An Efficient Contesting Procedure for AutoML Optimization

Abstract

Automated Machine Learning (AutoML) frameworks are designed to select the optimal combination of operators and hyperparameters. Classical AutoML-based Bayesian Optimization 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 significantly better results in 36% of AutoML benchmark datasets: 5% when to compared to TPOT, 8% - to AutoSklearn, 15% - to H20 and 18% - to ATM.