Feature engineering, a crucial step of machine learning, aims to extract useful features from raw data to improve data quality. In recent years, great efforts have been devoted to Automated Feature Engineering (AutoFE) to replace expensive human labor. However, existing methods are computationally demanding due to treating AutoFE as a coarse-grained black-box optimization problem over a discrete space. In this work, we propose an efficient gradient-based method called DIFER to perform differentiable automated feature engineering in a continuous vector space. DIFER selects potential features based on evolutionary algorithm and leverages an encoder-predictor-decoder controller to optimize existing features. We map features into the continuous vector space via the encoder, optimize the embedding along the gradient direction induced by the predicted score, and recover better features from the optimized embedding by the decoder. Extensive experiments on classification and regression datasets demonstrate that DIFER can significantly improve the performance of various machine learning algorithms and outperform current state-of-the-art AutoFE methods in terms of both efficiency and performance.
An estimated 180 papers focusing on deep learning and EHR were published between 2010 and 2018. Despite the common workflow structure appearing in these publications, no trusted and verified software framework exists, forcing researchers to arduously repeat previous work. In this paper, we propose Cardea, an extensible open-source automated machine learning framework encapsulating common prediction problems in the health domain and allows users to build predictive models with their own data. This system relies on two components: Fast Healthcare Interoperability Resources (FHIR) -- a standardized data structure for electronic health systems -- and several AUTOML frameworks for automated feature engineering, model selection, and tuning. We augment these components with an adaptive data assembler and comprehensive data- and model- auditing capabilities. We demonstrate our framework via 5 prediction tasks on MIMIC-III and Kaggle datasets, which highlight Cardea's human competitiveness, flexibility in problem definition, extensive feature generation capability, adaptable automatic data assembler, and its usability.
An increasingly popular set of techniques adopted by software engineering (SE) researchers to automate development tasks are those rooted in the concept of Deep Learning (DL). The popularity of such techniques largely stems from their automated feature engineering capabilities, which aid in modeling software artifacts. However, due to the rapid pace at which DL techniques have been adopted, it is difficult to distill the current successes, failures, and opportunities of the current research landscape. In an effort to bring clarity to this crosscutting area of work, from its modern inception to the present, this paper presents a systematic literature review of research at the intersection of SE & DL. The review canvases work appearing in the most prominent SE and DL conferences and journals and spans 128 papers across 23 unique SE tasks. We center our analysis around the components of learning, a set of principles that govern the application of machine learning techniques (ML) to a given problem domain, discussing several aspects of the surveyed work at a granular level. The end result of our analysis is a research roadmap that both delineates the foundations of DL techniques applied to SE research, and highlights likely areas of fertile exploration for the future.
In order to provide benchmark performance for Urdu text document classification, the contribution of this paper is manifold. First, it pro-vides a publicly available benchmark dataset manually tagged against 6 classes. Second, it investigates the performance impact of traditional machine learning based Urdu text document classification methodologies by embedding 10 filter-based feature selection algorithms which have been widely used for other languages. Third, for the very first time, it as-sesses the performance of various deep learning based methodologies for Urdu text document classification. In this regard, for experimentation, we adapt 10 deep learning classification methodologies which have pro-duced best performance figures for English text classification. Fourth, it also investigates the performance impact of transfer learning by utiliz-ing Bidirectional Encoder Representations from Transformers approach for Urdu language. Fifth, it evaluates the integrity of a hybrid approach which combines traditional machine learning based feature engineering and deep learning based automated feature engineering. Experimental results show that feature selection approach named as Normalised Dif-ference Measure along with Support Vector Machine outshines state-of-the-art performance on two closed source benchmark datasets CLE Urdu Digest 1000k, and CLE Urdu Digest 1Million with a significant margin of 32%, and 13% respectively. Across all three datasets, Normalised Differ-ence Measure outperforms other filter based feature selection algorithms as it significantly uplifts the performance of all adopted machine learning, deep learning, and hybrid approaches. The source code and presented dataset are available at Github repository.
Complex black-box predictive models may have high performance, but lack of interpretability causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, achieving satisfactory accuracy of interpretable models require more time-consuming work related to feature engineering. Can we train interpretable and accurate models, without timeless feature engineering? We propose a method that uses elastic black-boxes as surrogate models to create a simpler, less opaque, yet still accurate and interpretable glass-box models. New models are created on newly engineered features extracted with the help of a surrogate model. We supply the analysis by a large-scale benchmark on several tabular data sets from the OpenML database. There are two results 1) extracting information from complex models may improve the performance of linear models, 2) questioning a common myth that complex machine learning models outperform linear models.
