The following really made my day.
I tell every data scientist I know about vtreat and urge them to read the paper.
Jason, thanks for your support and thank you so much for taking the time to say this (and for your permission to quote you on this).
For those interested the R version of vtreat can be found here, the paper can be found here, and the in-development Python/Pandas version of vtreat can be found (with examples) here.
Chapter of 8 Zumel, Mount, Practical Data Science with R, 2nd Edition, Manning 2019 has a more operational discussion of vtreat (which itself uses concepts developed in chapter 4).
Categories: Opinion Pragmatic Data Science
Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.