Smoothing on Mean Encoder

[hectorpatino]

Is your feature request related to a problem? Please describe.
Hi Sole, currently Im doing the mini course of feature engineering on kaggle. The last seccion is about Mean Encoding and how it can create risks of overfitting specially with unknown or rare categories. They mention that smooting is a way to deal with this. I checked the code but I don't see anything like that. So ¿should MeanEncoder has a smoothing parameter?

[hectorpatino]

I get excited too soon category_encoders has a MEstimateEncoder to manage this. But I still believe MeanEncoder should have this.

[solegalli]

Yes, some users also requested to introduce this transformer or smoothing function in this issue: #160

I am still wondering if it is worth to bring in to Feature-engine the functionality that already exists in category_encoders. Category encoders also allows you to select columns, so not sure how much value it would add.

What are your thoughts?

[hectorpatino]

As someone mention in the issue there is no need to reinvent the wheel. Maybe an update on docstring suggesting category_encoders for smoothing?

[solegalli]

yes, good idea. Would you like to add that to the docs?

Otherwise, I could do that later as part of #314

[hectorpatino]

Yeah I will work on this on Weekend

[solegalli]

Great! In that case, please make a PR to the branch "pydata_template" as the doc files have been reorganized quite a bit compared to master.

And you probably want to modify this file and / or this file.

[solegalli]

Already added links to category encoders in the class api docs: eedfc5e

We still need to add some details in the user guide.

[hectorpatino]

Ive been extremely busy sole but I Will try to do it this weekend

[solegalli]

added links to docs in #314

[solegalli]

Reopening as I think it might be worth bringing in this functionality to our class as well. It is not so complicated.