Auto-Weka: Automatic Model Selection And Hyperparameter Optimization In Weka

Many different machine learning algorithms exist; taking into account each algorithm's hyperparameters, there is a staggeringly large number of possible alternatives overall. We consider the problem of simultaneously selecting a learning algorithm and setting its hyperparameters. We show that this problem can be addressed by a fully automated approach, leveraging recent innovations in Bayesian optimization. Specifically, we consider feature selection techniques and all machine learning approaches implemented in WEKA's standard distribution, spanning 2 ensemble methods, 10 meta-methods, 28 base learners, and hyperparameter settings for each learner. On each of 21 popular datasets from the UCI repository, the KDD Cup 09, variants of the MNIST dataset and CIFAR-10, we show performance often much better than using standard selection and hyperparameter optimization methods. We hope that our approach will help non-expert users to more effectively identify machine learning algorithms and hyperparameter settings appropriate to their applications, and hence to achieve improved performance.