Interpretable Tabular Data Learning Using Sequential Sparse Attention
Abstract:
A method of interpreting tabular data includes receiving, at a deep tabular data learning network (TabNet) executing on data processing hardware, a set of features. For each of multiple sequential processing steps, the method also includes: selecting, using a sparse mask of the TabNet, a subset of relevant features of the set of features; processing using a feature transformer of the TabNet, the subset of relevant features to generate a decision step output and information for a next processing step in the multiple sequential processing steps; and providing the information to the next processing step. The method also includes determining a final decision output by aggregating the decision step outputs generated for the multiple sequential processing steps.
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