1. Cascaded Algorithm Selection With Extreme-Region UCB Bandit.
- Author
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Hu, Yi-Qi, Liu, Xu-Hui, Li, Shu-Qiao, and Yu, Yang
- Subjects
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ROBBERS , *SOFTWARE engineering , *PSYCHOLOGICAL feedback - Abstract
AutoML aims at best configuring learning systems automatically. It contains core subtasks of algorithm selection and hyper-parameter tuning. Previous approaches considered searching in the joint hyper-parameter space of all algorithms, which forms a huge but redundant space and causes an inefficient search. We tackle this issue in a cascaded algorithm selection way, which contains an upper-level process of algorithm selection and a lower-level process of hyper-parameter tuning for algorithms. While the lower-level process employs an anytime tuning approach, the upper-level process is naturally formulated as a multi-armed bandit, deciding which algorithm should be allocated one more piece of time for the lower-level tuning. To achieve the goal of finding the best configuration, we propose the Extreme-Region Upper Confidence Bound (ER-UCB) strategy. Unlike UCB bandits that maximize the mean of feedback distribution, ER-UCB maximizes the extreme-region of feedback distribution. We first consider stationary distributions and propose the ER-UCB-S algorithm that has $O(K\ln n)$ O (K ln n) regret upper bound with $K$ K arms and $n$ n trials. We then extend to non-stationary settings and propose the ER-UCB-N algorithm that has $O(Kn^\nu)$ O (K n ν) regret upper bound, where $\frac{2}{3}<\nu <1$ 2 3 < ν < 1 . Finally, empirical studies on synthetic and AutoML tasks verify the effectiveness of ER-UCB-S/N by their outperformance in corresponding settings. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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