Sunday, July 31, 2016

Feature Engineering

You can take different combinations of features such as sum of features: feat_1 + feat_2 + feat_3..., or product of those. Or you can transform features by log, or exponential, sigmoid ... or even discretize the numeric feature into a categorical one. It's an infinite space to explore.
Whatever combination or transformation that increases your Cross-Validation or Test Set performance then you should use it.

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