Explaining Linear Models with Categorical Features
Published:
This fifth blog post demonstrates how Linear Models can be adapted to work with Categorical Feature, that is, features that are not naturally represented with numbers. Machine Learning models require numerical input features to work properly and so one Categorical Features must be preprocessed. While One-Hot-Encoding is the go-to practice when a linear model is used downstream, the interpretation of the resulting model coefficients is not trivial. We advocate viewing linear models fitted on One-Hot-Encoded features as a particular instance of Parametric Additive Models, which we know how to explain faithfully.