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Greedy Feature Construction

NeurIPS 2016 · Learning theory and algorithms › Kernels and regression theory · approach: High-dimensional asymptotic generalization · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace A la carte with GFCfeature construction, 500 features · 16 regression datasetsRMSE x100: 12.70 -> 11.17Mixed
Replace A la carte with GFCfeature construction, 500 features · 16 regression datasetswalltime per fold: 11 : 58 : 41 -> 01 : 30 : 28 on Year Prediction MSDHelped
GFC with 500 features vs A la carte with 100 featuresfeature construction · 16 regression datasetsRMSE: T = 28 vs threshold 30Helped
GFC vs A la carte at equal feature count (100 features)feature construction · 16 regression datasetsRMSE: T = 60No clear effect
GFC vs A la carte at equal feature count (500 features)feature construction · 16 regression datasetsRMSE: T = 42Helped
Replace random Fourier features (Gaussian, Laplace, Cauchy) with GFCfeature construction · 16 regression datasetsRMSEHelped
Increase features from 100 to 500 in GFCGFC · pole-telecomRMSE x100: 7.34 (±0.29) -> 5.55 (±0.15)Helped
Increase features from 100 to 500 in GFCGFC · kinematicsRMSE x100: 5.18 (±0.09) -> 4.65 (±0.11)Helped
Increase features from 100 to 500 in GFCGFC · bankRMSE x100: 9.83 (±0.27) -> 9.83 (±0.30)No clear effect

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