors in Generalized Linear Models

arXiv.org Machine Learning

We propose a method to reduce the complexity of Generalized Linear Models in the presence of categorical predictors. The traditional one-hot encoding, where each category is represented by a dummy variable, can be wasteful, difficult to interpret, and prone to overfitting, especially when dealing with high-cardinality categorical predictors. This paper addresses these challenges by finding a reduced representation of the categorical predictors by clustering their categories. This is done through a numerical method which aims to preserve (or even, improve) accuracy, while reducing the number of coefficients to be estimated for the categorical predictors. Thanks to its design, we are able to derive a proximity measure between categories of a categorical predictor that can be easily visualized. We illustrate the performance of our approach in real-world classification and count-data datasets where we see that clustering the categorical predictors reduces complexity substantially without harming accuracy.


A Note on Coding and Standardization of Categorical Variables in (Sparse) Group Lasso Regression

arXiv.org Machine Learning

Categorical regressor variables are usually handled by introducing a set of indicator variables, and imposing a linear constraint to ensure identifiability in the presence of an intercept, or equivalently, using one of various coding schemes. As proposed in Yuan and Lin [J. R. Statist. Soc. B, 68 (2006), 49-67], the group lasso is a natural and computationally convenient approach to perform variable selection in settings with categorical covariates. As pointed out by Simon and Tibshirani [Stat. Sin., 22 (2011), 983-1001], "standardization" by means of block-wise orthonormalization of column submatrices each corresponding to one group of variables can substantially boost performance. In this note, we study the aspect of standardization for the special case of categorical predictors in detail. The main result is that orthonormalization is not required; column-wise scaling of the design matrix followed by re-scaling and centering of the coefficients is shown to have exactly the same effect. Similar reductions can be achieved in the case of interactions. The extension to the so-called sparse group lasso, which additionally promotes within-group sparsity, is considered as well. The importance of proper standardization is illustrated via extensive simulations.


Proper train and test sets when using ML on a dataset? • /r/MachineLearning

@machinelearnbot

I just completed a take home assessment as part of the interview process for a company. I was told I didn't pass because my answer lacked proper training and test sets The data set consisted of a mix of categorical and numerical predictors, with the dependent variable being a numerical variable. I then removed all rows with NA values and generated boxplots for each predictor. For one variable, I replaced all of its outliers with the median. For some other variables that indicated percentage values, I did not remove the outliers because they did not seem like obvious outliers (for example, the boxplot showed that values greater than .1 were outliers, but all of those outliers still ranged from 0 to 1 so I didn't think they were typos) I then ran a Lasso linear regression model.