Estimating the Importance of Relational Features by Using Gradient Boosting

With data becoming more and more complex, the standard tabular data format often does not suffice to represent datasets. Richer representations, such as relational ones, are needed. However, a relational representation opens a much larger space of possible descriptors (features) of the examples that are to be classified. Consequently, it is important to assess which features are relevant (and to what extent) for predicting the target. In this work, we propose a novel relational feature ranking method that is based on our novel version of gradient-boosted relational trees and extends the Genie3 score towards relational data. By running the algorithm on six well-known benchmark problems, we show that it yields meaningful feature rankings, provided that the underlying classifier can learn the target concept successfully.