No Arabic abstract
Feature crossing captures interactions among categorical features and is useful to enhance learning from tabular data in real-world businesses. In this paper, we present AutoCross, an automatic feature crossing tool provided by 4Paradigm to its customers, ranging from banks, hospitals, to Internet corporations. By performing beam search in a tree-structured space, AutoCross enables efficient generation of high-order cross features, which is not yet visited by existing works. Additionally, we propose successive mini-batch gradient descent and multi-granularity discretization to further improve efficiency and effectiveness, while ensuring simplicity so that no machine learning expertise or tedious hyper-parameter tuning is required. Furthermore, the algorithms are designed to reduce the computational, transmitting, and storage costs involved in distributed computing. Experimental results on both benchmark and real-world business datasets demonstrate the effectiveness and efficiency of AutoCross. It is shown that AutoCross can significantly enhance the performance of both linear and deep models.
For sake of reliability, it is necessary for models in real-world applications to be both powerful and globally interpretable. Simple classifiers, e.g., Logistic Regression (LR), are globally interpretable, but not powerful enough to model complex nonlinear interactions among features in tabular data. Meanwhile, Deep Neural Networks (DNNs) have shown great effectiveness for modeling tabular data, but is not globally interpretable. In this work, we find local piece-wise interpretations in DNN of a specific feature are usually inconsistent in different samples, which is caused by feature interactions in the hidden layers. Accordingly, we can design an automatic feature crossing method to find feature interactions in DNN, and use them as cross features in LR. We give definition of the interpretation inconsistency in DNN, based on which a novel feature crossing method called DNN2LR is proposed. Extensive experiments have been conducted on four public datasets and two real-world datasets. The final model, i.e., a LR model empowered with cross features, generated by DNN2LR can outperform the complex DNN model, as well as several state-of-the-art feature crossing methods. The experimental results strongly verify the effectiveness and efficiency of DNN2LR, especially on real-world datasets with large numbers of feature fields.
Tabular data is the most common data format adopted by our customers ranging from retail, finance to E-commerce, and tabular data classification plays an essential role to their businesses. In this paper, we present Network On Network (NON), a practical tabular data classification model based on deep neural network to provide accurate predictions. Various deep methods have been proposed and promising progress has been made. However, most of them use operations like neural network and factorization machines to fuse the embeddings of different features directly, and linearly combine the outputs of those operations to get the final prediction. As a result, the intra-field information and the non-linear interactions between those operations (e.g. neural network and factorization machines) are ignored. Intra-field information is the information that features inside each field belong to the same field. NON is proposed to take full advantage of intra-field information and non-linear interactions. It consists of three components: field-wise network at the bottom to capture the intra-field information, across field network in the middle to choose suitable operations data-drivenly, and operation fusion network on the top to fuse outputs of the chosen operations deeply. Extensive experiments on six real-world datasets demonstrate NON can outperform the state-of-the-art models significantly. Furthermore, both qualitative and quantitative study of the features in the embedding space show NON can capture intra-field information effectively.
High-order interactive features capture the correlation between different columns and thus are promising to enhance various learning tasks on ubiquitous tabular data. To automate the generation of interactive features, existing works either explicitly traverse the feature space or implicitly express the interactions via intermediate activations of some designed models. These two kinds of methods show that there is essentially a trade-off between feature interpretability and search efficiency. To possess both of their merits, we propose a novel method named Feature Interaction Via Edge Search (FIVES), which formulates the task of interactive feature generation as searching for edges on the defined feature graph. Specifically, we first present our theoretical evidence that motivates us to search for useful interactive features with increasing order. Then we instantiate this search strategy by optimizing both a dedicated graph neural network (GNN) and the adjacency tensor associated with the defined feature graph. In this way, the proposed FIVES method simplifies the time-consuming traversal as a typical training course of GNN and enables explicit feature generation according to the learned adjacency tensor. Experimental results on both benchmark and real-world datasets show the advantages of FIVES over several state-of-the-art methods. Moreover, the interactive features identified by FIVES are deployed on the recommender system of Taobao, a worldwide leading e-commerce platform. Results of an online A/B testing further verify the effectiveness of the proposed method FIVES, and we further provide FIVES as AI utilities for the customers of Alibaba Cloud.
Credit scoring is a major application of machine learning for financial institutions to decide whether to approve or reject a credit loan. For sake of reliability, it is necessary for credit scoring models to be both accurate and globally interpretable. Simple classifiers, e.g., Logistic Regression (LR), are white-box models, but not powerful enough to model complex nonlinear interactions among features. Fortunately, automatic feature crossing is a promising way to find cross features to make simple classifiers to be more accurate without heavy handcrafted feature engineering. However, credit scoring is usually based on different aspects of users, and the data usually contains hundreds of feature fields. This makes existing automatic feature crossing methods not efficient for credit scoring. In this work, we find local piece-wise interpretations in Deep Neural Networks (DNNs) of a specific feature are usually inconsistent in different samples, which is caused by feature interactions in the hidden layers. Accordingly, we can design an automatic feature crossing method to find feature interactions in DNN, and use them as cross features in LR. We give definition of the interpretation inconsistency in DNN, based on which a novel feature crossing method for credit scoring prediction called DNN2LR is proposed. Apparently, the final model, i.e., a LR model empowered with cross features, generated by DNN2LR is a white-box model. Extensive experiments have been conducted on both public and business datasets from real-world credit scoring applications. Experimental shows that, DNN2LR can outperform the DNN model, as well as several feature crossing methods. Moreover, comparing with the state-of-the-art feature crossing methods, i.e., AutoCross, DNN2LR can accelerate the speed for feature crossing by about 10 to 40 times on datasets with large numbers of feature fields.
A new method for local and global explanation of the machine learning black-box model predictions by tabular data is proposed. It is implemented as a system called AFEX (Attention-like Feature EXplanation) and consisting of two main parts. The first part is a set of the one-feature neural subnetworks which aim to get a specific representation for every feature in the form of a basis of shape functions. The subnetworks use shortcut connections with trainable parameters to improve the network performance. The second part of AFEX produces shape functions of features as the weighted sum of the basis shape functions where weights are computed by using an attention-like mechanism. AFEX identifies pairwise interactions between features based on pairwise multiplications of shape functions corresponding to different features. A modification of AFEX with incorporating an additional surrogate model which approximates the black-box model is proposed. AFEX is trained end-to-end on a whole dataset only once such that it does not require to train neural networks again in the explanation stage. Numerical experiments with synthetic and real data illustrate AFEX.