Feature engineering

Feature engineering or feature extraction or feature discovery is the process of extracting features (characteristics, properties, attributes) from raw data. Due to deep learning networks, such as convolutional neural networks, that are able to learn it by itself, domain-specific- based feature engineering has become obsolete for vision and speech processing.
Other examples of features in physics include the construction of dimensionless numbers such as Reynolds number in fluid dynamics; then Nusselt number in heat transfer; Archimedes number in sedimentation; construction of first approximations of the solution such as analytical strength of materials solutions in mechanics, etc.
Relevance
Features vary in significance. Even relatively insignificant features may contribute to a model. Feature selection can reduce the number of features to prevent a model from becoming too specific to the training data set (overfitting).
Explosion
Feature explosion occurs when the number of identified features grows inappropriately. Common causes include:
Feature templates - implementing feature templates instead of coding new features
Feature combinations - combinations that cannot be represented by a linear system
Feature explosion can be limited via techniques such as: regularization, kernel methods, and feature selection.
Automation
Automation of feature engineering is a research topic that dates back to the 1990s. Machine learning software that incorporates automated feature engineering has been commercially available since 2016. Related academic literature can be roughly separated into two types:
Multi-relational decision tree learning (MRDTL) uses a supervised algorithm that is similar to a decision tree.
Deep Feature Synthesis uses simpler methods.
Multi-relational decision tree learning (MRDTL)
MRDTL generates features in the form of SQL queries by successively adding clauses to the queries. For instance, the algorithm might start out with
SELECT COUNT(*) FROM ATOM t1 LEFT JOIN MOLECULE t2 ON t1.mol_id = t2.mol_id GROUP BY t1.mol_id
The query can then successively be refined by adding conditions, such as "WHERE t1.charge <= -0.392".
However, most MRDTL studies base implementations on relational databases, which results in many redundant operations. These redundancies can be reduced by using techniques such as tuple id propagation. Efficiency can be increased by using incremental updates, which eliminates redundancies.
Open-source implementations
There are a number of open-source libraries and tools that automate feature engineering on relational data and time series:
featuretools is a Python library for transforming time series and relational data into feature matrices for machine learning.
OneBM or One-Button Machine combines feature transformations and feature selection on relational data with feature selection techniques.
getML community is an open source tool for automated feature engineering on time series and relational data. It is implemented in C/C++ with a Python interface. It has been shown to be at least 60 times faster than tsflex, tsfresh, tsfel, featuretools or kats.
tsfresh is a Python library for feature extraction on time series data. It evaluates the quality of the features using hypothesis testing.
tsflex is an open source Python library for extracting features from time series data. Despite being 100% written in Python, it has been shown to be faster and more memory efficient than tsfresh, seglearn or tsfel.
seglearn is an extension for multivariate, sequential time series data to the scikit-learn Python library.
tsfel is a Python package for feature extraction on time series data.
kats is a Python toolkit for analyzing time series data.
Deep feature synthesis
The deep feature synthesis (DFS) algorithm beat 615 of 906 human teams in a competition.
Feature stores
The Feature Store is where the features are stored and organized for the explicit purpose of being used to either train models (by data scientists) or make predictions (by applications that have a trained model). It is a central location where you can either create or update groups of features created from multiple different data sources, or create and update new datasets from those feature groups for training models or for use in applications that do not want to compute the features but just retrieve them when it needs them to make predictions.
A feature store includes the ability to store code used to generate features, apply the code to raw data, and serve those features to models upon request. Useful capabilities include feature versioning and policies governing the circumstances under which features can be used.
Feature stores can be standalone software tools or built into machine learning platforms.
Alternatives
Feature engineering can be a time-consuming and error-prone process, as it requires domain expertise and often involves trial and error. Deep learning algorithms may be used to process a large raw dataset without having to resort to feature engineering. However, it's important to note that deep learning algorithms still require careful preprocessing and cleaning of the input data. In addition, choosing the right architecture, hyperparameters, and optimization algorithm for a deep neural network can be a challenging and iterative process.
See also
Covariate
Data transformation
Feature extraction
Feature learning
Hashing trick
Kernel method
List of datasets for machine learning research
Space mapping
Instrumental variables estimation
References
Further reading
Machine learning
Data analysis