Different scenario based queries on Imputing and Machine Learning - machine-learning

I am new to Data Science and learning to impute and about model training. Below are my few queries that I came across when training the datasets. Please provide answers to these.
Suppose I have a dataset with 1000 observations. Now I train the model on the complete dataset in one go. Another way I did it, I divided my dataset in 80% and 20% and trained my model first at 80% and then on 20% data. Is it same or different? Basically, if I train my already trained model on new data, what does it mean?
Imputing Related
Another question is related to imputing. Imagine I have a dataset of some ship passengers, where only first-class passengers were given cabin. There is a column that holds cabin numbers (categorical) but very few observations have these cabin numbers. Now I know this column is important so I cannot remove it and because it has many missing values, so most of the algorithms do not work. How to handle imputing of this type of column?
When imputing the validation data, do we impute with same values that were used to impute training data or the imputing values are again calculated from validation data itself?
How to impute data in the form of a string like a Ticket number (like A-123). The column is important because the 1st alphabet tells the class of passenger. Therefore, we cannot drop it.

Suppose I have a dataset with 1000 observations. Now I train the model
on the complete dataset in one go. Another way I did it, I divided my
dataset in 80% and 20% and trained my model first at 80% and then on
20% data. Is it same or different?
It's hard to say: is it good or not. Generally, if your data (splits) are taken from the same distribution - you can perform additional training. However, not all model types are good for it. I advice you to run some kind of cross-validation with 80/20 splitting and error measurement checking before additional training and after.
Basically, if I train my already
trained model on new data, what does it mean?
If you take the datasets from the same distribution: you perform additional learning what theoretically should have positive influence on your model.
Imagine I have a dataset of some ship passengers, where only first-class passengers were given cabin. There is a column that holds cabin numbers (categorical) but very few observations have these cabin numbers. Now I know this column is important so I cannot remove it and because it has many missing values, so most of the algorithms do not work. How to handle imputing of this type of column?
You need clearly understand what do you want to do by imputation. If only first-class has values, how you can perform imputation for the second- or third-class? What do you need to find? Deck? Cabin number? Do you want to find new values or impute by already existing values?
When imputing the validation data, do we impute with same values that were used to impute training data or the imputing values are again calculated from validation data itself?
Very generally, you run imputation algorithm on the whole data you have (without target column).
How to impute data in the form of a string like a Ticket number (like A-123). The column is important because the 1st alphabet tells the class of passenger. Therefore, we cannot drop it.
If you have the finite number of cases, you just need to impute values as strings. If not, perform feature engineering: try to predict letter, number, first digit of the number, len(number) and so on.

Related

How to build separate classifiers for each label in the dataset?

I have a list of columns and each column is to be labelled by a label from another list of labels.
Eg: Two columns namely, ALT_ID and MTRC_NM are matched with labels Alternate ID and Metric Name respectively.
This fuzzy string matching has been taken care of. Problem is, I want to incorporate a learning model in this.
Essentially, after the matched results are displayed, the user curates the matches as CORRECT or INCORRECT. Based on this feedback and other features of the column (like minimum value, maximum value), I want to train a classifier such that the learning model will eventually stop making the incorrect matches in the future.
Note: In the first run, only the name of the column is used to produce the first set of results. After this, I want to use other features(like minimum value) to train the model.
Problem is, there can be 10,000 terms (or labels), maybe even more and the user just marks these as CORRECT or INCORRECT. For incorrect classifications, the user does not tell us what the correct classification should be.
I believe one solution could be to make separate classifiers for each label and based on the Correct/Incorrect feedback for a particular classification, we can use these feature vectors to train a classifier for this classification. So in the future, if the fuzzy string matching nominates Metric Name as the classification for some column, we can let the "Metric Name" classifier decide if it is correct or incorrect.
I don't know how to make separate classifiers for each label. I also don't know if this approach is feasible. Any other solution to this problem will also help.
You do not want to create separate models for each label as training more than 10 000 models isn't really feasible. Two possible things that come to my mind are:
Create a supervised learning model with one label as input and probability of each of 10 000 labels as output which only uses correct examples for predictions.
Create a reinforcement learning model with the same input but with output which maximises reward function defined as +1 for each positive prediction and -1 for each negative prediction. This model will also try to maximise the number of correct predictions but will be able to learn from incorrect predictions at the same time i.e. predict -1 score for an incorrect pair (x,y).

Is there a way to quickly decide which variables to use for model fitting and selection?

