Self-optimizing Feature Generation via Categorical Hashing Representation and Hierarchical Reinforcement Crossing

Feature generation aims to generate new and meaningful features to create a discriminative representation space. A generated feature is meaningful when the generated feature is from a feature pair with inherent feature interaction. In the real world, experienced data scientists can identify potentially useful feature-feature interactions, and generate meaningful dimensions from an exponentially large search space in an optimal crossing form over an optimal generation path. But, machines have limited human-like abilities. We generalize such learning tasks as self-optimizing feature generation. Self-optimizing feature generation imposes several under-addressed challenges on existing systems: meaningful, robust, and efficient generation. To tackle these challenges, we propose a principled and generic representation-crossing framework to solve self-optimizing feature generation. To achieve hashing representation, we propose a three-step approach: feature discretization, feature hashing, and descriptive summarization. To achieve reinforcement crossing, we develop a hierarchical reinforcement feature crossing approach. We present extensive experimental results to demonstrate the effectiveness and efficiency of the proposed method. The code is available at https://github.com/yingwangyang/HRC_feature_cross.git.