Interactive Reinforcement Learning for Feature Selection with Decision
Tree in the Loop
- URL: http://arxiv.org/abs/2010.02506v1
- Date: Fri, 2 Oct 2020 18:09:57 GMT
- Title: Interactive Reinforcement Learning for Feature Selection with Decision
Tree in the Loop
- Authors: Wei Fan, Kunpeng Liu, Hao Liu, Yong Ge, Hui Xiong, Yanjie Fu
- Abstract summary: We study the problem of balancing effectiveness and efficiency in automated feature selection.
We propose a novel interactive and closed-loop architecture to simultaneously model interactive reinforcement learning (IRL) and decision tree feedback (DTF)
We present extensive experiments on real-world datasets to show the improved performance.
- Score: 41.66297299506421
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study the problem of balancing effectiveness and efficiency in automated
feature selection. After exploring many feature selection methods, we observe a
computational dilemma: 1) traditional feature selection is mostly efficient,
but difficult to identify the best subset; 2) the emerging reinforced feature
selection automatically navigates to the best subset, but is usually
inefficient. Can we bridge the gap between effectiveness and efficiency under
automation? Motivated by this dilemma, we aim to develop a novel feature space
navigation method. In our preliminary work, we leveraged interactive
reinforcement learning to accelerate feature selection by external
trainer-agent interaction. In this journal version, we propose a novel
interactive and closed-loop architecture to simultaneously model interactive
reinforcement learning (IRL) and decision tree feedback (DTF). Specifically,
IRL is to create an interactive feature selection loop and DTF is to feed
structured feature knowledge back to the loop. First, the tree-structured
feature hierarchy from decision tree is leveraged to improve state
representation. In particular, we represent the selected feature subset as an
undirected graph of feature-feature correlations and a directed tree of
decision features. We propose a new embedding method capable of empowering
graph convolutional network to jointly learn state representation from both the
graph and the tree. Second, the tree-structured feature hierarchy is exploited
to develop a new reward scheme. In particular, we personalize reward assignment
of agents based on decision tree feature importance. In addition, observing
agents' actions can be feedback, we devise another reward scheme, to weigh and
assign reward based on the feature selected frequency ratio in historical
action records. Finally, we present extensive experiments on real-world
datasets to show the improved performance.
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