Composition and parametrisation of multicomponent predictive systems (MCPSs) consisting of chains of data transformation steps is a challenging task. This paper is concerned with theoretical considerations and extensive experimental analysis for automating the task of building such predictive systems. In the theoretical part of the paper, we first propose to adopt the Well-handled and Acyclic Workflow (WA-WF) Petri net as a formal representation of MCPSs. We then define the optimisation problem in which the search space consists of suitably parametrised directed acyclic graphs (i.e. WA-WFs) forming the sought MCPS solutions. In the experimental analysis we focus on examining the impact of considerably extending the search space resulting from incorporating multiple sequential data cleaning and preprocessing steps in the process of composing optimised MCPSs, and the quality of the solutions found. In a range of extensive experiments three different optimisation strategies are used to automatically compose MCPSs for 21 publicly available datasets and 7 datasets from real chemical processes. The diversity of the composed MCPSs found is an indication that fully and automatically exploiting different combinations of data cleaning and preprocessing techniques is possible and highly beneficial for different predictive models. Our findings can have a major impact on development of high quality predictive models as well as their maintenance and scalability aspects needed in modern applications and deployment scenarios.
The CASH problem can be approached in different ways. One example is a grid search, i.e. an exhaustive search over all the possible combinations of discretized parameters. Such technique can however be computationally prohibitive in large search spaces or with big datasets. Instead, a simpler mechanism like random search, where the search space is randomly explored in a limited amount of time, has been shown to be more effective in high-dimensional spaces @cite_41 .
@cite_41
2097998348
Grid search and manual search are the most widely used strategies for hyper-parameter optimization. This paper shows empirically and theoretically that randomly chosen trials are more efficient for hyper-parameter optimization than trials on a grid. Empirical evidence comes from a comparison with a large previous study that used grid search and manual search to configure neural networks and deep belief networks. Compared with neural networks configured by a pure grid search, we find that random search over the same domain is able to find models that are as good or better within a small fraction of the computation time. Granting random search the same computational budget, random search finds better models by effectively searching a larger, less promising configuration space. Compared with deep belief networks configured by a thoughtful combination of manual search and grid search, purely random search over the same 32-dimensional configuration space found statistically equal performance on four of seven data sets, and superior performance on one of seven. A Gaussian process analysis of the function from hyper-parameters to validation set performance reveals that for most data sets only a few of the hyper-parameters really matter, but that different hyper-parameters are important on different data sets. This phenomenon makes grid search a poor choice for configuring algorithms for new data sets. Our analysis casts some light on why recent "High Throughput" methods achieve surprising success--they appear to search through a large number of hyper-parameters because most hyper-parameters do not matter much. We anticipate that growing interest in large hierarchical models will place an increasing burden on techniques for hyper-parameter optimization; this work shows that random search is a natural baseline against which to judge progress in the development of adaptive (sequential) hyper-parameter optimization algorithms.