Feature Engineering and Selection

The process of developing predictive models includes many stages. Most resources focus on the modeling algorithms but neglect other critical aspects of the modeling process. This book describes techniques for finding the best representations of predictors for modeling and for nding the best subset of predictors for improving model performance.

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.