FairFS: Addressing Deep Feature Selection Biases for Recommender System

Large-scale online marketplaces and recommender systems are crucial technological foundations for the development of e-commerce. In industrial recommender systems, features play a vital role as they carry essential information for downstream models. Accurate estimation of feature importance is critical, as it helps identify the most useful feature subsets from thousands of candidates for online services. Such a selection enables optimization of online performance while reducing computational burden. To address the feature selection challenges in deep learning, trainable gate-based and sensitivity-based methods have been proposed and proven effective in the industry. However, by analyzing real-world examples, we identified three bias issues that cause feature importance estimation to rely on partial model layers, samples, or gradients, ultimately leading to inaccurate feature importance estimates. We refer to these biases as layer bias, baseline bias, and approximation bias. To mitigate these biases, we propose FairFS, a fair and accurate feature selection algorithm. On one hand, FairFS directly regularizes feature importance estimation across all non-linear transformational layers to avoid layer bias. On the other hand, it employs a smooth baseline feature close to the classifier's decision boundary and an aggregated approximation method to mitigate bias issues. Extensive experiments demonstrate how FairFS mitigates these three biases and achieves state-of-the-art feature selection results.