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hierarchical target encoding #246

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@EmilHvitfeldt

Furthermore, for categorical attributes with an inherent hierarchical structure, like ZIP codes, the preprocessing scheme can directly leverage the hierarchy by blending statistics at the various levels of aggregation.

https://dl.acm.org/doi/10.1145/507533.507538

We would need to select the right columns, and properly add another argument, that takes a formula that describes the hierarchy

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