RANDOM FEATURE TRANSFORMATION FORESTS FOR AUTOMATIC FEATURE ENGINEERING

Embodiments for automated feature engineering by one or more processors are described. One or more selected transformations may be applied to a set of features in a dataset to create a set of transform features using random feature transformation forest (RFTF) classifiers. A transform feature may be selected from the set of transform features having a highest discriminative power as compared to other features of the set of transform features. At each node in a decision tree, store the selected feature, a split value, and the one or more selected transformations for the transform feature.