Auto Feature Engineering in R
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DESCRIPTION
NAMESPACE
README.md
rAutoFE.Rproj

README.md

rAutoFE

What's New

  • splitFrame update (2018-07-05)
  • tryCatch function update (2018-06-23)
  • impute module update (2018-06-23)

feature engineering process

  1. baseline model
  2. variable importance
  3. lagging/descriptiveStatistics (optional)
  4. numeric tansform
  5. numeric binning
  6. weight of evidence
  7. frequency, target categorical encoding
  8. interaction features
  9. error analysis

install

library(devtools)
install_github("2econsulting/rAutoFE")
library(rAutoFE)