Book Image

Data Cleaning and Exploration with Machine Learning

By : Michael Walker
Book Image

Data Cleaning and Exploration with Machine Learning

By: Michael Walker

Overview of this book

Many individuals who know how to run machine learning algorithms do not have a good sense of the statistical assumptions they make and how to match the properties of the data to the algorithm for the best results. As you start with this book, models are carefully chosen to help you grasp the underlying data, including in-feature importance and correlation, and the distribution of features and targets. The first two parts of the book introduce you to techniques for preparing data for ML algorithms, without being bashful about using some ML techniques for data cleaning, including anomaly detection and feature selection. The book then helps you apply that knowledge to a wide variety of ML tasks. You’ll gain an understanding of popular supervised and unsupervised algorithms, how to prepare data for them, and how to evaluate them. Next, you’ll build models and understand the relationships in your data, as well as perform cleaning and exploration tasks with that data. You’ll make quick progress in studying the distribution of variables, identifying anomalies, and examining bivariate relationships, as you focus more on the accuracy of predictions in this book. By the end of this book, you’ll be able to deal with complex data problems using unsupervised ML algorithms like principal component analysis and k-means clustering.
Table of Contents (23 chapters)
1
Section 1 – Data Cleaning and Machine Learning Algorithms
5
Section 2 – Preprocessing, Feature Selection, and Sampling
9
Section 3 – Modeling Continuous Targets with Supervised Learning
13
Section 4 – Modeling Dichotomous and Multiclass Targets with Supervised Learning
19
Section 5 – Clustering and Dimensionality Reduction with Unsupervised Learning

Using lasso regression

A key characteristic of OLS is that it produces the parameter estimates with the least bias. However, OLS estimates may have a higher variance than we want. We need to be careful about overfitting when we use a classical linear regression model. One strategy to reduce the likelihood of overfitting is to use regularization. Regularization may also allow us to combine feature selection and model training. This may matter for datasets with a large number of features or observations.

Whereas OLS minimizes mean squared error, regularization techniques seek both minimal error and a reduced number of features. Lasso regression, which we explore in this section, uses L1 regularization, which penalizes the absolute value of the coefficients. Ridge regression is similar. It uses L2 regularization, which penalizes the squared values of the coefficients. Elastic net regression uses both L1 and L2 regularization.

Once again, we will work with the gasoline tax data from...