Impute multiple missing values in a feature-vector - python

Edited post
This is a short and somewhat clarified version of the original post.
We've got a training dataset (some features are significantly correlated). The feature space has 20 dimensions (all continuous).
We need to train a nonparametric (most features form nonlinear subspaces and we can't assume a distribution for any of them) imputer (kNN or tree-based regression) using the training data.
We need to predict multiple missing values in query data (a query feature-vector can have up to 13 missing features, so the imputer should handle any combination of missing features) using the trained imputer. NOTE the imputer should not be in any way retrained/fitted using the query data (like it is done in all mainstream R packages I've found so far: Amelia, impute, mi and mice...). That is the imputation should be based solely on the training data.
The purpose for all this is described below.
A small data sample is down below.
Original post (TL;DR)
Simply put, I've got some sophisticated data imputing to do. We've got a training dataset of ~100k 20D samples and a smaller testing dataset. Each feature/dimension is a continuous variable, but the scales are different. There are two distinct classes. Both datasets are very NA-inflated (NAs are not equally distributed across dimensions). I use sklearn.ensemble.ExtraTreesClassifier for classification and, although tree ensembles can handle missing data cases, there are three reasons to perform imputation
This way we get votes from all trees in a forest during classification of a query dataset (not just those that don't have a missing feature/features).
We don't loose data during training.
scikit implementation of tree ensembles (both ExtraTrees and RandomForest) do not handle missing values. But this point is not that much important. If it wasn't for the former two I would've just used rpy2 + some nice R implementation.
Things are quite simple with the training dataset because I can apply class-specific median imputation strategy to deal with missing values and this approach has been working fine so far. Obviously this approach can't be applied to a query - we don't have the classes to begin with. Since we know that the classes will likely have significantly different shares in the query we can't apply a class-indifferent approach because that might introduce bias and reduce classification performance, therefore we need to impute missing values from a model.
Linear models are not an option for several reasons:
all features are correlated to some extent;
theoretically we can get all possible combinations of missing features in a sample feature-vector, even though our tool requires at least 7 non-missing features we end up with ~1^E6 possible models, this doesn't look very elegant if you ask me.
Tree-based regression models aren't good for the very same reason. So we ended up picking kNN (k nearest neighbours), ball tree or LSH with radius threshold to be more specific. This approach fits the task quite well, because dimensions (ergo distances) are correlated, hence we get nice performance in extremely NA-rich cases, but there are several drawbacks:
I haven't found a single implementation in Python (including impute, sklearn.preprocessing.Imputer, orange) that handles feature-vectors with different sets of missing values, that is we want to have only one imputer for all possible combinations of missing features.
kNN uses pair-wise point distances for prediction/imputation. As I've already mentioned our variables have different scales, hence the feature space must be normalised prior to distance estimations. And we need to know theoretic max/min values for each dimension to scale it properly. This is not as much of a problem, as it is a matter architectural simplicity (a user will have to provide a vector of min/max values).
So here is what I would like to hear from you:
Are there any classic ways to address the kNN-related issues given in the list above? I believe this must be a common case, yet I haven't found anything specific on the web.
Is there a better way to impute data in our case? What would you recommend? Please, provide implementations in Python (R and C/C++ are considered as well).
Data
Here is a small sample of the training data set. I reduced the number of features to make it more readable. The query data has identical structure, except for the obvious absence of category information.
v1 v2 v3 v4 v5 category
0.40524 0.71542 NA 0.81033 0.8209 1
0.78421 0.76378 0.84324 0.58814 0.9348 2
0.30055 NA 0.84324 NA 0.60003 1
0.34754 0.25277 0.18861 0.28937 0.41394 1
NA 0.71542 0.10333 0.41448 0.07377 1
0.40019 0.02634 0.20924 NA 0.85404 2
0.56404 0.5481 0.51284 0.39956 0.95957 2
0.07758 0.40959 0.33802 0.27802 0.35396 1
0.91219 0.89865 0.84324 0.81033 0.99243 1
0.91219 NA NA 0.81033 0.95988 2
0.5463 0.89865 0.84324 0.81033 NA 2
0.00963 0.06737 0.03719 0.08979 0.57746 2
0.59875 0.89865 0.84324 0.50834 0.98906 1
0.72092 NA 0.49118 0.58814 0.77973 2
0.06389 NA 0.22424 0.08979 0.7556 2

