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Automated Feature Engineering in Federated Learning

Discover how automation transforms feature creation while ensuring data privacy.

Tom Overman, Diego Klabjan

― 7 min read


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In the world of data science, feature engineering is like adding secret ingredients that make a dish truly delicious. It's about taking existing data and crafting new, helpful pieces that can make predictions better. But what if you could do this automatically? Well, that’s where Automated Feature Engineering, or AutoFE, comes in.

What is Automated Feature Engineering?

Automated Feature Engineering is a method that allows computers to create new features from existing ones without needing much help from humans. Think of it as a smart kitchen appliance that can whip up recipes without you needing to be a master chef. This technique is crucial for improving how well models can predict outcomes.

Traditionally, making these features requires a lot of time, effort, and a pinch of domain knowledge. But thanks to modern methods in AutoFE, it’s possible to generate and select useful features without much hassle. This speeds up the process and makes predictions more accurate.

The Advent of Federated Learning

Now, let’s talk about another important concept: Federated Learning (FL). Imagine everyone in a neighborhood has their own garden. Instead of bringing all their fruits and vegetables to a central market, they keep them in their own homes. FL works under a similar idea. In FL, data from many users (or clients) is kept private and never sent to a central server. Instead, clients train their own models and share just the results (or model weights) with a central server. This is like your neighbor telling you how many tomatoes they picked without revealing their garden secrets.

FL has become popular because it keeps data secure and respects privacy. But it does come with its own set of challenges, like needing to keep communication between the clients and server to a minimum and dealing with situations where data isn’t evenly distributed.

Different Settings in Federated Learning

In Federated Learning, there are three main ways the data can be organized across clients:

  1. Horizontal Federated Learning: Here, each client has its own subset of samples, but those samples share all the same features. It’s like each neighbor having a different batch of tomatoes but all growing the same variety.

  2. Vertical Federated Learning: In this setup, each client has the same samples but only a few specific features. Think of it as everyone in the neighborhood growing a different type of plant in the same plot of land.

  3. Hybrid Federated Learning: This combines both horizontal and vertical settings. Clients hold a mix of different samples and features, creating a more complex situation, similar to a community garden where different neighbors grow various plants in overlapping sections.

How AutoFE Works in Federated Learning

The main goal is to create new features while keeping data safe on clients. This process happens differently based on which Federated Learning setting we are using.

In Horizontal Federated Learning

The algorithm for Horizontal Federated Learning is innovative. Each client runs their AutoFE process separately using only their local data. They then send a string representation of the new engineered features to the central server without sharing any actual data.

After gathering these feature strings, the server collects everything and sends the complete list back to the clients. Each client can then compute the numerical values for the new features based on the received string.

For selecting the best features, the algorithm borrows ideas from competitive strategies used in resource management. It generates random features to test and keeps the best performers while discarding the rest. This process is repeated until the most effective features are identified.

In Vertical Federated Learning

Due to the unique challenges of Vertical Federated Learning, the approach requires a touch of magic—well, more like encryption magic. Clients can’t share their data directly, so the algorithm uses homomorphic encryption to keep things secure. This allows calculations to be performed on the encrypted data without exposing any sensitive information.

Using the most important features from each client, the algorithm combines them in a way that respects privacy and security. After creating new features, clients can evaluate them to see if they add value.

In Hybrid Federated Learning

The hybrid setting poses its own set of challenges that need to be dealt with carefully. Here, there are stricter rules on how data is divided among clients. Each sample should be consistently split, meaning every client should hold their part of the data in a uniform way.

The algorithm still follows the principles established in the horizontal and vertical settings but adapts them to work across multiple clients as needed. It emphasizes finding the most essential features available and combines them smartly.

Achievements and Insights

Through this research and development, important contributions were made in AutoFE for different Federated Learning settings. The main takeaways include:

  1. The introduction of AutoFE algorithms specifically designed for both horizontal and hybrid settings.
  2. Evidence showing that the Horizontal Federated AutoFE performs comparably to traditional AutoFE methods carried out centrally.

This is significant because, in the world of Federated Learning, models often struggle to perform as well as those trained with centralized data. Yet, results from Horizontal Federated AutoFE indicate that models trained this way can reach similar performance levels.

Related Work in Automated Feature Engineering

A lot of work has been done in the area of automated feature engineering. Many algorithms exist that focus on searching through various combinations of features to find the best ones. Some notable approaches include:

  • OpenFE: This method quickly evaluates combinations of features using gradient-boosted trees.
  • AutoFeat: This tool goes through possible feature combinations to select the most effective ones.
  • IIFE: This algorithm identifies pairs of features that work well together and builds upon them.
  • EAAFE: A genetic approach is used here to search for the best engineered features.
  • DIFER: This uses deep learning to find useful representations of engineered features.

Despite the extensive work in automated feature engineering and federated learning, most research has focused on vertical settings. This gap highlights the need for more attention to be paid to the horizontal and hybrid settings.

The Naive Approach Isn’t Always Best

One could think that simply running the AutoFE algorithm as usual while using federated methods for training and evaluation would suffice. However, this naive approach poses a significant challenge. AutoFE typically requires a vast amount of model training and evaluations, which leads to extensive communication between clients and the server. This high communication demand makes the approach impractical.

This is why the development of specialized federated AutoFE algorithms is necessary. They are designed to minimize communication while still creating valuable features.

Experimental Evidence

To test how well Horizontal Federated AutoFE works compared to centralized methods, experiments were conducted on various datasets. For instance, the performance of the AutoFE method was evaluated on the OpenML586 and Airfoil datasets. The results aimed to demonstrate how closely the federated approach could match the scores of the centralized version.

Results showed that the Horizontal Federated AutoFE achieved scores similar to those resulting from centralized processing. In fact, in some cases, it even outperformed the centralized approach. This is a notable win for federated learning and automated feature engineering.

The Future of Automated Feature Engineering in Federated Learning

Looking ahead, there are exciting opportunities to expand the capabilities of AutoFE in various fields. Future work may focus on:

  1. Broader Experimental Results: More datasets and methods of feature engineering may be explored to test the effectiveness of these algorithms.
  2. Vertical and Hybrid Settings: Continued work on improving methods for vertical and hybrid federated learning settings will open up new possibilities for data privacy without sacrificing prediction accuracy.
  3. Refinement of Algorithms: As technology advances, refining and tuning these algorithms for better performance will remain important.

Conclusion

In summary, the field of automated feature engineering within federated learning settings is growing and has much to offer. The ability to create new informative features while keeping data secure is vital in today’s data-driven world. As research continues, we may find even more innovative ways to combine these concepts, paving the way for powerful predictive models that respect privacy and enhance our understanding of data.

Who knew that feature engineering and federated learning could be so exciting? It’s like mixing a little science with a dash of magic—and the results are downright delicious!

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