Tab Transformer

Implementation of Tab Transformer, attention network for tabular data, in Pytorch. This simple architecture came within a hair's breadth of GBDT's performance.

Update: Amazon AI claims to have beaten GBDT with Attention on a real-world tabular dataset (predicting shipping cost).

Install

$ pip install tab-transformer-pytorch

Usage

import torch
import torch.nn as nn
from tab_transformer_pytorch import TabTransformer

cont_mean_std = torch.randn(10, 2)

model = TabTransformer(
    categories = (10, 5, 6, 5, 8),      # tuple containing the number of unique values within each category
    num_continuous = 10,                # number of continuous values
    dim = 32,                           # dimension, paper set at 32
    dim_out = 1,                        # binary prediction, but could be anything
    depth = 6,                          # depth, paper recommended 6
    heads = 8,                          # heads, paper recommends 8
    attn_dropout = 0.1,                 # post-attention dropout
    ff_dropout = 0.1,                   # feed forward dropout
    mlp_hidden_mults = (4, 2),          # relative multiples of each hidden dimension of the last mlp to logits
    mlp_act = nn.ReLU(),                # activation for final mlp, defaults to relu, but could be anything else (selu etc)
    continuous_mean_std = cont_mean_std # (optional) - normalize the continuous values before layer norm
)

x_categ = torch.randint(0, 5, (1, 5))     # category values, from 0 - max number of categories, in the order as passed into the constructor above
x_cont = torch.randn(1, 10)               # assume continuous values are already normalized individually

pred = model(x_categ, x_cont) # (1, 1)

FT Transformer

This paper from Yandex improves on Tab Transformer by using a simpler scheme for embedding the continuous numerical values as shown in the diagram above, courtesy of this reddit post.

Included in this repository just for convenient comparison to Tab Transformer

import torch
from tab_transformer_pytorch import FTTransformer

model = FTTransformer(
    categories = (10, 5, 6, 5, 8),      # tuple containing the number of unique values within each category
    num_continuous = 10,                # number of continuous values
    dim = 32,                           # dimension, paper set at 32
    dim_out = 1,                        # binary prediction, but could be anything
    depth = 6,                          # depth, paper recommended 6
    heads = 8,                          # heads, paper recommends 8
    attn_dropout = 0.1,                 # post-attention dropout
    ff_dropout = 0.1                    # feed forward dropout
)

x_categ = torch.randint(0, 5, (1, 5))     # category values, from 0 - max number of categories, in the order as passed into the constructor above
x_numer = torch.randn(1, 10)              # numerical value

pred = model(x_categ, x_numer) # (1, 1)

Unsupervised Training

To undergo the type of unsupervised training described in the paper, you can first convert your categories tokens to the appropriate unique ids, and then use Electra on model.transformer.

Todo

• [ ] consider https://arxiv.org/abs/2203.05556

Citations

@misc{huang2020tabtransformer,
    title   = {TabTransformer: Tabular Data Modeling Using Contextual Embeddings},
    author  = {Xin Huang and Ashish Khetan and Milan Cvitkovic and Zohar Karnin},
    year    = {2020},
    eprint  = {2012.06678},
    archivePrefix = {arXiv},
    primaryClass = {cs.LG}
}

@article{Gorishniy2021RevisitingDL,
    title   = {Revisiting Deep Learning Models for Tabular Data},
    author  = {Yu. V. Gorishniy and Ivan Rubachev and Valentin Khrulkov and Artem Babenko},
    journal = {ArXiv},
    year    = {2021},
    volume  = {abs/2106.11959}
}