BigFeat: Scalable and Interpretable Automated Feature Engineering Framework

Feature engineering is a crucial step in building well-performing machine learning pipelines. However, manually constructing highly predictive features is time-consuming and requires domain knowledge. Although the research area of automated feature engineering has attracted much interest lately, both in academia and industry, the scalability and efficiency of the existing systems and tools are still practically unsatisfactory. This paper presents a scalable and interpretable automated feature engineering framework, BigFeat, that optimizes input features’ quality to maximize the predictive performance according to a user-defined metric. BigFeat employs a dynamic feature generation and selection mechanism that constructs a set of expressive features that improve the prediction performance while retaining interpretability. Extensive experiments are conducted, and the results show that BigFeat provides superior performance compared to the state-of-the-art automated feature engineering framework, AutoFeat, on a wide range of datasets. We show that BigFeat significantly improves the F1-Score of 8 classifiers by 4.59%, on average. In addition, the performance improvement achieved by integrating BigFeat into different AutoML frameworks is higher than that achieved by integrating AutoFeat into the same frameworks. Besides, the scalability of BigFeat is confirmed by its linear complexity, parallel design, and execution time which is, on average, 22x faster than AutoFeat.