AutoFe-Sel: A Meta-learning based methodology for Recommending Feature Subset Selection Algorithms

Automated machine learning, often referred to as "AutoML," is the process of automating the time-consuming and iterative procedures that are associated with the building of machine learning models. There have been significant contributions in this area across a number of different stages of accomplishing a data-mining task, including model selection, hyper parameter optimization, and preprocessing method selection. Among them, preprocessing method selection is a relatively new and fast growing research area. The current work is focused on the recommendation of preprocessing methods, i.e., feature subset selection (FSS) algorithms. One limitation in the existing studies regarding FSS algorithm recommendation is the use of a single learner for meta-modeling, which restricts its capabilities in the meta modeling. Moreover, the meta-modeling in the existing studies is typically based on a single group of data characterization measures (DCMs). Nonetheless, there are a number of complementary DCM groups, and their combination will allow them to leverage their diversity, resulting in improved meta-modeling. This study aims to address these limitations by proposing an architecture for preprocess method selection that uses ensemble learning for meta-modeling, namely AutoFE-Sel. To evaluate the proposed method, we performed an extensive experimental evaluation involving 8 FSS algorithms, 3 groups of DCMs, and 125 datasets. Results show that the proposed method achieves better performance compared to three baseline methods. The proposed architecture can also be easily extended to other preprocessing method selections, e.g., noise-filter selection and imbalance handling method selection.