I loaded a dataset with 156 variables for a project. The goal is to figure out a model to predict a test data set. I am confused about where to start with. Normally I would start with the basic linear regression model, but with 156 columns/variables, how should one start with a model building? Thank you!
The question here is pretty open ended.
You need to confirm whether you are solving for regression or classification.
You need to go through some descriptive statistics of your data set to find out the type of values you have in the dataset. Are there outliers, missing values, columns whose values are in billions as against columns who values are in small fractions.
If you have categorical data, what type of categories do you have. What is the frequency count of the categorical values.
Accordingly you clean the data (if required)
Post this you may want to understand the correlation(via pearsons or chi-square depending on the data types of the variables you have) among these 156 variables and see how correlated they are.
You may then choose to get rid of certain variables after looking at the correlation or by performing a PCA (which helps to retain high variance among the dataset) and bringing the dataset variables down to fewer dimensions.
You may then look at fitting regression models or classification models(depending on your need) to have a simpler model at first and then adjusting things as you look at improving your accuracy (or minimizing the loss)

Model that predict both categorical and numerical output

I am building a RNN for a time series model, which have a categorical output.
For example, if precious 3 pattern is "A","B","A","B" model predict next is "A".
there's also a numerical level associated with each category.
For example A is 100, B is 50,
so A(100), B(50), A(100), B(50),
I have the model framework to predict next is "A", it would be nice to predict the (100) at the same time.
For real life examples, you have national weather data.
You are predicting the next few days weather type(Sunny, windy, raining ect...) at the same time, it would be nice model will also predict the temperature.
Or for Amazon, analysis customer's trxns pattern.
Customer A shopped category
electronic($100), household($10), ... ...
predict what next trxn category that this customer is likely to shop and predict at the same time what would be the amount of that trxns.
Researched a bit, have not found any relevant research on similar topics.
What is stopping you from adding an extra output to your model? You could have one categorical output and one numerical output next to each other. Every neural network library out there supports multiple outputs.
Your will need to normalise your output data though. Categories should be normalised with one-hot encoding and numerical values should be normalised by dividing by some maximal value.
Researched a bit, have not found any relevant research on similar topics.
Because this is not really a 'topic'. This is something completely normal, and it does not require some special kind of network.

Can categorical information improve prediction for out-of-sample categories?

Suppose we have records with several features relating to a target number that we're trying to predict. All records follow the same general underlying pattern, and are learned quite well by a RandomForestRegressor. Let's now say that all records have added a categorical feature, which can be encoded as additional information to improve upon the model's prediction ability. So far, so good.
But now let's say we want to use our regressor that was trained on the data including the categorical feature to predict records with new categories not represented in the training data. In this context, does the categorical information become useless (or worse?) Should the model be retrained without categorical information available in order to get the best generalization performance (since it's been previously fit to categories not in this dataset)? Or, is there some possible way that knowing category membership in the training data could improve prediction ability for out-of-sample categories?
If these sets have no intersection, then you shouldn't include the variable. If you expect to see some of the original values in the test data, then you should use it.

When classifying, does one need to normalize new incoming features when predicting on real data?

There are two data sets - the training one and a data set of features, labels for which are yet to be predicted (the new one).
I built a Random Forest classifier. Along the way I had to do two things:
Normalize continuous numeric features.
Perform a one-hot-encoding on the categorical ones.
Now I have two questions. When i am predicting labels for the new data:
Do I need to normalize the incoming features? (common sense tells me that yes :) ) If so, should I take the mean, max, min values for a specific feature from the training data set or should I somehow take into account the new values of the features?
How do I hot-one-encode the new values of the features? Do I expand the dictionary of the possible categories for a specific category taking into account the possibly new values of the features?
In my case I possess both data sets, so I could calculate all this stuff in advance, but what if I only had a classifier and a new data set?
I only have a basic knowledge of the type of classifiers and normalization techniques you're using, but the general rule, that I think applies to what you're doing as well, is to do the following.
Your classifier is not a Random Forest Classifier. That is only one step of the pipeline that acts as your actual classifier. This pipeline / actual classifier is what you describe:
Normalize continuous numeric features.
Perform a one-hot-encoding on the categorical ones.
Use a Random Forest Classifier on what you get from the first 2 steps.
This pipeline, that encompasses 3 things, is what you're actually using as your classifier.
Now, how does a classifier work?
You build some state based on the training data.
You use that state to make predictions on the test data.
So:
Do I need to normalize the incoming features? (common sense tells me that yes :) ) If so, should I take the mean, max, min values for a specific feature from the training data set or should I somehow take into account the new values of the features?
Your classifier normalizes the incoming features for the training data, so it will normalize those for unseen instances too. To do this, it must use the state it has built during training.
For example, if you were doing min-max scaling on your features, your state would store a min(f) and max(f) for each feature f. Then, during testing / prediction, you would do min-max scaling for each feature f using the stored min(f) and max(f) values.
I'm not sure what you mean by "normalize continuous numeric features". Do you mean discretization? If you build some state for this discretization during training, then you need to find a way to factor that in.
How do I hot-one-encode the new values of the features? Do I expand the dictionary of the possible categories for a specific category taking into account the possibly new values of the features?
Don't you know how many values each category can have beforehand? Usually you do (since categoricals are things like nationality, continent etc. - things you know in advance). If you can get a value for a categorical feature that you haven't seen during training, it begs the question if you should even care about it. What good is a categorical value you've never trained on?
Maybe add an "unknown" category. I think expanding for a single one should be fine, what good are more going to do if you've never trained on them?
What kind of categoricals do you have?
I could be wrong, but do you really need one-hot encoding? AFAIK, tree-based classifiers don't seem to benefit that much from it.

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