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Survey on Automated Machine Learning

arXiv.org Artificial Intelligence

Machine learning has become a vital part in many aspects of our daily life. However, building well performing machine learning applications requires highly specialized data scientists and domain experts. Automated machine learning (AutoML) aims to reduce the demand for data scientists by enabling domain experts to automatically build machine learning applications without extensive knowledge of statistics and machine learning. In this survey, we summarize the recent developments in academy and industry regarding AutoML. First, we introduce a holistic problem formulation. Next, approaches for solving various subproblems of AutoML are presented. Finally, we provide an extensive empirical evaluation of the presented approaches on synthetic and real data.


Automated Benchmark-Driven Design and Explanation of Hyperparameter Optimizers

arXiv.org Machine Learning

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual process: Limitations of prior work are identified and the improvements proposed are -- even though guided by expert knowledge -- still somewhat arbitrary. This rarely allows for gaining a holistic understanding of which algorithmic components are driving performance, and carries the risk of overlooking good algorithmic design choices. We present a principled approach to automated benchmark-driven algorithm design applied to multifidelity HPO (MF-HPO): First, we formalize a rich space of MF-HPO candidates that includes, but is not limited to common HPO algorithms, and then present a configurable framework covering this space. To find the best candidate automatically and systematically, we follow a programming-by-optimization approach and search over the space of algorithm candidates via Bayesian optimization. We challenge whether the found design choices are necessary or could be replaced by more naive and simpler ones by performing an ablation analysis. We observe that using a relatively simple configuration, in some ways simpler than established methods, performs very well as long as some critical configuration parameters have the right value.


Amazon SageMaker Automatic Model Tuning: Scalable Black-box Optimization

arXiv.org Machine Learning

Tuning complex machine learning systems is challenging. Machine learning models typically expose a set of hyperparameters, be it regularization, architecture, or optimization parameters, whose careful tuning is critical to achieve good performance. To democratize access to such systems, it is essential to automate this tuning process. This paper presents Amazon SageMaker Automatic Model Tuning (AMT), a fully managed system for black-box optimization at scale. AMT finds the best version of a machine learning model by repeatedly training it with different hyperparameter configurations. It leverages either random search or Bayesian optimization to choose the hyperparameter values resulting in the best-performing model, as measured by the metric chosen by the user. AMT can be used with built-in algorithms, custom algorithms, and Amazon SageMaker pre-built containers for machine learning frameworks. We discuss the core functionality, system architecture and our design principles. We also describe some more advanced features provided by AMT, such as automated early stopping and warm-starting, demonstrating their benefits in experiments.


Automatic Gradient Boosting

arXiv.org Machine Learning

Automatic machine learning performs predictive modeling with high performing machine learning tools without human interference. This is achieved by making machine learning applications parameter-free, i.e. only a dataset is provided while the complete model selection and model building process is handled internally through (often meta) optimization. Projects like Auto-WEKA and auto-sklearn aim to solve the Combined Algorithm Selection and Hyperparameter optimization (CASH) problem resulting in huge configuration spaces. However, for most real-world applications, the optimization over only a few different key learning algorithms can not only be sufficient, but also potentially beneficial. The latter becomes apparent when one considers that models have to be validated, explained, deployed and maintained. Here, less complex model are often preferred, for validation or efficiency reasons, or even a strict requirement. Automatic gradient boosting simplifies this idea one step further, using only gradient boosting as a single learning algorithm in combination with model-based hyperparameter tuning, threshold optimization and encoding of categorical features. We introduce this general framework as well as a concrete implementation called autoxgboost. It is compared to current AutoML projects on 16 datasets and despite its simplicity is able to achieve comparable results on about half of the datasets as well as performing best on two.


Experimental Investigation and Evaluation of Model-based Hyperparameter Optimization

arXiv.org Machine Learning

Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes. Hyperparameters of these algorithms used have to be set appropriately, which can be referred to as hyperparameter tuning or optimization. Based on the concept of tunability, this article presents an overview of theoretical and practical results for popular machine learning algorithms. This overview is accompanied by an experimental analysis of 30 hyperparameters from six relevant machine learning algorithms. In particular, it provides (i) a survey of important hyperparameters, (ii) two parameter tuning studies, and (iii) one extensive global parameter tuning study, as well as (iv) a new way, based on consensus ranking, to analyze results from multiple algorithms. The R package mlr is used as a uniform interface to the machine learning models. The R package SPOT is used to perform the actual tuning (optimization). All additional code is provided together with this paper.