Efficient and robust automated machine learning

The success of machine learning in a broad range of applications has led to an ever-growing demand for machine learning systems that can be used off the shelf by non-experts. To be effective in practice, such systems need to automatically choose a good algorithm and feature preprocessing steps for a new dataset at hand, and also set their respective hyperparameters. Recent work has started to tackle this automated machine learning (AutoML) problem with the help of efficient Bayesian optimization methods. Building on this, we introduce a robust new AutoML system based on scikit-learn (using 15 classifiers, 14 feature preprocessing methods, and 4 data preprocessing methods, giving rise to a structured hypothesis…