Feature Engineering with Python
Feature engineering is a combination of data preprocessing and feature construction, with the goal of converting the original data into a form that is easier to understand in the model. Because the original data often contains problems such as noise, missing values, inconsistent formats, direct input to the model is not effective. Common operations include: 1. Missing value processing, such as filling with SimpleImputer or fillna(); 2. Category encoding, such as binary variable mapping to 0/1, and multiple categories use One-Hot or Target Encoding; 3. Standardization and normalization, such as StandardScaler or MinMaxScaler; 4. Box processing, such as age segmentation and income interval discrete. More meaningful feature structures need to be combined with business understanding, such as the construction of "how many days since the last purchase" and "the number of purchases in the past 30 days" in the e-commerce scenario, and are implemented through the datetime module, groupby(), and rolling(). After construction, you need to check the correlation to avoid redundancy and can use corr() or VIF to detect it. Recommended tools include Feature-engine, category_encoders, ColumnTransformer Pipeline to improve efficiency and maintainability. Feature engineering is a continuous iterative process that requires familiarity with the Python toolchain and maintaining sensitivity to data.
When doing feature engineering, many people think that this is a "metaphysical" job at first, but in fact it is a combination of data preprocessing and feature construction. As a mainstream tool, Python already has many mature libraries and methods in this area. The key is to understand the problem you want to solve and adjust the data according to the needs of the model.

Why do feature engineering first?
Machine learning models are not magic, they require inputs with clear structure and rich information. The original data often contains problems such as noise, missing values, inconsistent formats, etc., and the effect will not be good when feeding it directly to the model. The purpose of feature engineering is to turn the original data into a form that the model can better understand.
For example, if you have a timestamp field, it may be useless to throw it directly to the model, but if you extract information such as "day of the week" and "whether it is a holiday" from it, it may help predict sales or user behavior.

What are the common feature engineering operations?
This part is a practical operation step, and Python has ready-made methods to support:
- Missing value processing : You can use
SimpleImputer
to fill in numerical missing, or usefillna()
to fill it manually. Sometimes, missing itself is information, and it is not a bad idea to make a single marking column. - Category encoding : binary variables like gender can be directly mapped to 0/1, while multi-category like cities must consider One-Hot or Target Encoding.
- Standardization and normalization : Many models are sensitive to input ranges, so it is necessary to use
StandardScaler
orMinMaxScaler
. - Box processing : Sometimes continuous variable discretization makes it easier for the model to capture trends, such as age segmentation, income range, etc.
For example, if you read a DataFrame with Pandas, you can easily do One-Hot encoding through pd.get_dummies()
, although you need to pay attention to the dimension explosion problem.

How to do more meaningful feature construction?
This part needs to be understood in combination with business, and cannot rely solely on code. For example, in the e-commerce scenario, in addition to the original purchase record, you can also construct features such as "how many days have you been in the last purchase", "number of purchases in the past 30 days", and "average order interval".
Python provides many conveniences in this regard, such as using the datetime
module to deal with time difference, using groupby()
to aggregate statistical indicators, and even using rolling()
window function to act as dynamic features.
One thing that is easy to ignore is that after constructing new features, they must be checked to avoid introducing too much redundant information. You can use corr()
to see it, or use VIF to detect multicollinearity.
Tool recommendation: Don't remake wheels
There are many auxiliary tools for feature engineering in the Python ecosystem, which can help you save a lot of trouble:
-
Feature-engine
: This is a library that specializes in feature engineering, supports missing value interpolation, transformation, binning and other functions. The API style is similar to sklearn. -
category_encoders
: More richer than sklearn's own encoder, including advanced methods such as LeaveOneOut and Target Encoding. -
ColumnTransformer
Pipeline
ofscikit-learn
: It can unify multiple feature processing processes to improve reusability and maintainability.
For example, if you want to apply different processing methods to different columns, you can use ColumnTransformer
to define a conversion pipeline and then stuff it into the Pipeline to run together.
Basically that's it. Feature engineering is not a one-time task, but a process of continuous iteration as model tuning. If you do it in Python, the key is to be familiar with the toolchain while maintaining sensitivity to data.
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