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The approach encodes categorical data as multiple numeric variables using a word embedding approach. Originally intended as a way to take a large number of word identifiers and represent them in a smaller dimension. Good references on this are Guo and Berkhahn (2016) and Chapter 6 of Francois and Allaire (2018).

The methodology first translates the C factor levels as a set of integer values then randomly allocates them to the new D numeric columns. These columns are optionally connected in a neural network to an intermediate layer of hidden units. Optionally, other predictors can be added to the network in the usual way (via the predictors argument) that also link to the hidden layer. This implementation uses a single layer with ReLu activations. Finally, an output layer is used with either linear activation (for numeric outcomes) or softmax (for classification).

To translate this model to a set of embeddings, the coefficients of the original embedding layer are used to represent the original factor levels.

As an example, we use the Ames housing data where the sale price of houses are being predicted. One predictor, neighborhood, has the most factor levels of the predictors.

library(tidymodels)
data(ames)
length(levels(ames$Neighborhood))
## [1] 29

The distribution of data in the neighborhood is not uniform:

ames %>%
  count(Neighborhood) %>%
  ggplot(aes(n, reorder(Neighborhood, n))) +
  geom_col() +
  labs(y = NULL) +
  theme_bw()

Horizontal bar chart. n along the x axis, neighborhoods along the y-axis. The lengths of the bars vary from near zero for Landmarks and Green_Hills, to almost 450 for North_Ames.

Fo plotting later, we calculate the simple means per neighborhood:

means <-
  ames %>%
  group_by(Neighborhood) %>%
  summarise(
    mean = mean(log10(Sale_Price)),
    n = length(Sale_Price),
    lon = median(Longitude),
    lat = median(Latitude)
  )

We’ll fit a model with 10 hidden units and 3 encoding columns:

library(embed)
tf_embed <-
  recipe(Sale_Price ~ ., data = ames) %>%
  step_log(Sale_Price, base = 10) %>%
  # Add some other predictors that can be used by the network
  # We preprocess them first
  step_YeoJohnson(Lot_Area, Full_Bath, Gr_Liv_Area) %>%
  step_range(Lot_Area, Full_Bath, Gr_Liv_Area) %>%
  step_embed(
    Neighborhood,
    outcome = vars(Sale_Price),
    predictors = vars(Lot_Area, Full_Bath, Gr_Liv_Area),
    num_terms = 5,
    hidden_units = 10,
    options = embed_control(epochs = 75, validation_split = 0.2)
  ) %>%
  prep(training = ames)

theme_set(theme_bw() + theme(legend.position = "top"))

tf_embed$steps[[4]]$history %>%
  filter(epochs > 1) %>%
  ggplot(aes(x = epochs, y = loss, col = type)) +
  geom_line() +
  scale_y_log10()

Line chart with 2 lines. epochs along the x-axis, loss along the y-axis. The two lines are colored according to the type of loss, red for normal loss and blue for validation loss. The lines have high values for small epochs and lower values for higher epochs, with the validation loss being lower at all times.

The embeddings are obtained using the tidy method:

hood_coef <-
  tidy(tf_embed, number = 4) %>%
  dplyr::select(-terms, -id) %>%
  dplyr::rename(Neighborhood = level) %>%
  # Make names smaller
  rename_at(
    vars(contains("emb")),
    funs(gsub("Neighborhood_", "", ., fixed = TRUE))
  )
hood_coef
## # A tibble: 30 × 6
##      embed_1  embed_2  embed_3  embed_4  embed_5 Neighborhood      
##        <dbl>    <dbl>    <dbl>    <dbl>    <dbl> <chr>             
##  1  0.0343   -0.0136  -0.0180   0.0418   0.0229  ..new             
##  2 -0.000622  0.0234   0.0538  -0.0860   0.00240 North_Ames        
##  3 -0.0531   -0.00936 -0.0267  -0.0535  -0.0713  College_Creek     
##  4 -0.0326    0.0663  -0.00537 -0.0590   0.0550  Old_Town          
##  5  0.0464   -0.0118  -0.0427   0.00593  0.0445  Edwards           
##  6 -0.0725   -0.0798  -0.0351   0.00125 -0.0914  Somerset          
##  7 -0.0446   -0.102    0.0305  -0.0128  -0.140   Northridge_Heights
##  8  0.0263   -0.0334   0.00209 -0.00356 -0.0324  Gilbert           
##  9 -0.0254   -0.0125  -0.0386  -0.0341   0.0216  Sawyer            
## 10 -0.0127   -0.0541  -0.0271   0.0123   0.00500 Northwest_Ames    
## # ℹ 20 more rows
hood_coef <-
  hood_coef %>%
  inner_join(means, by = "Neighborhood")
hood_coef
## # A tibble: 28 × 10
##      embed_1  embed_2  embed_3   embed_4  embed_5 Neighborhood  mean     n
##        <dbl>    <dbl>    <dbl>     <dbl>    <dbl> <chr>        <dbl> <int>
##  1 -0.000622  0.0234   0.0538  -0.0860    0.00240 North_Ames    5.15   443
##  2 -0.0531   -0.00936 -0.0267  -0.0535   -0.0713  College_Cre…  5.29   267
##  3 -0.0326    0.0663  -0.00537 -0.0590    0.0550  Old_Town      5.07   239
##  4  0.0464   -0.0118  -0.0427   0.00593   0.0445  Edwards       5.09   194
##  5 -0.0725   -0.0798  -0.0351   0.00125  -0.0914  Somerset      5.35   182
##  6 -0.0446   -0.102    0.0305  -0.0128   -0.140   Northridge_…  5.49   166
##  7  0.0263   -0.0334   0.00209 -0.00356  -0.0324  Gilbert       5.27   165
##  8 -0.0254   -0.0125  -0.0386  -0.0341    0.0216  Sawyer        5.13   151
##  9 -0.0127   -0.0541  -0.0271   0.0123    0.00500 Northwest_A…  5.27   131
## 10 -0.0107   -0.0377  -0.0150   0.000668 -0.0173  Sawyer_West   5.25   125
## # ℹ 18 more rows
## # ℹ 2 more variables: lon <dbl>, lat <dbl>

We can make a simple, interactive plot of the new features versus the outcome:

tf_plot <-
  hood_coef %>%
  dplyr::select(-lon, -lat) %>%
  gather(variable, value, starts_with("embed")) %>%
  # Clean up the embedding names
  # Add a new variable as a hover-over/tool tip
  mutate(
    label = paste0(gsub("_", " ", Neighborhood), " (n=", n, ")"),
    variable = gsub("_", " ", variable)
  ) %>%
  ggplot(aes(x = value, y = mean)) +
  geom_point_interactive(aes(size = sqrt(n), tooltip = label), alpha = .5) +
  facet_wrap(~variable, scales = "free_x") +
  theme_bw() +
  theme(legend.position = "top") +
  labs(y = "Mean (log scale)", x = "Embedding")

ggiraph(ggobj = tf_plot)
## Warning: 'ggiraph' is deprecated.
## Use 'girafe' instead.
## See help("Deprecated")

However, this has induced some between-predictor correlations:

hood_coef %>%
  dplyr::select(contains("emb")) %>%
  cor() %>%
  round(2)
##         embed_1 embed_2 embed_3 embed_4 embed_5
## embed_1    1.00    0.31   -0.20   -0.05    0.26
## embed_2    0.31    1.00   -0.23   -0.26    0.57
## embed_3   -0.20   -0.23    1.00   -0.09   -0.18
## embed_4   -0.05   -0.26   -0.09    1.00    0.10
## embed_5    0.26    0.57   -0.18    0.10    1.00