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arXiv 2401.09682cs.LG
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分类变量编码器在分类与回归任务中性能的比较研究

Comparative Study on the Performance of Categorical Variable Encoders in Classification and Regression Tasks

South China University of Technology(华南理工大学);University of Wisconsin-Madison(威斯康星大学麦迪逊分校)

Wenbin Zhu, Runwen Qiu, Ying Fu

AI总结:

本文理论分析并实验比较14种分类变量编码器,证明one-hot最适合ATI模型、target编码器适合树模型,并在28个数据集和8类模型上验证结论。

摘要:

分类变量经常出现在分类和回归任务的数据集中,在训练之前需要将其编码为数值。由于已经开发出许多编码器,并且它们会显著影响性能,因此为任务选择合适的编码器成为一个耗时但重要的实际问题。本研究将机器学习模型大致分为三类:1)对输入隐式执行仿射变换的ATI模型,例如多层感知机神经网络;2)基于决策树的树模型,例如随机森林;3)其余模型,例如kNN。在理论上,我们证明了one-hot编码器是ATI模型的最佳选择,因为它能够通过从数据中学习合适的权重来模拟任何其他编码器。我们还解释了为什么target编码器及其变体是最适合树模型的编码器。本研究开展了全面的计算实验,在28个数据集上评估了包括one-hot和target编码器在内的14种编码器,以及8种常见机器学习模型。计算结果与我们的理论分析一致。本研究的发现为欺诈检测、疾病诊断等领域的数据科学家如何选择合适的编码器提供了启示。

英文摘要:

Categorical variables often appear in datasets for classification and regression tasks, and they need to be encoded into numerical values before training. Since many encoders have been developed and can significantly impact performance, choosing the appropriate encoder for a task becomes a time-consuming yet important practical issue. This study broadly classifies machine learning models into three categories: 1) ATI models that implicitly perform affine transformations on inputs, such as multi-layer perceptron neural network; 2) Tree-based models that are based on decision trees, such as random forest; and 3) the rest, such as kNN. Theoretically, we prove that the one-hot encoder is the best choice for ATI models in the sense that it can mimic any other encoders by learning suitable weights from the data. We also explain why the target encoder and its variants are the most suitable encoders for tree-based models. This study conducted comprehensive computational experiments to evaluate 14 encoders, including one-hot and target encoders, along with eight common machine-learning models on 28 datasets. The computational results agree with our theoretical analysis. The findings in this study shed light on how to select the suitable encoder for data scientists in fields such as fraud detection, disease diagnosis, etc.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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