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.
@article{arxiv.1906.00170,
title = {Automated Machine Learning with Monte-Carlo Tree Search},
author = {Herilalaina Rakotoarison and Marc Schoenauer and Michèle Sebag},
journal= {arXiv preprint arXiv:1906.00170},
year = {2019}
}