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Feature engineering

Feature engineering is the process of creating new features from the existing ones, in order to capture relationships with the target column that the first set of features didn't have on their own. This process is very important to improve the performance of machine learning algorithms. Although feature engineering works best when the data scientist applies use-case specific transformations, there are ways to do this in an automated manner, without prior domain knowledge. One of the problems of creating new features without human expert intervention, is that many of the newly created features can be useless, i.e., they do not help the algorithm to make better predictions. Even worse, having useless features can drop your performance. To avoid this, we perform feature selection, a process in which we select the relevant features in the dataset. See the Feature engineering example.

Note

  • All of atom's feature engineering methods automatically adopt the relevant transformer attributes (n_jobs, verbose, logger, random_state) from atom. A different choice can be added as parameter to the method call, e.g., atom.feature_selection("pca", n_features=10, random_state=2).
  • Like the add method, the feature engineering methods accept the columns parameter to only transform a subset of the dataset's features, e.g., atom.feature_selection("pca",n_features=10, columns=slice(5, 15)). Read more in the row and column selection section.


Extracting datetime features

Features that contain dates or timestamps can not be directly ingested by models since they are not strictly numerical. Encoding them as categorical features is not an option since the encoding does not capture the relationship between the different moments in time. The FeatureExtractor class creates new features extracting datetime elements (e.g., day, month, year, hour...) from the columns. It can be accessed from atom through the feature_extraction method. The new features are named equally to the column from which they are extracted, followed by an underscore and the datetime element they create, e.g., x0_day for the day element of x0.

Note that many time features have a cyclic pattern, e.g., after Sunday comes Monday. This means that if we would encode the days of the week from 0 to 6, we would lose that relation. A common method used to encode cyclical features is to transform the data into two dimensions using a sine and cosine transformation:

\[ x_{sin} = sin\left(\frac{2\pi * x}{max(x)}\right) \]
\[ x_{cos} = cos\left(\frac{2\pi * x}{max(x)}\right) \]

The resulting features have their names followed by sin or cos, e.g. x0_day_sin and x0_day_cos. The datetime elements that can be encoded in a cyclic fashion are: microsecond, second, minute, hour, weekday, day, day_of_year, month and quarter. Note that decision trees based algorithms build their split rules according to one feature at a time. This means that they will fail to correctly process cyclic features since the sin/cos values are expected to be considered as one single coordinate system.

Use the fmt parameter to specify your feature's format in case the column is categorical. The FeatureExtractor class will convert the column to the datetime dtype before extracting the specified features. Click here for an overview of the available formats.


Generating new features

The FeatureGenerator class creates new non-linear features based on the original feature set. It can be accessed from atom through the feature_generation method. You can choose between two strategies: Deep Feature Synthesis and Genetic Feature Generation.

Deep Feature Synthesis
Deep feature synthesis (DFS) applies the selected operators on the features in the dataset. For example, if the operator is "log", it will create the new feature LOG(old_feature) and if the operator is "mul", it will create the new feature old_feature_1 x old_feature_2. The operators can be chosen through the operators parameter. Choose from:

  • add: Take the sum of two features.
  • sub: Subtract two features from each other.
  • mul: Multiply two features with each other.
  • div: Divide two features with each other.
  • abs: Calculate the absolute value of a feature.
  • srqt: Calculate the square root of a feature.
  • log: Calculate the natural logarithm of a feature.
  • sin: Calculate the sine of a feature.
  • cos: Calculate the cosine of a feature.
  • tan: Calculate the tangent of a feature.

ATOM's implementation of DFS uses the featuretools package.


Genetic Feature Generation
Genetic feature generation (GFG) uses genetic programming, a branch of evolutionary programming, to determine which features are successful and create new ones based on those. Where dfs can be seen as some kind of "brute force" for feature engineering, gfg tries to improve its features with every generation of the algorithm. gfg uses the same operators as dfs, but instead of only applying the transformations once, it evolves them further, creating nested structures of combinations of features. The new features are given the name feature_n, where n stands for the n-th feature in the dataset. You can access the genetic feature's fitness and description (how they are calculated) through the genetic_features attribute.

ATOM uses the SymbolicTransformer class from the gplearn package for the genetic algorithm. Read more about this implementation here.


Grouping similar features

When your dataset contains many similar features corresponding to a certain natural group or entity, it's possible to replace these features for a handful of them, that should capture the relations of the group, in order to lose as little information as possible. To achieve this, the FeatureGrouper class computes certain statistical properties that describe the group's distribution, like the mean or the median, and replaces the columns with the result of these statistical calculations over every row in the dataset. The goal of this approach is to reduce the number of columns in the dataset, avoiding the curse of dimensionality.


Selecting useful features

The FeatureSelector class provides tooling to select the relevant features from a dataset. It can be accessed from atom through the feature_selection method.


Standard strategies

Univariate
Univariate feature selection works by selecting the best features based on univariate statistical F-test. The test is provided via the solver parameter. It takes any function taking two arrays (X, y), and returning arrays (scores, p-values). Read more in sklearn's documentation.


