vtreat is a
DataFrame processor/conditioner that prepares real-world data for supervised machine learning or predictive modeling in a statistically sound manner.
vtreat takes an input
DataFrame that has a specified column called “the outcome variable” (or “y”) that is the quantity to be predicted (and must not have missing values). Other input columns are possible explanatory variables (typically numeric or categorical/string-valued, these columns may have missing values) that the user later wants to use to predict “y”. In practice such an input
DataFrame may not be immediately suitable for machine learning procedures that often expect only numeric explanatory variables, and may not tolerate missing values.
To solve this,
vtreat builds a transformed
DataFrame where all explanatory variable columns have been transformed into a number of numeric explanatory variable columns, without missing values. The
vtreat implementation produces derived numeric columns that capture most of the information relating the explanatory columns to the specified “y” or dependent/outcome column through a number of numeric transforms (indicator variables, impact codes, prevalence codes, and more). This transformed
DataFrame is suitable for a wide range of supervised learning methods from linear regression, through gradient boosted machines.
The idea is: you can take a
DataFrame of messy real world data and easily, faithfully, reliably, and repeatably prepare it for machine learning using documented methods using
vtreat into your machine learning workflow lets you quickly work with very diverse structured data.
Worked examples can be found here.
(logo: Julie Mount, source: “The Harvest” by Boris Kustodiev 1914)
Some operational examples can be found here.