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AutoGluon-Tabular: Robust and Accurate AutoML for Structured Data

arXiv.org Machine Learning

We introduce AutoGluon-Tabular, an open-source AutoML framework that requires only a single line of Python to train highly accurate machine learning models on an unprocessed tabular dataset such as a CSV file. Unlike existing AutoML frameworks that primarily focus on model/hyperparameter selection, AutoGluon-Tabular succeeds by ensembling multiple models and stacking them in multiple layers. Experiments reveal that our multi-layer combination of many models offers better use of allocated training time than seeking out the best. A second contribution is an extensive evaluation of public and commercial AutoML platforms including TPOT, H2O, AutoWEKA, auto-sklearn, AutoGluon, and Google AutoML Tables. Tests on a suite of 50 classification and regression tasks from Kaggle and the OpenML AutoML Benchmark reveal that AutoGluon is faster, more robust, and much more accurate. We find that AutoGluon often even outperforms the best-in-hindsight combination of all of its competitors. In two popular Kaggle competitions, AutoGluon beat 99% of the participating data scientists after merely 4h of training on the raw data.


Automated Machine Learning with Monte-Carlo Tree Search (Extended Version)

arXiv.org Machine Learning

The AutoML task consists of selecting the proper algorithm in a machine learning portfolio, and its hyperparameter values, in order to deliver the best performance on the dataset at hand. Mosaic, a Monte-Carlo tree search (MCTS) based approach, is presented to handle the AutoML hybrid structural and parametric expensive black-box optimization problem. Extensive empirical studies are conducted to independently assess and compare: i) the optimization processes based on Bayesian optimization or MCTS; ii) its warm-start initialization; iii) the ensembling of the solutions gathered along the search. Mosaic is assessed on the OpenML 100 benchmark and the Scikit-learn portfolio, with statistically significant gains over Auto-Sklearn, winner of former international AutoML challenges.


GAMA: a General Automated Machine learning Assistant

arXiv.org Machine Learning

The General Automated Machine learning Assistant (GAMA) is a modular AutoML system developed to empower users to track and control how AutoML algorithms search for optimal machine learning pipelines, and facilitate AutoML research itself. In contrast to current, often black-box systems, GAMA allows users to plug in different AutoML and post-processing techniques, logs and visualizes the search process, and supports easy benchmarking. It currently features three AutoML search algorithms, two model post-processing steps, and is designed to allow for more components to be added.


Autostacker: A Compositional Evolutionary Learning System

arXiv.org Machine Learning

We introduce an automatic machine learning (AutoML) modeling architecture called Autostacker, which combines an innovative hierarchical stacking architecture and an Evolutionary Algorithm (EA) to perform efficient parameter search. Neither prior domain knowledge about the data nor feature preprocessing is needed. Using EA, Autostacker quickly evolves candidate pipelines with high predictive accuracy. These pipelines can be used as is or as a starting point for human experts to build on. Autostacker finds innovative combinations and structures of machine learning models, rather than selecting a single model and optimizing its hyperparameters. Compared with other AutoML systems on fifteen datasets, Autostacker achieves state-of-art or competitive performance both in terms of test accuracy and time cost.


Adaptation Strategies for Automated Machine Learning on Evolving Data

arXiv.org Machine Learning

Abstract--Automated Machine Learning (AutoML) systems have been shown to efficiently build good models for new datasets. However, it is often not clear how well they can adapt when the data evolves over time. The main goal of this study is to understand the effect of data stream challenges such as concept drift on the performance of AutoML methods, and which adaptation strategies can be employed to make them more robust. To that end, we propose 6 concept drift adaptation strategies and evaluate their effectiveness on different AutoML approaches. We do this for a variety of AutoML approaches for building machine learning pipelines, including those that leverage Bayesian optimization, genetic programming, and random search with automated stacking. These are evaluated empirically on real-world and synthetic data streams with different types of concept drift. Based on this analysis, we propose ways to develop more sophisticated and robust AutoML techniques. We propose six different adaptation strategies data-driven decision making [42].