In this paper, a multi-objective approach for the design of composite data-driven mathematical models is proposed. It allows automating the identification of graph-based heterogeneous pipelines that consist of different blocks: machine learning models, data preprocessing blocks, etc. The implemented approach is based on a parameter-free genetic algorithm (GA) for model design called GPComp@Free. It is developed to be part of automated machine learning solutions and to increase the efficiency of the modeling pipeline automation. A set of experiments was conducted to verify the correctness and efficiency of the proposed approach and substantiate the selected solutions. The experimental results confirm that a multi-objective approach to the model design allows achieving better diversity and quality of obtained models. The implemented approach is available as a part of the open-source AutoML framework FEDOT.
@article{arxiv.2103.01301,
title = {Multi-Objective Evolutionary Design of Composite Data-Driven Models},
author = {Iana S. Polonskaia and Nikolay O. Nikitin and Ilia Revin and Pavel Vychuzhanin and Anna V. Kalyuzhnaya},
journal= {arXiv preprint arXiv:2103.01301},
year = {2021}
}