Research Area:  Machine Learning
Feature engineering is a crucial step for developing effective machine learning models. Traditionally, feature engineering is performed manually, which requires much domain knowledge and is time-consuming. In recent years, many automated feature engineering methods have been proposed. These methods improve the accuracy of a machine learning model by automatically transforming the original features into a set of new features. However, existing methods either lack ability to perform high-order transformations or suffer from the feature space explosion problem. In this paper, we present Neural Feature Search (NFS), a novel neural architecture for automated feature engineering. We utilize a recurrent neural network based controller to transform each raw feature through a series of transformation functions. The controller is trained through reinforcement learning to maximize the expected performance of the machine learning algorithm. Extensive experiments on public datasets illustrate that our neural architecture is effective and outperforms the existing state-of-the-art automated feature engineering methods. Our architecture can efficiently capture potentially valuable high-order transformations and mitigate the feature explosion problem.
Keywords:  
Noise measurement
Explosions
Feature extraction
Recurrent neural networks
Transforms
Machine learning
Author(s) Name:  Xiangning Chen; Qingwei Lin; Chuan Luo; Xudong Li
Journal name:  
Conferrence name:  2019 IEEE International Conference on Data Mining
Publisher name:  IEEE
DOI:  10.1109/ICDM.2019.00017
Volume Information:  
Paper Link:   https://ieeexplore.ieee.org/abstract/document/8970679/