One-hot encoding in random forest classifier - machine-learning

Is one-hot encoding necessary for random forest classifier in python? I want to understand logically if random forest can handle categorical features with label encoding rather that one-hot-encoding.

The concept of encoding is necessary in machine learning because with the help of it, we can convert non-numeric features into numeric ones which is understandable by any model.
Any type of encoding can be done on any non-numeric features, it solely depends on intution.
Now, coming to your question when to use label-encoding and when to use One-hot encoding:
Use Label-encoding - Use this when, you want to preserve the ordinal nature of your feature. For example, you have a feature of education level, which has string values like "Bachelor","Master","Ph.D". In this case, you want to preserve the ordinal nature that, Ph.D > Master > Bachelor hence you'll map using label-encoding like - Bachelor-1, Master-2, Ph.D-3.
Use One-hot encoding - Use this when, you want to treat your categorical variable with equal order. For example, you have colors variable which has values "red","yellow", "orange". Now, in this case any value has no precedence over other values, hence you'll use One hot encoding here.
NOTE: In One-hot encoding your number of features will increase, which is not good for any tree based algorithm like Decision-trees, Random Forest etc. That's why Label encoding is mostly preferred in this case, but still if you use one hot encoding, you can check the importance of categorical features by using feature_importances_ hyperparameter in sklearn. If the feature is having low importance you can drop it off.

Random forest is based on the principle of Decision Trees which are sensitive to one-hot encoding. Now here sensitive means like if we induce one-hot to a decision tree splitting can result in sparse decision tree. The trees generally tend to grow in one direction because at every split of a categorical variable there are only two values (0 or 1). The tree grows in the direction of zeroes in the dummy variables.
Now you must be wondering how will you tackle the categorical values without one-hot encoding? For that you can refer to this Hashing Trick further you can also look into h2o Random Forest.

Related

I have categorical feature and i don't want to use one hot encoder as it will increase number of dimension in my datasets what option do i have now?

My model is based on Decision-Tree algorithm hence I want to avoid One hot encoder as it will increase training time. I know a technique where i know instead of taking one hot encoding, I can go with an option of probability of category with respect to my classified output.But i don't know how to apply that probability part.?
Decision Trees can handle both numerical and categorical variables, therefore there is no need to encode your categorical variables.

Does one-hot encoding cause issues of unbalanced feature?

We know that in data mining, we often need one-hot encoding to encode categorical features, thus, one categorical feature will be encoded to a few "0/1" features.
There is a special case that confused me:
Now I have one categorical feature and one numerical feature in my dataset.I encode the categorical feature to 300 new "0/1" features, and then Normalized the numerical feature using MinMaxScaler, so all my features value is in the range of 0 to 1.But the suspicious phenomenon is that The ratio of categorical feature and numerical feature is seems to changed from 1:1 to 300:1.
Is my method of encoding correct?This made me doubt about one-hot encoding,I think this may lead to the issue of unbalanced features.
Can anybody tell me the truth? Any word will be appreciated! Thanks!!!
As each record only has one category, only one of them will be 1.
Effectively, with such preprocessing, the weight on the categoricial features will only be about 2 times the weight of a standardized feature. (2 times, if you consider distances and objects of two different categories).
But in essence you are right: one-hot encoding is not particularly smart. It's an ugly hack to make programs run on data they do not support. Things get worse when algorithms such as k-means are used, that assume we can take the mean and need to minimize squared errors on these variables... The statistical value of the results will be limited.

one hot encoding of output labels

While I understand the need to one hot encode features in the input data, how does one hot encoding of output labels actually help? The tensor flow MNIST tutorial encourages one hot encoding of output labels. The first assignment in CS231n(stanford) however does not suggest one hot encoding. What's the rationale behind choosing / not choosing to one hot encode output labels?
Edit: Not sure about the reason for the downvote, but just to elaborate more, I missed out mentioning the softmax function along with the cross entropy loss function, which is normally used in multinomial classification. Does it have something to do with the cross entropy loss function?
Having said that, one can calculate the loss even without the output labels being one hot encoded.
One hot vector is used in cases where output is not cardinal. Lets assume you encode your output as integer giving each label a number.
The integer values have a natural ordered relationship between each other and machine learning algorithms may be able to understand and harness this relationship, but your labels may be unrelated. There may be no similarity in your labels. For categorical variables where no such ordinal relationship exists, the integer encoding is not good.
In fact, using this encoding and allowing the model to assume a natural ordering between categories may result in unexpected results where model predictions are halfway between categories categories.
What a mean by that?
The idea is that if we train an ML algorithm - for example a neural network - it’s going to think that a cat (which is 1) is halfway between a dog and a bird, because they are 0 and 2 respectively. We don’t want that; it’s not true and it’s an extra thing for the algorithm to learn.
The same may happen when data is encoded in n dimensional space and vector has a continuous value. The result may be hard to interpret and map back to labels.
In this case, a one-hot encoding can be applied to label representation as it has clear interpretation and its values are separated each is in different dimension.
If you need more information or would like to see the reason for one-hot encoding for the perspective of loss function see https://www.linkedin.com/pulse/why-using-one-hot-encoding-classifier-training-adwin-jahn/

Standardization before or after categorical encoding?

