Auto-WEKA: Combined Selection and Hyperparameter Optimization of Classification Algorithms

Many different machine learning algorithms exist; taking into account each algorithm's hyperparameters, there is a staggeringly large number of possible alternatives overall. We consider the problem of simultaneously selecting a learning algorithm and setting its hyperparameters, going beyond previous work that addresses these issues in isolation. We show that this problem can be addressed by a fully automated approach, leveraging recent innovations in Bayesian optimization. Specifically, we consider a wide range of feature selection techniques (combining 3 search and 8 evaluator methods) and all classification approaches implemented in WEKA, spanning 2 ensemble methods, 10 meta-methods, 27 base classifiers, and hyperparameter settings for each classifier. On each of 21 popular datasets from the UCI repository, the KDD Cup 09, variants of the MNIST dataset and CIFAR-10, we show classification performance often much better than using standard selection/hyperparameter optimization methods. We hope that our approach will help non-expert users to more effectively identify machine learning algorithms and hyperparameter settings appropriate to their applications, and hence to achieve improved performance.Comment: 9 pages, 3 figure

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

Model fitting for small skin permeability data sets: hyperparameter optimisation in Gaussian Process Regression

This is the pre-peer reviewed version of the following article: Parivash Ashrafi, Yi Sun, Neil Davey, Roderick G. Adams, Simon C. Wilkinson, and Gary Patrick Moss, ‘Model fitting for small skin permeability data sets: hyperparameter optimisation in Gaussian Process Regression’, Journal of Pharmacy and Pharmacology, Vol. 70 (3): 361-373, March 2018, which has been published in final form at https://doi.org/10.1111/jphp.12863. Under embargo until 17 January 2019. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.Objectives The aim of this study was to investigate how to improve predictions from Gaussian Process models by optimising the model hyperparameters. Methods Optimisation methods, including Grid Search, Conjugate Gradient, Random Search, Evolutionary Algorithm and Hyper-prior, were evaluated and applied to previously published data. Data sets were also altered in a structured manner to reduce their size, which retained the range, or ‘chemical space’ of the key descriptors to assess the effect of the data range on model quality. Key findings The Hyper-prior Smoothbox kernel results in the best models for the majority of data sets, and they exhibited significantly better performance than benchmark quantitative structure–permeability relationship (QSPR) models. When the data sets were systematically reduced in size, the different optimisation methods generally retained their statistical quality, whereas benchmark QSPR models performed poorly. Conclusions The design of the data set, and possibly also the approach to validation of the model, is critical in the development of improved models. The size of the data set, if carefully controlled, was not generally a significant factor for these models and that models of excellent statistical quality could be produced from substantially smaller data sets.Peer reviewedFinal Accepted Versio

Oversampling for Imbalanced Learning Based on K-Means and SMOTE

Learning from class-imbalanced data continues to be a common and challenging problem in supervised learning as standard classification algorithms are designed to handle balanced class distributions. While different strategies exist to tackle this problem, methods which generate artificial data to achieve a balanced class distribution are more versatile than modifications to the classification algorithm. Such techniques, called oversamplers, modify the training data, allowing any classifier to be used with class-imbalanced datasets. Many algorithms have been proposed for this task, but most are complex and tend to generate unnecessary noise. This work presents a simple and effective oversampling method based on k-means clustering and SMOTE oversampling, which avoids the generation of noise and effectively overcomes imbalances between and within classes. Empirical results of extensive experiments with 71 datasets show that training data oversampled with the proposed method improves classification results. Moreover, k-means SMOTE consistently outperforms other popular oversampling methods. An implementation is made available in the python programming language.Comment: 19 pages, 8 figure

EDEN: Evolutionary Deep Networks for Efficient Machine Learning

Deep neural networks continue to show improved performance with increasing depth, an encouraging trend that implies an explosion in the possible permutations of network architectures and hyperparameters for which there is little intuitive guidance. To address this increasing complexity, we propose Evolutionary DEep Networks (EDEN), a computationally efficient neuro-evolutionary algorithm which interfaces to any deep neural network platform, such as TensorFlow. We show that EDEN evolves simple yet successful architectures built from embedding, 1D and 2D convolutional, max pooling and fully connected layers along with their hyperparameters. Evaluation of EDEN across seven image and sentiment classification datasets shows that it reliably finds good networks -- and in three cases achieves state-of-the-art results -- even on a single GPU, in just 6-24 hours. Our study provides a first attempt at applying neuro-evolution to the creation of 1D convolutional networks for sentiment analysis including the optimisation of the embedding layer.Comment: 7 pages, 3 figures, 3 tables and see video https://vimeo.com/23451009