So Just How Does Auger.AI Provide Such Fast Accurate AutoML?

Adam Blum
Adam Blum in @auger
Dec 14, 2018 · 3 min read

In our last post we pointed out that Auger outperforms the new Microsoft AutoML and other AutoML tools such as H2O and TPOT. Specifically we took the OpenML datasets that Microsoft used to compare their AutoML with other tools, time limited to one hour, and compared Auger’s predictive models (algorithms plus hyperparameters). Auger provided an average of 3.6% better accuracy than Microsoft’s AutoML (and Auger and Microsoft significantly outperformed both H20 and TPOT).

The big question we have received on this is “how is this possible to have such dramatically higher accuracy?”. There are several major reasons for this. Let’s discuss each of these.

Auger Chooses The Appropriate Optimizer Based on The Dataset

Most AutoML tools don’t even do an intelligent search but instead rely on grid search (or “random search” which is really just “random grid search”). Some AutoML products that do use the same optimizer (which chooses which algorithm and hyperparameters to train next) for each dataset they are presented with. By contrast, Auger uses several off the shelf optimization algorithms (such as Tree Parzen Estimators, Partical Swarm and Nelder Mead) and appropriately chooses which optimizer to use based on characteristics of the dataset. And for some datasets Auger uses its own optimizers, which are worth discussing separately.

Auger Uses Its Own Optimizers That Outperform Other Known Open Optimizers

Auger has several proprietary optimizers which outperform the more widely known open algorithms cited above on certain datasets. We will not delve deeply into those here. There are a couple of insights that we can share. First, most Bayesian optimization approaches (such as HyperOpt and HyperBand) rely purely on estimates of the accuracy of the trained algorithm. Auger recognizes that, since exploring the space of possible algorithms and hyperparameters is actually an infinite time problem, we need to define the problem as finding the best model within a bounded timeframe. Auger uses estimates of both accuracy and time to train to choose the model with best chance of the highest accuracy within the chosen time bound (and we have patents filed on this).

Don’t Just Ensemble Models, Ensemble Optimizers

Just like Auger combines leading complementary models into ensembles to get the highest accuracy, Auger in some circumstances combines approaches of optimizers to to find better suggested models faster. Auger’s proprietary optimizers combine well with more commonly known approaches. Much better than two similar known optimizers would (such as HyperOpt and HyperBand).

Auger Chooses Which Model To Begin With Based on The Dataset

Whether with off-the-shelf optimizers or Auger’s own optimizers, in order to accelerate the process of getting acceptable model accuracy as soon as possible Auger chooses an initial model (algorithm plus hyperparameters) based on looking at characteristics of the dataset compared with other datasets it has trained against in the past. As a hosted service we have quite a large collection to learn from. Note that we only use the metadata of such datasets (numbers of features, numbers of rows or events, distribution of the data in features) not the data itself. We refer to this approach as “warm start”. It’s one of the reasons why Auger so quickly begins to offer reasonably accurate trained models shortly after an experiment run begins.

But The Most Important Dataset Is Your Own

What were your experiences running Auger.AI on your own datasets. What is the accuracy you got with other AutoML? What did you get with Auger? How much time did you give for the time bound on the training process? Especially if you are one of the few counterexamples where Auger didn’t find a more accurate model faster, we want to hear from you.

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Adam Blum

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Adam Blum

CEO of Auger.AI — Technical co-founder of startups, father of kids, writer of books, racer of ultramarathons. Building ML tools in four different decades…

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