arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1908.05376stat.MLcs.LG
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营销机器学习平台的最大相关性和最小冗余度特征选择方法

Maximum Relevance and Minimum Redundancy Feature Selection Methods for a Marketing Machine Learning Platform

Uber Technologies, Inc.(优步技术公司)

Zhenyu Zhao, Radhika Anand, Mallory Wang

摘要:

在用于在线产品供应和营销策略的机器学习应用中,通常有数百或数千个特征可用于构建此类模型。在这类应用中,特征选择是一种重要的方法,可以实现多个目标:通过消除不相关的特征来提高预测精度,加快模型训练和预测速度,减少特征数据管道的监控和维护工作量,提供更好的模型解释和诊断能力。然而,从一个大的特征空间中选择一个最佳的特征子集被认为是一个NP完全问题。mRMR(最小冗余和最大相关性)特征选择框架通过选择相关特征同时控制所选特征内的冗余来解决这个问题。本文描述了在Uber的一个营销机器学习平台中扩展、评估和实现mRMR特征选择方法的方法,该平台可以自动创建和部署大规模的目标和个性化模型。本研究首先通过引入非线性特征冗余度和基于模型的特征相关度来扩展现有的mRMR方法。然后,对八种不同的特征选择方法进行了广泛的实证评估,使用Uber的一个合成数据集和三个真实世界的营销数据集来覆盖不同的用例。基于实证结果,所选择的mRMR方法在生产中实施的营销机器学习平台。生产实施的描述,并通过平台部署的在线实验进行了讨论。

英文摘要:

In machine learning applications for online product offerings and marketing strategies, there are often hundreds or thousands of features available to build such models. Feature selection is one essential method in such applications for multiple objectives: improving the prediction accuracy by eliminating irrelevant features, accelerating the model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnosis capability. However, selecting an optimal feature subset from a large feature space is considered as an NP-complete problem. The mRMR (Minimum Redundancy and Maximum Relevance) feature selection framework solves this problem by selecting the relevant features while controlling for the redundancy within the selected features. This paper describes the approach to extend, evaluate, and implement the mRMR feature selection methods for classification problem in a marketing machine learning platform at Uber that automates creation and deployment of targeting and personalization models at scale. This study first extends the existing mRMR methods by introducing a non-linear feature redundancy measure and a model-based feature relevance measure. Then an extensive empirical evaluation is performed for eight different feature selection methods, using one synthetic dataset and three real-world marketing datasets at Uber to cover different use cases. Based on the empirical results, the selected mRMR method is implemented in production for the marketing machine learning platform. A description of the production implementation is provided and an online experiment deployed through the platform is discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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