BIZNIQUE / LINEAR ALGEBRA / 22
Build features that express the question
A useful feature gives the model a relevant comparison, combination or context.
BIZNIQUE / LINEAR ALGEBRA / 22
A useful feature gives the model a relevant comparison, combination or context.
THE IDEA
Feature engineering chooses the quantities supplied to a model. Transformations, interaction terms and encodings can expose relationships that a particular model would otherwise struggle to represent. The example changes one feature’s weight in a simple score.
ŷ = w₁x₁ + w₂x₂ + …
Define features using information available at prediction time. A feature that leaks a later outcome can make evaluation look strong while failing in actual use.
TRY IT YOURSELF
Why is using a customer’s future cancellation status as a feature for a cancellation predictor invalid?
The feature contains the answer from the future and would not be available when the prediction is needed.
CONTINUE EXPLORING