ExploreKit: Automatic Feature Generation and Selection

Abstract

Feature generation is one of the challenging aspects of machine learning. We present ExploreKit, a framework for automated feature generation. ExploreKit generates a large set of candidate features by combining information in the original features, with the aim of maximizing predictive performance according to user-selected criteria. To overcome the exponential growth of the feature space, ExploreKit uses a novel machine learning-based feature selection approach to predict the usefulness of new candidate features. This approach enables efficient identification of the new features and produces superior results compared to existing feature selection solutions. We demonstrate the effectiveness and robustness of our approach by conducting an extensive evaluation on 25 datasets and 3 different classification algorithms. We show that ExploreKit can achieve classification-error reduction of 20% overall. Our codeis available at https://github.com/giladkatz/ExploreKit.