To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML) is to design methods that can automatically perform model selection and hyperparameter optimization without human interventions for a given dataset. In this paper, we propose a meta-learning method that can search for a high-performance machine learning pipeline from the predefined set of candidate pipelines for supervised classification datasets in an efficient way by leveraging meta-data collected from previous experiments. More specifically, our method combines an adaptive Bayesian regression model with a neural network basis function and the acquisition function from Bayesian optimization. The adaptive Bayesian regression model is able to capture knowledge from previous meta-data and thus make predictions of the performances of machine learning pipelines on a new dataset. The acquisition function is then used to guide the search of possible pipelines based on the predictions.The experiments demonstrate that our approach can quickly identify high-performance pipelines for a range of test datasets and outperforms the baseline methods.

本文提出了一种元学习方法，利用先前的元数据自动搜索高性能的机器学习管道以完成模型选择和超参数优化，该方法结合自适应贝叶斯回归模型、神经网络基函数和贝叶斯优化的收获函数，能够在监督分类数据集上高效地搜索预定义的候选管道，实验结果表明，该方法在一系列测试数据集上能够快速确定高性能的机器学习管道，并胜过基线方法。

自适应贝叶斯线性回归在自动化机器学习中的应用