evoFE: Evolutionary Feature Engineering in R

License: MIT R-CMD-check

evoFE (Evolutionary Feature Engineering) is an R package that uses a genetic algorithm to automatically discover, combine, and optimize feature transformations for tabular datasets. Instead of manually engineering interaction terms, ratios, or binning strategies, evoFE searches the space of possible feature recipes to maximize the predictive performance of LightGBM or XGBoost models.

The final output is a reusable evo_recipe object that can be easily applied to new data at prediction time.

Features

  • Genetic Algorithm Optimization: Searches the feature transformation space using selection, crossover, and mutation.
  • Hierarchical Chaining: Evolved features can build on top of other proven features from previous generations (e.g., log(ratio(x1, x2))).
  • Stateful Transformers: Includes PCA, SVD, UMAP, Genie Clustering, Lumbermark Clustering, and Deadwood Anomaly Detection.
  • Performance Caching: Features are cached using matrix-hashing to avoid redundant computations (like KK-NN search or UMAP projections) during cross-validation folds.
  • Flexible Evaluation: Supports both Cross-Validation (cv) and stratified Train/Validation/Holdout Split (split) strategies.

Installation

You can install the package directly from GitHub:

# Install devtools if you haven't already
install.packages("devtools")

# Install evoFE
devtools::install_github("tanopereira/evoFE", build_vignettes = TRUE)

Several of evoFE’s core transformers (like Genie and Lumbermark clustering) are implemented in C++ and parallelized using OpenMP. On macOS, R packages compile single-threaded by default. To enable multi-threading:

  1. Install libomp via Homebrew:

    brew install libomp

  2. Configure your ~/.R/Makevars file to use OpenMP:

    SHLIB_OPENMP_CFLAGS = -Xpreprocessor -fopenmp
SHLIB_OPENMP_CXXFLAGS = -Xpreprocessor -fopenmp
CPPFLAGS += -I/opt/homebrew/opt/libomp/include
LDFLAGS += -L/opt/homebrew/opt/libomp/lib -lomp

  3. Reinstall quitefastmst, genieclust, lumbermark, and deadwood from source:

    install.packages(c("quitefastmst", "genieclust", "lumbermark", "deadwood"), type = "source")

Quick Start

Here is a quick example using the mtcars dataset for a binary classification task:

library(evoFE)

data(mtcars)
df <- mtcars
df$am <- as.integer(df$am) # target: 0 = automatic, 1 = manual

# Evolve features
recipe <- evolve_features(
  data = df,
  target_col = "am",
  task = "classification",
  evaluator = "xgboost",
  generations = 5,
  pop_size = 8,
  cv_folds = 3,
  seed = 42,
  verbose = TRUE
)

# View the winning recipe
cat("Best Recipe: ", individual_to_recipe_string(recipe$best_individual), "\n")
cat("Best Fitness: ", recipe$best_individual$fitness, "\n")

# Engineer features on new data
engineered_df <- predict(recipe, df[1:5, ])

# Run predictions using the trained model
predictions <- predict_model(recipe, df[1:5, ])

Supported Transformers

Category Transformers
Arithmetic log, sqrt, reciprocal, add, subtract, multiply, divide, normalized_difference, log_ratio
Group-by Aggregations groupby_mean, groupby_sd, groupby_max, groupby_min, groupby_ratio, groupby_zscore
Encoding & Binning target_encode, frequency_encode, one_hot_encode, quantile_binning, log_binning, quantile_binning_cat, log_binning_cat
Dimensionality Reduction pca, truncated_svd, random_projection, umap
Graph & Clustering genie, lumbermark, mst_score, deadwood

License

This project is licensed under the MIT License - see the LICENSE file for details.