Auto ML

Looking into the object.

Hello everyone! Today we will look at the parameters for AutoML for Scikit Learn and what each one means. This article could help you with deciding what to tune whenever you’re using Auto ML for Scikit Learn.

Vanilla auto-sklearn

In order to obtain vanilla auto-sklearn as used in Efficient and Robust Automated Machine Learning set ensemble_size=1 and initial_configurations_via_metalearning=0:

>>> import autosklearn.classification
>>> automl = autosklearn.classification.AutoSklearnClassifier(
>>>     ensemble_size=1, initial_configurations_via_metalearning=0)

An ensemble of size one will result in always choosing the current best model according to its performance on the validation set. Setting the initial configurations found by meta-learning to zero makes auto-sklearn use the regular SMAC algorithm for suggesting new hyperparameter configurations.

Time and memory limits

A crucial feature of auto-sklearn is limiting the resources (memory and time) which the scikit-learn algorithms are allowed to use. Especially for large datasets, on which algorithms can take several hours and make the machine swap, it is important to stop the evaluations after some time in order to make progress in a reasonable amount of time. Setting the resource limits is therefore a tradeoff between optimization time and the number of models that can be tested.

While auto-sklearn alleviates manual hyperparameter tuning, the user still has to set memory and time limits. For most datasets a memory limit of 3GB or 6GB as found on most modern computers is sufficient. For the time limits it is harder to give clear guidelines. If possible, a good default is a total time limit of one day, and a time limit of 30 minutes for a single run.

Restricting the searchspace

Instead of using all available estimators, it is possible to restrict auto-sklearn’s searchspace. The following shows an example of how to exclude all preprocessing methods and restrict the configuration space to only random forests.

>>> import autosklearn.classification
>>> automl = autosklearn.classification.AutoSklearnClassifier(
>>>     include_estimators=["random_forest", ], exclude_estimators=None,
>>>     include_preprocessors=["no_preprocessing", ], exclude_preprocessors=None)
>>> automl.fit(X_train, y_train)
>>> predictions = automl.predict(X_test)

Turning off preprocessing

Preprocessing in auto-sklearn is divided into data preprocessing and feature preprocessing. Data preprocessing includes One-Hot encoding of categorical features, imputation of missing values and the normalization of features or samples. These steps currently cannot be turned off. Feature preprocessing is a single transformer which implements for example feature selection or transformation of features into a different space (like PCA). This can be turned off by settinginclude_preprocessors=["no_preprocessing"] as shown in the example above.

Supported Inputs

auto-sklearn can accept targets for the following tasks :

• Binary Classification
• Multiclass Classification
• Multilabel Classification
• Regression
• Multioutput Regression

You can provide feature and target training pairs (X_train/y_train) to auto-sklearn to fit an ensemble of pipelines as described in the next section. This X_train/y_train dataset must belong to one of the supported formats: np.ndarray, pd.DataFrame, scipy.sparse.csr_matrix and python lists. Optionally, you can measure the ability of this fitted model to generalize to unseen data by providing an optional testing pair (X_test/Y_test). For further details, please refer to the Example Test and Train data with Pandas. Supported formats for these training and testing pairs are: np.ndarray, pd.DataFrame, scipy.sparse.csr_matrix and python lists.

If your data contains categorical values (in the features or targets), autosklearn will automatically encode your data using a sklearn.preprocessing.LabelEncoder for unidimensional data and a sklearn.preprocessing.OrdinalEncoder for multidimensional data.

Regarding the features, there are two methods to guide auto-sklearn to properly encode categorical columns:

• Providing a X_train/X_test numpy array with the optional flag feat_type. For further details, you can check the Example Feature Types.
• You can provide a pandas DataFrame, with properly formatted columns. If a column has numerical dtype, auto-sklearn will not encode it and it will be passed directly to scikit-learn. If the column has a categorical/boolean class, it will be encoded. If the column is of any other type (Object or Timeseries), an error will be raised. For further details on how to properly encode your data, you can check the Pandas Example Working with categorical data). If you are working with time series, it is recommended that you follow this approach Working with time data.

Regarding the targets (y_train/y_test), if the task involves a classification problem, such features will be automatically encoded. It is recommended to provide both y_train and y_test during fit, so that a common encoding is created between these splits (if only y_train is provided during fit, the categorical encoder will not be able to handle new classes that are exclusive to y_test). If the task is regression, no encoding happens on the targets.

Ensemble Building Process

auto-sklearn uses ensemble selection by Caruana et al. (2004) to build an ensemble based on the models’ prediction for the validation set. The following hyperparameters control how the ensemble is constructed:

• ensemble_size determines the maximal size of the ensemble. If it is set to zero, no ensemble will be constructed.
• ensemble_nbest allows the user to directly specify the number of models considered for the ensemble. This hyperparameter can be an integer n, such that only the best n models are used in the final ensemble. If a float between 0.0 and 1.0 is provided, ensemble_nbest would be interpreted as a fraction suggesting the percentage of models to use in the ensemble building process.
• max_models_on_disc defines the maximum number of models that are kept on the disc, as a mechanism to control the amount of disc space consumed by auto-sklearn. Throughout the automl process, different individual models are optimized, and their predictions (and other metadata) is stored on disc. The user can set the upper bound on how many models are acceptable to keep on disc, yet this variable takes priority in the definition of the number of models used by the ensemble builder (that is, the minimum of ensemble_size, ensemble_nbest and max_models_on_disc determines the maximal amount of models used in the ensemble). If set to None, this feature is disabled.

There you go! Here are some information about classification using Auto ML for Python.