Generative and reproducible benchmarks or comprehensive evaluation machine learning classifiers

Understanding the strengths and weaknesses of machine learning (ML) algorithms is crucial for determine their scope of application. Here, we introduce the DIverse and GENerative ML Benchmark (DIGEN) – a collection of synthetic datasets for comprehensive, reproducible, and interpretable benchmarking of machine learning algorithms for classification of binary outcomes. The DIGEN resource consists of 40 mathematical functions which map continuous features to discrete endpoints for creating synthetic datasets. These 40 functions were discovered using a heuristic algorithm designed to maximize the diversity of performance among multiple popular machine learning algorithms thus providing a useful test suite for evaluating and comparing new methods. Access to the generative functions facilitates understanding of why a method performs poorly compared to other algorithms thus providing ideas for improvement. The resource with extensive documentation and analyses is open-source and available on GitHub.

[1]  J. Friedman Greedy function approximation: A gradient boosting machine. , 2001 .

[2]  David D. Cox,et al.  Making a Science of Model Search: Hyperparameter Optimization in Hundreds of Dimensions for Vision Architectures , 2013, ICML.

[3]  Peter E. Hart,et al.  Nearest neighbor pattern classification , 1967, IEEE Trans. Inf. Theory.

[4]  Chih-Jen Lin,et al.  LIBSVM: A library for support vector machines , 2011, TIST.

[5]  D. Sculley,et al.  Winner's Curse? On Pace, Progress, and Empirical Rigor , 2018, ICLR.

[6]  Tie-Yan Liu,et al.  LightGBM: A Highly Efficient Gradient Boosting Decision Tree , 2017, NIPS.

[7]  Wei-Yin Loh,et al.  Classification and regression trees , 2011, WIREs Data Mining Knowl. Discov..

[8]  Gaël Varoquaux,et al.  Scikit-learn: Machine Learning in Python , 2011, J. Mach. Learn. Res..

[9]  Takuya Akiba,et al.  Optuna: A Next-generation Hyperparameter Optimization Framework , 2019, KDD.

[10]  Aaron Klein,et al.  Efficient and Robust Automated Machine Learning , 2015, NIPS.

[11]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box Constraints , 2014, IEEE Transactions on Evolutionary Computation.

[12]  Jason H. Moore,et al.  Where are we now?: a large benchmark study of recent symbolic regression methods , 2018, GECCO.

[13]  Michael Kommenda,et al.  Contemporary Symbolic Regression Methods and their Relative Performance , 2021, NeurIPS Datasets and Benchmarks.

[14]  Max Tegmark,et al.  AI Feynman: A physics-inspired method for symbolic regression , 2019, Science Advances.

[15]  Tianqi Chen,et al.  XGBoost: A Scalable Tree Boosting System , 2016, KDD.

[16]  Randal S. Olson,et al.  PMLB: a large benchmark suite for machine learning evaluation and comparison , 2017, BioData Mining.

[17]  Bernd Bischl,et al.  OpenML Benchmarking Suites and the OpenML100 , 2017, ArXiv.

[18]  Eric R. Ziegel,et al.  Generalized Linear Models , 2002, Technometrics.

[19]  Leo Breiman,et al.  Random Forests , 2001, Machine Learning.

[20]  Corinna Cortes,et al.  Support-Vector Networks , 1995, Machine Learning.

[21]  Marius Lindauer,et al.  Auto-Sklearn 2.0: The Next Generation , 2020, ArXiv.

[22]  Randal S. Olson,et al.  How computational thought experiments can improve our understanding of the genetic architecture of common human diseases , 2018, ALIFE.