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Register a new userAn ADMM Based Framework for AutoML Pipeline Configuration
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We study the AutoML problem of automatically configuring machine learning pipelines by jointly selecting algorithms and their appropriate hyper-parameters for all steps in supervised learning pipelines. This black-box (gradient-free) optimization with mixed integer & continuous variables is a challenging problem. We propose a novel AutoML scheme by leveraging the alternating direction method of multipliers (ADMM). The proposed framework is able to (i) decompose the optimization problem into easier sub-problems that have a reduced number of variables and circumvent the challenge of mixed variable categories, and (ii) incorporate black-box constraints along-side the black-box optimization objective. We empirically evaluate the flexibility (in utilizing existing AutoML techniques), effectiveness (against open source AutoML toolkits),and unique capability (of executing AutoML with practically motivated black-box constraints) of our proposed scheme on a collection of binary classification data sets from UCI ML& OpenML repositories. We observe that on an average our framework provides significant gains in comparison to other AutoML frameworks (Auto-sklearn & TPOT), highlighting the practical advantages of this framework.
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We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solved efficiently. In particular, each iteration of ADMM-Softmax consists of a linear least-squares problem, a set of independent small-scale smooth, convex problems, and a trivial dual variable update. Solution of the least-squares problem can be be accelerated by pre-computing a factorization or preconditioner, and the separability in the smooth, convex problem can be easily parallelized across examples. For two image classification problems, we demonstrate that ADMM-Softmax leads to improved generalization compared to a Newton-Krylov, a quasi Newton, and a stochastic gradient descent method.
In recent years, an active field of research has developed around automated machine learning (AutoML). Unfortunately, comparing different AutoML systems is hard and often done incorrectly. We introduce an open, ongoing, and extensible benchmark framework which follows best practices and avoids common mistakes. The framework is open-source, uses public datasets and has a website with up-to-date results. We use the framework to conduct a thorough comparison of 4 AutoML systems across 39 datasets and analyze the results.
The pipeline optimization problem in machine learning requires simultaneous optimization of pipeline structures and parameter adaptation of their elements. Having an elegant way to express these structures can help lessen the complexity in the management and analysis of their performances together with the different choices of optimization strategies. With these issues in mind, we created the AutoMLPipeline (AMLP) toolkit which facilitates the creation and evaluation of complex machine learning pipeline structures using simple expressions. We use AMLP to find optimal pipeline signatures, datamine them, and use these datamined features to speed-up learning and prediction. We formulated a two-stage pipeline optimization with surrogate modeling in AMLP which outperforms other AutoML approaches with a 4-hour time budget in less than 5 minutes of AMLP computation time.
The Graph Augmented Multi-layer Perceptron (GA-MLP) model is an attractive alternative to Graph Neural Networks (GNNs). This is because it is resistant to the over-smoothing problem, and deeper GA-MLP models yield better performance. GA-MLP models are traditionally optimized by the Stochastic Gradient Descent (SGD). However, SGD suffers from the layer dependency problem, which prevents the gradients of different layers of GA-MLP models from being calculated in parallel. In this paper, we propose a parallel deep learning Alternating Direction Method of Multipliers (pdADMM) framework to achieve model parallelism: parameters in each layer of GA-MLP models can be updated in parallel. The extended pdADMM-Q algorithm reduces communication cost by utilizing the quantization technique. Theoretical convergence to a critical point of the pdADMM algorithm and the pdADMM-Q algorithm is provided with a sublinear convergence rate $o(1/k)$. Extensive experiments in six benchmark datasets demonstrate that the pdADMM can lead to high speedup, and outperforms all the existing state-of-the-art comparison methods.
It is hard to train Recurrent Neural Network (RNN) with stable convergence and avoid gradient vanishing and exploding, as the weights in the recurrent unit are repeated from iteration to iteration. Moreover, RNN is sensitive to the initialization of weights and bias, which brings difficulty in the training phase. With the gradient-free feature and immunity to poor conditions, the Alternating Direction Method of Multipliers (ADMM) has become a promising algorithm to train neural networks beyond traditional stochastic gradient algorithms. However, ADMM could not be applied to train RNN directly since the state in the recurrent unit is repetitively updated over timesteps. Therefore, this work builds a new framework named ADMMiRNN upon the unfolded form of RNN to address the above challenges simultaneously and provides novel update rules and theoretical convergence analysis. We explicitly specify key update rules in the iterations of ADMMiRNN with deliberately constructed approximation techniques and solutions to each subproblem instead of vanilla ADMM. Numerical experiments are conducted on MNIST and text classification tasks, where ADMMiRNN achieves convergent results and outperforms compared baselines. Furthermore, ADMMiRNN trains RNN in a more stable way without gradient vanishing or exploding compared to the stochastic gradient algorithms. Source code has been available at https://github.com/TonyTangYu/ADMMiRNN.
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