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Benchmark reports logloss, but benchmark does not tell AutoML systems to optimize for logloss #3

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ledell opened this issue Oct 5, 2020 · 2 comments

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@ledell
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ledell commented Oct 5, 2020

I noticed that you're reporting logloss as the metric to evaluate systems, but you're not passing this information to any of the AutoML systems. Both auto-sklearn and H2O AutoML (maybe MLJar too?) have the ability to optimize and choose a leader model based on the metric which you want to evaluate, so this should be explicitly specified in a benchmark.

  • H2O AutoML has two parameters that should be set when evaluating on a non-default metric. Those are stopping_metric and sort_metric and should both be set to "logloss". More info here. By default on binary classification problems, H2O is optimized for AUC, unless you change it to logloss.
  • Auto-sklearn also has a metric argument which should be used and set to "logloss". More info here.
@pplonski
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pplonski commented Oct 6, 2020

You are right. There is no metric passed. I don't remember why it wasn't set.

Anyway, I've moved MLJAR AutoML engine into open-source https://github.com/mljar/mljar-supervised (docs: https://supervised.mljar.com) and added it to openml/automlbenchmark (although I need to update the mljar-supervised version there, after adding golden features and features selection as new steps).

@ledell
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ledell commented Oct 6, 2020

@pplonski I've seen the new MLJar supervised; cool to see it open sourced! I saw it's been added to the openml/benchmark too, thanks!

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