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Sculpting Features from Noise: Reward-Guided Hierarchical Diffusion for Task-Optimal Feature Transformation
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Reframes feature transformation as reward-guided latent diffusion: a VAE with a semi-autoregressive decoder encodes feature token sequences, and an LDM sampled with evaluator gradients generates task-optimal feature sets.
Problem
Feature transformation (FT) suffers from huge combinatorial discrete search spaces and from continuous gradient search that is sensitive to initialization and gets stuck in local optima; autoregressive decoding of feature sets is also slow.
Approach
Model FT as generation: a VAE learns a latent space of feature sets with a hierarchical decoder (predict feature count, then autoregress each feature in parallel), and a latent diffusion model is steered at sampling time by gradients of a performance evaluator (reward guidance) to produce high-reward embeddings.
Key results
- DIFFT achieves the best score on all 14 datasets in the overall comparison, e.g., 0.971 F1 on Ionosphere versus 0.942 for the second-best ELLM, and 0.632 on Openml_618 versus 0.477 for MOAT.
- Per-epoch training on Ap-omentum-ovary (10,936 features) takes 19.64 s for DIFFT versus over 500 s for MOAT; inference is at most 0.43 s versus up to 2.33 s for MOAT.
- Ablations on svmguide3 and openml_586 show the full model (0.866 and 0.647) beats NAR, AR, NoR, and CS variants.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace the semi-autoregressive decoder with a fully non-autoregressive decoder (ablation) | DIFFT · SVMGuide3 | F-1: 0.866 -> 0.840 | Hurt |
| Replace the semi-autoregressive decoder with a fully non-autoregressive decoder (ablation) | DIFFT · Openml_586 | 1-RAE: 0.647 -> 0.641 | Hurt |
| Replace the semi-autoregressive decoder with a fully autoregressive decoder (ablation) | DIFFT · SVMGuide3 | F-1: 0.866 -> 0.856 | Hurt |
| Replace the semi-autoregressive decoder with a fully autoregressive decoder (ablation) | DIFFT · Openml_586 | 1-RAE: 0.647 -> 0.638 | Hurt |
| Remove reward guidance during diffusion (ablation) | DIFFT · SVMGuide3 | F-1: 0.866 -> 0.831 | Hurt |
| Remove reward guidance during diffusion (ablation) | DIFFT · Openml_586 | 1-RAE: 0.647 -> 0.623 | Hurt |
| Replace the diffusion model with continuous search (ablation) | DIFFT · SVMGuide3 | F-1: 0.866 -> 0.830 | Hurt |
| Replace the diffusion model with continuous search (ablation) | DIFFT · Openml_586 | 1-RAE: 0.647 -> 0.610 | Hurt |
Surprising findings
- Removing reward guidance (NoR) still outperforms the continuous-search variant CS, suggesting the latent space and initialization matter more than guidance alone.
Limitations
- Task-specific design requires regenerating feature sets for each downstream model, adding cost when many learners are involved.
- Validated only on tables up to about 10K raw features; scaling to ultra-wide data strains VAE and diffusion model.
- Evaluation uses a single random-forest downstream model in main experiments and five models only on SpectF.
Experimental setup
Datasets: SpectF SVMGuide3 German Credit Messidor Features SpamBase Ap-omentum-ovary Ionosphere Openml_586 Openml_589 Openml_607 Openml_616 Openml_618
Benchmarks: SpectF SVMGuide3 German Credit Messidor Features SpamBase Ap-omentum-ovary Ionosphere Openml_586 Openml_589 Openml_607 Openml_616 Openml_618
Metrics: F1 score 1-relative absolute error training time inference time
Baselines: RDG PCA LDA ERG AFAT NFS TTG GRFG MOAT ELLM
Builds on: MOAT RCGDM DDIM Min-SNR weighting GRFG
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