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A Keras-based entity embedding encoder for tabular ML and GBM pipelines

Project description

Category Embedding

A Keras-based neural encoder for categorical variables in tabular machine learning.
It learns dense vector representations (embeddings) for categorical features and outputs a clean numeric DataFrame that integrates seamlessly with gradient-boosted tree models.

This library is designed for ML engineers who want the benefits of deep-learning-based embeddings without replacing their GBM models.
It is sklearn-compatible, deterministic, and production-ready.


🚀 Features

  • Multi-column categorical embeddings
    Each categorical feature receives its own learned embedding matrix.

  • Smart default embedding dimensions
    Uses a simple, interpretable rule:

    • If n_cat ≤ 10: dim = n_cat - 1
    • Else: dim = max(10, n_cat // 2)
    • Always capped at 30.
  • Per-column embedding dimension overrides
    Pass a list of integers to control embedding size manually.

  • Robust categorical handling

    • Missing values (NaN/None) → mapped to a dedicated _MISSING_ token with its own trainable embedding.
    • Unseen categories at inference → mapped to a separate _UNKNOWN_ token with its own trainable embedding.
  • Residual MLP architecture
    LayerNorm + GELU + Dropout + skip connections for stable training.

  • Flexible numeric feature output
    Numeric columns are always imputed and scaled internally for stable neural training. Use numeric_output to control what appears in transform() output:

    • 'raw' (default): Return original numeric values unchanged—ideal for GBMs.
    • 'processed': Return imputed + scaled values—ideal for linear models.
    • None: Return only categorical embeddings.
  • Configurable numeric imputation
    num_imp_mode chooses between 'mean' or 'median' for internal imputation. If your data has no missing numeric values, this parameter has no effect.

  • Optional log-scaling of regression targets
    For regression tasks, the target can be optionally transformed using log(y + 1e-6) during training (and inverse-transformed at prediction time) by setting log_target=True.

  • Imbalance-aware training via Focal Loss
    For binary classification tasks, set focal_gamma to replace standard binary cross-entropy with Focal Loss. This down-weights easy majority-class examples and concentrates gradient updates on hard, uncertain minority-class examples — producing better embedding geometry when class distributions are skewed. The stronger the imbalance, the more this matters for downstream GBM quality.

  • Supports regression and binary classification
    The neural head is used only for training/tuning; GBMs remain the final predictor.

  • Optional external validation set
    Enables clean early stopping and stable embedding learning.

  • Sklearn-compatible API
    Implements fit, transform, predict, and get_feature_names_out.

  • Outputs a pandas DataFrame
    Perfect for LightGBM, XGBoost, CatBoost, or any sklearn model.

  • Optional raw categorical passthrough
    Use return_raw_categoricals=True to include original categorical values alongside embeddings. This gives GBMs both exact matching (for frequent categories) and similarity signals (for rare/unseen categories).


📦 Installation

pip install category-embedding

Requires:

  • Python ≥ 3.9
  • TensorFlow ≥ 2.12
  • scikit-learn ≥ 1.2
  • pandas ≥ 1.5

🔧 Quick Start

import pandas as pd
from sklearn.compose import ColumnTransformer
from sklearn.pipeline import Pipeline
from lightgbm import LGBMRegressor
from category_embedding import CategoryEmbedding

df = pd.DataFrame({
    "country": ["DE", "FR", "DE", "US", "US"],
    "device": ["mobile", "desktop", "tablet", "mobile", "desktop"],
    "age": [25, 40, 31, 22, 35],
})
y = [10.5, 20.1, 15.3, 8.7, 18.0]

categorical = ["country", "device"]
numeric = ["age"]

# CategoryEmbedding acts as a transformer inside a sklearn pipeline
preprocess = ColumnTransformer(
    transformers=[
        ("emb", CategoryEmbedding(
            task="regression",
            categorical_cols=categorical,
            numeric_cols=numeric,
            epochs=20,
            batch_size=32,
            numeric_output='raw',      # Return original numeric values for LightGBM
            num_imp_mode='median',     # Internal imputation strategy (always applied)
        ), categorical + numeric)
    ],
    remainder="drop",
)

model = Pipeline([
    ("prep", preprocess),
    ("lgbm", LGBMRegressor(n_estimators=300, learning_rate=0.05)),
])

model.fit(df, y)
preds = model.predict(df)

Binary classification with imbalanced data

For classification tasks with skewed class distributions, set focal_gamma to activate Focal Loss. This shapes the embedding space to better represent the minority class, which directly benefits the downstream GBM:

from lightgbm import LGBMClassifier

preprocess = ColumnTransformer(
    transformers=[
        ("emb", CategoryEmbedding(
            task="classification",
            categorical_cols=categorical,
            numeric_cols=numeric,
            epochs=30,
            batch_size=256,
            focal_gamma=2.0,           # Activate Focal Loss for imbalanced data
            numeric_output='raw',
        ), categorical + numeric)
    ],
    remainder="drop",
)

model = Pipeline([
    ("prep", preprocess),
    ("lgbm", LGBMClassifier(n_estimators=300, scale_pos_weight=pos_weight)),
])

model.fit(df, y)

Tip: a focal_gamma in the range [1.0, 2.0] works well for moderate imbalance (5:1–10:1). For more extreme ratios, consider values up to 3.0. The GBM's own imbalance handling (e.g. scale_pos_weight in LightGBM) remains complementary and should still be set.


