Cascaded Algorithm Selection With Extreme-Region UCB Bandit
AutoML aims at best configuring learning systems automatically. It contains core subtasks of algorithm selection and hyper-parameter tuning. Previous approaches considered searching in the joint hyper-parameter space of all algorithms, which forms a huge but redundant space and causes an inefficient...
| Publié dans: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 44(2022), 10 vom: 07. Okt., Seite 6782-6794 |
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| Auteur principal: | |
| Autres auteurs: | , , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2022
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| Accès à la collection: | IEEE transactions on pattern analysis and machine intelligence |
| Sujets: | Journal Article |
| Résumé: | AutoML aims at best configuring learning systems automatically. It contains core subtasks of algorithm selection and hyper-parameter tuning. Previous approaches considered searching in the joint hyper-parameter space of all algorithms, which forms a huge but redundant space and causes an inefficient search. We tackle this issue in a cascaded algorithm selection way, which contains an upper-level process of algorithm selection and a lower-level process of hyper-parameter tuning for algorithms. While the lower-level process employs an anytime tuning approach, the upper-level process is naturally formulated as a multi-armed bandit, deciding which algorithm should be allocated one more piece of time for the lower-level tuning. To achieve the goal of finding the best configuration, we propose the Extreme-Region Upper Confidence Bound (ER-UCB) strategy. Unlike UCB bandits that maximize the mean of feedback distribution, ER-UCB maximizes the extreme-region of feedback distribution. We first consider stationary distributions and propose the ER-UCB-S algorithm that has O(Klnn) regret upper bound with K arms and n trials. We then extend to non-stationary settings and propose the ER-UCB-N algorithm that has O(Knν) regret upper bound, where [Formula: see text]. Finally, empirical studies on synthetic and AutoML tasks verify the effectiveness of ER-UCB-S/N by their outperformance in corresponding settings |
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| Description: | Date Revised 15.09.2022 published: Print-Electronic Citation Status PubMed-not-MEDLINE |
| ISSN: | 1939-3539 |
| DOI: | 10.1109/TPAMI.2021.3094844 |