What is One Hot Encoding? Why And When do you have to use it?

Too Long; Didn't Read

So, you’re playing with ML models and you encounter this “One hot encoding” term all over the place. You see the <a href="http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.OneHotEncoder.html" target="_blank">sklearn documentation</a> for one hot encoder and it says “ Encode categorical integer features using a one-hot aka one-of-K scheme.” It’s not all that clear right? Or at least it was not for me. So let’s look at what one hot encoding actually is.