1
$\begingroup$

I have a data set with three different features (x1, x2, x3) and I am going to use a regression model to predict y based on the features.

x3 is the total amount of money that a customer invest and y is the interest for that customer. So, for all cases y < x3. x1 and x2 are other information about the customer.

Rather than predicting y, I tried to predict y/x3 and I got much better results.

In my new model, I have tried to predict y/x3 = f(x1, x2, x3) using XGB model. The reason that I get better results is because of the reduction in the skewness in the data.

Do you think that this leads to data leakage? Please note that I did a lot of feature extraction based on x1, x2, x3, and use them for both models.

$\endgroup$
1
$\begingroup$

I think it's complete alright. In fact, the second model mathematical expression is given by y=x3f(x1, x2, x3), which is just like the first model but with some specific feature engineering. I don't see any possibility for data leakage.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.