For some time we have been teaching R users "when working with wide tables on Spark or on databases: narrow to the columns you really want to work with early in your analysis."

The idea behind the advice is: working with fewer columns makes for quicker queries.

The issue arises because wide tables (200 to 1000 columns) are quite common in big-data analytics projects. Often these are "denormalized marts" that are used to drive many different projects. For any one project only a small subset of the columns may be relevant in a calculation.

partition_mutate_se() / partition_mutate_qt(): these are query planners/optimizers that work over dplyr::mutate() assignments. When using big-data systems through R (such as PostgreSQL or Apache Spark) these planners can make your code faster and sequence steps to avoid critical issues (the complementary problems of too long in-mutate dependence chains, of too many mutate steps, and incidental bugs; all explained in the linked tutorials).

if_else_device(): provides a dplyr::mutate() based simulation of per-row conditional blocks (including conditional assignment). This allows powerful imperative code (such as often seen in porting from SAS) to be directly and legibly translated into performant dplyr::mutate() data flow code that works on Spark (via Sparklyr) and databases.

In a previous article, we showed the use of partial pooling, or hierarchical/multilevel models, for level coding high-cardinality categorical variables in vtreat. In this article, we will discuss a little more about the how and why of partial pooling in R.

We will use the lme4 package to fit the hierarchical models. The acronym “lme” stands for “linear mixed-effects” models: models that combine so-called “fixed effects” and “random effects” in a single (generalized) linear model. The lme4 documentation uses the random/fixed effects terminology, but we are going to follow Gelman and Hill, and avoid the use of the terms “fixed” and “random” effects.

The varying coefficients [corresponding to the levels of a categorical variable] in a multilevel model are sometimes called random effects, a term that refers to the randomness in the probability model for the group-level coefficients….

The term fixed effects is used in contrast to random effects – but not in a consistent way! … Because of the conflicting definitions and advice, we will avoid the terms “fixed” and “random” entirely, and focus on the description of the model itself…

– Gelman and Hill 2007, Chapter 11.4

We will also restrict ourselves to the case that vtreat considers: partially pooled estimates of conditional group expectations, with no other predictors considered.

One of the services that the R package vtreat provides is level coding (what we sometimes call impact coding): converting the levels of a categorical variable to a meaningful and concise single numeric variable, rather than coding them as indicator variables (AKA "one-hot encoding"). Level coding can be computationally and statistically preferable to one-hot encoding for variables that have an extremely large number of possible levels.

By default, vtreat level codes to the difference between the conditional means and the grand mean (catN variables) when the outcome is numeric, and to the difference between the conditional log-likelihood and global log-likelihood of the target class (catB variables) when the outcome is categorical. These aren’t the only possible level codings. For example, the ranger package can encode categorical variables as ordinals, sorted by the conditional expectations/means. While this is not a completely faithful encoding for all possible models (it is not completely faithful for linear or logistic regression, for example), it is often invertible for tree-based methods, and has the advantage of keeping the original levels distinct, which impact coding may not. That is, two levels with the same conditional expectation would be conflated by vtreat‘s coding. This often isn’t a problem — but sometimes, it may be.

So the data scientist may want to use a level coding different from what vtreat defaults to. In this article, we will demonstrate how to implement custom level encoders in vtreat. We assume you are familiar with the basics of vtreat: the types of derived variables, how to create and apply a treatment plan, etc.