US Patent 10169715 Feature processing tradeoff management

At a machine learning service, a set of candidate variables that can be used to train a model is identified, including at least one processed variable produced by a feature processing transformation. A cost estimate indicative of an effect of implementing the feature processing transformation on a performance metric associated with a prediction goal of the model is determined. Based at least in part on the cost estimate, a feature processing proposal that excludes the feature processing transformation is implemented.