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An Efficient Contesting Procedure for AutoML Optimization

Duc Anh Nguyen, Anna Kononova, Stefan Menzel, Bernhard Sendhoff, Thomas Bäck, "An Efficient Contesting Procedure for AutoML Optimization", IEEE Access, 2022.


Automated Machine Learning (AutoML) frameworks are designed to select the optimal combination of operators and hyperparameters. Classical AutoML-based Bayesian Optimization (BO) approaches often integrate all operator search spaces into a single search space. However, a disadvantage of this history-based strategy is that it can be less robust when initialized randomly than optimizing each operator algorithm combination independently. To overcome this issue, a novel contesting procedure algorithm, Divide And Conquer Optimization (DACOpt), is proposed to make AutoML more robust. DACOpt partitions the AutoML search space into a reasonable number of sub-spaces based on algorithm similarity and budget constraints. Furthermore, throughout the optimization process, DACOpt allocates resources to each sub-space to ensure that (1) all areas of the search space are covered and (2) more resources are assigned to the most promising sub-space. Two extensive sets of experiments on 117 benchmark datasets demonstrate that DACOpt achieves signifi cantly better results in 36% of AutoML benchmark datasets: 5% when to compared to TPOT, 8% - to AutoSklearn, 15% - to H20 and 18% - to ATM.

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