A two-stage framework with search space pruning for combined algorithm selection and hyperparameter optimization
摘要
With the increasing complexity of building and optimizing machine learning models, automated machine learning (AutoML) has attracted much attention over the last decade. Combined algorithm selection and hyperparameter optimization (CASH), which automatically selects an ML algorithm and tunes its hyperparameters in a unified manner, plays a crucial role in the AutoML process. However, due to the vast search space, identifying optimal algorithms and hyperparameters remains a significant challenge. We observe that the relative performance rankings of ML algorithms and hyperparameter configurations remain generally consistent when trained on the full dataset and on a reduced dataset obtained by subsampling and dimensionality reduction. Accordingly, we propose a