Kendall transformation brings a robust categorical representation of ordinal data

Abstract Kendall transformation is a conversion of an ordered feature into a vector of pairwise order relations between individual values. This way, it preserves ranking of observations and represents it in a categorical form. Such transformation allows for generalisation of methods requiring strict...

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Main Author: Miron Bartosz Kursa
Format: Article
Language:English
Published: Nature Portfolio 2022-05-01
Series:Scientific Reports
Online Access:https://doi.org/10.1038/s41598-022-12224-2
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author Miron Bartosz Kursa
author_facet Miron Bartosz Kursa
author_sort Miron Bartosz Kursa
collection DOAJ
description Abstract Kendall transformation is a conversion of an ordered feature into a vector of pairwise order relations between individual values. This way, it preserves ranking of observations and represents it in a categorical form. Such transformation allows for generalisation of methods requiring strictly categorical input, especially in the limit of small number of observations, when quantisation becomes problematic. In particular, many approaches of information theory can be directly applied to Kendall-transformed continuous data without relying on differential entropy or any additional parameters. Moreover, by filtering information to this contained in ranking, Kendall transformation leads to a better robustness at a reasonable cost of dropping sophisticated interactions which are anyhow unlikely to be correctly estimated. In bivariate analysis, Kendall transformation can be related to popular non-parametric methods, showing the soundness of the approach. The paper also demonstrates its efficiency in multivariate problems, as well as provides an example analysis of a real-world data.
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spelling doaj.art-1dc0940176fb497abb5f22145c24034c2022-12-22T00:31:37ZengNature PortfolioScientific Reports2045-23222022-05-011211810.1038/s41598-022-12224-2Kendall transformation brings a robust categorical representation of ordinal dataMiron Bartosz Kursa0Interdisciplinary Centre for Mathematical and Computational Modelling, University of WarsawAbstract Kendall transformation is a conversion of an ordered feature into a vector of pairwise order relations between individual values. This way, it preserves ranking of observations and represents it in a categorical form. Such transformation allows for generalisation of methods requiring strictly categorical input, especially in the limit of small number of observations, when quantisation becomes problematic. In particular, many approaches of information theory can be directly applied to Kendall-transformed continuous data without relying on differential entropy or any additional parameters. Moreover, by filtering information to this contained in ranking, Kendall transformation leads to a better robustness at a reasonable cost of dropping sophisticated interactions which are anyhow unlikely to be correctly estimated. In bivariate analysis, Kendall transformation can be related to popular non-parametric methods, showing the soundness of the approach. The paper also demonstrates its efficiency in multivariate problems, as well as provides an example analysis of a real-world data.https://doi.org/10.1038/s41598-022-12224-2
spellingShingle Miron Bartosz Kursa
Kendall transformation brings a robust categorical representation of ordinal data
Scientific Reports
title Kendall transformation brings a robust categorical representation of ordinal data
title_full Kendall transformation brings a robust categorical representation of ordinal data
title_fullStr Kendall transformation brings a robust categorical representation of ordinal data
title_full_unstemmed Kendall transformation brings a robust categorical representation of ordinal data
title_short Kendall transformation brings a robust categorical representation of ordinal data
title_sort kendall transformation brings a robust categorical representation of ordinal data
url https://doi.org/10.1038/s41598-022-12224-2
work_keys_str_mv AT mironbartoszkursa kendalltransformationbringsarobustcategoricalrepresentationofordinaldata