Causally-Guided Automated Feature Engineering with Multi-Agent Reinforcement Learning
Organizations: School of Computing, Arizona State University
Abstract
Automated feature engineering (AFE) enables AI systems to autonomously construct high-utility representations from raw tabular data. However, existing AFE methods rely on statistical heuristics, yielding brittle features that fail under distribution shift. We introduce CAFE, a framework that reformulates AFE as a causally-guided sequential decision process, bridging causal discovery with reinforcement learning-driven feature construction. Phase I learns a sparse directed acyclic graph over features and the target to obtain soft causal priors, grouping features as direct, indirect, or other based on their causal influence with respect to the target. Phase II uses a cascading multi-agent deep Q-learning architecture to select causal groups and transformation operators, with hierarchical reward shaping and causal group-level exploration strategies that favor causally plausible transformations while controlling feature complexity. Across 15 public benchmarks (classification with macro-F1; regression with inverse relative absolute error), CAFE achieves up to 7% improvement over strong AFE baselines, reduces episodes-to-convergence, and delivers competitive time-to-target. Under controlled covariate shifts, CAFE reduces performance drop by ~4x relative to a non-causal multi-agent baseline, and produces more compact feature sets with more stable post-hoc attributions. These findings underscore that causal structure, used as a soft inductive prior rather than a rigid constraint, can substantially improve the robustness and efficiency of automated feature engineering.
Figures & tables
| Dataset | Source | C/R | Samples | Features | RDG | ERG | LDA | AFT | NFS | TTG | GRFG | ELLM-FT | CAFE |
| Amazon Employee | Kaggle | C | 32769 | 9 | 0.744 | 0.740 | 0.920 | 0.943 | 0.935 | 0.806 | 0.946 | 0.946 | 0.947 |
| SVMGuide3 | LibSVM | C | 1243 | 21 | 0.703 | 0.747 | 0.683 | 0.829 | 0.831 | 0.766 | 0.831 | 0.836 | 0.846 |
| German Credit | UCIrvine | C | 1001 | 24 | 0.695 | 0.661 | 0.627 | 0.751 | 0.765 | 0.731 | 0.772 | 0.775 | 0.793 |
| Messidor_features | UCIrvine | C | 1150 | 19 | 0.673 | 0.635 | 0.580 | 0.678 | 0.746 | 0.726 | 0.757 | 0.757 | 0.774 |
| Ionosphere | UCIrvine | C | 351 | 34 | 0.919 | 0.926 | 0.730 | 0.827 | 0.949 | 0.938 | 0.960 | 0.963 | 0.976 |
| Wine Quality Red | UCIrvine | C | 999 | 12 | 0.599 | 0.611 | 0.600 | 0.658 | 0.666 | 0.647 | 0.686 | 0.685 | 0.707 |
Appendix figures & tables13 assets
Supplementary material from the paper’s appendix.
Appendix
| Algorithm | SHD | F1-Score | Runtime (s) | CAFE Performance |
|---|---|---|---|---|
| PC Algorithm | ||||
| GES | ||||
| LiNGAM | ||||
| NOTEARS-Lasso |
| Dataset | CAFE-Linear | CAFE-MLP | MLP Gain | Sample Efficiency |
|---|---|---|---|---|
| Quadratic | 0.768 | 0.794 | +2.6% | -7% episodes |
| Exponential | 0.724 | 0.761 | +3.7% | -12% episodes |
| Mixed | 0.747 | 0.779 | +3.2% | -11% episodes |
| Graph Quality | SHD Range | CAFE Performance | vs. Oracle | vs. Random |
|---|---|---|---|---|
| Excellent | ||||
| Good | ||||
| Fair | ||||
| Poor |
| Dataset | CAFE (single) | CAFE (ensemble) | Improvement |
|---|---|---|---|
| Wine Red | 0.707 | 0.714 | +0.7% |
| German Credit | 0.793 | 0.804 | +1.0% |
| OpenML 586 | 0.810 | 0.819 | +0.9% |
| Ionosphere | 0.976 | 0.978 | +0.2% |
| Comparison | Wilcoxon | Effect Size ( ) | Interpretation |
|---|---|---|---|
| CAFE vs GRFG | 0.68 | Large effect | |
| CAFE vs ELLM-FT | 0.51 | Medium effect | |
| CAFE vs AutoFeat | 0.62 | Large effect | |
| CAFE vs NFS | 0.59 | Large effect | |
| CAFE vs Original | 0.84 | Large effect |
| Shift Type | Intensity | CAFE | GRFG | ELLM-FT | AutoFeat |
|---|---|---|---|---|---|
| Covariate | Low | ||||
| Medium | |||||
| High | |||||
| Label | Low | ||||
| Medium | |||||
| High |
| Method | ID Performance | OOD Performance | Drop (%) |
|---|---|---|---|
| GRFG | |||
| ELLM-FT | |||
| CAFE (ours) |
| Method | SHAP Stab. | Feat. Stab. | Causal Cons. | Compactness | Overall |
|---|---|---|---|---|---|
| GRFG | |||||
| ELLM-FT | |||||
| AutoFeat | |||||
| CAFE |
| Parameter | Range Tested | Optimal | Performance Range | Sensitivity | Selection Rule |
|---|---|---|---|---|---|
| (NOTEARS) | [0.001, 0.1] | 0.03 | [0.734, 0.773] | Medium | 3-fold CV |
| (causal bonus) | [0.0, 1.0] | 0.5 | [0.742, 0.773] | Low | Fixed at 0.5 |
| Episodes | [10, 50] | 30 | [0.751, 0.775] | Low | Early stopping |
| Steps per episode | [5, 25] | 15 | [0.743, 0.771] | Low | Fixed |
| (group size) | [5, 20] | 10 | [0.758, 0.773] | Very Low | |
| Learning rate | [1e-4, 1e-2] | 1e-3 | [0.745, 0.773] | Medium | Fixed |
| Challenge | CAFE | Best Method | Best Score | Gap | Root Cause |
|---|---|---|---|---|---|
| High-dim, low-n ( ) | GRFG | Unreliable CD | |||
| Sparse graphs | ELLM-FT | Weak causal signal | |||
| Non-linearities | AutoFeat | Linear CD assumption | |||
| Hidden confounders | GRFG | Sufficiency violation | |||
| Temporal dynamics | ELLM-FT | Static DAG |
| Method | XGBoost | Random Forest | Linear | SVM (RBF) | Average |
|---|---|---|---|---|---|
| Original | |||||
| GRFG | |||||
| ELLM-FT | |||||
| AutoFeat | |||||
| CAFE | 0.773 ± 0.032 | 0.756 ± 0.037 | 0.662 ± 0.063 | 0.724 ± 0.035 | 0.729 |
| Method | Episodes to Converge | Final Performance | Efficiency Ratio |
|---|---|---|---|
| GRFG | |||
| CAFE | 18.3 3.1 | 0.773 0.032 | 1.55 |
Automated Feature Engineering
Automated Feature Engineering creates, transforms, and selects predictive inputs with less manual design across data types and applications.
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