Based on the new update I think I would recommend against kNN or tree-based algorithms here. Since imputation is the goal and not a consequence of the methods you're choosing you need an algorithm that will learn to complete incomplete data.
To me this seems very well suited to use a denoising autoencoder. If you're familiar with Neural Networks it's the same basic principle. Instead of training to predict labels you train the model to predict the input data with a notable twist.
The 'denoising' part refers to a intermediate step where you randomly set some percentage of the input data to 0 before attempting to predict it. This forces the algorithm to learn more rich features and how to complete the data when there are missing pieces. In your case I would recommend a low amount of drop out in training (since your data is already missing features) and no dropout in test.
It would be difficult to write a helpful example without looking at your data first, but the basics of what an autoencoder does (as well as a complete code implementation) are covered here: http://deeplearning.net/tutorial/dA.html
This link uses a python module called Theano which I would HIGHLY recommend for the job. The flexibility the module trumps every other module I've looked at for Machine Learning and I've looked at a lot. It's not the easiest thing to learn, but if you're going to be doing a lot of this kind of stuff I'd say it's worth the effort. If you don't want to go through all that then you can still implement a denoising autoencoder in Python without it.

Related

Why performs the NN better with OneHotEncoding?

i have a question just for a general case. So i am working with the poker-hand-dataset, which has 10 possible outputs from 0-9, each number gives a poker-hand, for example royal flush.
So i read in the internet, that it is necessary to use OHE in a multiclass problem because if not there would be like a artificial order, for example if you work with cities. But in my case with the poker hands there is a order from one pair over flush and straight to royal flush, right?
Even though my nn performs better with OHE, but it works also (but bad) without.
So why does it work better with the OHE? I did a Dense Network with 2 hidden layer.
Short answer - depending on the use of the feature in the classification and according to the implementation of the classifier you use, you decide if to use OHE or not. If the feature is a category, such that the rank has no meaning (for example, the suit of the card 1=clubs, 2=hearts...) then you should use OHE (for frameworks that require categorical distinction), because ranking it has no meaning. If the feature has a ranking meaning, with regards to the classification, then keep it as-is (for example, the probability of getting a certain winnig hand).
As you did not specify to what task you are using the NN nor the loss function and a lot of other things - I can only assume that when you say "...my nn performs better with OHE" you want to classify a combination to a class of poker hands and in this scenario the data just presents for the learner the classes to distinguish between them (as a category not as a rank). You can add a feature of the probability and/or strength of the hand etc. which will be a ranking feature - as for the resulted classifier, that's a whole other topic if adding it will improve or not (meaning the number of features to classification performance).
Hope I understood you correctly.
Note - this is a big question and there is a lot of hand waving, but this is the scope.

Handling Categorical Data with Many Values in sklearn

I am trying to predict customer retention with a variety of features.
One of these is org_id which represents the organization the customer belongs to. It is currently a float column with numbers ranging from 0.0 to 416.0 and 417 unique values.
I am wondering what the best way of preprocessing this column is before feeding it to a scikit-learn RandomForestClassifier. Generally, I would one-hot-encode categorical features, but there are so many values here so it would radically increase my data dimensionality. I have 12,000 rows of data, so I might be OK though, and only about 10 other features.
The alternatives are to leave the column with float values, convert the float values to int values, or convert the floats to pandas' categorical objects.
Any tips are much appreciated.
org_id does not seem to be a feature that brings any info for the classification, you should drop this value and not pass it into the classifier.
In a classifier you only want to pass features that are discriminative for the task that you are trying to perform: here the elements that can impact the retention or churn. The ID of a company does not bring any valuable information in this context therefore it should not be used.
Edit following OP's comment:
Before going further let's state something: with respect to the number of samples (12000) and the relative simplicity of the model, one can make multiple attempts to try different configurations of features easily.
So, As a baseline, I would do as I said before, drop this feature all together. Here is your baseline score i.e., a score you can compare your other combinations of features against.
I think it cost nothing to try to hot-encode org_id, whichever result you observe is going to add up to your experience and knowledge of how the Random Forest behaves in such cases. As you only have 10 more features, the Boolean features is_org_id_1, is_org_id_2, ... will be highly preponderant and the classification results may be highly influenced by these features.
Then I would try to reduce the number of Boolean features by finding new features that can "describe" these 400+ organizations. For instance, if they are only US organizations, their state which is ~50 features, or their number of users (which would be a single numerical feature), their years of existence (another single numerical feature). Let's note that these are only examples to illustrate the process of creating new features, only someone knowing the full problematic can design these features in a smart way.
Also, I would find interesting that, once you solve your problem, you come back here and write another answer to your question as I believe, many people run into such problems when working with real data :)

How to determine most impactful input variables in a dataset?

