Empowering Machine Learning With Scalable Feature Engineering and Interpretable AutoML

Hassan Eldeeb, Radwa El Shawi · IEEE Transactions on Artificial Intelligence · 2024

Automated feature engineering has gained considerable attention in academia and industry. Nevertheless, existing systems often lack practical scalability and efficiency. This paper introduces BigFeat, a scalable and interpretable framework that streamlines critical phases of the machine learning pipeline: feature engineering, model selection, and hyperparameter tuning. BigFeat presents two execution options: as a standalone feature engineering framework, denoted as BigFeat-FE, and as an AutoML framework, referred to as BigFeat-AutoML. BigFeat-FE optimizes input feature quality with the ultimate aim of maximizing predictive performance, based on a user-defined metric. BigFeat-FE employs a dynamic feature generation and selection mechanism that systematically creates a set of expressive features. These features not only enhance prediction performance but also prioritize interpretability. BigFeat-FE employs a metalearning technique to warm-start the optimization process, resulting in significant overall performance gains. BigFeat-AutoML, tailored for algorithm selection and hyperparameter tuning, harnesses a random search method over the space of interpretable models. We conducted extensive experiments, and the results demonstrate that BigFeat-FE consistently outperforms state-of-the-art automated feature engineering frameworks, such as AutoFeat and SAFE, across a wide range of datasets, achieving an average performance improvement of 8.65% compared to AutoFeat and 4.71% compared to SAFE, respectively. Additionally, BigFeat-AutoML demonstrates substantial performance improvement when compared to TPOT and Autosklearn, with average improvements of 0.74% over TPOT and 2.25% over Autosklearn, respectively. Furthermore, BigFeat’s scalability is affirmed through its linear complexity, and execution times, averaging 20 times faster than AutoFeat and 14 times faster than SAFE.

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