Tabular data, as a core data format in machine learning, often lacks the discriminative power needed for high-performance modeling due to insufficient feature informativeness. Automated Feature Engineering (AutoFE) overcomes this by automating feature generation and selection, ensuring both model performance and operational efficiency.
However, traditional AutoFE often yields features with poor interpretability because they rely on blind mathematical transformations, while large language model (LLM)-based AutoFE faces challenges in requiring costly multi-round iterations to generate high-utility features, compounded by inherent risks of bias and hallucination.
In this paper, we combine symbolic regression with LLMs for feature engineering (SymboLLM-FE) to solve these challenges. We extract mathematically expressive formulas strongly correlated with the target via symbolic regression — which enhances model performance — then refine them by LLMs with rich prior knowledge to ensure interpretability. Empirical results on six real-world datasets and four Kaggle competitions demonstrate that SymboLLM-FE outperforms existing AutoFE, addressing the dual challenges of poor interpretability and numerous iterations via a statistical prior-grounded LLM refinement mechanism with only single-digit LLM calls.