Hyperopt-Sklearn: Automatic Hyperparameter Configuration for Scikit-Learn

ICML 2014 AutoML Workshop, 2014

Brent Komer, James Bergstra, Chris Eliasmith

Abstract

Hyperopt-sklearn is a new software project that provides automatic algorithm configuration of the Scikit-learn machine learning library. Following Auto-Weka, we take the view that the choice of classifier and even the choice of pre-processing module can be taken together to represent a single large hyperparameter optimization problem. We use Hyperopt to define a search space that encompasses many standard components (e.g. SVM, RF, KNN, PCA, TFIDF) and common patterns of composing them together. We demonstrate, using search algorithms in Hyperopt and standard benchmarking data sets (MNIST, 20-Newsgroups, Convex Shapes), that searching this space is practical and effective. In particular, we improve on best-known scores for the model space for both MNIST and Convex Shapes.

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ICML 2014 AutoML Workshop
Pages
8

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