--- title: "dataprep: a leakage-free preprocessing workflow" output: rmarkdown::html_vignette vignette: > %\documentclass{article} %\VignetteIndexEntry{dataprep: a leakage-free preprocessing workflow} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.align = "center", fig.width = 6, fig.height = 5.5, out.width = "75%", fig.retina = 2 ) ``` ```{r} library(dataprep) set.seed(1) # The size-bin columns are the ones whose names are numeric # (1.00, 1.12, ..., 1000). This helper returns their integer # positions, excluding the four non-size columns (`date`, # `tconc`, `TPNC`, `monthyear`). size_bin_cols <- function(x) { grep("^[-+]?[0-9]*\\.?[0-9]+$", names(x)) } ``` ## The data-leakage problem Standard preprocessing steps such as outlier detection, imputation, and scaling are often implemented as one-shot functions. If you apply them to training and test data separately, the test set ends up using its own statistics, which leaks information from the test set into the pipeline. `dataprep` 0.1.8 solves this with a two-step interface: * `prep_fit()` estimates every parameter (missing fraction, outlier thresholds, imputation method, scaling centre/scale) from the **training data only**, and returns a `prep_plan`. * `prep_transform()` applies the plan to new data without re-estimating anything. The design mirrors `recipes::prep()` / `recipes::bake()` and `caret::preProcess()` / `caret::predict()`, but the underlying operations are the same C++ backends used by `varidele()`, `obsedele()`, `detect_outliers()`, `impute_missing()`, and `transform_data()`. > **Note on `data1`.** `data1` is the already-aggregated > seven-column version of `data`. It has no long missing runs and > no obvious outliers, so it is not a meaningful input for the > cleaning steps. All examples below therefore use the full > `data` table. ## A minimal example ```{r} train <- data[1:5000, c("date", "monthyear", "7.94", "8.91", "10")] test <- data[5001:6000, c("date", "monthyear", "7.94", "8.91", "10")] plan <- prep_fit( train, cols = 3:5, group = 2, steps = c("varidele", "outlier", "impute", "scale"), fraction = 0.5, method_outlier = "iqr", method_impute = "linear", scale_method = "zscore" ) str(plan, max.level = 2) ``` Apply the plan to the test set: ```{r} test_clean <- prep_transform(plan, test) head(test_clean) ``` Note that `test_clean` has the same columns as the training data after the plan's `varidele` step, and its scaling uses the training set's centre / scale — not its own. ## What is stored in the plan ```{r} names(plan) names(plan$params) ``` * `params$varidele_keep` — logical mask of columns to keep * `params$outlier_thresholds` — lower / upper bounds per column (or per column-group) * `params$impute_method` — imputation method string * `params$scale_center`, `params$scale_scale` — per-column centring and scaling constants * `data_info` — original column names, indices, and the grouping column, used to realign columns and re-apply grouped operations when `test` is fed in with a different order ### A note on degenerate columns A constant training column has `sd = 0`, `IQR = 0`, or `max - min = 0`. Storing `0` as `scale_val` would make `prep_transform()` divide by zero. `prep_fit()` stores `1` for such columns instead, so the transform becomes `x - center` (equivalently `x - x`), and `prep_transform()` additionally guards against `scale_val == 0` in case a plan is edited by hand. ## Adding or removing steps `prep_fit()` accepts an ordered `steps` vector. Any subset of the following is allowed, and the order is respected as given: ```{r, eval = FALSE} steps = c("varidele", "obsedele", "outlier", "impute", "scale") ``` * **`varidele`** — drop columns whose training-set missing fraction is above `fraction`. * **`obsedele`** — drop rows with long consecutive `NA` runs. This step does not store any threshold; it re-runs the anchor scan on the new data using the `by` and `half` values from training. * **`outlier`** — detect and replace outliers with `NA` using IQR, MAD, or percentile thresholds estimated on the training set. * **`impute`** — fill remaining `NA`s using LOCF, NOCB, linear, mean, or median. * **`scale`** — z-score, min-max, robust, centre, or scale. If a step's parameter is not needed (e.g. `obsedele` does not learn anything from the training data that would be reused later), the plan simply stores the call arguments and re-runs the same operation on the test data. ## Column-order independence `prep_transform()` realigns the new data by column name, not by position. If `test` has