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arXiv 2310.02540cs.LGcs.AIcs.DBcs.IR
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Auto-FP:关于表格数据自动化特征预处理的实验研究

Auto-FP: An Experimental Study of Automated Feature Preprocessing for Tabular Data

Simon Fraser University(西蒙弗雷泽大学);ETH Zürich(苏黎世联邦理工学院)

Danrui Qi, Jinglin Peng, Yongjun He, Jiannan Wang

AI总结:

本文研究了表格数据自动化特征预处理(Auto-FP)的方法,通过评估15种算法发现进化算法表现最佳,随机搜索也表现优异,分析了算法瓶颈并探讨了其扩展方向。

摘要:

经典机器学习模型,如线性模型和基于树的模型,在工业中被广泛使用。这些模型对数据分布敏感,因此特征预处理,即从一种分布转换到另一种分布,是确保模型质量的关键步骤。手动构建特征预处理流水线具有挑战性,因为数据科学家需要做出困难的决定,即选择哪些预处理程序以及按什么顺序组合它们。在本文中,我们研究了如何为表格数据自动化特征预处理(Auto-FP)。由于搜索空间大,暴力求解方法成本过高。为解决这一挑战,我们发现Auto-FP可以建模为超参数优化(HPO)或神经网络架构搜索(NAS)问题。这一观察使我们能够扩展各种HPO和NAS算法来解决Auto-FP问题。我们对15种算法在45个公共ML数据集上进行了全面评估和分析。总体而言,基于进化的算法在平均排名上表现最佳。令人惊讶的是,随机搜索竟然成为了一个强大的基线。许多基于替代模型和轮盘赌的搜索算法,虽然在HPO和NAS中表现良好,但在Auto-FP中并未超越随机搜索。我们分析了我们发现的原因,并进行瓶颈分析以识别改进这些算法的机会。此外,我们探讨了如何将Auto-FP扩展以支持参数搜索,并比较了实现这一目标的两种方法。最后,我们评估了Auto-FP在AutoML环境中的表现,并讨论了流行AutoML工具的局限性。据我们所知,这是关于自动化特征预处理的第一个研究。我们希望我们的工作能激励研究人员开发新的算法,专门针对Auto-FP。

英文摘要:

Classical machine learning models, such as linear models and tree-based models, are widely used in industry. These models are sensitive to data distribution, thus feature preprocessing, which transforms features from one distribution to another, is a crucial step to ensure good model quality. Manually constructing a feature preprocessing pipeline is challenging because data scientists need to make difficult decisions about which preprocessors to select and in which order to compose them. In this paper, we study how to automate feature preprocessing (Auto-FP) for tabular data. Due to the large search space, a brute-force solution is prohibitively expensive. To address this challenge, we interestingly observe that Auto-FP can be modelled as either a hyperparameter optimization (HPO) or a neural architecture search (NAS) problem. This observation enables us to extend a variety of HPO and NAS algorithms to solve the Auto-FP problem. We conduct a comprehensive evaluation and analysis of 15 algorithms on 45 public ML datasets. Overall, evolution-based algorithms show the leading average ranking. Surprisingly, the random search turns out to be a strong baseline. Many surrogate-model-based and bandit-based search algorithms, which achieve good performance for HPO and NAS, do not outperform random search for Auto-FP. We analyze the reasons for our findings and conduct a bottleneck analysis to identify the opportunities to improve these algorithms. Furthermore, we explore how to extend Auto-FP to support parameter search and compare two ways to achieve this goal. In the end, we evaluate Auto-FP in an AutoML context and discuss the limitations of popular AutoML tools. To the best of our knowledge, this is the first study on automated feature preprocessing. We hope our work can inspire researchers to develop new algorithms tailored for Auto-FP.

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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