OpenFE is a new framework for automated feature generation for tabular data. OpenFE is easy-to-use, effective, and efficient with following advantages:
- OpenFE can discover effective candidate features for improving the learning performance of both GBDT and neural networks.
- OpenFE is efficient and supports parallel computing.
- OpenFE covers 23 useful and effective operators for generating candidate features.
- OpenFE supports binary-classification, multi-classification, and regression tasks.
- OpenFE can automatically handle missing values and categorical features.
For further details, please refer to the paper.
Extensive comparison experiments on public datasets show that OpenFE outperforms existing feature generation methods on both effectiveness and efficiency. Moreover, we validate OpenFE on the IEEE-CIS Fraud Detection Kaggle competition, and show that a simple XGBoost model with features generated by OpenFE beats 99.3% of 6351 data science teams. The features generated by OpenFE results in larger performance improvement than the features provided by the first-place team in the competition.
Installation
It is recommended to use pip for installation.
pip install openfe
Please do not use conda install openfe for installation. It will install another python package different from ours.
A Quick Example
It only takes four lines of codes to generate features by OpenFE. First, we generate features by OpenFE. Next, we augment the train and test data by the generated features.
from openfe import openfe, transform
ofe = openfe()
features = ofe.fit(data=train_x, label=train_y, n_jobs=n_jobs) # generate new features
train_x, test_x = transform(train_x, test_x, features, n_jobs=n_jobs) # transform the train and test data according to generated features.
We provide an example using the standard california_housing dataset in this link. A more complicated example demonstrating OpenFE can outperform machine learning experts in the IEEE-CIS Fraud Detection Kaggle competition is provided in this link. Users can also refer to our documentation for more advanced usage of OpenFE and FAQ about feature generation.