Feature Engineering and Selection: A Practical Approach for Predictive Models [Hardcover]

The process of developing predictive models includes many stages. Most resources focus on the modeling algorithms but neglect other critical aspects of the modeling process. This book describes techniques for finding the best representations of predictors for modeling and for nding the best subset of predictors for improving model performance. A variety of example data sets are used to illustrate the techniques along with R programs for reproducing the results.

1. Introduction. 2. Illustrative Example: Predicting Risk of Ischemic Stroke. 3. A Review of the Predictive Modeling Process. 4. Exploratory Visualizations. 5. Encoding Categorical Predictors. 6. Engineering Numeric Predictors. 7. Detecting Interaction Effects. 8. Handling Missing Data. 9. Working with Profile Data. 10. Feature Selection Overview. 11. Greedy Search Methods. 12. Global Search Methods.

The process of developing predictive models includes many stages. Most resources focus on the modeling algorithms but neglect other critical aspects of the modeling process. This book describes techniques for finding the best representations of predictors for modeling and for nding the best subset of predictors for improving model performance.

Max Kuhn, Ph.D., is a software engineer at RStudio. He worked in 18 years in drug discovery and medical diagnostics applying predictive models to real data. He has authored numerous R packages for predictive modeling and machine learning.

Kjell Johnson, Ph.D., is the owner and founder of Stat Tenacity, a firm that provides statistical and predictive modeling consulting services. He has taught short courses on predictive modeling for the American Society for Quality, American Chemical Society, International Biometric Society, and for many corporations.

Kuhn and Johnson have also authored Applied Predictive Modeling, whl³.