Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate

Meta-Learning and the Full Model Selection Problem

When working as a data analyst, one of my daily tasks is to select appropriate tools from a set of existing data analysis techniques in my toolbox, including data preprocessing, outlier detection, feature selection, learning algorithm and evaluation techniques, for a given data project. This indeed was an enjoyable job at the beginning, because to me finding patterns and valuable information from data is always fun. Things become tricky when several projects needed to be done in a relatively short time. Naturally, as a computer science graduate, I started to ask myself, "What can be automated here?"; because, intuitively, part of my work is more or less a loop that can be programmed. Literally, the loop is "choose, run, test and choose again... until some criterion/goals are met". In other words, I use my experience or knowledge about machine learning and data mining to guide and speed up the process of selecting and applying techniques in order to build a relatively good predictive model for a given dataset for some purpose. So the following questions arise: "Is it possible to design and implement a system that helps a data analyst to choose from a set of data mining tools? Or at least that provides a useful recommendation about tools that potentially save some time for a human analyst." To answer these questions, I decided to undertake a long-term study on this topic, to think, define, research, and simulate this problem before coding my dream system. This thesis presents research results, including new methods, algorithms, and theoretical and empirical analysis from two directions, both of which try to propose systematic and efficient solutions to the questions above, using different resource requirements, namely, the meta-learning-based algorithm/parameter ranking approach and the meta-heuristic search-based full-model selection approach. Some of the results have been published in research papers; thus, this thesis also serves as a coherent collection of results in a single volume

ASlib: A Benchmark Library for Algorithm Selection

The task of algorithm selection involves choosing an algorithm from a set of algorithms on a per-instance basis in order to exploit the varying performance of algorithms over a set of instances. The algorithm selection problem is attracting increasing attention from researchers and practitioners in AI. Years of fruitful applications in a number of domains have resulted in a large amount of data, but the community lacks a standard format or repository for this data. This situation makes it difficult to share and compare different approaches effectively, as is done in other, more established fields. It also unnecessarily hinders new researchers who want to work in this area. To address this problem, we introduce a standardized format for representing algorithm selection scenarios and a repository that contains a growing number of data sets from the literature. Our format has been designed to be able to express a wide variety of different scenarios. Demonstrating the breadth and power of our platform, we describe a set of example experiments that build and evaluate algorithm selection models through a common interface. The results display the potential of algorithm selection to achieve significant performance improvements across a broad range of problems and algorithms.Comment: Accepted to be published in Artificial Intelligence Journa

Metalearning

This open access book as one of the fastest-growing areas of research in machine learning, metalearning studies principled methods to obtain efficient models and solutions by adapting machine learning and data mining processes. This adaptation usually exploits information from past experience on other tasks and the adaptive processes can involve machine learning approaches. As a related area to metalearning and a hot topic currently, automated machine learning (AutoML) is concerned with automating the machine learning processes. Metalearning and AutoML can help AI learn to control the application of different learning methods and acquire new solutions faster without unnecessary interventions from the user. This book offers a comprehensive and thorough introduction to almost all aspects of metalearning and AutoML, covering the basic concepts and architecture, evaluation, datasets, hyperparameter optimization, ensembles and workflows, and also how this knowledge can be used to select, combine, compose, adapt and configure both algorithms and models to yield faster and better solutions to data mining and data science problems. It can thus help developers to develop systems that can improve themselves through experience. This book is a substantial update of the first edition published in 2009. It includes 18 chapters, more than twice as much as the previous version. This enabled the authors to cover the most relevant topics in more depth and incorporate the overview of recent research in the respective area. The book will be of interest to researchers and graduate students in the areas of machine learning, data mining, data science and artificial intelligence. ; Metalearning is the study of principled methods that exploit metaknowledge to obtain efficient models and solutions by adapting machine learning and data mining processes. While the variety of machine learning and data mining techniques now available can, in principle, provide good model solutions, a methodology is still needed to guide the search for the most appropriate model in an efficient way. Metalearning provides one such methodology that allows systems to become more effective through experience. This book discusses several approaches to obtaining knowledge concerning the performance of machine learning and data mining algorithms. It shows how this knowledge can be reused to select, combine, compose and adapt both algorithms and models to yield faster, more effective solutions to data mining problems. It can thus help developers improve their algorithms and also develop learning systems that can improve themselves. The book will be of interest to researchers and graduate students in the areas of machine learning, data mining and artificial intelligence

Metalearning

This open access book as one of the fastest-growing areas of research in machine learning, metalearning studies principled methods to obtain efficient models and solutions by adapting machine learning and data mining processes. This adaptation usually exploits information from past experience on other tasks and the adaptive processes can involve machine learning approaches. As a related area to metalearning and a hot topic currently, automated machine learning (AutoML) is concerned with automating the machine learning processes. Metalearning and AutoML can help AI learn to control the application of different learning methods and acquire new solutions faster without unnecessary interventions from the user. This book offers a comprehensive and thorough introduction to almost all aspects of metalearning and AutoML, covering the basic concepts and architecture, evaluation, datasets, hyperparameter optimization, ensembles and workflows, and also how this knowledge can be used to select, combine, compose, adapt and configure both algorithms and models to yield faster and better solutions to data mining and data science problems. It can thus help developers to develop systems that can improve themselves through experience. This book is a substantial update of the first edition published in 2009. It includes 18 chapters, more than twice as much as the previous version. This enabled the authors to cover the most relevant topics in more depth and incorporate the overview of recent research in the respective area. The book will be of interest to researchers and graduate students in the areas of machine learning, data mining, data science and artificial intelligence. ; Metalearning is the study of principled methods that exploit metaknowledge to obtain efficient models and solutions by adapting machine learning and data mining processes. While the variety of machine learning and data mining techniques now available can, in principle, provide good model solutions, a methodology is still needed to guide the search for the most appropriate model in an efficient way. Metalearning provides one such methodology that allows systems to become more effective through experience. This book discusses several approaches to obtaining knowledge concerning the performance of machine learning and data mining algorithms. It shows how this knowledge can be reused to select, combine, compose and adapt both algorithms and models to yield faster, more effective solutions to data mining problems. It can thus help developers improve their algorithms and also develop learning systems that can improve themselves. The book will be of interest to researchers and graduate students in the areas of machine learning, data mining and artificial intelligence

Modeling Social Networks with Node Attributes using the Multiplicative Attribute Graph Model

Networks arising from social, technological and natural domains exhibit rich connectivity patterns and nodes in such networks are often labeled with attributes or features. We address the question of modeling the structure of networks where nodes have attribute information. We present a Multiplicative Attribute Graph (MAG) model that considers nodes with categorical attributes and models the probability of an edge as the product of individual attribute link formation affinities. We develop a scalable variational expectation maximization parameter estimation method. Experiments show that MAG model reliably captures network connectivity as well as provides insights into how different attributes shape the network structure.Comment: 15 pages, 7 figures, 7 table

Efficient Regularized Least-Squares Algorithms for Conditional Ranking on Relational Data

In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular target object. We present a general kernel framework for learning conditional rankings from various types of relational data, where rankings can be conditioned on unseen data objects. We propose efficient algorithms for conditional ranking by optimizing squared regression and ranking loss functions. We show theoretically, that learning with the ranking loss is likely to generalize better than with the regression loss. Further, we prove that symmetry or reciprocity properties of relations can be efficiently enforced in the learned models. Experiments on synthetic and real-world data illustrate that the proposed methods deliver state-of-the-art performance in terms of predictive power and computational efficiency. Moreover, we also show empirically that incorporating symmetry or reciprocity properties can improve the generalization performance