What if you want to implement an automated machine learning pipeline of your very own, or automate particular aspects of a machine learning pipeline? Rest assured that there is no need to reinvent any wheels.
I've written a bit about automated machine learning in the past. I won't recap any of the introductory material what I have already covered, but if interested in running down the main points, as well as a foray into the practical, feel free to peruse these articles before moving on.
In my view, the practice of machine learning comes down to 2 main overarching tasks, and as such in a restrained practical definition we can consider the core of automated machine learning to be:
automated feature engineering and/or selection
automated hyperparameter tuning and architecture search
Semantically, the training of a machine learning model, while the result of these automated steps, is incidental to the automated machine learning process, while automated steps such as model evaluation and model selection are ancillary to the core. See Figure 1.
This is all well and good, theoretically speaking. But what if you want to implement an automated machine learning pipeline of your very own, or automate particular aspects of a machine learning pipeline with respect to the 2 overarching tasks outlined above?
Rest assured that there is no need to reinvent any wheels; automated machine learning as a discipline, may not yet be fully formed, but neither is it totally undeveloped at this point. See below for a sampling of open source tools which can help with fleshing out an automated machine learning pipeline of your very own.
Keep in mind that it is the first set below (hyperparameter tuning & architecture search) which are generally considered to be "automated machine learning tools" in a broad sense. However, note that the hyperparameter tuning & architecture search tools can and often do also perform some type of feature selection. There is a strong set of tools which provide only automated feature engineering and/or selection (caution that your definition of automated may not jive in one of those particular cases), and so a sampling of those tools are also presented.
Auto-Keras is an open source software library for automated machine learning (AutoML). It is developed by DATA Lab at Texas A&M University and community contributors. The ultimate goal of AutoML is to provide easily accessible deep learning tools to domain experts with limited data science or machine learning background. Auto-Keras provides functions to automatically search for architecture and hyperparameters of deep learning models.
auto-sklearn is an automated machine learning toolkit and a drop-in replacement for a scikit-learn estimator. auto-sklearn frees a machine learning user from algorithm selection and hyperparameter tuning. It leverages recent advantages in Bayesian optimization, meta-learning and ensemble construction. Learn more about the technology behind auto-sklearn by reading our paper published at NIPS 2015.
A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming. Consider TPOT your Data Science Assistant. TPOT is a Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming. TPOT will automate the most tedious part of machine learning by intelligently exploring thousands of possible pipelines to find the best one for your data.
Featuretools is a python library for automated feature engineering. Featuretools works alongside tools you already use to build machine learning pipelines. You can load in pandas dataframes and automatically create meaningful features in a fraction of the time it would take to do manually.
A library of extension and helper modules for Python's data analysis and machine learning libraries.
So, how do we perform step forward feature selection in Python? Sebastian Raschka's mlxtend library includes an implementation (Sequential Feature Selector), and so we will use it to demonstrate. It goes without saying that you should have mlxtend installed before moving forward (check the Github repo).
Note that this is but a sampling of available Python automated machine learning tools available. Beyond the open source tools listed herein (and beyond the Python ecosystem), there are a number of proprietary and hosted options available for use as well, which may require their own investigative article in the near future.