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Meta-Learning as a Markov Decision Process

Abstract : Machine Learning (ML) has enjoyed huge successes in recent years and an ever- growing number of real-world applications rely on it. However, designing promising algorithms for a specific problem still requires huge human effort. Automated Machine Learning (AutoML) aims at taking the human out of the loop and develop machines that generate / recommend good algorithms for a given ML tasks. AutoML is usually treated as an algorithm / hyper-parameter selection problems, existing approaches include Bayesian optimization, evolutionary algorithms as well as reinforcement learning. Among them, auto-sklearn which incorporates meta-learning techniques in their search initialization, ranks consistently well in AutoML challenges. This observation oriented my research to the Meta-Learning domain. This direction led me to develop a novel framework based on Markov Decision Processes (MDP) and reinforcement learning (RL).After a general introduction (Chapter 1), my thesis work starts with an in-depth analysis of the results of the AutoML challenge (Chapter 2). This analysis oriented my work towards meta-learning, leading me first to propose a formulation of AutoML as a recommendation problem, and ultimately to formulate a novel conceptualisation of the problem as a MDP (Chapter 3). In the MDP setting, the problem is brought back to filling up, as quickly and efficiently as possible, a meta-learning matrix S, in which lines correspond to ML tasks and columns to ML algorithms. A matrix element S(i, j) is the performance of algorithm j applied to task i. Searching efficiently for the best values in S allows us to identify quickly algorithms best suited to given tasks. In Chapter 4 the classical hyper-parameter optimization framework (HyperOpt) is first reviewed. In Chapter 5 a first meta-learning approach is introduced along the lines of our paper ActivMetaL that combines active learning and collaborative filtering techniques to predict the missing values in S. Our latest research applies RL to the MDP problem we defined to learn an efficient policy to explore S. We call this approach REVEAL and propose an analogy with a series of toy games to help visualize agents’ strategies to reveal information progressively, e.g. masked areas of images to be classified, or ship positions in a battleship game. This line of research is developed in Chapter 6. The main results of my PhD project are: 1) HP / model selection: I have explored the Freeze-Thaw method and optimized the algorithm to enter the first AutoML challenge, achieving 3rd place in the final round (Chapter 3). 2) ActivMetaL: I have designed a new algorithm for active meta-learning (ActivMetaL) and compared it with other baseline methods on real-world and artificial data. This study demonstrated that ActiveMetaL is generally able to discover the best algorithm faster than baseline methods. 3) REVEAL: I developed a new conceptualization of meta-learning as a Markov Decision Process and put it into the more general framework of REVEAL games. With a master student intern, I developed agents that learns (with reinforcement learning) to predict the next best algorithm to be tried. To develop this agent, we used surrogate toy tasks of REVEAL games. We then applied our methods to AutoML problems. The work presented in my thesis is empirical in nature. Several real world meta-datasets were used in this research. Artificial and semi-artificial meta-datasets are also used in my work. The results indicate that RL is a viable approach to this problem, although much work remains to be done to optimize algorithms to make them scale to larger meta-learning problems.
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Submitted on : Tuesday, January 21, 2020 - 1:00:12 PM
Last modification on : Wednesday, October 14, 2020 - 3:56:51 AM
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  • HAL Id : tel-02422144, version 2


Lisheng Sun-Hosoya. Meta-Learning as a Markov Decision Process. Machine Learning [cs.LG]. Université Paris Saclay (COmUE), 2019. English. ⟨NNT : 2019SACLS588⟩. ⟨tel-02422144v2⟩



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