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AutoModeling: Integrated Approach for Automated Model Generation by Ensemble Selection of Feature Subset and Classifier

Feature subset selection and identification of appropriate classification method plays an important role to optimize the predictive performance of supervised machine learning system. Current literature makes isolated attempts to optimize the feature selection and classifier identification. However, feature set has an intrinsic relationship with classification technique and together they form a ‘model’ for classification task. In this paper, we propose AutoModeling that finds optimal learning model and jointly optimize the feature and hypothesis space to maximize performance measure objective function. It is an automated framework of selecting the ensemble model {selected feature subset, selected classifier} from a given superset of features and classifiers learned from given training dataset in a computational efficient manner. We introduce novel relax-greedy search with our proposed patience function as a wrapper feature selection that maximizes the predictive performance and eliminates the classical nesting effect. We perform extensive experimentations on different types of publicly available datasets and AutoModeling demonstrates superior performance over relevant state-of-the-art methods, expert-driven manual methods and deep neural networks.