A Novel Evolutionary Algorithm for Automated Machine Learning Focusing on Classifier Ensembles

Automated Machine Learning (Auto-ML) is an emerging area of ML which consists of automatically selecting the best ML algorithm and its best hyper-parameter settings for a given input dataset, by doing a search in a large space of candidate algorithms and settings. In this work we propose a new Evolutionary Algorithm (EA) for the Auto-ML task of automatically selecting the best ensemble of classifiers and their hyper-parameter settings for an input dataset. The proposed EA was compared against a version of the well-known Auto-WEKA method adapted to search in the same space of algorithms and hyper-parameter settings as the EA. In general, the EA obtained significantly smaller classification error rates than that Auto-WEKA version in experiments with 15 classification datasets.