ML AutoML FE

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Feature Engineering

Reference

• [slides]-automated-feature-engineering-for-predictive-modeling.pdf
• Feature Tools：可自动构造机器学习特征的Python库
• Feature tools - github
• Discover Feature Engineering, How to Engineer Features and How to Get Good at It
• 特征工程

Brief

• 数据和特征决定了机器学习的上限，而模型和算法只是逼近这个上限而已
• Raw Data --> Representation
• DL 是自动化特征工程工具

Feature Engineering	Description
Feature Selection	选择重要 feature，减少冗余, 简化 model, 避免 overfitting, 提升 model performance
Feature Extraction	应用特殊的 mapping 方法减少 feature 维度
Feature Construction	扩展原有 feature 空间

Dataset	Description
Temporal Datasets
Relational Datasets
Image Datasets

Feature Selection

Feature Construction

Feature Extraction

• PCA - Principal Component Analysis
• Independent Component Analysis
• Isomap
• Nonlinear Dimensionality Reduction
• LDA - Linear Discriminant Analysis
• NN - Neural networks
• AutoEncoder-based alogs

[junxnone]

junxnone/tech-io#107