Over the past decade, data science and machine learning has grown from a mysterious art form to a staple tool across a variety of fields in academia, business, and government. In this paper, we introduce the concept of tree-based pipeline optimization for automating one of the most tedious parts of machine learning---pipeline design. We implement a Tree-based Pipeline Optimization Tool (TPOT) and demonstrate its effectiveness on a series of simulated and real-world genetic data sets. In particular, we show that TPOT can build machine learning pipelines that achieve competitive classification accuracy and discover novel pipeline operators---such as synthetic feature constructors---that significantly improve classification accuracy on these data sets. We also highlight the current challenges to pipeline optimization, such as the tendency to produce pipelines that overfit the data, and suggest future research paths to overcome these challenges. As such, this work represents an early step toward fully automating machine learning pipeline design.
@cite_16: 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.
@cite_17: 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_2: 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.
Historically, automated machine learning pipeline optimization has focused on optimizing specific elements of the pipeline @cite_2 . For example, grid search is the most commonly-used form of hyperparameter optimization, where practitioners apply brute force to explore a broad ranged sweep of model parameter combinations in search of the parameter set that allows the machine learning model to perform best. Recent research has shown that randomly exploring parameter sets within the grid search often discovers high-performing parameter sets faster than an exhaustive search @cite_17 , suggesting that there is promise for intelligent search in the hyperparameter space. Bayesian optimization of model hyperparameters, in particular, has been effective in this realm and has even outperformed manual hyperparameter tuning by expert practitioners @cite_16 .