Deep models in industrial applications rely on thousands of features for accurate predictions, such as deep recommendation systems. While new features are introduced to capture evolving user behavior, outdated or redundant features often remain, significantly increasing storage and computational costs. To address this issue, feature selection methods are widely adopted to identify and remove less important features. However, existing approaches face two major challenges: (1) they often require complex hyperparameter (Hp) tuning, making them difficult to employ in practice, and (2) they fail to produce well-separated feature importance scores, which complicates straightforward feature removal. Moreover, the impact of removing unimportant features can only be evaluated through retraining the model, a time-consuming and resource-intensive process that severely hinders efficient feature selection.To solve these challenges, we propose a novel feature selection approach, ShuffleGate. In particular, it shuffles all feature values across instances simultaneously and uses a gating mechanism that allows the model to dynamically learn the weights for combining the original and shuffled inputs. Notably, it can generate well-separated feature importance scores and estimate the performance without retraining the model, while introducing only a single Hp. Experiments on four public datasets show that our approach outperforms state-of-the-art methods in feature selection for model retraining. Moreover, it has been successfully integrated into the daily iteration of Bilibili's search models across various scenarios, where it significantly reduces feature set size (up to 60%+) and computational resource usage (up to 20%+), while maintaining comparable performance.
View on arXiv@article{huang2025_2503.09315,
title={ ShuffleGate: An Efficient and Self-Polarizing Feature Selection Method for Large-Scale Deep Models in Industry },
author={ Yihong Huang and Chen Chu and Fan Zhang and Fei Chen and Yu Lin and Ruiduan Li and Zhihao Li },
journal={arXiv preprint arXiv:2503.09315},
year={ 2025 }
}