feature-crossing

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Parent: data-representation

Source: google-ml-course

Synthetic features (feature crossing)

  • e.g. generate feature $x_3$ by combining $x_1$ and $x_2$
    $$x_3 = x_1 x_2$$
  • crossing boolean features can result in a very sparse feature set
  • a more sophisticated version of feature crossing is a neural network

Advantage

Enables learning with nonlinear features while making use of a linear model
–> nonlinear features scale well with large scale data sets

Disadvantage

Crossing sparse features may significantly increase the size of the feature space.

May lead to

  • Increased model size (more RAM usage)
  • Noise coefficients (of ‘redundant’ feature subsets created by the cross), overfitting

Solution

  • try to ‘zero’ out some of those noise coefficients/weights
  • must not lose useful features, only the ‘noise’ ones
  • –> L$_1$ regularisation