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Register a new userFeature Selection Methods for Uplift Modeling
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Uplift modeling is a predictive modeling technique that estimates the user-level incremental effect of a treatment using machine learning models. It is often used for targeting promotions and advertisements, as well as for the personalization of product offerings. In these applications, there are often hundreds of features available to build such models. Keeping all the features in a model can be costly and inefficient. Feature selection is an essential step in the modeling process for multiple reasons: improving the estimation accuracy by eliminating irrelevant features, accelerating model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnostics capability. However, feature selection methods for uplift modeling have been rarely discussed in the literature. Although there are various feature selection methods for standard machine learning models, we will demonstrate that those methods are sub-optimal for solving the feature selection problem for uplift modeling. To address this problem, we introduce a set of feature selection methods designed specifically for uplift modeling, including both filter methods and embedded methods. To evaluate the effectiveness of the proposed feature selection methods, we use different uplift models and measure the accuracy of each model with a different number of selected features. We use both synthetic and real data to conduct these experiments. We also implemented the proposed filter methods in an open source Python package (CausalML).
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Tree ensembles distribute feature importance evenly amongst groups of correlated features. The average feature ranking of the correlated group is suppressed, which reduces interpretability and complicates feature selection. In this paper we present ControlBurn, a feature selection algorithm that uses a weighted LASSO-based feature selection method to prune unnecessary features from tree ensembles, just as low-intensity fire reduces overgrown vegetation. Like the linear LASSO, ControlBurn assigns all the feature importance of a correlated group of features to a single feature. Moreover, the algorithm is efficient and only requires a single training iteration to run, unlike iterative wrapper-based feature selection methods. We show that ControlBurn performs substantially better than feature selection methods with comparable computational costs on datasets with correlated features.
Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used to measure point-wise dependency between different events. In this work, instead of estimating the expected dependency, we focus on estimating point-wise dependency (PD), which quantitatively measures how likely two outcomes co-occur. We show that we can naturally obtain PD when we are optimizing MI neural variational bounds. However, optimizing these bounds is challenging due to its large variance in practice. To address this issue, we develop two methods (free of optimizing MI variational bounds): Probabilistic Classifier and Density-Ratio Fitting. We demonstrate the effectiveness of our approaches in 1) MI estimation, 2) self-supervised representation learning, and 3) cross-modal retrieval task.
In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model estimation and model selection. Additionally, we propose a novel MBC method by efficiently combining the partitional and hierarchical clustering techniques. We conduct experiments on both synthetic and real data and evaluate the methods using accuracy, stability and computation time. Our study identifies appropriate strategies to be used for discrete data analysis with the MBC methods. Moreover, our proposed method is very competitive w.r.t. clustering accuracy and better w.r.t. stability and computation time.
In this paper, we propose a new wrapper feature selection approach with partially labeled training examples where unlabeled observations are pseudo-labeled using the predictions of an initial classifier trained on the labeled training set. The wrapper is composed of a genetic algorithm for proposing new feature subsets, and an evaluation measure for scoring the different feature subsets. The selection of feature subsets is done by assigning weights to characteristics and recursively eliminating those that are irrelevant. The selection criterion is based on a new multi-class $mathcal{C}$-bound that explicitly takes into account the mislabeling errors induced by the pseudo-labeling mechanism, using a probabilistic error model. Empirical results on different data sets show the effectiveness of our framework compared to several state-of-the-art semi-supervised feature selection approaches.
Much work has been done on feature selection. Existing methods are based on document frequency, such as Chi-Square Statistic, Information Gain etc. However, these methods have two shortcomings: one is that they are not reliable for low-frequency terms, and the other is that they only count whether one term occurs in a document and ignore the term frequency. Actually, high-frequency terms within a specific category are often regards as discriminators. This paper focuses on how to construct the feature selection function based on term frequency, and proposes a new approach based on $t$-test, which is used to measure the diversity of the distributions of a term between the specific category and the entire corpus. Extensive comparative experiments on two text corpora using three classifiers show that our new approach is comparable to or or slightly better than the state-of-the-art feature selection methods (i.e., $chi^2$, and IG) in terms of macro-$F_1$ and micro-$F_1$.
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