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Towards Automatic Composition of Multicomponent Predictive Systems

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Automatic composition and parametrisation of multicomponent predictive systems (MCPSs) consisting of chains of data transformation steps is a challenging task. In this paper we propose and describe an extension to the Auto-WEKA software which now allows to compose and optimise such flexible MCPSs by using a sequence of WEKA methods. In the experimental analysis we focus on examining the impact of significantly extending the search space by incorporating additional hyperparameters of the models, on the quality of the found solutions. In a range of extensive experiments three different optimisation strategies are used to automatically compose MCPSs on 21 publicly available datasets. A comparison with previous work indicates that extending the search space improves the classification accuracy in the majority of the cases. The diversity of the found MCPSs are also an indication that fully and automatically exploiting different combinations of data cleaning and preprocessing techniques is possible and highly beneficial for different predictive models. This can have a big impact on high quality predictive models development, maintenance and scalability aspects needed in modern application and deployment scenarios.

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Towards Automatic Composition of Multicomponent Predictive Systems

  1. 1. Towards Automatic Composition of MultiComponent Predictive Systems Manuel Martin Salvador, Marcin Budka, Bogdan Gabrys Data Science Institute, Bournemouth University, UK April 18th, 2016 Seville, Spain
  2. 2. Predictive modelling Labelled Data Supervised Learning Algorithm Predictive Model
  3. 3. Data is imperfect Missing Values Noise High dimensionality Outliers Question Mark: http://commons.wikimedia.org/wiki/File:Question_mark_road_sign,_Australia.jpg Noise: http://www.flickr.com/photos/benleto/3223155821/ Outliers: http://commons.wikimedia.org/wiki/File:Diagrama_de_caixa_com_outliers_and_whisker.png 3D plot: http://salsahpc.indiana.edu/plotviz/
  4. 4. MultiComponent Predictive Systems Data Postprocessing PredictionsPreprocessing Predictive Model
  5. 5. MultiComponent Predictive Systems Preprocessing Data Predictive Model Postprocessing Predictions Preprocessing Preprocessing Predictive Model Predictive Model
  6. 6. Algorithm Selection What are the best algorithms to process my data?
  7. 7. Hyperparameter Optimisation How to tune the hyperparameters to get the best performance?
  8. 8. CASH problem k-fold cross validation Combined Algorithm Selection and Hyperparameter configuration problem Objective function (e.g. classification error) HyperparametersAlgorithms Training dataset Validation dataset Thornton, C., Hutter, F., Hoos, H.H., Leyton-Brown, K.: Auto-WEKA: combined selection and hyperparameter optimization of classification algorithms. In: Proc. of the 19th ACM SIGKDD. (2013) 847–855
  9. 9. Auto-WEKA WEKA methods as search space One-click black box Data + Time Budget → MCPS Our contribution Recursive extension of complex hyperparameters in the search space. Code available in https://github.com/dsibournemouth/autoweka
  10. 10. Search space Hyperparameters PREV NEW 756 1186
  11. 11. Optimisation strategies ● Grid search: exhaustive exploration of the whole search space. Not feasible in high dimensional spaces. ● Random search: explores the search space randomly during a given time. ● Bayesian optimisation: assumes that there is a function between the hyperparameters and the objective and try to explore the most promising parts of the search space. Hutter, F., Hoos, H. H., & Leyton- Brown, K. (2011). Sequential Model-Based Optimization for General Algorithm Configuration. Learning and Intelligent Optimization, 6683 LNCS, 507– 523.
  12. 12. Evaluated strategies 1. WEKA-Def: All the predictors and meta-predictors are run using WEKA’s default hyperparameter values. 2. Random search: The search space is randomly explored. 3. SMAC: Sequential Model-based Algorithm Configuration incrementally builds a Random Forest as inner model. 4. TPE: Tree-structure Parzen Estimation uses Gaussian Processes to incrementally build an inner model. Hutter, F., Hoos, H. H., & Leyton-Brown, K. (2011). Sequential Model-Based Optimization for General Algorithm Configuration. Learning and Intelligent Optimization, 6683 LNCS, 507–523. J. Bergstra, R. Bardenet, Y. Bengio, and B. Kegl, Algorithms for Hyper-Parameter Optimization. in Advances in NIPS 24, 2011, pp. 1–9.
  13. 13. Experiments 21 datasets (classification problems) Budget: 30 CPU-hours (per run) 25 runs with different seeds Timeout: 30 minutes Memout: 3GB RAM
  14. 14. Results Classification error on test set ● WEKA-Def (best): 1/21 ● Random search (mean): 4/21 ● SMAC (mean): 10/21 ● TPE (mean): 6/21 Search spaces ● NEW > PREV: 52/63
  15. 15. Best MCPSs found
  16. 16. Conclusion and future work Automation of composition and optimisation of MCPSs is feasible Extending the search space has helped to find better solutions Bayesian optimisation strategies have performed better than random search in most cases Future work: ● Still gap for improvement in Bayesian optimisation strategies. ● Multi-objective optimisation (e.g. time and error). ● Adaptive optimisation in changing environments.
  17. 17. Thank you! msalvador@bournemouth.ac.uk Paper available in https://dx.doi.org/10.1007/978-3-319-32034-2_3 Slides available in http://slideshare.net/draxus

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