I have a neural network program that is designed to take in input variables and output variables, and use forecasted data to predict what the output variables should be based on the forecasted data. After running this program, I will have an output of an output vector. Lets say for example, my input matrix is 100 rows and 10 columns and my output matrix is a vector with 100 values. How do I determine which of my 10 variables (columns) had the most impact on my output?
I've done a correlation analysis between each of my variables (columns) and my output and created a list of the highest correlation between each variable and output, but I'm wondering if there is a better way to go about this.
If what you want to know is model selection, and it's not as simple as studiying the correlation of your features to your target. For an in-depth, well explained look at model selection, I'd recommend you read chapter 7 of The Elements Statistical Learning. If what you're looking for is how to explain your network, then you're in for a treat as well and I'd recommend reading this article for starters, though I won't go into the matter myself.
Naive approaches to model selection:
There a number of ways to do this.
The naïve way is to estimate all possible models, so every combination of features. Since you have 10 features, it's computationally unfeasible.
Another way is to take a variable you think is a good predictor and train to model only on that variable. Compute the error on the training data. Take another variable at random, retrain the model and recompute the error on the training data. If it drops the error, keep the variable. Otherwise discard it. Keep going for all features.
A third approach is the opposite. Start with training the model on all features and sequentially drop variables (a less naïve approach would be to drop variables you intuitively think have little explanatory power), compute the error on training data and compare to know if you keep the feature or not.
There are million ways of going about this. I've exposed three of the simplest, but again, you can go really deeply into this subject and find all kinds of different information (which is why I highly recommend you read that chapter :) ).

Machine learning classification dataset setup

I am very sorry if this question violates SO's question guidelines but I am stuck and I cannot find anywhere else to ask this type of questions. Suppose I have a dataset containing three experimental data that were obtained in three different conditions (hot, cold, comfortable). The data is arranged in three columns in a pandas dataframe consisting of 4 columns (time, cold, comfortable and hot).
When I plot the data, I can visually see the separation of the three experiments, but I would like to do it automatically with machine learning.
The x-axis represents the time and the y-axis represents the magnitude of the data. I have read about different machine learning classification techniquesbut I do not understand how to set up my data so that I can 'feed' it into the classification algorithm. Namely, my questions are:
Is this programmatically feasible?
How can I set up (arrange my data) so that it can be easily fed into the classification algorithm? From what I read so far, it seems, for the algorithm to work, the data has to be in a certain order (see for example the iris dataset where the data is nicely labeled. How can I customize the algorithms to fit my needs?
NOTE: Ideally, I would like the program that, given a magnitude value, it would classify the value as hot, comfortable or cold. The time series is not much of relevance in my case
Of course this is feasible.
It's not entirely clear from the original post exactly what variables/features you have available for your model, but here is a bit of general guidance. All of these machine learning problems, from classification to regression, rely on the same core assumption that you are trying to predict some outcome based on a bunch of inputs. Usually this relationship is modeled like this: y ~ X1 + X2 + X3 ..., where y is your outcome ("dependent") variable, and X1, X2, etc. are features ("explanatory" variables). More simply, we can say that using our entire feature-set matrix X (i.e. the matrix containing all of our x-variables), we can predict some outcome variable y using a variety of ML techniques.
So in your case, you'd try to predict whether it's Cold, Comfortable, or Hot based on time. This is really more of a forecasting problem than it is a ML problem, since you have a time component that looks to be one of the most important (if not the only) features in your dataset. You may want to look at some simpler time-series forecasting methods (e.g. ARIMA) instead of ML algorithms, as some of the time-series ML approaches may not be well-suited for a beginner.
In any case, this should get you started, I think.

Feature Selection and Reduction for Text Classification

I am currently working on a project, a simple sentiment analyzer such that there will be 2 and 3 classes in separate cases. I am using a corpus that is pretty rich in the means of unique words (around 200.000). I used bag-of-words method for feature selection and to reduce the number of unique features, an elimination is done due to a threshold value of frequency of occurrence. The final set of features includes around 20.000 features, which is actually a 90% decrease, but not enough for intended accuracy of test-prediction. I am using LibSVM and SVM-light in turn for training and prediction (both linear and RBF kernel) and also Python and Bash in general.
The highest accuracy observed so far is around 75% and I need at least 90%. This is the case for binary classification. For multi-class training, the accuracy falls to ~60%. I need at least 90% at both cases and can not figure how to increase it: via optimizing training parameters or via optimizing feature selection?
I have read articles about feature selection in text classification and what I found is that three different methods are used, which have actually a clear correlation among each other. These methods are as follows:
Frequency approach of bag-of-words (BOW)
Information Gain (IG)
X^2 Statistic (CHI)
The first method is already the one I use, but I use it very simply and need guidance for a better use of it in order to obtain high enough accuracy. I am also lacking knowledge about practical implementations of IG and CHI and looking for any help to guide me in that way.
Thanks a lot, and if you need any additional info for help, just let me know.
#larsmans: Frequency Threshold: I am looking for the occurrences of unique words in examples, such that if a word is occurring in different examples frequently enough, it is included in the feature set as a unique feature.
#TheManWithNoName: First of all thanks for your effort in explaining the general concerns of document classification. I examined and experimented all the methods you bring forward and others. I found Proportional Difference (PD) method the best for feature selection, where features are uni-grams and Term Presence (TP) for the weighting (I didn't understand why you tagged Term-Frequency-Inverse-Document-Frequency (TF-IDF) as an indexing method, I rather consider it as a feature weighting approach). Pre-processing is also an important aspect for this task as you mentioned. I used certain types of string elimination for refining the data as well as morphological parsing and stemming. Also note that I am working on Turkish, which has different characteristics compared to English. Finally, I managed to reach ~88% accuracy (f-measure) for binary classification and ~84% for multi-class. These values are solid proofs of the success of the model I used. This is what I have done so far. Now working on clustering and reduction models, have tried LDA and LSI and moving on to moVMF and maybe spherical models (LDA + moVMF), which seems to work better on corpus those have objective nature, like news corpus. If you have any information and guidance on these issues, I will appreciate. I need info especially to setup an interface (python oriented, open-source) between feature space dimension reduction methods (LDA, LSI, moVMF etc.) and clustering methods (k-means, hierarchical etc.).
This is probably a bit late to the table, but...
As Bee points out and you are already aware, the use of SVM as a classifier is wasted if you have already lost the information in the stages prior to classification. However, the process of text classification requires much more that just a couple of stages and each stage has significant effects on the result. Therefore, before looking into more complicated feature selection measures there are a number of much simpler possibilities that will typically require much lower resource consumption.
Do you pre-process the documents before performing tokensiation/representation into the bag-of-words format? Simply removing stop words or punctuation may improve accuracy considerably.
Have you considered altering your bag-of-words representation to use, for example, word pairs or n-grams instead? You may find that you have more dimensions to begin with but that they condense down a lot further and contain more useful information.
Its also worth noting that dimension reduction is feature selection/feature extraction. The difference is that feature selection reduces the dimensions in a univariate manner, i.e. it removes terms on an individual basis as they currently appear without altering them, whereas feature extraction (which I think Ben Allison is referring to) is multivaritate, combining one or more single terms together to produce higher orthangonal terms that (hopefully) contain more information and reduce the feature space.
Regarding your use of document frequency, are you merely using the probability/percentage of documents that contain a term or are you using the term densities found within the documents? If category one has only 10 douments and they each contain a term once, then category one is indeed associated with the document. However, if category two has only 10 documents that each contain the same term a hundred times each, then obviously category two has a much higher relation to that term than category one. If term densities are not taken into account this information is lost and the fewer categories you have the more impact this loss with have. On a similar note, it is not always prudent to only retain terms that have high frequencies, as they may not actually be providing any useful information. For example if a term appears a hundred times in every document, then it is considered a noise term and, while it looks important, there is no practical value in keeping it in your feature set.
Also how do you index the data, are you using the Vector Space Model with simple boolean indexing or a more complicated measure such as TF-IDF? Considering the low number of categories in your scenario a more complex measure will be beneficial as they can account for term importance for each category in relation to its importance throughout the entire dataset.
Personally I would experiment with some of the above possibilities first and then consider tweaking the feature selection/extraction with a (or a combination of) complex equations if you need an additional performance boost.
Additional
