Statistical Context Engineering¶
Statistical Context Engineering (SCE) is a feature engineering methodology that enriches tabular datasets with hierarchical statistical context, improving regression model performance.
Key Features¶
- Leakage-safe: Uses cross-fitting (out-of-fold aggregation) to prevent target leakage
- Hierarchical: Supports multi-level categorical hierarchies with automatic backoff
- scikit-learn compatible: Drop-in transformer for ML pipelines
- Auto-detection: Automatically identifies categorical columns
Installation¶
Quick Example¶
from sce import StatisticalContextEngine, ContextConfig
# Configure the engine
config = ContextConfig(
target_col="price",
use_cross_fitting=True # Prevents leakage
)
# Create and fit the engine
engine = StatisticalContextEngine(config)
enriched_df = engine.fit_transform(train_df)
# Now enriched_df has additional statistical context features
How It Works¶
SCE computes group-level statistics (mean, std, count, etc.) for categorical columns, creating features that capture the "context" of each observation. The cross-fitting approach ensures these features don't leak target information.
For example, for a property in a specific neighborhood:
- neighborhood_price_mean: Average price in that neighborhood
- neighborhood_price_std: Price variation in that neighborhood
- neighborhood_price_count: Number of samples in that neighborhood
Documentation¶
Citation¶
If you use SCE in your research, please cite: