Eureka: Intelligent Feature Engineering for Enterprise AI Cloud Resource Demand Prediction

Effective features are crucial for predictive model performance, but creating them often requires domain expertise, limiting scalability across applications. We define feature engineering as an agentic code generation problem: features are not static data transformations, but executable programs that can be generated, evaluated, and iteratively improved. We present Eureka, an LLM-driven framework with three stages. (1) An Expert Agent, fine-tuned via SFT on domain knowledge, produces structured feature design plans in JSON format. (2) An LLM Feature Factory translates each plan into executable Python code through chain-of-thought reasoning, turning feature hypotheses into runnable programs. (3) A Self-Evolving Alignment Engine uses Reinforcement Learning (GRPO) with dual-channel reward (metric-based utility + semantic alignment) to enhance code quality. By expressing features as programs, the learned generation patterns can transfer across domains. Evaluated on 7 public benchmarks in healthcare, finance, and social domains, Eureka consistently outperforms both traditional AutoFE and LLM-based baselines. We further demonstrate Eureka's effectiveness on cloud GPU resource demand prediction at Alibaba Cloud, where Eureka improves demand fulfillment rate by 16% and lowers computing resource migration rates by 33%.