DeepLine: AutoML Tool for Pipelines Generation using Deep Reinforcement Learning and Hierarchical Actions Filtering

Automatic Machine Learning (AutoML) is an area of research aimed at automating Machine Learning (ML) activities that currently require the involvement of human experts. One of the most challenging tasks in this field is the automatic generation of end-to-end ML pipelines: combining multiple types of ML algorithms into a single architecture used for analysis of previously-unseen data. This task has two challenging aspects: the first is the need to explore a large search space of algorithms and pipeline architectures. The second challenge is the computational cost of training and evaluating multiple pipelines. In this study we present DeepLine, a reinforcement learning-based approach for automatic pipeline generation. Our proposed approach utilizes an efficient representation of the search space together with a novel method for operating in environments with large and dynamic action spaces. By leveraging past knowledge gained from previously-analyzed datasets, our approach only needs to generate and evaluate few dozens of pipelines to reach comparable or better performance than current state-of-the-art AutoML systems that evaluate hundreds and even thousands of pipelines in their optimization process. Evaluation on 56 classification datasets demonstrates the merits of our approach.

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

[2]  Jürgen Schmidhuber,et al.  Long Short-Term Memory , 1997, Neural Computation.

[3]  Quoc V. Le,et al.  Neural Optimizer Search with Reinforcement Learning , 2017, ICML.

[4]  Kevin Leyton-Brown,et al.  Sequential Model-Based Optimization for General Algorithm Configuration , 2011, LION.

[5]  Randal S. Olson,et al.  TPOT: A Tree-based Pipeline Optimization Tool for Automating Machine Learning , 2016, AutoML@ICML.

[6]  Pierre Geurts,et al.  Extremely randomized trees , 2006, Machine Learning.

[7]  Shie Mannor,et al.  Learn What Not to Learn: Action Elimination with Deep Reinforcement Learning , 2018, NeurIPS.

[8]  Kyunghyun Cho,et al.  Automatic Machine Learning by Pipeline Synthesis using Model-Based Reinforcement Learning and a Grammar , 2019, ArXiv.

[9]  Kevin Leyton-Brown,et al.  Auto-WEKA: combined selection and hyperparameter optimization of classification algorithms , 2012, KDD.

[10]  Shane Legg,et al.  Human-level control through deep reinforcement learning , 2015, Nature.

[11]  J. A. Hartigan,et al.  A k-means clustering algorithm , 1979 .

[12]  Demis Hassabis,et al.  Mastering Chess and Shogi by Self-Play with a General Reinforcement Learning Algorithm , 2017, ArXiv.

[13]  David Barber,et al.  Thinking Fast and Slow with Deep Learning and Tree Search , 2017, NIPS.

[14]  David Silver,et al.  Deep Reinforcement Learning with Double Q-Learning , 2015, AAAI.

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

[16]  Andy Liaw,et al.  Classification and Regression by randomForest , 2007 .

[17]  Sergey Levine,et al.  Trust Region Policy Optimization , 2015, ICML.

[18]  Philip S. Thomas,et al.  Learning Action Representations for Reinforcement Learning , 2019, ICML.

[19]  Hod Lipson,et al.  Autostacker: a compositional evolutionary learning system , 2018, GECCO.

[20]  Dawn Xiaodong Song,et al.  ExploreKit: Automatic Feature Generation and Selection , 2016, 2016 IEEE 16th International Conference on Data Mining (ICDM).

[21]  Alex Graves,et al.  Asynchronous Methods for Deep Reinforcement Learning , 2016, ICML.

[22]  Richard Evans,et al.  Deep Reinforcement Learning in Large Discrete Action Spaces , 2015, 1512.07679.

[23]  Dawn Song,et al.  End-to-end Training of Differentiable Pipelines Across Machine Learning Frameworks , 2017 .

[24]  Juliana Freire,et al.  AlphaD3M: Machine Learning Pipeline Synthesis , 2021, ArXiv.

[25]  Tom Schaul,et al.  Prioritized Experience Replay , 2015, ICLR.

[26]  Marc Schoenauer,et al.  Automated Machine Learning with Monte-Carlo Tree Search (Extended Version) , 2019, IJCAI.

[27]  Tat-Seng Chua,et al.  Neural Collaborative Filtering , 2017, WWW.

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

[29]  Tom Schaul,et al.  Dueling Network Architectures for Deep Reinforcement Learning , 2015, ICML.