CVRTSEncoder: 'CVRTSEncoder': Categorical Variable Residual Trajectory...

In WinVector/CVRTSEncoder: Categorical Variable Residual Trajectory Specteral Encoder

Description

Re-encode a set of categorical variables jointly as a spectral projection of the trajectory of modeling residuals. This is intended as a succinct numeric linear representation of a set of categorical variables in a manner that is useful for supervised learning. An extension of the y-aware scaling concepts of Nina Zumel and John Mount, http://www.win-vector.com/blog/2016/05/pcr_part1_xonly/, http://www.win-vector.com/blog/2016/05/pcr_part2_yaware/, http://www.win-vector.com/blog/2016/05/pcr_part3_pickk/, http://www.win-vector.com/blog/2016/06/y-aware-scaling-in-context/.

WinVector/CVRTSEncoder documentation built on June 7, 2019, 9:53 a.m.