We present DATASET EVOLVER, an interactive Jupyter notebook-based tool to support data scientists perform feature engineering for classification tasks. It provides users with suggestions on new features to construct, based on automated feature engineering algorithms. Users can navigate the given choices in different ways, validate the impact, and selectively accept the suggestions. DATASET EVOLVER is a pluggable feature engineering framework where several exploration strategies could be added. It currently includes meta-learning based exploration and reinforcement learning based exploration. The suggested features are constructed using well-defined mathematical functions and are easily interpretable. Our system provides a mixed-initiative system of a user being assisted by an automated agent to efficiently and effectively solve the complex problem of feature engineering. It reduces the effort of a data scientist from hours to minutes.

Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engineering. It involves domain knowledge, intuition, and most of all, a lengthy process of trial and error. The human attention involved in overseeing this process significantly influences the cost of model generation. We present a new framework to automate feature engineering. It is based on performance driven exploration of a transformation graph, which systematically and compactly captures the space of given options. A highly efficient exploration strategy is derived through reinforcement learning on past examples.

Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engineering. It involves domain knowledge, intuition, and most of all, a lengthy process of trial and error. The human attention involved in overseeing this process significantly influences the cost of model generation. We present a new framework to automate feature engineering. It is based on performance driven exploration of a transformation graph, which systematically and compactly enumerates the space of given options. A highly efficient exploration strategy is derived through reinforcement learning on past examples.

A Data Scientist typically performs a number of tedious and time-consuming steps to derive insight from a raw data set. The process usually starts with data ingestion, cleaning, and transformation (e.g. outlier removal, missing value imputation), then proceeds to model building, and finally a presentation of predictions that align with the end-users objectives and preferences. It is a long, complex, and sometimes artful process requiring substantial time and effort, especially because of the combinatorial explosion in choices of algorithms (and platforms), their parameters, and their compositions. Tools that can help automate steps in this process have the potential to accelerate the time-to-delivery of useful results, expand the reach of data science to non-experts, and offer a more systematic exploration of the available options. This work presents a step towards this goal.

We consider a budgeted variant of the problem of learning from expert advice with N experts. Each queried expert incurs a cost and there is a given budget B on the total cost of experts that can be queried in any prediction round. We provide an online learning algorithm for this setting with regret after T prediction rounds bounded by O(sqrt(C log(N)T/B)), where C is the total cost of all experts. We complement this upper bound with a nearly matching lower bound Omega(sqrt(CT/B)) on the regret of any algorithm for this problem. We also provide experimental validation of our algorithm.