Feature Engineering and Selection

Max Kuhn, Ph.D., is a software engineer at RStudio. He worked in 18 years in drug discovery and medical diagnostics applying predictive models to real data. He has authored numerous R packages for predictive modeling and machine learning. Kjell Johnson, Ph.D., is the owner and founder of Stat Tenacity, a firm that provides statistical and predictive modeling consulting services. He has taught short courses on predictive modeling for the American Society for Quality, American Chemical Society, International Biometric Society, and for many corporations. Kuhn and Johnson have also authored Applied Predictive Modeling, which is a comprehensive, practical guide to the process of building a predictive model. The text won the 2014 Technometrics Ziegel Prize for Outstanding Book.

1. Introduction. 2. Illustrative Example: Predicting Risk of Ischemic Stroke. 3. A Review of the Predictive Modeling Process. 4. Exploratory Visualizations. 5. Encoding Categorical Predictors. 6. Engineering Numeric Predictors. 7. Detecting Interaction Effects. 8. Handling Missing Data. 9. Working with Profile Data. 10. Feature Selection Overview. 11. Greedy Search Methods. 12. Global Search Methods.