How are you doing?
Please first introduce myself to you. I am Yi Du, working in a mortgage insurance company called ‘Arch Capital Group’ based in Washington DC office in US. I find your profile under the repo Spark of Github and would like to ask you one particular coding issue under Spark ML. I tried to read the documentation of Spark and also asked in Stackoverflow but still have no clue.
I am using Pyspark and using ML to build models. I have categorical variables as predictors and would like to have interactions between two categorical variables in the model as well.
I was trying to follow the example here: https://spark.apache.org/docs/latest/ml-features#interaction to create the interaction between two categorical variables.
Here is my snippet of code:
stringIndexer = StringIndexer(inputCols=['fico_group','ltv_group'], outputCols=['fico_groupIndex1','ltv_groupIndex1'], stringOrderType='frequencyAsc')
trs_data_index = stringIndexer.fit(trs_data).transform(trs_data)
interaction = Interaction(inputCols=['fico_groupIndex1','ltv_groupIndex1'], outputCol="interactedCol")
trs_data_interacted_temp = interaction.transform(trs_data_index)
encoder = OneHotEncoder(inputCols=['interactedCol'], outputCols=['interactedColVec'])
trs_data_interacted = encoder.fit(trs_data_interacted_temp).transform(trs_data_interacted_temp)
I basically index ‘fico_group’ and ‘ltv_group’ first and interact them together and use onehotencoder to create the final column ‘interactedColVec’ for use.
However, the final results didn’t come as expected. My ‘fico_group’ has 5 levels and so does ‘ltv_group’. So there are 5*5 = 25 combinations. But in the model estimates, one level should be treated as base so I expected to see 25-1 = 24 interactions in the final estimates. However, by using the above code, I have 25 interactions in the model estimates.
This is my post under Stackoverflow. https://stackoverflow.com/questions/64602060/add-interaction-term-to-ml
I don’t know if I articulated my question/issues clearly to you. But I do really appreciate your help if possible or if you can direct me to the person who knows this.
Again, thank you very much for your help.
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