🧠 Why Use Category Embedding?

Traditional encoders struggle with:

  • High-cardinality categorical features
  • Sparse interactions
  • Noisy or rare categories
  • Missing or unseen values at inference

Neural embeddings solve this by learning dense, continuous representations that capture similarity structure between categories.

This library gives you:

  • The power of deep learning
  • The simplicity and performance of GBMs as final predictors
  • A clean sklearn interface
  • Deterministic, production-ready behavior
  • Automatic handling of missing/unseen categoricals via dedicated trainable tokens
  • Flexible numeric output: raw values for trees, scaled for linear models, or embeddings-only
  • Imbalance-aware embeddings via Focal Loss for binary classification

⚙️ API Overview

CategoryEmbedding(...)

Parameters

Parameter Type Default Description
task "regression" or "classification" "regression" Determines loss function.
log_target bool False Whether to apply log(y + 1e-6) transformation to regression targets during training (inverse applied at prediction).
categorical_cols list[str] or None None Names of categorical columns to embed.
numeric_cols list[str] or None None Names of numeric columns to include as inputs.
embedding_dims list[int] or None None Optional list of embedding dimensions for each categorical column (in order). If None, uses default rule: n_cat≤10 → n_cat-1, else max(10, n_cat//2), capped at 30.
hidden_units int 64 Width of each residual MLP block.
n_blocks int 2 Number of residual blocks.
dropout_rate float 0.2 Dropout rate inside residual blocks and before output head.
l2_emb float 1e-6 L2 regularization for embedding weights.
l2_dense float 1e-6 L2 regularization for dense layers.
batch_size int 512 Training batch size.
epochs int 30 Maximum number of training epochs.
lr float 2e-3 Learning rate for Adam optimizer.
random_state int 42 TensorFlow random seed.
verbose int 1 Verbosity passed to Keras .fit().
patience int 4 Early stopping patience.
reduce_lr_factor float 0.5 LR reduction factor when validation loss plateaus.
reduce_lr_patience int 2 Patience before reducing LR.
val_set tuple(X_val, y_val) or None None Optional external validation set.
num_imp_mode "mean" or "median" "median" Strategy for imputing missing numeric values internally during model training. Always applied for NN stability. If your data has no missing values, this is a no-op. Does not affect transform() output unless numeric_output='processed'.
numeric_output "raw", "processed", or None "raw" Controls numeric features in transform() output: "raw" (default) returns original numeric values unchanged; "processed" returns imputed + scaled values (same as used for training); None excludes numeric features and returns only categorical embeddings. Regardless of this setting, the internal model is always trained on imputed + scaled numerics for stability.
return_raw_categoricals bool False If True, include original categorical column values (unencoded) in transform() output with original column names. Allows GBMs to use both embeddings and raw categories. User must configure GBM appropriately.
focal_gamma float or None None Focusing parameter for Focal Loss. Only valid when task="classification". When set, replaces binary cross-entropy with Focal Loss, which down-weights easy majority-class examples and focuses gradient updates on hard minority-class examples. This produces better embedding geometry for imbalanced datasets. Typical range: [0.5, 3.0]; start with 1.02.0 for moderate imbalance (5:1–10:1). Raises ValueError if set alongside task="regression" or if ≤ 0.

Methods

.fit(X, y)

Trains the embedding model:

  • learns embeddings
  • fits numeric scaler
  • applies log-scaling to regression targets
  • trains the neural model with BCE or Focal Loss depending on focal_gamma

.transform(X)

Returns a DataFrame containing:

  • learned embeddings
  • numeric features (scaled or raw depending on numeric_output)

.predict(X)

Uses the neural head for tuning/evaluation.
For regression: automatically applies inverse log-transform.

.get_feature_names_out()

Returns the names of all output columns.


🔑 Keywords

machine learning, deep learning, tabular data, categorical encoding, entity embeddings, category embeddings, neural encoder, keras, tensorflow, scikit-learn, sklearn transformer, feature engineering, gradient boosting, lightgbm, xgboost, embeddings for gbm, high-cardinality features, optuna tuning, ml pipelines, missing value handling, unseen category handling, imbalanced classification, focal loss


📄 License

This project is licensed under the MIT License. See the LICENSE file for details.

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