Automatic Exploration of Machine Learning Experiments on OpenML

1 Introduction

When applying machine learning algorithms on real world datasets, users have to choose from a large selection of different algorithms with many of them offering a set of hyperparameters to control algorithmic performance. Although sometimes default values exist, there is no agreed upon principle for their definition (but see our recent work in in [Probst et al., 2018] for a potential approach). Automatic tuning of such parameters is a possible solution [Claesen and Moor, 2015], but comes with a considerable computational burden.

Meta-learning tries to decrease this cost [Feurer et al., 2015], by reusing information of previous runs of the algorithm on similar datasets, which obviously requires access to such prior empirical results. With this paper we provide a freely accessible meta dataset that contains around $2.5$ million runs of six different machine learning algorithms on $38$ classification datasets.

Large, freely available datasets like Imagenet

[Deng et al., 2009] are important for the progress of machine learning, we hope to support developments in the area of meta-learning and benchmarking, meta-learning and hyperparameter tuning with our work here.

While similar meta-datasets have been created in the past, we were not able to access them by the links provided in their respective papers: Smith et al. [2014] provides a repository with Weka-based machine learning experiments on 72 data sets, 9 machine learning algorithms, 10 hyperparameter settings for each algorithm, and several meta-features of each data set. Reif [2012] created a meta-dataset based on machine learning experiments on 83 datasets, 6 classification algorithms, and 49 meta features.

In this paper, we describe our experimental setup, to specify how our meta-dataset is created by running random machine learning experiments through the OpenML platform [Vanschoren et al., 2013] and how to access our results.

2 Considered ML data sets, algorithms and hyperparameters

To create the meta dataset, six supervised machine learning algorithms are run on 38 classification tasks. For each algorithm the available hyperparameters are explored in a predefined range (see Table 1). Some of these hyperparameters are transformed by the function found in column trafo of Table 1 to allow non-uniform sampling, a usual procedure in tuning.

algorithm	hyperparameter	type	lower	upper	trafo
glmnet	alpha	numeric	0	1	-
	lambda	numeric	-10	10	$2^{x}$
rpart	cp	numeric	0	1	-
	maxdepth	integer	1	30	-
	minbucket	integer	1	60	-
	minsplit	integer	1	60	-
kknn	k	integer	1	30	-
svm	kernel	discrete	-	-	-
	cost	numeric	-10	10	$2^{x}$
	gamma	numeric	-10	10	$2^{x}$
	degree	integer	2	5	-
ranger	num.trees	integer	1	2000	-
	replace	logical	-	-	-
	sample.fraction	numeric	0	1	-
	mtry	numeric	0	1	$x \cdot p$
	respect.unordered.factors	logical	-	-	-
	min.node.size	numeric	0	1	$n^{x}$
xgboost	nrounds	integer	1	5000	-
	eta	numeric	-10	0	$2^{x}$
	subsample	numeric	0	1	-
	booster	discrete	-	-	-
	max_depth	integer	1	15	-
	min_child_weight	numeric	0	7	$2^{x}$
	colsample_bytree	numeric	0	1	-
	colsample_bylevel	numeric	0	1	-
	lambda	numeric	-10	10	$2^{x}$
	alpha	numeric	-10	10	$2^{x}$

Table 1: Hyperparameters of the algorithms.

p

refers to the number of variables and

n

to the number of observations. The used algorithms are glmnet [Friedman et al., 2010], rpart [Therneau and Atkinson, 2018], kknn [Schliep and Hechenbichler, 2016], svm [Meyer et al., 2017], ranger [Wright and Ziegler, 2017] and xgboost [Chen and Guestrin, 2016].

These algorithms are run on a subset of the OpenML100 benchmark suite [Bischl et al., 2017], which consists of 100 classification datasets, carefully curated from the thousands of datasets available on OpenML [Vanschoren et al., 2013]. We only include datasets without missing data and with a binary outcome resulting in 38 datasets. The datasets and their respective characteristics can be found in Table 2.

