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自动化特征工程(AutoFE)

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自动化特征工程(AutoFE)

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llm_learning
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Signal taxonomy 综述笔记数据挖掘
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特征工程(FE)的数学表达

特征工程的数学表达为：

C(T,X)=[ti1(ti2(⋯(X))),tj1(tj2(⋯(X))),⋯ ]→[C∗,T∗]=arg max⁡C,TRm(C(T,X))X:raw datasetT:feature generation operator setC:feature selection operator set\begin{aligned} & C(T,X)=[t_{i1}(t_{i2}(\cdots(X))),t_{j1}(t_{j2}(\cdots(X))),\cdots] \to [C^{*},T^{*}]=\argmax\limits_{C,T} R_{m}(C(T,X)) \\ & X:\text{raw dataset} \quad T:\text{feature generation operator set} \quad C:\text{feature selection operator set} \end{aligned}