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Feature Engineering for Predictive Modeling Using Reinforcement Learning

AAAI 2018 · Reinforcement learning › Visual and representation RL · approach: Latent-space world models · 203 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RL1 to guide budgeted transformation-graph feature engineering instead of the strongest reported non-RL approachRandom Forest feature engineering · Amazon EmployeeFScore: 0.744 -> 0.806Helped
Use RL1 to guide budgeted transformation-graph feature engineering instead of the strongest reported non-RL approachRandom Forest feature engineering · Bikeshare DC1 - relative absolute error: 0.790 -> 0.798Helped
Use RL1 to guide budgeted transformation-graph feature engineering instead of the strongest reported non-RL approachRandom Forest feature engineering · SpectFFScore: 0.790 -> 0.788Hurt
Use RL1 rather than the base dataset without feature engineeringRandom Forest · 24 public datasetsFScore or 1 - relative absolute error: 23.8%Helped
Add feature selection as an available transformation (ablation)Feature engineering system · 48 datasetsfinal performance gain: 51%Helped
Learn a general transformation bias and condition it on feature types (RL1 rather than RL2) (ablation)Transformation-graph exploration policy · 10 datasetsexploration efficiency: 4-8 timesHelped
Increase the maximum transformation depth from 4 to 5 (ablation)RL feature engineering · 5 representative datasetsmaximum accuracy foundHelped
Increase maximum transformation depth to 6 (ablation)RL feature engineering · 5 representative datasetsmaximum accuracy foundHurt

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