Abstract
The AutoML task consists of selecting the proper
algorithm in a machine learning portfolio, and its
hyperparameter values, in order to deliver the best
performance on the dataset at hand. MOSAIC, a
Monte-Carlo tree search (MCTS) based approach,
is presented to handle the AutoML hybrid structural and parametric expensive black-box optimization problem. Extensive empirical studies are conducted to independently assess and compare: i)
the optimization processes based on Bayesian optimization or MCTS; ii) its warm-start initialization; iii) the ensembling of the solutions gathered along the search. MOSAIC is assessed on
the OpenML 100 benchmark and the Scikit-learn
portfolio, with statistically significant gains over
AUTO-SKLEARN, winner of former international
AutoML challenges