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 K-fold cross-validation

So far, we have held back 30% of our data for validation. This is not a bad strategy. It prevents us from peeking ahead to the testing data as we train our model. However, this approach does not take full advantage of all the available data, either for training or for testing. If we use K-fold cross-validation instead, we can use all of our data while also avoiding data leakage. Perhaps that seems too good to be true. But it’s not because of a neat little trick.

K-fold cross-validation trains our model on all but one of the K folds, or parts, leaving one out for testing. This is repeated k times, each time excluding a different fold for testing. Performance metrics are then based on the average scores across the K folds.

Before we start, though, we need to think again about the possibility of data leakage. If we scale all of the data that we will use to train our model and then split it up into folds, we will be using information from all...