A method and device for processing data in the field of data process are disclosed. The method includes: sorting samples according to primary keys, wherein the primary key includes a feature serial number and a sample serial number, and wherein a column value corresponding to the primary key is used as a feature value for the sample; acquiring a statistic of each feature in each category by taking the primary key and the feature value as an input key-value pair and calculating with a first algorithm model, and outputting the feature serial number and the statistic as an output key-value pair; and acquiring a contribution value of each feature to the category by performing calculation on the output key-value pair with a second algorithm model, and selecting a feature based on the contribution value. The device includes a sorting module, a first processing module and a second processing module.