Embedding Domain-Specific Knowledge from LLMs into the Feature Engineering Pipeline

Feature engineering is mandatory in the machine learning pipeline to obtain robust models. While evolutionary computation is well-known for its great results both in feature selection and feature construction, its methods are computationally expensive due to the large number of evaluations required to induce the final model. Part of the reason why these algorithms require a large number of evaluations is their lack of domain-specific knowledge, resulting in a lot of random guessing during evolution. In this work, we propose using Large Language Models (LLMs) as an initial feature construction step to add knowledge to the dataset. By doing so, our results show that the evolution can converge faster, saving us computational resources. The proposed approach only provides the names of the features in the dataset and the target objective to the LLM, making it usable even when working with datasets containing private data. While consistent improvements to test performance were only observed for one-third of the datasets (CSS, PM, and IM10), possibly due to problems being easily explored by LLMs, this approach only decreased the model performance in 1/77 test cases. Additionally, this work introduces the M6GP feature engineering algorithm to symbolic regression, showing it can improve the results of the random forest regressor and produce competitive results with its predecessor, M3GP.