It is well known that different algorithms perform differently well on an instance of an algorithmic problem, motivating algorithm selection (AS): Given an instance of an algorithmic problem, which is the most suitable algorithm to solve it? As such, the AS problem has received considerable attention resulting in various approaches - many of which either solve a regression or ranking problem under the hood. Although both of these formulations yield very natural ways to tackle AS, they have considerable weaknesses. On the one hand, correctly predicting the performance of an algorithm on an instance is a sufficient, but not a necessary condition to produce a correct ranking over algorithms and in particular ranking the best algorithm first. On the other hand, classical ranking approaches often do not account for concrete performance values available in the training data, but only leverage rankings composed from such data. We propose HARRIS- Hybrid rAnking and RegRessIon foreSts - a new algorithm selector leveraging special forests, combining the strengths of both approaches while alleviating their weaknesses. HARRIS' decisions are based on a forest model, whose trees are created based on splits optimized on a hybrid ranking and regression loss function. As our preliminary experimental study on ASLib shows, HARRIS improves over standard algorithm selection approaches on some scenarios showing that combining ranking and regression in trees is indeed promising for AS.

Algorithm selection (AS) deals with the automatic selection of an algorithm from a fixed set of candidate algorithms most suitable for a specific instance of an algorithmic problem class, where "suitability" often refers to an algorithm's runtime. Due to possibly extremely long runtimes of candidate algorithms, training data for algorithm selection models is usually generated under time constraints in the sense that not all algorithms are run to completion on all instances. Thus, training data usually comprises censored information, as the true runtime of algorithms timed out remains unknown. However, many standard AS approaches are not able to handle such information in a proper way. On the other side, survival analysis (SA) naturally supports censored data and offers appropriate ways to use such data for learning distributional models of algorithm runtime, as we demonstrate in this work. We leverage such models as a basis of a sophisticated decision-theoretic approach to algorithm selection, which we dub Run2Survive. Moreover, taking advantage of a framework of this kind, we advocate a risk-averse approach to algorithm selection, in which the avoidance of a timeout is given high priority. In an extensive experimental study with the standard benchmark ASlib, our approach is shown to be highly competitive and in many cases even superior to state-of-the-art AS approaches.

In multi-label classification (MLC), each instance is associated with a set of class labels, in contrast to standard classification where an instance is assigned a single label. Binary relevance (BR) learning, which reduces a multi-label to a set of binary classification problems, one per label, is arguably the most straight-forward approach to MLC. In spite of its simplicity, BR proved to be competitive to more sophisticated MLC methods, and still achieves state-of-the-art performance for many loss functions. Somewhat surprisingly, the optimal choice of the base learner for tackling the binary classification problems has received very little attention so far. Taking advantage of the label independence assumption inherent to BR, we propose a label-wise base learner selection method optimizing label-wise macro averaged performance measures. In an extensive experimental evaluation, we find that or approach, called LiBRe, can significantly improve generalization performance.

Existing tools for automated machine learning, such as Auto-WEKA, TPOT, auto-sklearn, and more recently ML-Plan, have shown impressive results for the tasks of single-label classification and regression. Yet, there is only little work on other types of machine learning problems so far. In particular, there is almost no work on automating the engineering of machine learning solutions for multi-label classification (MLC). We show how the scope of ML-Plan, an AutoML-tool for multi-class classification, can be extended towards MLC using MEKA, which is a multi-label extension of the well-known Java library WEKA. The resulting approach recursively refines MEKA's multi-label classifiers, nesting other multi-label classifiers for meta algorithms and single-label classifiers provided by WEKA as base learners. In our evaluation, we find that the proposed approach yields strong results and performs significantly better than a set of baselines we compare with.