Automatically Learning Feature Crossing from Model Interpretation for Tabular Data

Zhaocheng Liu, Qiang Liu, Haoli Zhang

Keywords: AutoML, feature crossing, interpretation

TL;DR: We propose a novel method called CrossGO, which automatically and efficiently selects useful cross features according to the interpretation inconsistency computed in deep neural networks.

Abstract: Automatically feature generation is a major topic of automated machine learning. Among various feature generation approaches, feature crossing, which takes cross-product of sparse features, is a promising way to effectively capture the interactions among categorical features in tabular data. Previous works on feature crossing try to search in the set of all the possible cross feature fields. This is obviously not efficient when the size of original feature fields is large. Meanwhile, some deep learning-based methods combines deep neural networks and various interaction components. However, due to the existing of Deep Neural Networks (DNN), only a few cross features can be explicitly generated by the interaction components. Recently, piece-wise interpretation of DNN has been widely studied, and the piece-wise interpretations are usually inconsistent in different samples. Inspired by this, we give a definition of interpretation inconsistency in DNN, and propose a novel method called CrossGO, which selects useful cross features according to the interpretation inconsistency. The whole process of learning feature crossing can be done via simply training a DNN model and a logistic regression (LR) model. CrossGO can generate compact candidate set of cross feature fields, and promote the efficiency of searching. Extensive experiments have been conducted on several real-world datasets. Cross features generated by CrossGO can empower a simple LR model achieving approximate or even better performances comparing with complex DNN models.