Embedding-Aware Feature Discovery: Bridging Latent Representations and Interpretable Features in Event Sequences

Fuente: arXiv
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Hauptverfasser: Sakhno, Artem, Sergeev, Ivan, Shestov, Alexey, Zoloev, Omar, Kovtun, Elizaveta, Gusev, Gleb, Savchenko, Andrey, Makarenko, Maksim
Format: Preprint
Veröffentlicht: 2026
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author Sakhno, Artem
Sergeev, Ivan
Shestov, Alexey
Zoloev, Omar
Kovtun, Elizaveta
Gusev, Gleb
Savchenko, Andrey
Makarenko, Maksim
author_facet Sakhno, Artem
Sergeev, Ivan
Shestov, Alexey
Zoloev, Omar
Kovtun, Elizaveta
Gusev, Gleb
Savchenko, Andrey
Makarenko, Maksim
contents Industrial financial systems operate on temporal event sequences such as transactions, user actions, and system logs. While recent research emphasizes representation learning and large language models, production systems continue to rely heavily on handcrafted statistical features due to their interpretability, robustness under limited supervision, and strict latency constraints. This creates a persistent disconnect between learned embeddings and feature-based pipelines. We introduce Embedding-Aware Feature Discovery (EAFD), a unified framework that bridges this gap by coupling pretrained event-sequence embeddings with a self-reflective LLM-driven feature generation agent. EAFD iteratively discovers, evaluates, and refines features directly from raw event sequences using two complementary criteria: \emph{alignment}, which explains information already encoded in embeddings, and \emph{complementarity}, which identifies predictive signals missing from them. Across both open-source and industrial transaction benchmarks, EAFD consistently outperforms embedding-only and feature-based baselines, achieving relative gains of up to $+5.8\%$ over state-of-the-art pretrained embeddings, resulting in new state-of-the-art performance across event-sequence datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2603_15713
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Embedding-Aware Feature Discovery: Bridging Latent Representations and Interpretable Features in Event Sequences
Sakhno, Artem
Sergeev, Ivan
Shestov, Alexey
Zoloev, Omar
Kovtun, Elizaveta
Gusev, Gleb
Savchenko, Andrey
Makarenko, Maksim
Machine Learning
Artificial Intelligence
Information Retrieval
Industrial financial systems operate on temporal event sequences such as transactions, user actions, and system logs. While recent research emphasizes representation learning and large language models, production systems continue to rely heavily on handcrafted statistical features due to their interpretability, robustness under limited supervision, and strict latency constraints. This creates a persistent disconnect between learned embeddings and feature-based pipelines. We introduce Embedding-Aware Feature Discovery (EAFD), a unified framework that bridges this gap by coupling pretrained event-sequence embeddings with a self-reflective LLM-driven feature generation agent. EAFD iteratively discovers, evaluates, and refines features directly from raw event sequences using two complementary criteria: \emph{alignment}, which explains information already encoded in embeddings, and \emph{complementarity}, which identifies predictive signals missing from them. Across both open-source and industrial transaction benchmarks, EAFD consistently outperforms embedding-only and feature-based baselines, achieving relative gains of up to $+5.8\%$ over state-of-the-art pretrained embeddings, resulting in new state-of-the-art performance across event-sequence datasets.
title Embedding-Aware Feature Discovery: Bridging Latent Representations and Interpretable Features in Event Sequences
topic Machine Learning
Artificial Intelligence
Information Retrieval
url https://arxiv.org/abs/2603.15713