On the predictive power of meta-features in OpenML

The demand for performing data analysis is steadily rising. As a consequence, people of different profiles (i.e., non-experienced users) have started to analyze their data. However, this is challenging for them. A key step that poses difficulties and determines the success of the analysis is data mining (model/algorithm selection problem). Meta-learning is a technique used for assisting non-expert users in this step. The effectiveness of meta-learning is, however, largely dependent on the description/characterization of datasets (i.e., meta-features used for meta-learning). There is a need for improving the effectiveness of meta-learning by identifying and designing more predictive meta-features. In this work, we use a method from exploratory factor analysis to study the predictive power of different meta-features collected in OpenML, which is a collaborative machine learning platform that is designed to store and organize meta-data about datasets, data mining algorithms, models and their evaluations. We first use the method to extract latent features, which are abstract concepts that group together meta-features with common characteristics. Then, we study and visualize the relationship of the latent features with three different performance measures of four classification algorithms on hundreds of datasets available in OpenML, and we select the latent features with the highest predictive power. Finally, we use the selected latent features to perform meta-learning and we show that our method improves the meta-learning process. Furthermore, we design an easy to use application for retrieving different meta-data from OpenML as the biggest source of data in this domain.Peer ReviewedPostprint (published version

PRESISTANT: Learning based assistant for data pre-processing

Data pre-processing is one of the most time consuming and relevant steps in a data analysis process (e.g., classification task). A given data pre-processing operator (e.g., transformation) can have positive, negative or zero impact on the final result of the analysis. Expert users have the required knowledge to find the right pre-processing operators. However, when it comes to non-experts, they are overwhelmed by the amount of pre-processing operators and it is challenging for them to find operators that would positively impact their analysis (e.g., increase the predictive accuracy of a classifier). Existing solutions either assume that users have expert knowledge, or they recommend pre-processing operators that are only "syntactically" applicable to a dataset, without taking into account their impact on the final analysis. In this work, we aim at providing assistance to non-expert users by recommending data pre-processing operators that are ranked according to their impact on the final analysis. We developed a tool PRESISTANT, that uses Random Forests to learn the impact of pre-processing operators on the performance (e.g., predictive accuracy) of 5 different classification algorithms, such as J48, Naive Bayes, PART, Logistic Regression, and Nearest Neighbor. Extensive evaluations on the recommendations provided by our tool, show that PRESISTANT can effectively help non-experts in order to achieve improved results in their analytical tasks

Algorithm selection on data streams

We explore the possibilities of meta-learning on data streams, in particular algorithm selection. In a first experiment we calculate the characteristics of a small sample of a data stream, and try to predict which classifier performs best on the entire stream. This yields promising results and interesting patterns. In a second experiment, we build a meta-classifier that predicts, based on measurable data characteristics in a window of the data stream, the best classifier for the next window. The results show that this meta-algorithm is very competitive with state of the art ensembles, such as OzaBag, OzaBoost and Leveraged Bagging. The results of all experiments are made publicly available in an online experiment database, for the purpose of verifiability, reproducibility and generalizability

Hyperparameter Importance Across Datasets

With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information beyond performance-optimizing hyperparameter settings. In this work, we aim to answer the following two questions: Given an algorithm, what are generally its most important hyperparameters, and what are typically good values for these? We present methodology and a framework to answer these questions based on meta-learning across many datasets. We apply this methodology using the experimental meta-data available on OpenML to determine the most important hyperparameters of support vector machines, random forests and Adaboost, and to infer priors for all their hyperparameters. The results, obtained fully automatically, provide a quantitative basis to focus efforts in both manual algorithm design and in automated hyperparameter optimization. The conducted experiments confirm that the hyperparameters selected by the proposed method are indeed the most important ones and that the obtained priors also lead to statistically significant improvements in hyperparameter optimization.Comment: \c{opyright} 2018. Copyright is held by the owner/author(s). Publication rights licensed to ACM. This is the author's version of the work. It is posted here for your personal use, not for redistribution. The definitive Version of Record was published in Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Minin

EasyML: An AutoML System using Meta Learning and Particle Swarm Optimization

Dissertation presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced Analytics, specialization in Data ScienceIn recent years machine learning has made great strides in many application areas and an ever-growing number of disciplines rely on it. However, machine learning modelling process involves trying many machine learning algorithms with different parameter configurations which is considered insufficient, tedious, and time-consuming. The challenge has brought about the need for off-the-shelf solutions that allow a dataset to choose its best modelling pipeline including data preprocessing, model selection and hyperparameter optimization without or with very little human intervention in the process. Despite the availability of numerous AutoML systems that can automate the machine learning modeling process, there is still a need for a solution that can achieve the same results using a significantly smaller space, while improving efficiency. This thesis proposes an AutoML system named EasyML that uses meta-learning for model selection and particle swarm optimization for hyperparameter optimization. The research objectives include conducting a comprehensive literature review on State-of-the-Art techniques and existing AutoML systems, design, and development of EasyML, evaluating the system's performance on benchmark datasets, comparing its efficiency to other AutoML systems, and identifying its limitations and suggesting future research directions. The research methodology combines Design Science Research and CRISP-DM. EasyML outperforms existing solutions like SmartML and Auto-WEKA on all benchmark datasets. EasyML has the potential to contribute to the development of more efficient and effective AutoML systems, thereby meeting the increasing demand for data scientists with strong knowledge of various machine learning algorithms and techniques