vtreat‘s purpose is to produce pure numeric Rdata.frames that are ready for supervised predictive modeling (predicting a value from other values). By ready we mean: a purely numeric data frame with no missing values and a reasonable number of columns (missing-values re-encoded with indicators, and high-degree categorical re-encode by effects codes or impact codes).
In this note we will discuss a small aspect of the vtreat package: variable screening.
Reusable modeling pipelines are a practical idea that gets re-developed many times in many contexts. wrapr supplies a particularly powerful pipeline notation, and a pipe-stage re-use system (notes here). We will demonstrate this with the vtreat data preparation system.
Let’s take a quick look at a very important and common experimental problem: checking if the difference in success rates of two Binomial experiments is statistically significant. This can arise in A/B testing situations such as online advertising, sales, and manufacturing.
rquery is already one of the fastest and most teachable (due to deliberate conformity to Codd’s influential work) tools to wrangle data on databases and big data systems. And now rquery is also one of the fastest methods to wrangle data in-memory in R (thanks to data.table, via a thin adaption supplied by rqdatatable).