I'm working on a regression algorithm, in this case k-NearestNeighbors to predict a certain price of a product.
So I have a Training set which has only one categorical feature with 4 possible values. I've dealt with it using a one-to-k categorical encoding scheme which means now I have 3 more columns in my Pandas DataFrame with a 0/1 depending the value present.
The other features in the DataFrame are mostly distances like latitud - longitude for locations and prices, all numerical.
Should I standardize (Gaussian distribution with zero mean and unit variance) and normalize before or after the categorical encoding?
I'm thinking it might be benefitial to normalize after encoding so that every feature is to the estimator as important as every other when measuring distances between neighbors but I'm not really sure.
Seems like an open problem, thus I'd like to answer even though it's late. I am also unsure how much the similarity between the vectors would be affected, but in my practical experience you should first encode your features and then scale them. I have tried the opposite with scikit learn preprocessing.StandardScaler() and it doesn't work if your feature vectors do not have the same length: scaler.fit(X_train) yields ValueError: setting an array element with a sequence. I can see from your description that your data have a fixed number of features, but I think for generalization purposes (maybe you have new features in the future?), it's good to assume that each data instance has a unique feature vector length. For instance, I transform my text documents into word indices with Keras text_to_word_sequence (this gives me the different vector length), then I convert them to one-hot vectors and then I standardize them. I have actually not seen a big improvement with the standardization. I think you should also reconsider which of your features to standardize, as dummies might not need to be standardized. Here it doesn't seem like categorical attributes need any standardization or normalization. K-nearest neighbors is distance-based, thus it can be affected by these preprocessing techniques. I would suggest trying either standardization or normalization and check how different models react with your dataset and task.
After. Just imagine that you have not numerical variables in your column but strings. You can't standardize strings - right? :)
But given what you wrote about categories. If they are represented with values, I suppose there is some kind of ranking inside. Probably, you can use raw column rather than one-hot-encoded. Just thoughts.
You generally want to standardize all your features so it would be done after the encoding (that is assuming that you want to standardize to begin with, considering that there are some machine learning algorithms that do not need features to be standardized to work well).
So there is 50/50 voting on whether to standardize data or not.
I would suggest, given the positive effects in terms of improvement gains no matter how small and no adverse effects, one should do standardization before splitting and training estimator

Random forest in sklearn

I was trying to fit a random forest model using the random forest classifier package from sklearn. However, my data set consists of columns with string values ('country'). The random forest classifier here does not take string values. It needs numerical values for all the features. I thought of getting some dummy variables in place of such columns. But, I am confused as to how will the feature importance plot now look like. There will be variables like country_India, country_usa etc. How can get the consolidated importance of the country variable as I would get if I had done my analysis using R.
You will have to do it by hand. There is no support in sklearn for mapping classifier specific methods through inverse transform of feature mappings. R is calculating importances based on multi-valued splits (as #Soren explained) - when using scikit-learn you are limtied to binary splits and you have to approximate actual importance. One of the simpliest solutions (although biased) is to store which features are actually binary encodings of your categorical variable and sum these resulting elements from feature importance vector. This will not be fully justified from mathematical perspective, but the simpliest thing to do to get some rough estimate. To do it correctly you should reimplement feature importance from scratch, and simply during calculation "for how many samples the feature is active during classification", you would have to use your mapping to correctly asses each sample only once to the actual feature (as adding dummy importances will count each dummy variable on the classification path, and you want to do min(1, #dummy on path) instead).
A random enumeration(assigning some integer to each category) of the countries will work quite well sometimes. Especially if categories are few and training set size is large. Sometimes better than one-hot encoding.
Some threads discussing the two options with sklearn:
https://github.com/scikit-learn/scikit-learn/issues/5442
How to use dummy variable to represent categorical data in python scikit-learn random forest
You can also choose to use an RF algorithm that truly supports categorical data such as Arborist(python and R front end), extraTrees(R, Java, RF'isch) or randomForest(R). Why sklearn chose not to support categorical splits, I don't know. Perhaps convenience of implementation.
The number of possible categorical splits to try blows up after 10 categories and the search becomes slow and the splits may become greedy. Arborist and extraTrees will only try a limited selection of splits in each node.

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