NIPS 2015

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Poster

Efficient and Robust Automated Machine Learning

Matthias Feurer · Aaron Klein · Katharina Eggensperger · Jost Springenberg · Manuel Blum · Frank Hutter

Wed Dec 09 04:00 PM -- 08:59 PM (PST) @ 210 C #20

in Poster Session »

The success of machine learning in a broad range of applications has led to an ever-growing demand for machine learning systems that can be used off the shelf by non-experts. To be effective in practice, such systems need to automatically choose a good algorithm and feature preprocessing steps for a new dataset at hand, and also set their respective hyperparameters. Recent work has started to tackle this automated machine learning (AutoML) problem with the help of efficient Bayesian optimization methods. In this work we introduce a robust new AutoML system based on scikit-learn (using 15 classifiers, 14 feature preprocessing methods, and 4 data preprocessing methods, giving rise to a structured hypothesis space with 110 hyperparameters). This system, which we dub auto-sklearn, improves on existing AutoML methods by automatically taking into account past performance on similar datasets, and by constructing ensembles from the models evaluated during the optimization. Our system won the first phase of the ongoing ChaLearn AutoML challenge, and our comprehensive analysis on over 100 diverse datasets shows that it substantially outperforms the previous state of the art in AutoML. We also demonstrate the performance gains due to each of our contributions and derive insights into the effectiveness of the individual components of auto-sklearn.

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Author Information

Matthias Feurer (University of Freiburg)

Aaron Klein (University of Freiburg)

Katharina Eggensperger (University of Freiburg)

Jost Springenberg (University of Freiburg)

Manuel Blum (University of Freiburg)

Frank Hutter (U Freiburg)

Frank Hutter is a Full Professor for Machine Learning at the Computer Science Department of the University of Freiburg (Germany), where he previously was an assistant professor 2013-2017. Before that, he was at the University of British Columbia (UBC) for eight years, for his PhD and postdoc. Frank's main research interests lie in machine learning, artificial intelligence and automated algorithm design. For his 2009 PhD thesis on algorithm configuration, he received the CAIAC doctoral dissertation award for the best thesis in AI in Canada that year, and with his coauthors, he received several best paper awards and prizes in international competitions on machine learning, SAT solving, and AI planning. Since 2016 he holds an ERC Starting Grant for a project on automating deep learning based on Bayesian optimization, Bayesian neural networks, and deep reinforcement learning.