vtreat is a powerful R package for preparing messy real-world data for machine learning. We have further extended the package with a number of features including rquery/rqdatatable integration (allowing vtreat application at scale on Apache Spark or data.table!).
In addition vtreat and can now effectively prepare data for multi-class classification or multinomial modeling.
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).
cdata is a data manipulation package that subsumes many higher order data manipulation operations including pivot/un-pivot, spread/gather, or cast/melt. The record to record transforms are specified by drawing a table that expresses the record structure (called the “control table” and also the link between the key concepts of row-records and block-records).
What can be quickly specified and achieved using these concepts and notations is amazing and quite teachable. These transforms can be run in-memory or in remote database or big-data systems (such as Spark).
The 0.7.0 update adds local versions of the operators in addition to the Spark and database implementations. These methods should now be a bit safer for in-memory complex/annotated types such as dates and times.
If you are working with predictive modeling or machine learning in R this is the R tip that is going to save you the most time and deliver the biggest improvement in your results.
R Tip: Use the vtreat package for data preparation in predictive analytics and machine learning projects.
When attempting predictive modeling with real-world data you quickly run into difficulties beyond what is typically emphasized in machine learning coursework:
Missing, invalid, or out of range values.
Categorical variables with large sets of possible levels.
Novel categorical levels discovered during test, cross-validation, or model application/deployment.
Large numbers of columns to consider as potential modeling variables (both statistically hazardous and time consuming).
Nested model bias poisoning results in non-trivial data processing pipelines.
Any one of these issues can add to project time and decrease the predictive power and reliability of a machine learning project. Many real world projects encounter all of these issues, which are often ignored leading to degraded performance in production.
vtreat systematically and correctly deals with all of the above issues in a documented, automated, parallel, and statistically sound manner.
vtreat can fix or mitigate these domain independent issues much more reliably and much faster than by-hand ad-hoc methods.
This leaves the data scientist or analyst more time to research and apply critical domain dependent (or knowledge based) steps and checks.
If you are attempting high-value predictive modeling in R, you should try out vtreat and consider adding it to your workflow.