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kvarada committed Oct 24, 2024
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31 changes: 22 additions & 9 deletions lectures/notes/14_feature-engineering-selection.ipynb
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"From this lecture, students are expected to be able to:\n",
"\n",
"- Explain what feature engineering is and the importance of feature engineering in building machine learning models. \n",
"- Carry out preliminary feature engineering on numeric and text data. \n",
"- Carry out preliminary feature engineering on numeric data. \n",
"- Explain the general concept of feature selection. \n",
"- Discuss and compare different feature selection methods at a high level. \n",
"- Use `sklearn`'s implementation of model-based selection and recursive feature elimination (`RFE`)"
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"\n",
"- Consider a supervised classification task of predicting whether someone has particular genetic variation (SNP)\n",
"\n",
"<img src='../img/sex_mom_dad.png' width=\"600\" height=\"600\" />\n",
"![](../img/sex_mom_dad.png)\n",
"\n",
"<!-- <img src='../img/sex_mom_dad.png' width=\"600\" height=\"600\" /> -->\n",
"\n",
"- True model: You almost have the same value as your biological mom."
]
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" - (SNP != biological mom) with very low probability \n",
" \n",
"\n",
"<img src='../img/SNP.png' width=\"400\" height=\"400\"/>\n"
"![](../img/SNP.png)\n",
"\n",
"<!-- <img src='../img/SNP.png' width=\"400\" height=\"400\"/> -->\n"
]
},
{
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"- Dependence, collinearity for linear models\n",
" - If a feature can be predicted from the other, don't know which one to pick. \n",
"\n",
"<img src='../img/sex_mom_mom2_dad.png' width=\"600\" height=\"600\"/>\n"
"![](../img/sex_mom_mom2_dad.png)\n",
"\n",
"<!-- <img src='../img/sex_mom_mom2_dad.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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" - But grandma is irrelevant given biological mom feature\n",
" - Relevant features may become irrelevant given other features\n",
"\n",
"<img src='../img/sex_mom_dad_grandma.png' width=\"600\" height=\"600\"/>\n"
"![](../img/sex_mom_dad_grandma.png)\n",
"<!-- <img src='../img/sex_mom_dad_grandma.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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"- General problem (\"taco Tuesday\" problem)\n",
" - Features can become relevant due to missing information \n",
"\n",
"![](../img/sex_dad_grandma.png)\n",
"\n",
"<img src='../img/sex_dad_grandma.png' width=\"600\" height=\"600\"/>\n"
"<!-- <img src='../img/sex_dad_grandma.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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"- General problem (Confounding)\n",
" - Hidden features can make irrelevant features relevant.\n",
"\n",
"<img src='../img/sex_dad.png' width=\"600\" height=\"600\"/>\n"
"![](../img/sex_dad.png)\n",
"\n",
"<!-- <img src='../img/sex_dad.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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"- General problem (non causality)\n",
" - the relevant feature may not be causal \n",
"\n",
"<img src='../img/sex_dad_sibling.png' width=\"600\" height=\"600\"/>\n"
"![](../img/sex_dad_sibling.png)\n",
"\n",
"<!-- <img src='../img/sex_dad_sibling.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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"- General problem (context specific relevance)\n",
" - adding a feature can make an irrelevant feature relevant\n",
"\n",
"<img src='../img/sex_dad_baby.png' width=\"600\" height=\"600\"/>\n"
"![](../img/sex_dad_baby.png)\n",
"<!-- <img src='../img/sex_dad_baby.png' width=\"600\" height=\"600\"/> -->\n"
]
},
{
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