Tabular data is the most commonly used type of data in industry, but deep learning on tabular data receives far less attention than deep learning for computer vision and natural language processing. A common misconception is that neural networks perform poorly on this type of data but this is usually due to difficulties in training and lack of data augmentations present for such structured data. However, many Kaggle competitions have many entries in the top 50 using neural networks and a few competitions have been won using them (Taxi Predictions Challenge ,Porto-Seguro Safe Drive Prediction Challenge, 3rd place in Rossman Store Sale Prediction). Even large companies have successfully deployed neural nets at scale for such data such as Pinterest for recommendations and InstaCart for Emojis.
With the increasing release of anonymized data, feature engineering becomes a challenging task. However neural networks are known to be adept at extracting features for seemingly unsolvable tasks. So we implement a few neural network architectures that leverage this capability on anonymized data in the Porto Seguro’s Safe Driver Prediction Challenge where feature creation is not obvious. The task of automatically discovering representations needed for classification from raw data is called Representation Learning.
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We create an automatic embedding network for end to end prediction. Embeddings layers are widley sucessful in NLP and we can leverage them to encode categorical data in a fasion similar to Word2vec. All categorial and ordinal features are embedded in a loop and processed along with numeric features for final output. All embeddings layers and dense layers are made in a loop making for a flexible and reusable code structure. The network is also flexible to different number of layers and embeddings.
Each categorical varible is passed through an embedding layer before being used along with numeric features. This serves as a very reusable code piece for future competitions. Only basic feature engineering such as outlier detection, missing values detection and normalization is required.
Network Architecture:
We put all category column names in a list. We then create an embedding layer for each of these depending upon that feature's unique value count in a loop and store them in the dictionary self.cat_dict. Each embedding layer is saved in the dictionary according to its feature name so it can be retrieved later.
Upon input categorical features are processed by their assigned embedding layers while numeric features are processed through any number or size of fc layers(given by fc_layers argument). This is done in part so the number of embeddings don't vastly outnumber numeric features
We then concatonate the embeddings and fc layers and pass through another set of fc layers of any number or size(given by merge_layers) to generate the final output.
We also create a Denoising Autoencoder(DAE) to learn unsupervised representation of our data that can later be used in a supervised ML model. This model was used to win the Porto Seguro’s Safe Driver Prediction Challenge with some interesting tricks including "swap noise" data augmentation and GaussRank Normalization: https://www.kaggle.com/c/porto-seguro-safe-driver-prediction/discussion/44629 . This thread has alot of knowledge and it shows that if one can overcome the difficulties in training neural networks then they are very powerful for tabular datasets.
We have around 20 numeric features and 165 one-hot encoded features.
Swap Noise: In order to create artifical noise or data augmentation for tabular data we use 'swap noise' Here we sample and swap from the feature itself with a certain probability. So a probability 0.15 means 15% of features in a row are replaced by values from another row. (https://arxiv.org/pdf/1801.07316.pdf)
GaussRank Normalization: As after one-hot encoding we have around 8 numeric features and the rest are binary or ordinal. Neural networks learn must more efficently when data is normalised and ordinal variables cannot be normalised into gaussian by standard methods but GaussRank can forces it to be normal. What the big deal? With GaussRank I reached a loss half in 2 epochs of that with standard normalization in 500 epochs! I was amazed by the difference. After discussing with my senior I was told it was due to the large presence of categorical variables which made the optimization plane non-smooth. Read more : http://fastml.com/preparing-continuous-features-for-neural-networks-with-rankgauss/
GaussRank Proceadure: First we compute ranks for each value in a given column (argsort). Then we normalize the ranks to range from -1 to 1. Then we apply the mysterious erfinv function. (https://wiki.analytica.com/index.php?title=ErfInv)
While the winner only used plain MSE loss for all variables, I also experiment with MSE + Binary CE for binary variables.