Machine learning has been gaining traction in recent years to meet the demand for tools that can efficiently analyze and make sense of the ever-growing databases of biomedical data in health care systems around the world. However, effectively using machine learning methods requires considerable domain expertise, which can be a barrier of entry for bioinformaticians new to computational data science methods. Therefore, off-the-shelf tools that make machine learning more accessible can prove invaluable for bioinformaticians. To this end, we have developed an open source pipeline optimization tool (TPOT-MDR) that uses genetic programming to automatically design machine learning pipelines for bioinformatics studies. In TPOT-MDR, we implement Multifactor Dimensionality Reduction (MDR) as a feature construction method for modeling higher-order feature interactions, and combine it with a new expert knowledge-guided feature selector for large biomedical data sets. We demonstrate TPOT-MDR's capabilities using a combination of simulated and real world data sets from human genetics and find that TPOT-MDR significantly outperforms modern machine learning methods such as logistic regression and eXtreme Gradient Boosting (XGBoost). We further analyze the best pipeline discovered by TPOT-MDR for a real world problem and highlight TPOT-MDR's ability to produce a high-accuracy solution that is also easily interpretable.
For automated machine learning in general, approaches have mainly focused on optimizing subsets of a machine learning pipeline @cite_30 , which is otherwise known as hyperparameter optimization. One readily accessible approach is grid search, which applies brute force search within a search space of all possible model parameters to find the best model configuration. Relatively recently, randomized search @cite_20 and Bayesian optimization @cite_17 techniques have entered into the foray and have offered more intelligently derived solutions---by adaptively choosing new configurations to train---to the hyperparameter optimization task. Much more recently, a novel bandit-based approach to hyperparameter optimization have outperformed state-of-the-art Bayesian optimization algorithms by 5x to more than an order of magnitude for various deep learning and kernel-based learning problems @cite_18 . Although TPOT-MDR is an automated machine learning approach, it is more specialized on bioinformatics problems rather than general machine learning.
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Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While current methods offer efficiencies by adaptively choosing new configurations to train, an alternative strategy is to adaptively allocate resources across the selected configurations. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinitely many armed bandit problem where allocation of additional resources to an arm corresponds to training a configuration on larger subsets of the data. We introduce Hyperband for this framework and analyze its theoretical properties, providing several desirable guarantees. We compare Hyperband with state-of-the-art Bayesian optimization methods and a random search baseline on a comprehensive benchmark including 117 datasets. Our results on this benchmark demonstrate that while Bayesian optimization methods do not outperform random search trained for twice as long, Hyperband in favorable settings offers valuable speedups. Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other hand, bandit-based configuration evaluation approaches based on random search lack guidance and do not converge to the best configurations as quickly. Here, we propose to combine the benefits of both Bayesian optimization and bandit-based methods, in order to achieve the best of both worlds: strong anytime performance and fast convergence to optimal configurations. We propose a new practical state-of-the-art hyperparameter optimization method, which consistently outperforms both Bayesian optimization and Hyperband on a wide range of problem types, including high-dimensional toy functions, support vector machines, feed-forward neural networks, Bayesian neural networks, deep reinforcement learning, and convolutional neural networks. Our method is robust and versatile, while at the same time being conceptually simple and easy to implement. Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration nonstochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theoretical properties, providing several desirable guarantees. Furthermore, we compare Hyperband with popular Bayesian optimization methods on a suite of hyperparameter optimization problems. We observe that Hyperband can provide over an order-of-magnitude speedup over our competitor set on a variety of deep-learning and kernel-based learning problems. The performance of many machine learning algorithms depends crucially on the hyperparameter settings, especially in Deep Learning. Manually tuning the hyperparameters is laborious and time consuming. To address this issue, Bayesian optimization (BO) methods and their extensions have been proposed to optimize the hyperparameters automatically. However, they still suffer from highly computational expense when applying to deep generative models (DGMs) due to their strategy of the black-box function optimization. This paper provides a new hyperparameter optimization procedure at the pre-training phase of the DGMs, where we avoid combining all layers as one black-box function by taking advantage of the layer-by-layer learning strategy. Following this procedure, we are able to optimize multiple hyperparameters in an adaptive way by using Gaussian process. In contrast to the traditional BO methods, which mainly focus on the supervised models, the pre-training procedure is unsupervised where there is no validation error can be used. To alleviate this problem, this paper proposes a new holdout loss, the free energy gap, which takes into account both factors of the model fitting and over-fitting. The empirical evaluations demonstrate that our method not only speeds up the process of hyperparameter optimization, but also improves the performances of DGMs significantly in both the supervised and unsupervised learning tasks.