Automated Machine Learning with Monte-Carlo Tree Search

Understand

The AutoML task consists of selecting the proper algorithm in a machine learning portfolio, and its hyperparameter values, in order to deliver the best performance on the dataset at hand.

• Mosaic, a Monte-Carlo tree search (MCTS) based approach, is presented to handle the AutoML hybrid structural and parametric expensive black-box optimization problem.
• Extensive empirical studies are conducted to independently assess and compare: i) the optimization processes based on Bayesian optimization or MCTS; ii) its warm-start initialization; iii) the ensembling of the solutions gathered along the search.
• Mosaic is assessed on the OpenML 100 benchmark and the Scikit-learn portfolio, with statistically significant gains over Auto-Sklearn, winner of former international AutoML challenges.