Title
Reinforcement-Based Simultaneous Algorithm and Its Hyperparameters Selection.
Abstract
Many algorithms for data analysis exist, especially for classification problems. To solve a data analysis problem, a proper algorithm should be chosen, and also its hyperparameters should be selected. In this paper, we present a new method for the simultaneous selection of an algorithm and its hyperparameters. In order to do so, we reduced this problem to the multi-armed bandit problem. We consider an algorithm as an arm and algorithm hyperparameters search during a fixed time as the corresponding arm play. We also suggest a problem-specific reward function. We performed the experiments on 10 real datasets and compare the suggested method with the existing one implemented in Auto-WEKA. The results show that our method is significantly better in most of the cases and never worse than the Auto-WEKA.
Year
DOI
Venue
2016
10.1007/978-3-030-35400-8_2
arXiv: Learning
DocType
Volume
Citations 
Journal
abs/1611.02053
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Valeria Efimova101.01
Andrey Filchenkov24615.80
Anatoly Shalyto300.34