Questions tagged [data-leakage]

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How to keep the test data from leaking into the training process of a machine learning algorithm?

I read in many different sources that I need to split my data into a training set and a test set. Then I have to make sure that the algorithm is trained only on the training data, and do my best to ...
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27 views

Why do I have leakage while using Stratified Group K Fold?

I have the following case: Training data in the form of x, y coordinates on different frames (from a video). Based on this I computed some features, using only the training data and labels. A model ...
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98 views

Frequency/Count encoding

How do I perform frequency/count encoding for a train and test set? The implementations of this encoding I've seen simply frequency encode the categorical variables on a particular dataset (no ...
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1answer
44 views

Will historical data lead to target leakage?

I'm bulding a employee churn model. I've employee data from 2016 to 2019 (of people who stayed/left the company), my goal is to train using data from 2016 to 2018 and predict on 2019. Since there's ...
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2answers
44 views

Is it safe to use labels created from unsupervised model to train a supervised model using the same data?

I have a dataset where I have to detect anomalies. Now, I use a subset of the data(let's call that subset A) and apply the DBSCAN algorithm to detect anomalies on set A.Once the anomalies are detected,...
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2answers
133 views

Manual feature engineering based on the output

So, I'm working on a ML model that would have as potential predictors : age , a code for his city , his social status ( married / single and so on ) , number of his children and the output signed ...
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1answer
184 views

Is normalizing the validation set of time series a kind of look ahead bias?

Here's the data normalization process of a time series in a paper about stock prediction using LSTM: Split train and test set based on time (e.g. training set: 2001-2010, test set:2011-2012). This ...
6
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1answer
232 views

How to deal with possible data leakage in time series data?

I have historical consumer data who have taken out a loan at some point in time. The task is to predict if a consumer will default when requesting a loan. My issue is that for some customer in the ...
1
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1answer
99 views

Data leakage and predictive models: should we use past predictions as a feature?

I want to develop a Random Forest Classifier model to predict whether or not a customer will convert 7 days from today. The model is re-trained once a week and makes predictions for the following week....
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2answers
117 views

Can preprocessing the whole population cause data leakage?

Introduction I understand the problem of data leakage that could be caused by the preprocessing step when our training and test sets are just samples of an unknown population. The preprocessing ...
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1answer
99 views

Dropping less frequently used categorical data?

I'm new to the datascience field and working on an assignment. I have a dataset with 150K rows with a categorical and numerical data, the target is a boolean. A categorical column consist of quite ...
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1answer
67 views

What is the difference between data leakage and endogeneity?

I have the impression the former is used in ML whereas the latter is used in econometrics. They both carry the idea that information from the target is "leaking" in explanatory variables. Is there ...
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0answers
51 views

information leakage when using empirical Bayesian to generate a predictor

Consider the following problem: I want to predict the next bat of a set of baseball player. I have a training data set, where it contains the historical bat records (0-1 encoded, which is our target ...
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1answer
91 views

classification feature selection

I have a system which sends invitations to users to participate in online questionnaires and want to use machine learning in order to predict the likelihood of fulfilling the questionnaires in a ...