In situ and remotely sensed observations have potential to facilitate data-driven predictive models for oceanography. A suite of machine learning models, including regression, decision tree and deep learning approaches were developed to estimate sea surface temperatures (SST). Training data consisted of satellite-derived SST and atmospheric data from The Weather Company. Models were evaluated in terms of accuracy and computational complexity. Predictive skill were assessed against observations and a state-of-the-art, physics-based model from the European Centre for Medium Weather Forecasting. Results demonstrated that by combining automated feature engineering with machine-learning approaches, accuracy comparable to existing state-of-the-art can be achieved. Models captured seasonal patterns in the data and qualitatively reproduce short-term variations driven by atmospheric forcing. Further, it demonstrated that machine-learning-based approaches can be used as transportable prediction tools for ocean variables -- the data-driven nature of the approach naturally integrates with automatic deployment frameworks, where model deployments are guided by data rather than user-parametrisation and expertise. The low computational cost of inference makes the approach particularly attractive for edge-based computing where predictive models could be deployed on low-power devices in the marine environment.
Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this framework, we model a sequence of credit card transactions from three different perspectives, namely (i) The sequence contains or doesn't contain a fraud (ii) The sequence is obtained by fixing the card-holder or the payment terminal (iii) It is a sequence of spent amount or of elapsed time between the current and previous transactions. Combinations of the three binary perspectives give eight sets of sequences from the (training) set of transactions. Each one of these sequences is modelled with a Hidden Markov Model (HMM). Each HMM associates a likelihood to a transaction given its sequence of previous transactions. These likelihoods are used as additional features in a Random Forest classifier for fraud detection. Our multiple perspectives HMM-based approach offers automated feature engineering to model temporal correlations so as to improve the effectiveness of the classification task and allows for an increase in the detection of fraudulent transactions when combined with the state of the art expert based feature engineering strategy for credit card fraud detection. In extension to previous works, we show that this approach goes beyond ecommerce transactions and provides a robust feature engineering over different datasets, hyperparameters and classifiers. Moreover, we compare strategies to deal with structural missing values.
Automated machine learning (AutoML) aims to find optimal machine learning solutions automatically given a machine learning problem. It could release the burden of data scientists from the multifarious manual tuning process and enable the access of domain experts to the off-the-shelf machine learning solutions without extensive experience. In this paper, we review the current developments of AutoML in terms of three categories, automated feature engineering (AutoFE), automated model and hyperparameter learning (AutoMHL), and automated deep learning (AutoDL). State-of-the-art techniques adopted in the three categories are presented, including Bayesian optimization, reinforcement learning, evolutionary algorithm, and gradient-based approaches. We summarize popular AutoML frameworks and conclude with current open challenges of AutoML.
This paper presents our contribution to PolEval 2019 Task 6: Hate speech and bullying detection. We describe three parallel approaches that we followed: fine-tuning a pre-trained ULMFiT model to our classification task, fine-tuning a pre-trained BERT model to our classification task, and using the TPOT library to find the optimal pipeline. We present results achieved by these three tools and review their advantages and disadvantages in terms of user experience. Our team placed second in subtask 2 with a shallow model found by TPOT: a~logistic regression classifier with non-trivial feature engineering.
Feature generation is one of the challenging aspects of machine learning. We present ExploreKit, a framework for automated feature generation. ExploreKit generates a large set of candidate features by combining information in the original features, with the aim of maximizing predictive performance according to user-selected criteria. To overcome the exponential growth of the feature space, ExploreKit uses a novel machine learning-based feature selection approach to predict the usefulness of new candidate features. This approach enables efficient identification of the new features and produces superior results compared to existing feature selection solutions. We demonstrate the effectiveness and robustness of our approach by conducting an extensive evaluation on 25 datasets and 3 different classification algorithms. We show that ExploreKit can achieve classification-error reduction of 20% overall.
Feature engineering involves constructing novel features from given data with the goal of improving predictive learning performance. Feature engineering is predominantly a human-intensive and time consuming step that is central to the data science workflow. In this paper, we present a novel system called "Cognito", that performs automatic feature engineering on a given dataset for supervised learning. The system explores various feature construction choices in a hierarchical and non-exhaustive manner, while progressively maximizing the accuracy of the model through a greedy exploration strategy. Additionally, the system allows users to specify domain or data specific choices to prioritize the exploration. Cognito is capable of handling large datasets through sampling and built-in parallelism, and integrates well with a state-of-the-art model selection strategy. We present the design and operation of Cognito, along with experimental results on eight real datasets to demonstrate its efficacy.
In this paper, we develop the Data Science Machine, which is able to derive predictive models from raw data automatically. To achieve this automation, we first propose and develop the Deep Feature Synthesis algorithm for automatically generating features for relational datasets. The algorithm follows relationships in the data to a base field, and then sequentially applies mathematical functions along that path to create the final feature. Second, we implement a generalizable machine learning pipeline and tune it using a novel Gaussian Copula process based approach. We entered the Data Science Machine in 3 data science competitions that featured 906 other data science teams. Our approach beats 615 teams in these data science competitions. In 2 of the 3 competitions we beat a majority of competitors, and in the third, we achieved 94% of the best competitor's score. In the best case, with an ongoing competition, we beat 85.6% of the teams and achieved 95.7% of the top submissions score.
