SAP SE
AUTOMATIC MACHINE LEARNING FEATURE BACKWARD STRIPPING

Abstract:

Features are used to train one or more ML models in a modelling layer. In a feature selection layer, each generated ML model is analyzed to determine, for each input feature, a degree of importance of the feature on the results generated by the ML model. Features with low importance are identified and the information is propagated backward to the data source and feature engineering layers. In response, the data source and feature engineering layers refrain from gathering or generating the unimportant features. Based on a confidence measure of the determination that each feature is important or unimportant, a number of periods between reevaluation of the feature importance is determined. After the number of periods has elapsed, a removed feature is restored to the pipeline.