Feature Engineering for Predictive Modeling using Reinforcement Learning

Understand

Feature engineering is a crucial step in the process of predictive modeling.

• It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target.
• However, there is no well-defined basis for performing effective feature engineering.
• It involves domain knowledge, intuition, and most of all, a lengthy process of trial and error.