Engineering features for machine learning
Before we feed any data into an ML model, it has to be transformed into a state that can be understood by our models. We also need to make sure we only do this on the data we deem useful for improving the performance of the model, as it is far too easy to explode the number of features and fall victim to the curse of dimensionality. This refers to a series of related observations where, in high-dimensional problems, data becomes increasingly sparse in the feature space, so achieving statistical significance can require exponentially more data. In this section, we will not cover the theoretical basis of feature engineering. Instead, we will focus on how we, as ML engineers, can help automate some of the steps in production. To this end, we will quickly recap the main types of feature preparation and feature engineering steps so that we have the necessary pieces to add to our pipelines later in this chapter.