its columns in a different order from `train`, the plan still applies correctly: ```{r} test_reordered <- test[, c("date", "10", "8.91", "7.94", "monthyear")] test_reordered_clean <- prep_transform(plan, test_reordered) identical(names(test_reordered_clean), names(test_clean)) ``` ## Missing-column detection If `newdata` is missing a required column, `prep_transform()` raises an error listing the missing names, rather than silently producing wrong output: ```{r, error = TRUE} test_missing <- test[, c("date", "monthyear", "7.94", "8.91")] prep_transform(plan, test_missing) ``` ``` #> Error: newdata is missing required columns: 10 ``` ## Workflow with `dataprep()` For exploratory analysis where leakage is not a concern, the one-call `dataprep()` wrapper chains the four standard steps on the full `data` table: ```{r} res <- dataprep( data[1:1000, ], cols = size_bin_cols(data[1:1000, ]), group = 4, interval = 5, times = 3 ) dim(res) ``` `dataprep()` and `prep_fit()` share the same underlying backends, but they make different promises: | Aspect | `dataprep()` | `prep_fit()` / `prep_transform()` | |---|---|---| | Use case | exploration, one-shot cleaning | train / test split, deployment | | Output | cleaned data frame | `prep_plan` object + cleaned data | | Leakage | re-estimates thresholds on every call | estimates once, applies everywhere | | Rows | keeps all rows whose anchors are adequate | same, but row sets can differ between train and test | | Speed | one-shot, no overhead | a small per-step overhead from plan bookkeeping | ## Reporting `data_report()` is read-only, so it works on either `data` or `data1`. We use `data1` here for a compact output. ```{r} data_report(data1, cols = 3:7, verbose = TRUE) invisible(data_report(data1, cols = 3:7)) ``` ## Full applied workflow A complete train / test workflow with the full cleaning pipeline: ```{r, eval = FALSE} # 1. Inspect the raw data data_report(data, cols = size_bin_cols(data), verbose = TRUE) # 2. Fit a plan on the training split train <- data[1:5000, ] plan <- prep_fit( train, cols = size_bin_cols(train), group = 4, steps = c("varidele", "obsedele", "outlier", "impute", "scale"), fraction = 0.5, method_outlier = "iqr", method_impute = "linear", scale_method = "zscore" ) # 3. Apply the same plan to the test split test <- data[5001:6000, ] test_clean <- prep_transform(plan, test) # 4. Model on the cleaned training set, # predict on the cleaned test set fit <- lm(`7.94` ~ `8.91` + `10`, data = plan$final_data) pred <- predict(fit, newdata = test_clean) ``` The key point is that `plan` is a self-contained object. It can be saved to disk (`saveRDS(plan, "plan.rds")`) and loaded in a later session (`plan <- readRDS("plan.rds")`) without any dependence on the training data. ## When NOT to preprocess Not every dataset needs the full pipeline: 1. **Already-aggregated data.** `data1` is the seven-column aggregate of `data`. Running `varidele` / `obsedele` / `condextr` / `shorvalu` on it would do nothing useful. 2. **Models that tolerate missing values.** Gradient boosting, random forests, and XGBoost handle `NA` natively. If your model does, you can skip `impute` and keep the `NA`s. 3. **Gaps shorter than the physical mixing time.** When the aerosol is well-mixed, a few missing points can be interpolated with negligible error, so `obsedele` can be relaxed by increasing `half`. See `vignette("dataprep-philosophy")` for the full reasoning behind each of these cases. ## Test environment The examples in this vignette are executed on Windows 11 Pro for Workstations (R 4.6.1 ucrt, GCC 14.3.0) with a 2× AMD EPYC 7B12 64-Core processor and about 224 GiB RAM, and on Ubuntu 25.10 (R 4.5.1, g++ 15.2.0) with a 2× AMD EPYC 9965 192-Core processor (384 physical / 768 logical cores), 1.0 TiB (16 × 64 GiB Micron, DDR5-5600, Multi-bit ECC) and full AVX-512. Full hardware details are in `README.md`. ## Where to go next * **Design philosophy** — `vignette("dataprep-philosophy")`. Why the pipeline has the shape it does, and how each step enforces a physical constraint. * **Cleaning pipeline walkthrough** — `vignette("dataprep-cleaning")`. Step-by-step execution on a real dataset. * **Performance and cross-engine consistency** — `vignette("dataprep-performance")`. Full benchmark tables and 8-engine consistency checks. * **Upgrading from 0.1.5 to 0.1.8** — `vignette("dataprep-migration")`. Behaviour changes and the migration checklist. * **Fast reshaping** — `vignette("dataprep-melt-dcast")`. ## Session info ```{r} sessionInfo() ```