Based on the new information, it sounds as though you are on the right track and 84%+ accuracy (F1 or BEP - precision and recall based for multi-class problems) is generally considered very good for most datasets. It might be that you have successfully acquired all information rich features from the data already, or that a few are still being pruned.
Having said that, something that can be used as a predictor of how good aggressive dimension reduction may be for a particular dataset is 'Outlier Count' analysis, which uses the decline of Information Gain in outlying features to determine how likely it is that information will be lost during feature selection. You can use it on the raw and/or processed data to give an estimate of how aggressively you should aim to prune features (or unprune them as the case may be). A paper describing it can be found here:
Paper with Outlier Count information
With regards to describing TF-IDF as an indexing method, you are correct in it being a feature weighting measure, but I consider it to be used mostly as part of the indexing process (though it can also be used for dimension reduction). The reasoning for this is that some measures are better aimed toward feature selection/extraction, while others are preferable for feature weighting specifically in your document vectors (i.e. the indexed data). This is generally due to dimension reduction measures being determined on a per category basis, whereas index weighting measures tend to be more document orientated to give superior vector representation.
In respect to LDA, LSI and moVMF, I'm afraid I have too little experience of them to provide any guidance. Unfortunately I've also not worked with Turkish datasets or the python language.
I would recommend dimensionality reduction instead of feature selection. Consider either singular value decomposition, principal component analysis, or even better considering it's tailored for bag-of-words representations, Latent Dirichlet Allocation. This will allow you to notionally retain representations that include all words, but to collapse them to fewer dimensions by exploiting similarity (or even synonymy-type) relations between them.
All these methods have fairly standard implementations that you can get access to and run---if you let us know which language you're using, I or someone else will be able to point you in the right direction.
There's a python library for feature selection
TextFeatureSelection. This library provides discriminatory power in the form of score for each word token, bigram, trigram etc.
Those who are aware of feature selection methods in machine learning, it is based on filter method and provides ML engineers required tools to improve the classification accuracy in their NLP and deep learning models. It has 4 methods namely Chi-square, Mutual information, Proportional difference and Information gain to help select words as features before being fed into machine learning classifiers.
from TextFeatureSelection import TextFeatureSelection
#Multiclass classification problem
input_doc_list=['i am very happy','i just had an awesome weekend','this is a very difficult terrain to trek. i wish i stayed back at home.','i just had lunch','Do you want chips?']
target=['Positive','Positive','Negative','Neutral','Neutral']
fsOBJ=TextFeatureSelection(target=target,input_doc_list=input_doc_list)
result_df=fsOBJ.getScore()
print(result_df)
#Binary classification
input_doc_list=['i am content with this location','i am having the time of my life','you cannot learn machine learning without linear algebra','i want to go to mars']
target=[1,1,0,1]
fsOBJ=TextFeatureSelection(target=target,input_doc_list=input_doc_list)
result_df=fsOBJ.getScore()
print(result_df)
Edit:
It now has genetic algorithm for feature selection as well.
from TextFeatureSelection import TextFeatureSelectionGA
#Input documents: doc_list
#Input labels: label_list
getGAobj=TextFeatureSelectionGA(percentage_of_token=60)
best_vocabulary=getGAobj.getGeneticFeatures(doc_list=doc_list,label_list=label_list)
Edit2
There is another method nowTextFeatureSelectionEnsemble, which combines feature selection while ensembling. It does feature selection for base models through document frequency thresholds. At ensemble layer, it uses genetic algorithm to identify best combination of base models and keeps only those.
from TextFeatureSelection import TextFeatureSelectionEnsemble
imdb_data=pd.read_csv('../input/IMDB Dataset.csv')
le = LabelEncoder()
imdb_data['labels'] = le.fit_transform(imdb_data['sentiment'].values)
#convert raw text and labels to python list
doc_list=imdb_data['review'].tolist()
label_list=imdb_data['labels'].tolist()
#Initialize parameter for TextFeatureSelectionEnsemble and start training
gaObj=TextFeatureSelectionEnsemble(doc_list,label_list,n_crossvalidation=2,pickle_path='/home/user/folder/',average='micro',base_model_list=['LogisticRegression','RandomForestClassifier','ExtraTreesClassifier','KNeighborsClassifier'])
best_columns=gaObj.doTFSE()`
Check the project for details: https://pypi.org/project/TextFeatureSelection/
Linear svm is recommended for high dimensional features. Based on my experience the ultimate limitation of SVM accuracy depends on the positive and negative "features". You can do a grid search (or in the case of linear svm you can just search for the best cost value) to find the optimal parameters for maximum accuracy, but in the end you are limited by the separability of your feature-sets. The fact that you are not getting 90% means that you still have some work to do finding better features to describe your members of the classes.
I'm sure this is way too late to be of use to the poster, but perhaps it will be useful to someone else. The chi-squared approach to feature reduction is pretty simple to implement. Assuming BoW binary classification into classes C1 and C2, for each feature f in candidate_features calculate the freq of f in C1; calculate total words C1; repeat calculations for C2; Calculate a chi-sqaure determine filter candidate_features based on whether p-value is below a certain threshold (e.g. p < 0.05). A tutorial using Python and nltk can been seen here: http://streamhacker.com/2010/06/16/text-classification-sentiment-analysis-eliminate-low-information-features/ (though if I remember correctly, I believe the author incorrectly applies this technique to his test data, which biases the reported results).

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