用双智能体强化学习自动生成更优特征,减少冗余并提升性能。
Dual-Agent Reinforcement Learning for Automated Feature Generation
- 设计两个协作智能体:一个生成新特征,一个判断是否保留。
- 在多个数据集上显著优于基线方法,有效减少冗余特征。
- 支持离散与连续特征差异化处理,适合复杂表格数据场景。
特征生成旨在从原始数据中构建新特征以捕捉原始特征间的复杂关系,提升模型鲁棒性与机器学习性能。现有基于强化学习的特征生成方法虽提升了探索灵活性与效率,但仍面临三大挑战:其一,在特征扩展过程中产生大量冗余特征;现有方法仅每轮保留最优特征,忽视初期表现差但后期可能改善的特征;其二,当前状态表示无法充分捕捉复杂特征关系;其三,表格数据中离散与连续特征差异大,需采用不同操作。为此,本文提出一种新型双智能体强化学习特征生成方法。设计两个智能体:第一个负责生成新特征,第二个决定是否保留。引入自注意力机制增强状态表征,并通过多样化操作区分离散与连续特征的交互。多数据集实验结果表明,所提方法有效。代码已开源:https://github.com/extess0/DARL。
原文摘要 · Abstract (English)
Feature generation involves creating new features from raw data to capture complex relationships among the original features, improving model robustness and machine learning performance. Current methods using reinforcement learning for feature generation have made feature exploration more flexible and efficient. However, several challenges remain: first, during feature expansion, a large number of redundant features are generated. When removing them, current methods only retain the best features each round, neglecting those that perform poorly initially but could improve later. Second, the state representation used by current methods fails to fully capture complex feature relationships. Third, there are significant differences between discrete and continuous features in tabular data, requiring different operations for each type. To address these challenges, we propose a novel dual-agent reinforcement learning method for feature generation. Two agents are designed: the first generates new features, and the second determines whether they should be preserved. A self-attention mechanism enhances state representation, and diverse operations distinguish interactions between discrete and continuous features. The experimental results on multiple datasets demonstrate that the proposed method is effective. The code is available at https://github.com/extess0/DARL.
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