Reputation: 180
I have recently watched a video from Owen Zhang kaggle rank 1 competitor: https://youtu.be/LgLcfZjNF44 where he explains a technique of encoding categorical features to numerical which is called leave one out encoding. What he does to a categorical feature is associate a value with each observation, which is the average of the response for all other observations with same category.
I've been trying to implement this strategy in python using pandas. Although I have managed to build a successful code the fact that my data set is of size of tens of millions its performance is very slow. If someone could bring up a faster solution I'd be very grateful.
This is my code so far:
def categ2numeric(data, train=True):
def f(series):
indexes = series.index.values
pomseries = pd.Series()
for i, index in enumerate(indexes):
pom = np.delete(indexes, i)
pomseries.loc[index] = series[pom].mean()
series = pomseries
return series
if train:
categ = data.groupby(by=['Cliente_ID'])['Demanda_uni_equil'].apply(f)
And I need to turn this Series:
159812 28.0
464556 83.0
717223 45.0
1043801 21.0
1152917 7.0
Name: 26, dtype: float32
to this:
159812 39.00
464556 25.25
717223 34.75
1043801 40.75
1152917 44.25
dtype: float64
Or mathematically element with index 159812 is equal to the average of all the other elements or:
39 = (83 + 45 + 21 + 7) / 4
Upvotes: 2
Views: 3533
Reputation: 11
there's a library: category_encoders that has similar code syntax of that of sikit-learn
.
So, you can use something like:
from category_encoders import LeaveOneOutEncoder
LeaveOneOutEncoder.fit(X, y)
Upvotes: 1
Reputation: 180
WIth help from @root I have found out that the fastest solution to this problem would be this kind of approach:
cs = train.groupby(by=['Cliente_ID'])['Demanda_uni_equil'].sum()
cc = train['Cliente_ID'].value_counts()
boolean = (cc == 1)
index = boolean[boolean == True].index.values
cc.loc[boolean] += 1
cs.loc[index] *= 2
train = train.join(cs.rename('sum'), on=['Cliente_ID'])
train = train.join(cc.rename('count'), on=['Cliente_ID'])
train['Cliente_IDloo'] = (train['sum'] - train['Demanda_uni_equil'])/(train['count'] - 1)
del train['sum'], train['count']
I've found that if using the apply method with callable function as input it would take 2 minutes while this approach takes only 1 second it is a bit cumbersome though.
Upvotes: 1
Reputation: 33793
Replace each element of the Series with difference between the sum of the Series and the element, then divide by the length of the series minus 1. Assuming s
is your Series:
s = (s.sum() - s)/(len(s) - 1)
The resulting output:
159812 39.00
464556 25.25
717223 34.75
1043801 40.75
1152917 44.25
Upvotes: 4