Machine learning has been gaining traction in recent years to meet the demand for tools that can efficiently analyze and make sense of the ever-growing databases of biomedical data in health care systems around the world. However, effectively using machine learning methods requires considerable domain expertise, which can be a barrier of entry for bioinformaticians new to computational data science methods. Therefore, off-the-shelf tools that make machine learning more accessible can prove invaluable for bioinformaticians. To this end, we have developed an open source pipeline optimization tool (TPOT-MDR) that uses genetic programming to automatically design machine learning pipelines for bioinformatics studies. In TPOT-MDR, we implement Multifactor Dimensionality Reduction (MDR) as a feature construction method for modeling higher-order feature interactions, and combine it with a new expert knowledge-guided feature selector for large biomedical data sets. We demonstrate TPOT-MDR's capabilities using a combination of simulated and real world data sets from human genetics and find that TPOT-MDR significantly outperforms modern machine learning methods such as logistic regression and eXtreme Gradient Boosting (XGBoost). We further analyze the best pipeline discovered by TPOT-MDR for a real world problem and highlight TPOT-MDR's ability to produce a high-accuracy solution that is also easily interpretable.
@cite_30: The success of hand-crafted machine learning systems in many applications raises the question of making machine learning algorithms more autonomous, i.e., to reduce the requirement of expert input to a minimum. We discuss two strategies towards this goal: (1) automated optimization of hyperparameters (including mechanisms for feature selection, preprocessing, model selection, etc) and (2) the development of algorithms with reduced sets of hyperparameters. Since many research directions (e.g., deep learning), show a tendency towards increasingly complex algorithms with more and more hyperparamters, the demand for both of these strategies continuously increases. We review recent hyperparameter optimization methods and discuss data-driven approaches to avoid the introduction of hyperparameters using unsupervised learning. We end in discussing how these complementary strategies can work hand-in-hand, representing a very promising approach towards autonomous machine learning.
@cite_18: Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While current methods offer efficiencies by adaptively choosing new configurations to train, an alternative strategy is to adaptively allocate resources across the selected configurations. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinitely many armed bandit problem where allocation of additional resources to an arm corresponds to training a configuration on larger subsets of the data. We introduce Hyperband for this framework and analyze its theoretical properties, providing several desirable guarantees. We compare Hyperband with state-of-the-art Bayesian optimization methods and a random search baseline on a comprehensive benchmark including 117 datasets. Our results on this benchmark demonstrate that while Bayesian optimization methods do not outperform random search trained for twice as long, Hyperband in favorable settings offers valuable speedups.
@cite_20: Grid search and manual search are the most widely used strategies for hyper-parameter optimization. This paper shows empirically and theoretically that randomly chosen trials are more efficient for hyper-parameter optimization than trials on a grid. Empirical evidence comes from a comparison with a large previous study that used grid search and manual search to configure neural networks and deep belief networks. Compared with neural networks configured by a pure grid search, we find that random search over the same domain is able to find models that are as good or better within a small fraction of the computation time. Granting random search the same computational budget, random search finds better models by effectively searching a larger, less promising configuration space. Compared with deep belief networks configured by a thoughtful combination of manual search and grid search, purely random search over the same 32-dimensional configuration space found statistically equal performance on four of seven data sets, and superior performance on one of seven. A Gaussian process analysis of the function from hyper-parameters to validation set performance reveals that for most data sets only a few of the hyper-parameters really matter, but that different hyper-parameters are important on different data sets. This phenomenon makes grid search a poor choice for configuring algorithms for new data sets. Our analysis casts some light on why recent "High Throughput" methods achieve surprising success--they appear to search through a large number of hyper-parameters because most hyper-parameters do not matter much. We anticipate that growing interest in large hierarchical models will place an increasing burden on techniques for hyper-parameter optimization; this work shows that random search is a natural baseline against which to judge progress in the development of adaptive (sequential) hyper-parameter optimization algorithms.
@cite_17: Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of developing automatic approaches which can optimize the performance of a given learning algorithm to the task at hand. In this work, we consider the automatic tuning problem within the framework of Bayesian optimization, in which a learning algorithm's generalization performance is modeled as a sample from a Gaussian process (GP). The tractable posterior distribution induced by the GP leads to efficient use of the information gathered by previous experiments, enabling optimal choices about what parameters to try next. Here we show how the effects of the Gaussian process prior and the associated inference procedure can have a large impact on the success or failure of Bayesian optimization. We show that thoughtful choices can lead to results that exceed expert-level performance in tuning machine learning algorithms. We also describe new algorithms that take into account the variable cost (duration) of learning experiments and that can leverage the presence of multiple cores for parallel experimentation. We show that these proposed algorithms improve on previous automatic procedures and can reach or surpass human expert-level optimization on a diverse set of contemporary algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks.
For automated machine learning in general, approaches have mainly focused on optimizing subsets of a machine learning pipeline @cite_30 , which is otherwise known as hyperparameter optimization. One readily accessible approach is grid search, which applies brute force search within a search space of all possible model parameters to find the best model configuration. Relatively recently, randomized search @cite_20 and Bayesian optimization @cite_17 techniques have entered into the foray and have offered more intelligently derived solutions---by adaptively choosing new configurations to train---to the hyperparameter optimization task. Much more recently, a novel bandit-based approach to hyperparameter optimization have outperformed state-of-the-art Bayesian optimization algorithms by 5x to more than an order of magnitude for various deep learning and kernel-based learning problems @cite_18 . Although TPOT-MDR is an automated machine learning approach, it is more specialized on bioinformatics problems rather than general machine learning.