Book Image

The Data Science Workshop - Second Edition

By : Anthony So, Thomas V. Joseph, Robert Thas John, Andrew Worsley, Dr. Samuel Asare
5 (1)
Book Image

The Data Science Workshop - Second Edition

5 (1)
By: Anthony So, Thomas V. Joseph, Robert Thas John, Andrew Worsley, Dr. Samuel Asare

Overview of this book

Where there’s data, there’s insight. With so much data being generated, there is immense scope to extract meaningful information that’ll boost business productivity and profitability. By learning to convert raw data into game-changing insights, you’ll open new career paths and opportunities. The Data Science Workshop begins by introducing different types of projects and showing you how to incorporate machine learning algorithms in them. You’ll learn to select a relevant metric and even assess the performance of your model. To tune the hyperparameters of an algorithm and improve its accuracy, you’ll get hands-on with approaches such as grid search and random search. Next, you’ll learn dimensionality reduction techniques to easily handle many variables at once, before exploring how to use model ensembling techniques and create new features to enhance model performance. In a bid to help you automatically create new features that improve your model, the book demonstrates how to use the automated feature engineering tool. You’ll also understand how to use the orchestration and scheduling workflow to deploy machine learning models in batch. By the end of this book, you’ll have the skills to start working on data science projects confidently. By the end of this book, you’ll have the skills to start working on data science projects confidently.
Table of Contents (16 chapters)
Preface
12
12. Feature Engineering

Model Regularization with Lasso Regression

As mentioned at the beginning of this chapter models can overfit training data. One reason for this is having too many features with large coefficients (also called weights). The key to solving this type of overfitting problem is reducing the magnitude of the coefficients.

You may recall that weights are optimized during model training. One method for optimizing weights is called gradient descent. The gradient update rule makes use of a differentiable loss function. Examples of differentiable loss functions are:

  • Mean Absolute Error (MAE)
  • Mean Squared Error (MSE)

For lasso regression, a penalty is introduced in the loss function. The technicalities of this implementation are hidden by the class. The penalty is also called a regularization parameter.

Consider the following exercise in which you over-engineer a model to introduce overfitting, and then use lasso regression to get better results.

Exercise 7.09:...