Quick Start

Installation:

It is recommended to use pip for installation.

pip install openfe            # normal install
pip install --upgrade openfe  # or update if needed

Please do not use conda install openfe for installation. It will install another python package different from ours.

A Quick Example:

from openfe import OpenFE, transform

ofe = OpenFE()
features = ofe.fit(data=train_x, label=train_y, n_jobs=n_jobs)  # generate new features
train_x, test_x = transform(train_x, test_x, features, n_jobs=n_jobs) # transform the train and test data according to generated features.

We provide an example using the standard california_housing dataset. A more complicated example demonstrating OpenFE can outperform machine learning experts in the IEEE-CIS Fraud Detection Kaggle competition. Users can also refer to our paper for more details of OpenFE.

Required Dependencies:

• Python>=3.6

• numpy>=1.19.3

• pandas>=1.1.5

• scikit-learn>=0.24.2

• lightgbm>=3.3.2

• scipy>=1.5.4

• xgboost>=1.5.2

• tqdm

• pyarrow