Tree-Based Feature Transformation for Purchase Behavior Prediction

In the era of e-commerce, purchase behavior prediction is one of the most important issues to promote both online companies' sales and the consumers' experience. The previous researches usually use the feature engineering and ensemble machine learning algorithms for the prediction. The performance really depends on designed features and the scalability of algorithms because the large-scale data and a lot of categorical features lead to huge samples and the high-dimensional feature. In this study, we explore an alternative to use tree-based Feature Transformation (FT) and simple machine learning algorithms (e.g. Logistic Regression). Random Forest (RF) and Gradient Boosting decision tree (GB) are used for FT. Then, the simple algorithm, rather than ensemble algorithms, is used to predict purchase behavior based on transformed features. Tree-based FT regards the leaves of trees as transformed features, and can learn high-order interactions among original features. Compared with RF, if GB is used for FT, simple algorithms are enough to achieve better performance.