MsFcNET: Multi-scale Feature-Crossing Attention Network for Multi-field Sparse Data

Feature engineering usually needs to excavate dense-and-implicit cross features from multi-filed sparse data. Recently, many state-of-the-art models have been proposed to achieve low-order and high-order feature interactions. However, most of them ignore the importance of cross features and fail to suppress the negative impact of useless features. In this paper, a novel multi-scale feature-crossing attention network (MsFcNET) is proposed to extract dense-and-implicit cross features and learn their importance in the different scales. The model adopts the DIA-LSTM units to construct a new attention calibration architecture, which can adaptively adjust the weights of features in the process of feature interactions. On the other hand, it also integrates a multi-scale feature-crossing module to strengthen the representation ability of cross features from multi-field sparse data. The extensive experimental results on three real-world prediction datasets demonstrate that our proposed model yields superior performance compared with the other state-of-the-art models.