Chapter 4. Building Good Training Sets – Data Preprocessing

The quality of the data and the amount of useful information that it contains are key factors that determine how well a machine learning algorithm can learn. Therefore, it is absolutely critical that we make sure to examine and preprocess a dataset before we feed it to a learning algorithm. In this chapter, we will discuss the essential data preprocessing techniques that will help us to build good machine learning models.

The topics that we will cover in this chapter are as follows:

  • Removing and imputing missing values from the dataset
  • Getting categorical data into shape for machine learning algorithms
  • Selecting relevant features for the model construction

Dealing with missing data

It is not uncommon in real-world applications that our samples are missing one or more values for various reasons. There could have been an error in the data collection process, certain measurements are not applicable, particular fields could have been simply left blank in a survey, for example. We typically see missing values as the blank spaces in our data table or as placeholder strings such as NaN (Not A Number).

Unfortunately, most computational tools are unable to handle such missing values or would produce unpredictable results if we simply ignored them. Therefore, it is crucial that we take care of those missing values before we proceed with further analyses. But before we discuss several techniques for dealing with missing values, let's create a simple example data frame from a CSV (comma-separated values) file to get a better grasp of the problem:

>>> import pandas as pd
>>> from io import StringIO
>>> csv_data = '''A,B,C,D
... 1.0,2.0,3.0,4.0
... 5.0,6.0,,8.0
... 10.0,11.0,12.0,'''
>>> # If you are using Python 2.7, you need
>>> # to convert the string to unicode:
>>> # csv_data = unicode(csv_data)
>>> df = pd.read_csv(StringIO(csv_data))
>>> df
   A   B   C   D
0  1   2   3   4
1  5   6 NaN   8
2  10  11  12 NaN

Using the preceding code, we read CSV-formatted data into a pandas DataFrame via the read_csv function and noticed that the two missing cells were replaced by NaN. The StringIO function in the preceding code example was simply used for the purposes of illustration. It allows us to read the string assigned to csv_data into a pandas DataFrame as if it was a regular CSV file on our hard drive.

For a larger DataFrame, it can be tedious to look for missing values manually; in this case, we can use the isnull method to return a DataFrame with Boolean values that indicate whether a cell contains a numeric value (False) or if data is missing (True). Using the sum method, we can then return the number of missing values per column as follows:

>>> df.isnull().sum()
A    0
B    0
C    1
D    1
dtype: int64

This way, we can count the number of missing values per column; in the following subsections, we will take a look at different strategies for how to deal with this missing data.

Note

Although scikit-learn was developed for working with NumPy arrays, it can sometimes be more convenient to preprocess data using pandas' DataFrame. We can always access the underlying NumPy array of the DataFrame via the values attribute before we feed it into a scikit-learn estimator:

>>> df.values
array([[  1.,   2.,   3.,   4.],
       [  5.,   6.,  nan,   8.],
       [ 10.,  11.,  12.,  nan]])

Eliminating samples or features with missing values

One of the easiest ways to deal with missing data is to simply remove the corresponding features (columns) or samples (rows) from the dataset entirely; rows with missing values can be easily dropped via the dropna method:

>>> df.dropna()
   A  B  C  D
0  1  2  3  4

Similarly, we can drop columns that have at least one NaN in any row by setting the axis argument to 1:

>>> df.dropna(axis=1)
   A   B
0  1   2
1  5   6
2  10  11

The dropna method supports several additional parameters that can come in handy:

# only drop rows where all columns are NaN
>>> df.dropna(how='all')  

# drop rows that have not at least 4 non-NaN values
>>> df.dropna(thresh=4)  

# only drop rows where NaN appear in specific columns (here: 'C')
>>> df.dropna(subset=['C'])

Although the removal of missing data seems to be a convenient approach, it also comes with certain disadvantages; for example, we may end up removing too many samples, which will make a reliable analysis impossible. Or, if we remove too many feature columns, we will run the risk of losing valuable information that our classifier needs to discriminate between classes. In the next section, we will thus look at one of the most commonly used alternatives for dealing with missing values: interpolation techniques.

Imputing missing values

Often, the removal of samples or dropping of entire feature columns is simply not feasible, because we might lose too much valuable data. In this case, we can use different interpolation techniques to estimate the missing values from the other training samples in our dataset. One of the most common interpolation techniques is mean imputation, where we simply replace the missing value by the mean value of the entire feature column. A convenient way to achieve this is by using the Imputer class from scikit-learn, as shown in the following code:

>>> from sklearn.preprocessing import Imputer
>>> imr = Imputer(missing_values='NaN', strategy='mean', axis=0)
>>> imr = imr.fit(df)
>>> imputed_data = imr.transform(df.values)
>>> imputed_data
array([[  1.,   2.,   3.,   4.],[  5.,   6.,  7.5,   8.],[ 10.,  11.,  12.,   6.]])

Here, we replaced each NaN value by the corresponding mean, which is separately calculated for each feature column. If we changed the setting axis=0 to axis=1, we'd calculate the row means. Other options for the strategy parameter are median or most_frequent, where the latter replaces the missing values by the most frequent values. This is useful for imputing categorical feature values.

Understanding the scikit-learn estimator API

In the previous section, we used the Imputer class from scikit-learn to impute missing values in our dataset. The Imputer class belongs to the so-called transformer classes in scikit-learn that are used for data transformation. The two essential methods of those estimators are fit and transform. The fit method is used to learn the parameters from the training data, and the transform method uses those parameters to transform the data. Any data array that is to be transformed needs to have the same number of features as the data array that was used to fit the model. The following figure illustrates how a transformer fitted on the training data is used to transform a training dataset as well as a new test dataset:

Understanding the scikit-learn estimator API

The classifiers that we used in Chapter 3, A Tour of Machine Learning Classifiers Using Scikit-Learn, belong to the so-called estimators in scikit-learn with an API that is conceptually very similar to the transformer class. Estimators have a predict method but can also have a transform method, as we will see later. As you may recall, we also used the fit method to learn the parameters of a model when we trained those estimators for classification. However, in supervised learning tasks, we additionally provide the class labels for fitting the model, which can then be used to make predictions about new data samples via the predict method, as illustrated in the following figure:

Understanding the scikit-learn estimator API
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