Sufficient Representations for Categorical Variables

Jonathan Johannemann, Vitor Hadad, Susan Athey, Stefan Wager
8/26/2019
stat.MLcs.LG

Official code: grf-labs/sufrep (16 stars, GPL-3.0, last commit 2020-04-17).

Abstract

Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input. Often, categorical variables are encoded as one-hot (or dummy) vectors. However, this mode of representation can be wasteful since it adds many low-signal regressors, especially when the number of unique categories is large. In this paper, we investigate simple alternative solutions for universally consistent estimators that rely on lower-dimensional real-valued representations of categorical variables that are "sufficient" in the sense that no predictive information is lost. We then compare preexisting and proposed methods on simulated and observational datasets.

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Sufficient Representation for Categorical Variables https://arxiv.org/abs/1908.09874v1

166R, TeXAug 28, 20196 years agoGPL-3.0

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Cite this paper

@article{johannemann2019sufficient,
  title  = {Sufficient Representations for Categorical Variables},
  author = {Jonathan Johannemann and Vitor Hadad and Susan Athey and Stefan Wager},
  year   = {2019},
  eprint = {1908.09874},
  archivePrefix = {arXiv},
  url    = {https://arxiv.org/abs/1908.09874}
}

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