Parameter Sensitivity Analysis for the Progressive Sampling-Based Bayesian Optimization Method for Automated Machine Learning Model Selection.

As a key component of automating the entire process of applying machine learning to solve real-world problems, automated machine learning model selection is in great need. Many automated methods have been proposed for machine learning model selection, but their inefficiency poses a major problem for handling large data sets. To expedite automated machine learning model selection and lower its resource requirements, we developed a progressive sampling-based Bayesian optimization (PSBO) method to efficiently automate the selection of machine learning algorithms and hyper-parameter values. Our PSBO method showed good performance in our previous tests and has 20 parameters. Each parameter has its own default value and impacts our PSBO method's performance. It is unclear for each of these parameters, how much room for improvement there is over its default value, how sensitive our PSBO method's performance is to it, and what its safe range is. In this paper, we perform a sensitivity analysis of these 20 parameters to answer these questions. Our results show that these parameters' default values work well. There is not much room for improvement over them. Also, each of these parameters has a reasonably large safe range, within which our PSBO method's performance is insensitive to parameter value changes.