Data_id	Task_id	Name	n	p	majPerc	numFeat	catFeat
3	3	kr-vs-kp	3196	37	0.52	0	37
31	31	credit-g	1000	21	0.70	7	14
37	37	diabetes	768	9	0.65	8	1
44	43	spambase	4601	58	0.61	57	1
50	49	tic-tac-toe	958	10	0.65	0	10
151	219	electricity	45312	9	0.58	7	2
312	3485	scene	2407	300	0.82	294	6
333	3492	monks-problems-1	556	7	0.50	0	7
334	3493	monks-problems-2	601	7	0.66	0	7
335	3494	monks-problems-3	554	7	0.52	0	7
1036	3889	sylva_agnostic	14395	217	0.94	216	1
1038	3891	gina_agnostic	3468	971	0.51	970	1
1043	3896	ada_agnostic	4562	49	0.75	48	1
1046	3899	mozilla4	15545	6	0.67	5	1
1049	3902	pc4	1458	38	0.88	37	1
1050	3903	pc3	1563	38	0.90	37	1
1063	3913	kc2	522	22	0.80	21	1
1067	3917	kc1	2109	22	0.85	21	1
1068	3918	pc1	1109	22	0.93	21	1
1120	3954	MagicTelescope	19020	12	0.65	11	1
1176	34536	Internet-Advertisements	3279	1559	0.86	1558	1
1220	14971	Click_prediction_small	39948	12	0.83	11	1
1461	14965	bank-marketing	45211	17	0.88	7	10
1462	10093	banknote-authentication	1372	5	0.56	4	1
1464	10101	blood-transfusion-service-center	748	5	0.76	4	1
1467	9980	climate-model-simulation-crashes	540	21	0.91	20	1
1471	9983	eeg-eye-state	14980	15	0.55	14	1
1479	9970	hill-valley	1212	101	0.50	100	1
1480	9971	ilpd	583	11	0.71	9	2
1485	9976	madelon	2600	501	0.50	500	1
1486	9977	nomao	34465	119	0.71	89	30
1487	9978	ozone-level-8hr	2534	73	0.94	72	1
1489	9952	phoneme	5404	6	0.71	5	1
1494	9957	qsar-biodeg	1055	42	0.66	41	1
1510	9946	wdbc	569	31	0.63	30	1
4134	14966	Bioresponse	3751	1777	0.54	1776	1
4135	34539	Amazon_employee_access	32769	10	0.94	0	10
4534	34537	PhishingWebsites	11055	31	0.56	0	31

Table 2: Included datasets and respective characteristics. n are the number of observations, p the number of features, maj.class the percentage of observations in the largest class, numFeat the number of numeric features and catFeat the number of categorical features.

3 Random Experimentation Bot

To conduct a large number of experiments a bot was implemented to automatically plan and execute runs, following the paradigm of random search. The bot iteratively executes these steps:

Randomly sample a task $T$ (with an associated data set) from Table 2.
Randomly sample one ML algorithm $A$ .
Randomly sample a hyperparameter setting $θ$ of algorithm $A$ , uniformly from the ranges specified in Table 1, then transform, if a transformation function is given.
Obtain task $T$ (and dataset) from OpenML and store it locally.
Evaluate algorithm $A$ with configuration $θ$ on task $T$ , with associated 10-fold cross-validation from OpenML.
Upload run results to OpenML, including hyperparameter configuration and time measurements.
OpenML now calculates various performance metrics for the uploaded cross-validated predictions.
The OpenML-ID of the bot (2702) and the tag mlrRandomBot is used for identification.

A clear advantage of random sampling is that all bot runs are completely independent of each other, making all experiments embarrassingly parallel. Furthermore, more experiments can easily and conveniently added later on, without introducing any kind of bias into the sampling method.

The bot is developed open source in R and can be found on GitHub¹¹1https://github.com/ja-thomas/OMLbots. The bot is based on the R packages mlr [Bischl et al., 2016] and OpenML [Casalicchio et al., 2017] and written in modular form such that it can be extended with new sampling strategies for hyperparameters, algorithms and datasets in the future. Parallelization was performed with R package batchtools [Lang et al., 2017].

After more than $6$ million benchmark experiments the results of the bot are downloaded from OpenML. For each of the algorithms $500000$ experiments are used to obtain the final dataset. The experiments are chosen by the following procedure: For each algorithm, a threshold $B$ is set (see below) and, if the number of results for a dataset exceeds $B$ , we draw randomly $B$ of the results obtained for this algorithm and this dataset. The threshold value $B$ is chosen for each algorithm separately to exactly obtain in total 500000 results for each algorithm.

For kknn we only execute 30 experiments per dataset because this number of experiments is high enough to cover the hyperparameter space (that only consists of the parameter $k$ for $k \in {1, . . ., 30}$ ) appropriately, resulting in 1140 experiments. All in all this results in around 2.5 million experiments.

The distribution of the runs on the datasets and algorithms is displayed in Table 3.

