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arXiv 2002.03298cs.LGstat.ML
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利用精细控制核学习高阶特征交互

Learning High Order Feature Interactions with Fine Control Kernels

EPFL(洛桑联邦理工学院)

Hristo Paskov, Alex Paskov, Robert West

摘要:

我们提供了一种学习稀疏统计模型的方法,该模型使用底层原子特征集之间所有可能的乘法相互作用作为特征。虽然由此产生的优化问题是指数级的,我们的方法导致的算法,往往可以解决这些问题,准确地或提供近似的解决方案的基础上结合高度相关的功能。我们还介绍了一个算法范例,精细控制内核框架,如此命名,因为它是基于Fenchel对偶,是让人想起内核方法。它的理论是为大型稀疏学习问题量身定制的,它导致了有效的交互特征筛选规则。这些规则的灵感来自于市场篮子分析的Apriori算法-这也属于精细控制核的范围,并且可以应用于多个学习问题,包括Lasso和稀疏矩阵估计。生物医学数据集上的实验证明了我们的方法在推导算法中的有效性,这些算法有效地产生了交互模型,这些模型达到了最先进的精度并且是可解释的。

英文摘要:

We provide a methodology for learning sparse statistical models that use as features all possible multiplicative interactions among an underlying atomic set of features. While the resulting optimization problems are exponentially sized, our methodology leads to algorithms that can often solve these problems exactly or provide approximate solutions based on combining highly correlated features. We also introduce an algorithmic paradigm, the Fine Control Kernel framework, so named because it is based on Fenchel Duality and is reminiscent of kernel methods. Its theory is tailored to large sparse learning problems, and it leads to efficient feature screening rules for interactions. These rules are inspired by the Apriori algorithm for market basket analysis -- which also falls under the purview of Fine Control Kernels, and can be applied to a plurality of learning problems including the Lasso and sparse matrix estimation. Experiments on biomedical datasets demonstrate the efficacy of our methodology in deriving algorithms that efficiently produce interactions models which achieve state-of-the-art accuracy and are interpretable.

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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