The workflow of data scientists normally involves potentially inefficient processes such as data mining, feature engineering and model selection. Recent research has focused on automating this workflow, partly or in its entirety, to improve productivity. We choose the former approach and in this paper share our experience in designing the client2vec: an internal library to rapidly build baselines for banking applications. Client2vec uses marginalized stacked denoising autoencoders on current account transactions data to create vector embeddings which represent the behaviors of our clients. These representations can then be used in, and optimized against, a variety of tasks such as client segmentation, profiling and targeting. Here we detail how we selected the algorithmic machinery of client2vec and the data it works on and present experimental results on several business cases.
The need for automation has been noticed by the wider data science community. The AutoML Challenge proposed contestants to solve classification and regression tasks without human intervention @cite_31 . Projects like the Automatic Statistician https: www.automaticstatistician.com , which aims at developing an artificial intelligence for data science'', for instance apply automatic, efficient exploration of the space of models for non-parametric regression by composing kernel structures @cite_36 or matrix decomposition by organizing and exploring models in a context-free grammar @cite_32 . Other strategies involve using Gaussian Processes for hyperparameter search @cite_1 and autonomous feature engineering from raw data @cite_17 . Along the same lines, automation may concern data cleaning @cite_26 or even summarizing data and models with natural language @cite_12 . A de facto standard for the rapid construction of baselines is the class of gradient boosting methods https: github.com dmlc xgboost tree master demo #machine-learning-challenge-winning-solutions , accessed 2018-02-09. @cite_28 . However, we seek a method that can produce an unsupervised embedding of a client that be semantically interpretable, with neighboring points representing behaviorally similar clients, and that we can reliably employ in tasks as diverse as retrieval or clustering, as we do in Section .
@cite_26 @cite_36 @cite_28 @cite_1 @cite_32 @cite_31 @cite_12 @cite_17
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The success of machine learning in a broad range of applications has led to an ever-growing demand for machine learning systems that can be used off the shelf by non-experts. To be effective in practice, such systems need to automatically choose a good algorithm and feature preprocessing steps for a new dataset at hand, and also set their respective hyperparameters. Recent work has started to tackle this automated machine learning (AutoML) problem with the help of efficient Bayesian optimization methods. Building on this, we introduce a robust new AutoML system based on scikit-learn (using 15 classifiers, 14 feature preprocessing methods, and 4 data preprocessing methods, giving rise to a structured hypothesis space with 110 hyperparameters). This system, which we dub AUTO-SKLEARN, improves on existing AutoML methods by automatically taking into account past performance on similar datasets, and by constructing ensembles from the models evaluated during the optimization. Our system won the first phase of the ongoing ChaLearn AutoML challenge, and our comprehensive analysis on over 100 diverse datasets shows that it substantially outperforms the previous state of the art in AutoML. We also demonstrate the performance gains due to each of our contributions and derive insights into the effectiveness of the individual components of AUTO-SKLEARN. ChaLearn is organizing the Automatic Machine Learning (AutoML) contest for IJCNN 2015, which challenges participants to solve classification and regression problems without any human intervention. Participants' code is automatically run on the contest servers to train and test learning machines. However, there is no obligation to submit code; half of the prizes can be won by submitting prediction results only. Datasets of progressively increasing difficulty are introduced throughout the six rounds of the challenge. (Participants can enter the competition in any round.) The rounds alternate phases in which learners are tested on datasets participants have not seen, and phases in which participants have limited time to tweak their algorithms on those datasets to improve performance. This challenge will push the state of the art in fully automatic machine learning on a wide range of real-world problems. The platform will remain available beyond the termination of the challenge. Continued reliance on human operators for managing data centers is a major impediment for them from ever reaching extreme dimensions. Large computer systems in general, and data centers in particular, will ultimately be managed using predictive computational and executable models obtained through data-science tools, and at that point, the intervention of humans will be limited to setting high-level goals and policies rather than performing low-level operations. Data-driven autonomics, where management and control are based on holistic predictive models that are built and updated using generated data, opens one possible path towards limiting the role of operators in data centers. In this paper, we present a data-science study of a public Google dataset collected in a 12K-node cluster with the goal of building and evaluating a predictive model for node failures. We use BigQuery, the big data SQL platform from the Google Cloud suite, to process massive amounts of data and generate a rich feature set characterizing machine state over time. We describe how an ensemble classifier can be built out of many Random Forest classifiers each trained on these features, to predict if machines will fail in a future 24-hour window. Our evaluation reveals that if we limit false positive rates to 5 , we can achieve true positive rates between 27 and 88 with precision varying between 50 and 72 . We discuss the practicality of including our predictive model as the central component of a data-driven autonomic manager and operating it on-line with live data streams (rather than off-line on data logs). All of the scripts used for BigQuery and classification analyses are publicly available from the authors' website. Continued reliance on human operators for managing data centers is a major impediment for them from ever reaching extreme dimensions. Large computer systems in general, and data centers in particular, will ultimately be managed using predictive computational and executable models obtained through data-science tools, and at that point, the intervention of humans will be limited to setting high-level goals and policies rather than performing low-level operations. Data-driven autonomics, where management and control are based on holistic predictive models that are built and updated using generated data, opens one possible path towards limiting the role of operators in data centers. In this paper, we present a data-science study of a public Google dataset collected in a 12K-node cluster with the goal of building and evaluating a predictive model for node failures. We use BigQuery, the big data SQL platform from the Google Cloud suite, to process massive amounts of data and generate a rich feature set characterizing machine state over time. We describe how an ensemble classifier can be built out of many Random Forest classifiers each trained on these features, to predict if machines will fail in a future 24-hour window. Our evaluation reveals that if we limit false positive rates to 5 , we can achieve true positive rates between 27 and 88 with precision varying between 50 and 72 . We discuss the practicality of including our predictive model as the central component of a data-driven autonomic manager and operating it on-line with live data streams (rather than off-line on data logs). All of the scripts used for BigQuery and classification analyses are publicly available from the authors' website.