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Reinforcement Learning and Bayesian Optimization for Hierarchical Search Space Optimization and Longitudinal Decision

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Migration

Please visit our new repository https://github.com/compstat-lmu/paper_2019_ReinBO , this repository is no longer maintained.

ReinBo

This repository is only for reproducing the experimental results of the following paper, which is currently under review.

@article{xudong2019reinbo, title={ReinBo: Machine Learning pipeline search and configuration with Bayesian Optimization embedded Reinforcement Learning}, author={Xudong Sun and Jiali Lin and Bernd Bischl}, journal={arxiv preprint, https://arxiv.org/abs/1904.05381}, number={1904.05381}, year={2019} }

Currently, the codes which could reproduce the experiments in the paper lies in the directory "benchmark".

To run the experiment

  • install the required packages
  • learn how to use the R cran package batchtools for large scale benchmark study
  • in folder benchmark, execute main.R, then submit jobs according to "batchtools" API
  • There are in total 660 jobs.

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Reinforcement Learning and Bayesian Optimization for Hierarchical Search Space Optimization and Longitudinal Decision

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