Principal Components Analysis
Applying PCA reduces the dimensionality of the dataset by maximizing the variance of each dimension. The new features are called pca0, pca1, etc... PCA can be applied in three ways:

  • If the data is dense (i.e., not sparse), the estimator used is PCA. Before fitting the transformer, the data is scaled to mean=0 and std=1 if it wasn't already. Read more in sklearn's documentation.
  • If the data is [sparse][sparse datasets] (often the case for term-document matrices, see Vectorizer), the estimator used is TruncatedSVD. Read more in sklearn's documentation.
  • If engine is "sklearnex" or "cuml", the estimator used is the package's PCA implementation. Sparse data is not supported for neither engine.


Selection from model
SFM uses an estimator with feature_importances_ or coef_ attributes to select the best features in a dataset based on importance weights. The estimator is provided through the solver parameter and can be already fitted. ATOM allows you to use one its predefined models, e.g., solver="RF". If you didn't call the FeatureSelector through atom, don't forget to indicate the estimator's task adding _class or _reg after the name, e.g., RF_class to use a random forest classifier. Read more in sklearn's documentation.


Sequential Feature Selection
Sequential feature selection adds (forward selection) or removes (backward selection) features to form a feature subset in a greedy fashion. At each stage, this estimator chooses the best feature to add or remove based on the cross-validation score of an estimator. Read more in sklearn's documentation.


Recursive Feature Elimination
Select features by recursively considering smaller and smaller sets of features. First, the estimator is trained on the initial set of features, and the importance of each feature is obtained either through a coef_ or through a feature_importances_ attribute. Then, the least important features are pruned from current set of features. That procedure is recursively repeated on the pruned set until the desired number of features to select is eventually reached. Note that, since RFE needs to fit the model again every iteration, this method can be fairly slow.

RFECV applies the same algorithm as RFE but uses a cross-validated metric (under the scoring parameter, see RFECV) to assess every step's performance. Also, where RFE returns the number of features selected by n_features, RFECV returns the number of features that achieved the optimal score on the specified metric. Note that this is not always equal to the amount specified by n_features. Read more in sklearn's documentation.


Advanced strategies

The following strategies are a collection of nature-inspired optimization algorithms that maximize an objective function. If not manually specified, the function calculates the cross-validated score of a model on the data. Use the scoring parameter (not present in description, part of kwargs) to specify the metric to optimize on.


Particle Swarm Optimization
Particle Swarm Optimization (PSO) optimizes a problem by having a population of candidate solutions (particles), and moving them around in the search-space according to simple mathematical formula over the particle's position and velocity. Each particle's movement is influenced by its local best known position, but is also guided toward the best known positions in the search-space, which are updated as better positions are found by other particles. This is expected to move the swarm toward the best solutions. Read more here.


Harris Hawks Optimization
Harris Hawks Optimization (HHO) mimics the action and reaction of Hawk's team collaboration hunting in nature and prey escaping to discover the solutions of the single-objective problem. Read more here.


Grey Wolf Optimization
The Grey Wolf Optimizer (GWO) mimics the leadership hierarchy and hunting mechanism of grey wolves in nature. Four types of grey wolves such as alpha, beta, delta, and omega are employed for simulating the leadership hierarchy. In addition, three main steps of hunting, searching for prey, encircling prey, and attacking prey, are implemented to perform optimization. Read more here.


Dragonfly Optimization
The Dragonfly Algorithm (DFO) algorithm originates from static and dynamic swarming behaviours. These two swarming behaviours are very similar to the two main phases of optimization using meta-heuristics: exploration and exploitation. Dragonflies create sub swarms and fly over different areas in a static swarm, which is the main objective of the exploration phase. In the static swarm, however, dragonflies fly in bigger swarms and along one direction, which is favourable in the exploitation phase. Read more here.


Genetic Optimization
Genetic Optimization is a metaheuristic inspired by the process of natural selection that belongs to the larger class of evolutionary algorithms. Genetic algorithms are commonly used to generate high-quality solutions to optimization and search problems by relying on biologically inspired operators such as mutation, crossover and selection. Read more here.


Other selection methods

Removing features with low or high variance
Variance is the expectation of the squared deviation of a random variable from its mean. Features with low variance have many values repeated, which means the model can't learn much from them. In a similar way, features with very high variance have very few values repeated, which makes it also difficult for a model to learn from this feature.

FeatureSelector removes a categorical feature when the maximum number of occurrences for any value is below min_repeated or when the same value is repeated in at least max_repeated fraction of the rows. The default option is to remove a feature if all values in it are either different or exactly the same.


Removing features with multi-collinearity
Two features that are highly correlated are redundant, i.e., two will not contribute more to the model than only one of them. FeatureSelector will drop a feature that has a Pearson correlation coefficient larger than max_correlation with another feature. A correlation of 1 means the two columns are equal. A dataframe of the removed features and their correlation values can be accessed through the collinear attribute.