Bandit Limited Discrepancy Search and Application to Machine Learning Pipeline Optimization

No. 9: AAAI-22 Technical Tracks 9

Volume

Proceedings of the AAAI Conference on Artificial Intelligence, 36

AAAI Technical Track on Search and Optimization

Optimizing a machine learning (ML) pipeline has been an important topic of AI and ML. Despite recent progress, pipeline optimization remains a challenging problem, due to potentially many combinations to consider as well as slow training and validation. We present the BLDS algorithm for optimized algorithm selection (ML operations) in a fixed ML pipeline structure. BLDS performs multi-fidelity optimization for selecting ML algorithms trained with smaller computational overhead, while controlling its pipeline search based on multi-armed bandit and limited discrepancy search. Our experiments on well-known classification benchmarks show that BLDS is superior to competing algorithms. We also combine BLDS with hyperparameter optimization, empirically showing the advantage of BLDS.

10.1609/aaai.v36i9.21263