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Questions tagged [data-leakage]

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3
votes
2answers
82 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 ...
2
votes
1answer
31 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
votes
1answer
75 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 ...
0
votes
1answer
38 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....
1
vote
2answers
67 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 ...
1
vote
1answer
66 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 ...
1
vote
1answer
45 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 ...
2
votes
0answers
49 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 ...
1
vote
1answer
85 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 ...