FairFS: Addressing Deep Feature Selection Biases for Recommender System

Modern industrial recommender systems rely on thousands of heterogeneous features -- ranging from low-dimensional scalars (e.g., statistical value) to high-dimensional embeddings (e.g., user-id embeddings, MLP representations) -- to achieve high-precision predictions. Given the immense computational costs associated with training, efficient feature selection is critical. However, existing methods encounter three primary bottlenecks: (1) they typically assume uniform feature dimensions or require costly mapping to a fixed size; (2) they struggle with extreme sparsity, where the majority of features (e.g., 99%+) remain at default values; and (3) traditional permutation-based approaches are computationally prohibitive in large-scale settings. To address these challenges, we propose LeAP (Learnable Adaptive Permutation), a novel, model-agnostic plug-in module for feature selection. LeAP transforms the inefficient random permutation process into a learnable mechanism, significantly accelerating the evaluation of feature importance. In addition, we introduce an adaptive regularization strategy tailored for heterogeneous dimensions and extreme sparsity, enabling superior feature importance ranking results across asymmetric input spaces. Experiments on four public recommendation datasets demonstrate that LeAP achieves state-of-the-art performance. Furthermore, LeAP has been deployed in a large-scale industrial search ranking model with over a billion daily requests and a 2TB model parameter scale. In this real-world scenario involving 12,000+ total feature dimensions, LeAP successfully identified and removed over 3,600 redundant dimensions without performance degradation, which is 2 to 10 times the ability of compared baseline methods.

Background: Since 1990 many feature selection methods have been proposed across heterogeneous applications. To validate the usefulness of a new method, it needs to be compared against at least one baseline method from the existing literature on a feature selection task using at least one dataset. Recent developments in tabular Deep Learning (DL) and data valuation in Machine Learning (ML) suggest that the evaluation of new methods, algorithms, and models may be consciously or unconsciously biased. We hypothesise that a similar trend exists in feature selection (FS), particularly in filter feature selection (FFS). The aim of this study is therefore to examine FFS studies to identify factors that influence the evaluation and that might consist entry point for biases in order to recommend stronger principles for FFS evaluation. Methods: We analyse a sample of 28 high profile FFS studies published between 1994 and 2025. The analysis provides reflections on how to examine FFS studies, highlights lessons learned throughout the process, and gives five evidence-based recommendations for future FFS evaluation. Results: Multivariate Linear Regression analysis achieved a score of $R^2=0.33$. It means that 33% of the variance in the performance of new methods against chosen baselines (win rate) is explained by the number of datasets (#Datasets), the number of baselines (#Baselines), and the number of new methods (#NewMethods). Discussion: $R^2=0.33$ is considered medium explanation; which is promising given that this is the first such study. The medium explanation result is due to the fact that win rate is influenced by additional factors such as the maturity of the feature selection domain, the type of datasets and baselines, and the simplicity of the regression model used to explain the relationship.

We develop a flexible feature selection framework based on deep neural networks that approximately controls the false discovery rate (FDR), a measure of Type-I error. The method applies to architectures whose first layer is fully connected. From the second layer onward, it accommodates multilayer perceptrons (MLPs) of arbitrary width and depth, convolutional and recurrent networks, attention mechanisms, residual connections, and dropout. The procedure also accommodates stochastic gradient descent with data-independent initializations and learning rates. To the best of our knowledge, this is the first work to provide a theoretical guarantee of FDR control for feature selection within such a general deep learning setting. Our analysis is built upon a multi-index data-generating model and an asymptotic regime in which the feature dimension $n$ diverges faster than the latent dimension $q^{*}$, while the sample size, the number of training iterations, the network depth, and hidden layer widths are left unrestricted. Under this setting, we show that each coordinate of the gradient-based feature-importance vector admits a marginal normal approximation, thereby supporting the validity of asymptotic FDR control. As a theoretical limitation, we assume $\mathbf{B}$-right orthogonal invariance of the design matrix, and we discuss broader generalizations. We also present numerical experiments that underscore the theoretical findings.