In recent years, the importance of feature engineering has been confirmed by the exceptional performance of deep learning techniques, that automate this task for some applications. For others, feature engineering requires substantial manual effort in designing and selecting features and is often tedious and non-scalable. We present AutoLearn, a regression-based feature learning algorithm. Being data-driven, it requires no domain knowledge and is hence generic. Such a representation is learnt by mining pairwise feature associations, identifying the linear or non-linear relationship between each pair, applying regression and selecting those relationships that are stable and improve the prediction performance. Our experimental evaluation on 18 UC Irvine and 7 Gene expression datasets, across different domains, provides evidence that the features learnt through our model can improve the overall prediction accuracy by 13.28%, compared to original feature space and 5.87% over other top performing models, across 8 different classifiers without using any domain knowledge.
This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such as neural networks, are in practice often difficult to train and even harder to explain to non-statisticians, who require transparent analysis results as a basis for important business decisions. While linear models are efficient and intuitive, they generally provide lower prediction accuracies. Our library provides a multi-step feature engineering and selection process, where first a large pool of non-linear features is generated, from which then a small and robust set of meaningful features is selected, which improve the prediction accuracy of a linear model while retaining its interpretability.
Deep neural networks (DNN) excel at extracting patterns. Through representation learning and automated feature engineering on large datasets, such models have been highly successful in computer vision and natural language applications. Designing optimal network architectures from a principled or rational approach however has been less than successful, with the best successful approaches utilizing an additional machine learning algorithm to tune the network hyperparameters. However, in many technical fields, there exist established domain knowledge and understanding about the subject matter. In this work, we develop a novel furcated neural network architecture that utilizes domain knowledge as high-level design principles of the network. We demonstrate proof-of-concept by developing IL-Net, a furcated network for predicting the properties of ionic liquids, which is a class of complex multi-chemicals entities. Compared to existing state-of-the-art approaches, we show that furcated networks can improve model accuracy by approximately 20-35%, without using additional labeled data. Lastly, we distill two key design principles for furcated networks that can be adapted to other domains.
AutoML serves as the bridge between varying levels of expertise when designing machine learning systems and expedites the data science process. A wide range of techniques is taken to address this, however there does not exist an objective comparison of these techniques. We present a benchmark of current open source AutoML solutions using open source datasets. We test auto-sklearn, TPOT, auto_ml, and H2O's AutoML solution against a compiled set of regression and classification datasets sourced from OpenML and find that auto-sklearn performs the best across classification datasets and TPOT performs the best across regression datasets.
As the field of data science continues to grow, there will be an ever-increasing demand for tools that make machine learning accessible to non-experts. In this paper, we introduce the concept of tree-based pipeline optimization for automating one of the most tedious parts of machine learning---pipeline design. We implement an open source Tree-based Pipeline Optimization Tool (TPOT) in Python and demonstrate its effectiveness on a series of simulated and real-world benchmark data sets. In particular, we show that TPOT can design machine learning pipelines that provide a significant improvement over a basic machine learning analysis while requiring little to no input nor prior knowledge from the user. We also address the tendency for TPOT to design overly complex pipelines by integrating Pareto optimization, which produces compact pipelines without sacrificing classification accuracy. As such, this work represents an important step toward fully automating machine learning pipeline design.
Feature engineering is one of the most important and time consuming tasks in predictive analytics projects. It involves understanding domain knowledge and data exploration to discover relevant hand-crafted features from raw data. In this paper, we introduce a system called One Button Machine, or OneBM for short, which automates feature discovery in relational databases. OneBM automatically performs a key activity of data scientists, namely, joining of database tables and applying advanced data transformations to extract useful features from data. We validated OneBM in Kaggle competitions in which OneBM achieved performance as good as top 16% to 24% data scientists in three Kaggle competitions. More importantly, OneBM outperformed the state-of-the-art system in a Kaggle competition in terms of prediction accuracy and ranking on Kaggle leaderboard. The results show that OneBM can be useful for both data scientists and non-experts. It helps data scientists reduce data exploration time allowing them to try and error many ideas in short time. On the other hand, it enables non-experts, who are not familiar with data science, to quickly extract value from their data with a little effort, time and cost.
Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engineering. It involves domain knowledge, intuition, and most of all, a lengthy process of trial and error. The human attention involved in overseeing this process significantly influences the cost of model generation. We present a new framework to automate feature engineering. It is based on performance driven exploration of a transformation graph, which systematically and compactly enumerates the space of given options. A highly efficient exploration strategy is derived through reinforcement learning on past examples.
In this paper, we present an automated feature engineering based approach to dramatically reduce false positives in fraud prediction. False positives plague the fraud prediction industry. It is estimated that only 1 in 5 declared as fraud are actually fraud and roughly 1 in every 6 customers have had a valid transaction declined in the past year. To address this problem, we use the Deep Feature Synthesis algorithm to automatically derive behavioral features based on the historical data of the card associated with a transaction. We generate 237 features (>100 behavioral patterns) for each transaction, and use a random forest to learn a classifier. We tested our machine learning model on data from a large multinational bank and compared it to their existing solution. On an unseen data of 1.852 million transactions, we were able to reduce the false positives by 54% and provide a savings of 190K euros. We also assess how to deploy this solution, and whether it necessitates streaming computation for real time scoring. We found that our solution can maintain similar benefits even when historical features are computed once every 7 days.