Angel-AutoML is a new module of Angel. It provides the following new features.
- Automatic hyper-parameter tuning
- Configurations for discrete and continuous hyper-parameters.
- Tuning mode: Random Search, Grid Search, and Bayesian Optimization.
- Surrogate function: Gaussian process and random forest.
- Acquisition function: Probability of Improvement (PI), Expected Improvement (EI) and Upper Confidence Bound (UCB).
- Feature selection operators
- Statistic-based operator. VarianceSelector and FtestSelector.
- Model-based operators. LassoSelector and RandomForestSelector.
- Automatic Feature Synthesis
- Cartesian product operator, feature re-index operator.
- An automatic feature synthesis pipeline.