A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
FeatureEnVi aids in feature engineering with visual analytics.
SAFE automates feature engineering for industrial tasks efficiently and scalably.
SCOPE-FE improves feature engineering efficiency for high-dimensional datasets.
The authors seek financial datasets to benchmark feature engineering methods on US market data.
The ubiquitous availability of wearable sensors is responsible for driving the Internet-of-Things but is also making an impact on sport sciences and precision medicine. While human activity recognition from smartphone data or other types of inertial measurement units (IMU) has evolved to one of the most prominent daily…
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 engin…
FLFE improves machine learning by efficiently and securely transforming features.
VEST automates feature engineering for time series forecasting.
Complex black-box predictive models may have high performance, but lack of interpretability causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, achieving satisfactory accuracy of interpretable models require more time-consuming work related to feature engineering. Can…
This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such as neural networks, are in practice often difficult to train and even harder to …
A new framework for generating predictive features in noisy multivariate time series.
Feature engineering has been the key to the success of many prediction models. However, the process is non-trivial and often requires manual feature engineering or exhaustive searching. DNNs are able to automatically learn feature interactions; however, they generate all the interactions implicitly, and are not necessa…
A shallow Bi-LSTM model forecasts Bitcoin prices using engineered features.
ABM automates feature engineering and variable selection for loss-based models.
Enhances machine learning for dynamic, interconnected entities.
Study improves mortality prediction in hospital patients using comprehensive feature engineering.
In this paper, a Wide Learning architecture is proposed that attempts to automate the feature engineering portion of the machine learning (ML) pipeline. Feature engineering is widely considered as the most time consuming and expert knowledge demanding portion of any ML task. The proposed feature recommendation approach…
Feature engineering plays an important role in the success of a machine learning model. Most of the effort in training a model goes into data preparation and choosing the right representation. In this paper, we propose a robust feature engineering method, Randomized Union of Locally Linear Subspaces (RULLS). We generat…
Automates feature extraction from JSON data for machine learning.
Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature engineering, which is very time consuming. Can we train interpretable and accurate mod…
Study shows topological features improve time series classification.
Simple feature engineering beats complex models in financial prediction.
We propose learning flexible but interpretable functions that aggregate a variable-length set of permutation-invariant feature vectors to predict a label. We use a deep lattice network model so we can architect the model structure to enhance interpretability, and add monotonicity constraints between inputs-and-outputs.…
New test assesses reliability of auto-generated features.
We provide a methodology, resilient feature engineering, for creating adversarially resilient classifiers. According to existing work, adversarial attacks identify weakly correlated or non-predictive features learned by the classifier during training and design the adversarial noise to utilize these features. Therefore…
Meta-learning, or learning to learn, is a machine learning approach that utilizes prior learning experiences to expedite the learning process on unseen tasks. As a data-driven approach, meta-learning requires meta-features that represent the primary learning tasks or datasets, and are estimated traditonally as engineer…
Have you ever looked at a machine learning classification model and thought, I could have made that? Well, that is what we test in this project, comparing XGBoost trained on human engineered features to training directly on data. The human engineered features do not outperform XGBoost trained di- rectly on the data, bu…
Behavior of a malware varies with respect to malware types. Therefore,knowing type of a malware affects strategies of system protection softwares. Many malware type classification models empowered by machine and deep learning achieve superior accuracies to predict malware types.Machine learning based models need to do …
Optimizes LightGBM for stock market forecasting with novel feature engineering and transformation methods.
Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this framework, we model a sequence of credit card transactions from three different perspect…
Paper discusses challenges in deploying ML models for structural engineering.
The majority of data scientists and machine learning practitioners use relational data in their work [State of ML and Data Science 2017, Kaggle, Inc.]. But training machine learning models on data stored in relational databases requires significant data extraction and feature engineering efforts. These efforts are not …
Unsupervised anomaly detection from high dimensional data like mobility networks is a challenging task. Study of different approaches of feature engineering from such high dimensional data have been a focus of research in this field. This study aims to investigate the transferability of features learned by network clas…
Paper reviews neuromorphic engineering features and compares analog vs digital systems.
Learning sophisticated feature interactions behind user behaviors is critical in maximizing CTR for recommender systems. Despite great progress, existing methods have a strong bias towards low- or high-order interactions, or rely on expertise feature engineering. In this paper, we show that it is possible to derive an …
Predicting the click-through rate of an advertisement is a critical component of online advertising platforms. In sponsored search, the click-through rate estimates the probability that a displayed advertisement is clicked by a user after she submits a query to the search engine. Commercial search engines typically rel…
Confounding biases recommender systems, even when data seems fully observed.
Machine Learning algorithms are increasingly being used in recent years due to their flexibility in model fitting and increased predictive performance. However, the complexity of the models makes them hard for the data analyst to interpret the results and explain them without additional tools. This has led to much rese…
Recommendation systems and computing advertisements have gradually entered the field of academic research from the field of commercial applications. Click-through rate prediction is one of the core research issues because the prediction accuracy affects the user experience and the revenue of merchants and platforms. Fe…
Deep learning algorithms excel at extracting patterns from raw data, and with large datasets, they have been very successful in computer vision and natural language applications. However, in other domains, large datasets on which to learn representations from may not exist. In this work, we develop a novel multimodal C…
Generalized linear models with nonlinear feature transformations are widely used for large-scale regression and classification problems with sparse inputs. Memorization of feature interactions through a wide set of cross-product feature transformations are effective and interpretable, while generalization requires more…
Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this article, we model a sequence of credit card transactions from three different perspectiv…
Applied Data Scientists throughout various industries are commonly faced with the challenging task of encoding high-cardinality categorical features into digestible inputs for machine learning algorithms. This paper describes a Bayesian encoding technique developed for WeWork's lead scoring engine which outputs the pro…
This paper presents our contribution to PolEval 2019 Task 6: Hate speech and bullying detection. We describe three parallel approaches that we followed: fine-tuning a pre-trained ULMFiT model to our classification task, fine-tuning a pre-trained BERT model to our classification task, and using the TPOT library to find …
Proposes a method for explaining tabular data using copulas.
ML predicts alloy properties considering chemistry, processing, and data transformations.
Study enhances neural network predictions for wave height using topological features.
In digital advertising, Click-Through Rate (CTR) and Conversion Rate (CVR) are very important metrics for evaluating ad performance. As a result, ad event prediction systems are vital and widely used for sponsored search and display advertising as well as Real-Time Bidding (RTB). In this work, we introduce an enhanced …