SymboLLM-FE: LLM-Accelerated Symbolic Regression for Automated Feature Engineering on Tabular Data

Machine Learning

Summary

The authors found that creating new features for machine learning models from tables is tricky because typical automated methods often produce features that are hard to understand or require many trial-and-error steps. They developed a new approach called SymboLLM-FE that first uses symbolic regression to find simple math formulas related to the target outcome, then uses large language models to make these formulas easier to interpret. This method improves model performance while needing fewer attempts and producing clearer features. Tests on real datasets and competitions showed their method works better than existing ones.

Authors

Zi-Jian Cheng, Zi-Yi Jia, Zhi Zhou, Yu-Feng Li, Lan-Zhe Guo

Abstract

Tabular data, as a core data format in machine learning, often lacks the discriminative power needed for high-performance modeling due to insufficient feature informativeness. Automated Feature Engineering (AutoFE) overcomes this by automating feature generation and selection, ensuring both model performance and operational efficiency. However, traditional AutoFE often yield features with poor interpretability because they rely on blind mathematical transformations, while large language models (LLM)-based AutoFE faces challenges in requiring costly multi-round iterations to generate high-utility features to effectively enhance model performance, compounded by inherent risks of bias and hallucination. In this paper, we combine symbolic regression with LLMs for feature engineering (SymboLLM-FE) to solve these challenges. We extract mathematically expressive formulas strongly correlated with the target via symbolic regression, which can enhance model performance, then refine them by LLMs with rich prior knowledge to ensure interpretability. Empirical results on six real-world datasets and four Kaggle competitions demonstrate that SymboLLM-FE outperforms existing AutoFE. SymboLLM-FE also addresses the dual challenges of poor interpretability and numerous iterations by employing a statistical prior-grounded LLM refinement mechanism and single-digit LLM calls.