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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Towards Interactive Feature Selection with Human-in-the-loop</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Maialen Larran˜aga</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Dimitra Gkorou</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Thiago Guzella</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Alexander Ypma</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Faegheh Hasibi</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Robert Jan van Wijk</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>ASML</institution>
          ,
          <addr-line>De Run 6501, Veldhoven 5504DR</addr-line>
          ,
          <country country="NL">the Netherlands</country>
        </aff>
      </contrib-group>
      <fpage>85</fpage>
      <lpage>88</lpage>
      <abstract>
        <p>Feature Selection (FS) has been applied to numerous domains, and shown to be effective in increasing the performance of machine learning algorithms. In the semiconductor industry, FS is part of various prediction tasks that aim at avoiding production stops and yield loss. For example, it can be used for: (i) diagnostics, wherein relevant features constitute potential root causes, with their identification being the initial step in a detailed investigation of process defects [3]; (ii) control, as the values of a small set of relevant features can be used to group objects and apply actions per group [1]; (iii) improving prediction performance and interpretability, by enforcing sparsity [4, 7]. Nevertheless, when analyzing manufacturing datasets, one faces two particular challenges, as in other real-world datasets: - High-dimensionality: typically, the number of features p to be evaluated in FS can reach hundreds of thousands and it is much larger than the number of instances n. - Collinearity: some features may be strongly correlated with one another.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Introduction</title>
      <p>
        For integrating expert feedback, we use the knowledge elicitation framework
proposed by Daee et al. [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]. It is based on a bayesian regression model with spike
n the
tarand slab (s&amp;s) sparsity-enforcing priors [
        <xref ref-type="bibr" rid="ref2 ref5">2, 5</xref>
        ]. Let us denote by y ∈ Rp to be the
get of interest, and let X ∈ Rn×p be the feature set. Assume w ∈ R
regression coefficients. The goal is to define the posterior distribution of w, given
that y ∼ N (Xw, σ2I) and wj ∼ zjN (0, ψ2) + (1 − zj)δ0 (i.e., s&amp;s prior), where
δ0 is a Dirac delta, and zj encodes the relevance of the features (zj = 1 if feature
j is expected to contribute to the regression and zj = 0 otherwise). For ease of
notation, we consider σ2 and ψ2 to be constants. The computation of the posterior
distribution of wj for all j = 1, . . . , p depends on the s&amp;s prior but also on the
feedback provided by a domain expert (relevant, irrelevant, do not know). These
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      </p>
      <sec id="sec-1-1">
        <title>AAllllFFeeeddbbaacckk RRaannddoommqquueeryry EExxpp..InInfoformrmaatitoionnGGaainin</title>
      </sec>
      <sec id="sec-1-2">
        <title>AAlllFlFeeeddacakck</title>
        <p>RRaannddoommquqeureyry</p>
        <p>
          EExpxp..InInfoformrmataiotinonGGaianin
posteriors are sequentially adapted every time an expert is queried about the
relevance of a feature. In order not to overwhelm the expert, we use smart query
strategies that reduce the number of required user feedback. We implement the
Expected Information Gain (EIG) strategy proposed in Daee et al. [
          <xref ref-type="bibr" rid="ref2">2</xref>
          ].
        </p>
        <p>We evaluated the implementation of our FS scheme with an ASML expert. We
used a dataset with 344 features and 100 instances from the logs of ASML machines.
The results are shown in Fig. 1, for a simulated expert (Fig. 1, left) and for a
knowledgeable domain expert (Fig. 1, right), with the former being less trustworthy
than the latter. In these results, “All feedback” refers to the performance of the
bayesian regression with s&amp;s priors after all expert feedback is received; we note
that the best achieved MSE in Fig. 1 left is higher than the best MSE in Fig. 1 right,
but in both cases the EIG strategy reaches the best MSE after ∼ 250 feedbacks.
Even with a simulated expert (Fig. 1, left) we see an improvement on the predictive
performance with respect to not having an expert in the loop (i.e., when the number
of feedback equals 0). This is crucial for the robustness of our application.
3</p>
      </sec>
    </sec>
    <sec id="sec-2">
      <title>Open questions and future work</title>
      <p>At present, we still face several challenges in the implementation of the proposed
scheme. First, our datasets have typically thousands of features, such that asking
feedback from a domain expert for all these features is unfeasible. Second, domain
experts are often not sure of the feedback for some particular features, and their
input might also be biased. To address these challenges, we are adopting the following
steps:
– group features that relate to the same effects/machines in a single category and
ask the expert to provide feedback on the entire category at once.
– visualize the data in an informative way to help the expert make a decision on
the relevance of a particular feature category and avoid biases.</p>
      <p>How to group features into categories and how to visualize the data in the most
informative way remain an open question. In particular, the data visualization is
a challenging task since (1) dimensionality reduction methods show artifacts, (2)
assessing the quality of a visualization is not straightforward and (3) often only
well-known effects and structures emerge in the visualization. One needs to get rid
of the latter to discover the underlying patterns.</p>
    </sec>
    <sec id="sec-3">
      <title>Supplementary Material: web application</title>
      <p>
        In this work, we sought to use smart query strategies to reduce the number of
required user feedback. While some state-of-the-art tools allow for user feedback,
none of them are directly applicable to our problem setting. RapidMiner, Weka, and
FEXUM [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ] focus on supervised and unsupervised problems allowing only offline
user feedback. KNIME has an active learning component, but it cannot be directly
applied to FS. Therefore, we have implemented a web application in ASML for the
interactive Feature Selection scheme.
      </p>
      <p>The expected users of our framework are domain experts without Machine
Learning knowledge but with scientific background e.g., domain experts, field
engineers, etc. The experts can use our tool to easily find the relevant features to a
selected target variable. The User Interface of the proposed FS scheme is presented
in Fig. 2. The expert initializes a workflow by selecting one or more performance
metrics to monitor (targets y) on the left panel in Fig. 2. The application, with
non-linear embeddings (Fig. 2 middle plot), helps the user understand complex
relations and interconnections between multiple features and the target. Particularly,
users can select multiple features and observe interactively, via a t-sne embedding,
their 2D visualization colored by the values of the target.</p>
      <p>In each iteration a user is provided with a feature (left most panel) for which
he/she is required to give feedback (relevant feature, irrelevant feature or do not
know). As mentioned in the abstract, this feature is selected sequentially via
knowledge elicitation with the EIG query strategy. The user interacts with the application
to provide feedback on a certain number of features. To help the decision-making
process, on Fig. 2 (right), three plots are shown: (i) the R2 value of the linear
regression model after each expert feedback. This provides information on the predictive
power of the model in each iteration; (ii) the values of the feature that the user
is evaluating colored per cluster. This gives information on how the target value
relates to the underlying structure of the data; (iii) a list with all the feedback
that he/she has already provided. Once the decision has been made, the feedback
is given on the left panel, the posterior distribution of the regression is updated
and the algorithm suggests a new feature.</p>
      <p>In this way, actively querying the expert for feedback results in better user
experience as, the users are not expected to examine all the features to find those
whose relevance they should assess.</p>
    </sec>
  </body>
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