Alternative Feature Selection

This repository contains the code for

• two papers,
• (parts of) a dissertation,
• and the Python package alfese.

This document provides:

• An overview of the related publications.
• An outline of the repo structure.
• Steps for setting up a virtual environment and reproducing the experiments.

Publications

Bach, Jakob, and Klemens Böhm. "Alternative feature selection with user control"

is published in the International Journal of Data Science and Analytics. You can find the paper here. You can find the corresponding complete experimental data (inputs as well as results) on RADAR4KIT. Use the tags run-2023-06-23 and evaluation-2024-03-19 for reproducing the experiments.

Bach, Jakob. "Finding Optimal Diverse Feature Sets with Alternative Feature Selection"

is published on arXiv. You can find the paper here. You can find the corresponding complete experimental data (inputs as well as results) on RADAR4KIT. Use the tags run-2023-06-23 and evaluation-2023-07-04 for reproducing the experimental data for v1 of the paper. Use the tags run-2024-01-23 and evaluation-2024-02-01 for reproducing the experimental data for v2 of the paper. Use the tags run-2024-09-28-arXiv-v3 and evaluation-2024-12-08-arXiv-v3 for reproducing the experimental data for v3 of the paper.

Bach, Jakob. "Leveraging Constraints for User-Centric Feature Selection"

is a dissertation in progress. Once it is published, we will link it here as well. You can find the corresponding complete experimental data (inputs as well as results) on RADAR4KIT. Use the tags run-2024-09-28-dissertation and evaluation-2024-11-02-dissertation for reproducing the experiments.

Repo Structure

Currently, the repository contains six Python files and four non-code files. The non-code files are:

• .gitignore: For Python development.
• LICENSE: The software is MIT-licensed, so feel free to use the code.
• README.md: You are here 🙃
• requirements.txt: To set up an environment with all necessary dependencies; see below for details.

The code files comprise our experimental pipeline (see below for details):

• prepare_datasets.py: First stage of the experiments (download prediction datasets).
• run_experiments.py: Second stage of the experiments (run feature selection, search for alternatives, and make predictions).
• run_evaluation_(arxiv|dissertation|journal).py: Third stage of the experiments (compute statistics and create plots).
• data_handling.py: Functions for working with prediction datasets and experimental data.

Additionally, we have organized the (alternative) feature-selection methods for our experiments as the standalone Python package alfese, located in the directory alfese_package/. See the corresponding README for more information.

Setup

Before running the scripts to reproduce the experiments, you should

1. Set up an environment (optional but recommended).
2. Install all necessary dependencies.

Our code is implemented in Python (version 3.8; other versions, including lower ones, might work as well).

Option 1: conda Environment

If you use conda, you can directly install the correct Python version into a new conda environment and activate the environment as follows:

conda create --name <conda-env-name> python=3.8
conda activate <conda-env-name>

Choose <conda-env-name> as you like.

To leave the environment, run

conda deactivate

Option 2: virtualenv Environment

We used virtualenv (version 20.4.7; other versions might work as well) to create an environment for our experiments. First, you need to install the correct Python version yourself. Let's assume the Python executable is located at <path/to/python>. Next, you install virtualenv with

python -m pip install virtualenv==20.4.7

To set up an environment with virtualenv, run

python -m virtualenv -p <path/to/python> <path/to/env/destination>

Choose <path/to/env/destination> as you like.

Activate the environment in Linux with

source <path/to/env/destination>/bin/activate

Activate the environment in Windows (note the back-slashes) with

<path\to\env\destination>\Scripts\activate

To leave the environment, run

deactivate

Dependency Management

After activating the environment, you can use python and pip as usual. To install all necessary dependencies for this repo, run

python -m pip install -r requirements.txt

If you make changes to the environment and you want to persist them, run

python -m pip freeze > requirements.txt

Reproducing the Experiments

After setting up and activating an environment, you are ready to run the code. Run

python -m prepare_datasets

to download and pre-process the input data for the experiments (prediction datasets from PMLB).

Next, start the experimental pipeline with

python -m run_experiments

Depending on your hardware, this might take several days. For the last pipeline run, we had a runtime of 141 hours on a server with an AMD EPYC 7551 CPU (32 physical cores, base clock of 2.0 GHz). In case the pipeline is nearly finished but doesn't make progress anymore, the solver might have silently crashed (which happened in the past with Cbc as the solver, though we didn't encounter the phenomenon with the current solver SCIP). In this case, or if you had to abort the experimental run for other reasons, you could re-start the experimental pipeline by calling the same script again; it automatically detects existing results and only runs the remaining tasks.

To print statistics and create the plots, run

python -m run_evaluation_<<version>>

with <<version>> being one of arxiv, dissertation, or journal.

(The evaluation length differs between versions, as does the plot formatting. The arXiv version has the longest and most detailed evaluation.)

All scripts have a few command-line options, which you can see by running the scripts like

python -m prepare_datasets --help