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精通特征工程
book

精通特征工程

by Alice Zheng, Amanda Casari
April 2019
Intermediate to advanced
172 pages
4h 39m
Chinese
Posts & Telecom Press
Content preview from 精通特征工程
简单而又奇妙的数值
5
果特征是某种累计值,那么它最终可能会超出训练树的取值范围。如果出现了这种情况,
就必须定期地对输入尺度进行调整;另外一种解决方案是使用区间计数方法,我们将
在第
5
章中介绍。
数值型特征的分布也非常重要,这种分布可以表示出一个特定值出现的概率。输入特征的
分布对于某些模型来说比其他模型更重要。例如,线性回归模型的训练过程需要假定预
测误差近似地服从高斯分布。这种假定通常是没有问题的,除了预测目标分布在多个数
量级中的时候,在这种情况下,误差符合高斯分布的假定将不会被满足。一种解决方法
是对输出目标进行转换,以消除数量级带来的影响。(严格说来,这应该称为目标工程,
而不是特征工程。)对数变换(
指数变换
的一种特殊形式)可以使变量的分布更加接近于
高斯分布。
除了对特征进行转换以满足模型或训练过程中的假设,还可以将多个特征组合在一起形成
更复杂的特征。我们希望复杂特征能更加简洁地捕获到原始数据中的重要信息。使输入特
征“更具信息量”可以使模型本身更简单,更容易训练和评价,也能做出更好的预测。极
端情况下,我们可以使用统计模型的输出作为复杂特征,这种思想称为
模型堆叠
,我们将
在第
7
章和第
8
章中详细介绍。本章只给出一个最简单的复杂特征示例:
交互特征
交互特征的构造非常简单,但将特征组合输入到模型中后,会产生各种各样的结果。为了
降低计算成本,通常需要使用自动的
特征选择
技术对输入特征进行精简。
我们先介绍一些基本概念:标量、向量和空间,然后讨论特征尺度、特征分布、交互特征
和特征选择。
2.1
 标量 ...
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Publisher Resources

ISBN: 9787115509680