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MetaREVEAL: RL-based Meta-learning from Learning Curves

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Abstract

This paper addresses a cornerstone of Automated Machine Learning: the problem of rapidly uncovering which machine learning algorithm performs best on a new dataset. Our approach leverages performances of such algorithms on datasets to which they have been previously exposed, i.e., implementing a form of meta-learning. More specifically, the problem is cast as a REVEAL Reinforcement Learning (RL) game: the meta-learning problem is wrapped into a RL environment in which an agent can start, pause, or resume training various machine learning algorithms to progressively "reveal" their learning curves. The learned policy is then applied to quickly uncover the best algorithm on a new dataset. While other similar approaches, such as Freeze-Thaw, were proposed in the past, using Bayesian optimization, our methodology is, to the best of our knowledge, the first that trains a RL agent to do this task on previous datasets. Using real and artificial data, we show that our new RL-based meta-learning paradigm outperforms Free-Thaw and other baseline methods, with respect to the Area under the Learning curve metric, a form of evaluation of Anytime learning (i.e., the capability of interrupting the algorithm at any time while obtaining good performance).
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Dates and versions

hal-03502358 , version 1 (24-12-2021)
hal-03502358 , version 2 (10-01-2022)

Identifiers

  • HAL Id : hal-03502358 , version 2

Cite

Manh Hung Nguyen, Nathan Grinsztajn, Isabelle Guyon, Lisheng Sun-Hosoya. MetaREVEAL: RL-based Meta-learning from Learning Curves. Workshop on Interactive Adaptive Learning co-located with European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD 2021), Sep 2021, Bilbao/Virtual, Spain. ⟨hal-03502358v2⟩
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