Getting Started with AutoML Using MATLAB®

Why AutoML? Approaches to Automating Model Building

Automated machine learning (AutoML) lets you

automate difficult and iterative steps in the model
building workflow without requiring machine Select best model with
learning expertise. optimized hyperparameters
What limits adoption of machine learning: using Bayesian optimization
• High cost of required expertise
• Incremental iterative workflow
• Manual optimization not feasible for lots of
models
Benefits of AutoML
• Engineers and domain experts with little to no
expertise can build good models.
• Machine learning experts save time.
• Applications that require lots of optimized
Generate features from Select features with
models can be realized.
signals/images with feature ranking
wavelet scattering

1. Feature Extraction 2. Feature Selection 3. Model Selection

Neighborhood Component Analysis Identify best model in one step:

Wavelets
decompose Identify small subset of features with For classification: fitcauto(data,
complex high predictive power. labels, 'Options', ...)
signals. fscnca(data, labels, 'Lambda'); For regression: fitrauto
find(mdl.FeatureWeights > 0.2)
Options
Wavelet Scattering
• Limit optimization iterations:
MaxObjectiveEvaluations
• Activate parallel execution:
UseParallel
• Save model after each iteration:
sf = waveletScattering (SignalLength); SaveIntermediateResults
Loop over signal • Limit which models and hyperpa-
waveletFeature = featureMatrix(sf,signal)
rameters to consider: Learners /
Append waveletFeature to feature table
OptimizeHyperparameters
Add labels
Also available: • Display errors: ShowPlots
end

• Max Relevance Min Redundancy Notes:

Note:
• ReliefF • Not guaranteed to find best model
Works well for signal and image data • Stepwise selection
• Good results after 50–150 iterations

Learn more: mathworks.com/discovery/automl.html

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