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

Variable Importance via Permutation

In the previous section, we saw how to extract feature importance for RandomForest. There is actually another technique that shares the same name, but its underlying logic is different and can be applied to any algorithm, not only tree-based ones.

This technique can be referred to as variable importance via permutation. Let's say we trained a model to predict a target variable with five classes and achieved an accuracy of 0.95. One way to assess the importance of one of the features is to remove and train a model and see the new accuracy score. If the accuracy score dropped significantly, then we could infer that this variable has a significant impact on the prediction. On the other hand, if the score slightly decreased or stayed the same, we could say this variable is not very important and doesn't influence the final prediction much. So, we can use this difference between the model's performance to assess the importance of a variable...