vtreat is a very complete and rigorous tool for preparing messy real world data for supervised machine-learning tasks. It implements a technique we call “safe y-aware processing” using cross-validation or stacking techniques. It is very easy to use: you show it some data and it designs a data transform for you.
Thanks to the
rquery package, this data preparation transform can now be directly applied to databases, or big data systems such as
Apache Spark, or
Google BigQuery. Or, thanks to the
rqdatatable packages, even fast large in-memory transforms are possible.
Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.