Feature Engineering in Machine Learning

What happens when you have so many variables and wonder which ones to pick to build your machine learning model. How do you choose the features that will best work with your model and give you the results you need to see? That is what feature engineering is all about, I guess its also because of the name I find it fascinating, more like scientific terminology but this concept will help any data scientist maneuver through machine learning.

They are three things or ways to do basic feature engineering

Things to look at in feature engineering

Percent of missing values
Amount of variation- drop variables with zero variation. Drop variables that have the same values all over the data
Pairwise correlation- if two features are highly correlated, drop one of them. You have to keep one that has a high correlation coefficient with your target. Features that have a low correlation with your target should be dropped.

Filter methods

We will use marketing data to illustrate every method.

marketing=pd.read_csv("DirectMarketing.csv")
marketing.head()

The filter method and all the other methods will be derived from the scikit learn library and the feature selection.

from sklearn.feature_selection import SelectKBest
from sklearn.feature_selection import f_regression
target=marketing['AmountSpent']
features=marketing[['Gender','Salary','Location','Catalogs', 'History','Married','Age','OwnHome','Children']]

select=SelectKBest(f_regression, k=5).fit(features,target)

k represents the number of features you want to be selected.

feature_mask=select.get_support()
feature_mask
output: array([False, True, False, True, True, True, True, False, False])

Based on the features used, it gives a boolean answer to each feature. As you can see, the method gave me the five best features. Next is scoring each feature in relation to the target.

select.scores_
output:array([ 42.31907952, 956.69400352, 68.02824177, 287.08541076, 179.25655432, 292.17537961, 192.4564106 , 140.05632645, 51.88635174])

Wrapper method

It basically prunes the least important features at each step and we are going to use the linear regression model.

from sklearn.feature_selection import RFE
from sklearn.linear_model import LinearRegression
rfe=RFE(estimator=LinearRegression(),n_features_to_select=5,step =1)

For every step, 1 feature is being removed.

rfe.fit(features,target)
rfe_features=rfe.get_support()
rfe_features
output:array([ True, False, True, False, True, True, False, True, False])

Embedded methods

from sklearn.linear_model import Lasso

lasso=Lasso(alpha=1.0)
lasso.fit(features,target)
lasso.coef_
output: array([-4.16026963e+01, 2.04634320e-02, 4.61984160e+02, 4.15600344e+01, -1.40455444e+02, 3.37562553e+01, 1.90878380e+01, -4.38257583e+01, -1.91262978e+02])

Bonus

You can also visualize and see the correlations between the target and the features using Pearson and spearsman correlations. The library used is called FeatureCorrelation from YellowBrick.

from yellowbrick.target import FeatureCorrelation
visualize=FeatureCorrelation(labels=features.columns,method='pearson')
visualize.fit(features,target)
visualize.poof() #mode of display

We can deduce that the Salary has the highest correlation with our target. There are also other advanced methods of feature engineering but this is a way to get started in this topic especially for beginners.