Book Image

Python Feature Engineering Cookbook

By : Soledad Galli
Book Image

Python Feature Engineering Cookbook

By: Soledad Galli

Overview of this book

Feature engineering is invaluable for developing and enriching your machine learning models. In this cookbook, you will work with the best tools to streamline your feature engineering pipelines and techniques and simplify and improve the quality of your code. Using Python libraries such as pandas, scikit-learn, Featuretools, and Feature-engine, you’ll learn how to work with both continuous and discrete datasets and be able to transform features from unstructured datasets. You will develop the skills necessary to select the best features as well as the most suitable extraction techniques. This book will cover Python recipes that will help you automate feature engineering to simplify complex processes. You’ll also get to grips with different feature engineering strategies, such as the box-cox transform, power transform, and log transform across machine learning, reinforcement learning, and natural language processing (NLP) domains. By the end of this book, you’ll have discovered tips and practical solutions to all of your feature engineering problems.
Table of Contents (13 chapters)

Performing winsorization

Winsorization, or winsorizing, is the process of transforming the data by limiting the extreme values, that is, the outliers, to a certain arbitrary value, closer to the mean of the distribution. Winsorizing is different from trimming because the extreme values are not removed, but are instead replaced by other values. A typical strategy involves setting outliers to a specified percentile.

For example, with 90% winsorization, we set all data below the 5th percentile to the value at the 5th percentile and all data above the 95th percentile to the value at the 95th percentile. Winsorization is symmetric; therefore, the winsorized mean of a symmetric distribution provides an unbiased representation of the distribution of the variable. In this recipe, we will perform winsorization using pandas, NumPy, and Feature-engine.

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