Data_id	Task_id	glmnet	rpart	kknn	svm	ranger	xgboost	Total
3	3	15547	14633	30	19644	15139	16867	81860
31	31	15547	14633	30	19644	15139	16867	81860
37	37	15546	14633	30	15985	15139	16866	78199
44	43	15547	14633	30	19644	15139	16867	81860
50	49	15547	14633	30	19644	15139	16866	81859
151	219	15547	14632	30	2384	12517	16866	61976
312	3485	6613	13455	30	18740	12985	15886	67709
333	3492	15546	14632	30	19644	15139	16867	81858
334	3493	15547	14633	30	19644	14492	16867	81213
335	3494	15547	14633	30	15123	15139	10002	70474
1036	3889	14937	14633	30	2338	7397	2581	41916
1038	3891	15547	5151	30	5716	4827	1370	32641
1043	3896	6466	14633	30	10121	3788	16867	51905
1046	3899	15547	14633	30	5422	8842	11812	56286
1049	3902	7423	14632	30	12064	15139	4453	53741
1050	3903	15547	14633	30	19644	11357	13758	74969
1063	3913	15547	14633	30	19644	7914	16866	74634
1067	3917	15546	14632	30	10229	7386	16866	64689
1068	3918	15546	14633	30	13893	8173	16866	69141
1120	3954	15531	7477	30	3908	9760	8143	44849
1176	34536	13005	14632	30	14451	15140	13047	70305
1220	14971	6970	14073	30	2678	14323	2215	40289
1461	14965	8955	14633	30	6320	15139	16867	61944
1462	10093	15547	14632	30	19644	15139	16867	81859
1464	10101	15547	14633	30	4441	15139	16866	66656
1467	9980	15547	14633	30	9725	13523	16866	70324
1471	9983	15546	14633	30	19644	15140	16867	81860
1479	9970	15024	14633	30	19644	15139	16254	80724
1480	9971	8247	10923	30	10334	15139	9237	53910
1485	9976	3866	11389	30	1490	15139	5813	37727
1486	9977	15547	6005	30	19644	15139	11194	67559
1487	9978	15547	14633	30	17298	15139	16867	79514
1489	9952	15547	14632	30	19644	15139	16867	81859
1494	9957	15547	14633	30	19644	15140	16867	81861
1510	9946	15547	14633	30	19644	15139	16867	81860
4134	14966	15546	14632	30	19644	15139	16867	81858
4135	34539	1493	3947	30	560	14516	2222	22768
4534	34537	2801	3231	30	2476	15139	947	24624
Total	321826	500000	500000	1140	500000	500000	500000	2501140

Table 3: Number of experiments for each combination of dataset and algorithm.

4 Access to the results

The results of the benchmark can be accessed in different ways:

The easiest way to access them is to go to the figshare repository [Kühn et al., 2018] and to download the .csv files. For each algorithm there is a csv file that contains a row for each algorithm run with the columns Data_id, the hyperparameter settings, the performance measures (auc, accuracy and brier score), the runtime, the scimark reference runtime and some characteristics of the dataset such as the number of features or the number of observations.
Alternatively the code for the extraction of the data from the nightly database snapshot of OpenML can be found here: https://github.com/ja-thomas/OMLbots/blob/master/snapshot_database/database_extraction.R. With this script all results that were created by the random bot (OpenML-ID 2702) are downloaded and the final dataset is created. (Warning: As the OpenML database is updated daily, changes can occur.)

5 Discussion and potential usage of the results

The presented data can be used to study the effect and influence of hyperparameter setting on performance in various ways. Possible applications are:

Obtaining defaults for ML algorithm that work well across many datasets [Probst et al., 2018];
Measuring the importance of hyperparameters, to investigate which should be tuned [see van Rijn and Hutter, 2017, Probst et al., 2018];
Obtaining ranges or priors of tuning parameters to focus on important regions of the search space [see van Rijn and Hutter, 2017, Probst et al., 2018];
Meta-Learning;
Investigating, debugging and improving the robustness of algorithms.

Possible weaknesses of the approach, which we would like to address in the future, are:

For each ML algorithm, a set of considered hyperparameters and their initial ranges has to be provided. It would be much more convenient if the bot could handle the set of all technical hyperparameters, with infinite ranges.
Smarter, sequential sampling might be required to scale to high-dimensional hyperparameter spaces. But note that we not only care about optimal configurations but much rather would like to learn as much as possible about the considered parameter space, including areas of bad performance. So simply switching to Bayesian optimization or related search techniques might not be appropriate.

References

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Automatic Exploration of Machine Learning Experiments on OpenML

Hyperparameter Importance Across Datasets

MementoML: Performance of selected machine learning algorithm configurations on OpenML100 datasets

Weighted Sampling for Combined Model Selection and Hyperparameter Tuning

Accounting for Variance in Machine Learning Benchmarks

Hyperparameter Importance for Machine Learning Algorithms

Automatic Gradient Boosting

Consolidated learning – a domain-specific model-free optimization strategy with examples for XGBoost and MIMIC-IV

1 Introduction

2 Considered ML data sets, algorithms and hyperparameters

3 Random Experimentation Bot

4 Access to the results

5 Discussion and potential usage of the results

References

References

Automatic Exploration of Machine Learning Experiments on OpenML

Related Research

Hyperparameter Importance Across Datasets

MementoML: Performance of selected machine learning algorithm configurations on OpenML100 datasets

Weighted Sampling for Combined Model Selection and Hyperparameter Tuning

Accounting for Variance in Machine Learning Benchmarks

Hyperparameter Importance for Machine Learning Algorithms

Automatic Gradient Boosting

Consolidated learning – a domain-specific model-free optimization strategy with examples for XGBoost and MIMIC-IV

1 Introduction

2 Considered ML data sets, algorithms and hyperparameters

3 Random Experimentation Bot

4 Access to the results

5 Discussion and potential usage of the results

References

References