Supervised Infinite Feature Selection

In this paper, we present a new feature selection method that is suitable for both unsupervised and supervised problems. We build upon the recently proposed Infinite Feature Selection (IFS) method where feature subsets of all sizes (including infinity) are considered. We extend IFS in two ways. First, we propose a supervised version of it. Second, we propose new ways of forming the feature adjacency matrix that perform better for unsupervised problems. We extensively evaluate our methods on many benchmark datasets, including large image-classification datasets (PASCAL VOC), and show that our methods outperform both the IFS and the widely used "minimum-redundancy maximum-relevancy (mRMR)" feature selection algorithm

Benchmark and Survey of Automated Machine Learning Frameworks

Machine learning (ML) 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 build machine learning applications automatically without extensive knowledge of statistics and machine learning. This paper is a combination of a survey on current AutoML methods and a benchmark of popular AutoML frameworks on real data sets. Driven by the selected frameworks for evaluation, we summarize and review important AutoML techniques and methods concerning every step in building an ML pipeline. The selected AutoML frameworks are evaluated on 137 data sets from established AutoML benchmark suits.Comment: Revised version accepted for publication at Journal of Artificial Intelligence Research (JAIR