Neural Architecture and Hyperparameter Selection Through Meta-Learning on Time Series
Proceedings of the AAAI Conference on Artificial Intelligence, vol. 40, pp. 24405–24413
Abstract
Active research in time series classification and forecasting has led to the development of a wide range of machine learning models. For practitioners, the selection of a suitable model among these, along with their hyperparameters, remains a challenging task. While automated machine learning offers approaches for automatic selection of models for a given task, the practical efficacy of these methods is often limited, due to the computational complexity of searching over a large design space and the high dimensionality of time series datasets that poses additional challenges on generalisation quality. To fill this gap, we propose a meta-learning framework that transfers past knowledge from previous searches to recommend an architecture and its hyperparameters; specifically, this framework utilises a joint representation of deep neural architectures and time series datasets, and predicts the performance of neural architectures along with their hyperparameters on time series datasets. Our computational experiments reveal that the configurations proposed by our meta-learned surrogate achieve a performance gain of up to 34% on 4 out of the 8 forecasting datasets we considered and up to 60% on 36 out of 73 of our classification datasets, whilst reducing the computational cost to 10% of that required by the hyperparameter optimisation method HEBO to tune the architectures, showcasing the effectiveness of meta-learning in the time series domain.
Authors 6
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Affiliation as printed
Chair for Artificial Intelligence Methodology (AIM), RWTH Aachen University, Aachen, Germany Volkswagen AG, Wolfsburg, Germany
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Affiliation as printed
Volkswagen AG, Wolfsburg, Germany
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Leiden University · RWTH Aachen University
Affiliation as printed
Chair for Artificial Intelligence Methodology (AIM), RWTH Aachen University, Aachen, Germany Leiden Institute of Advanced Computer Science (LIACS), Leiden University, Leiden, The Netherlands
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Affiliation as printed
Chair for Artificial Intelligence Methodology (AIM), RWTH Aachen University, Aachen, Germany
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Affiliation as printed
Leiden Institute of Advanced Computer Science (LIACS), Leiden University, Leiden, The Netherlands
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Leiden University · University of British Columbia · RWTH Aachen University
Affiliation as printed
Chair for Artificial Intelligence Methodology (AIM), RWTH Aachen University, Aachen, Germany Leiden Institute of Advanced Computer Science (LIACS), Leiden University, Leiden, The Netherlands University of British Columbia, Vancouver, Canada
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