A Performance-Driven Benchmark for Feature Selection in Tabular Deep Learning

Valeriia Cherepanova, Roman Levin, Gowthami Somepalli, Jonas Geiping, C. Bayan Bruss, Andrew Gordon Wilson, Tom Goldstein, Micah Goldblum

Research output: Contribution to journalConference articlepeer-review


Academic tabular benchmarks often contain small sets of curated features. In contrast, data scientists typically collect as many features as possible into their datasets, and even engineer new features from existing ones. To prevent overfitting in subsequent downstream modeling, practitioners commonly use automated feature selection methods that identify a reduced subset of informative features. Existing benchmarks for tabular feature selection consider classical downstream models, toy synthetic datasets, or do not evaluate feature selectors on the basis of downstream performance. Motivated by the increasing popularity of tabular deep learning, we construct a challenging feature selection benchmark evaluated on downstream neural networks including transformers, using real datasets and multiple methods for generating extraneous features. We also propose Deep Lasso - an input-gradient-based analogue of Lasso for neural networks that outperforms classical feature selection methods on challenging problems such as selecting from corrupted or second-order features.

Original languageEnglish (US)
JournalAdvances in Neural Information Processing Systems
StatePublished - 2023
Event37th Conference on Neural Information Processing Systems, NeurIPS 2023 - New Orleans, United States
Duration: Dec 10 2023Dec 16 2023

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing


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