Automated machine learning (AutoML) has achieved remarkable progress on various tasks, which is attributed to its minimal involvement of manual feature and model designs. However, most of existing AutoML pipelines only touch parts of the full machine learning pipeline, e.g., neural architecture search or optimizer selection. This leaves potentially important components such as data cleaning and model ensemble out of the optimization, and still results in considerable human involvement and suboptimal performance. The main challenges lie in the huge search space assembling all possibilities over all components, as well as the generalization ability over different tasks like image, text, and tabular etc. In this paper, we present a first-of-its-kind fully AutoML pipeline, to comprehensively automate data preprocessing, feature engineering, model generation/selection/training and ensemble for an arbitrary dataset and evaluation metric. Our innovation lies in the comprehensive scope of a learning pipeline, with a novel "life-long" knowledge anchor design to fundamentally accelerate the search over the full search space. Such knowledge anchors record detailed information of pipelines and integrates them with an evolutionary algorithm for joint optimization across components. Experiments demonstrate that the result pipeline achieves state-of-the-art performance on multiple datasets and modalities. Specifically, the proposed framework was extensively evaluated in the NeurIPS 2019 AutoDL challenge, and won the only champion with a significant gap against other approaches, on all the image, video, speech, text and tabular tracks.

Architectures obtained by Neural Architecture Search (NAS) have achieved highly competitive performance in various computer vision tasks. However, the prohibitive computation demand of forward-backward propagation in deep neural networks and searching algorithms makes it difficult to apply NAS in practice. In this paper, we propose a Multinomial Distribution Learning for extremely effective NAS, which considers the search space as a joint multinomial distribution, i.e., the operation between two nodes is sampled from this distribution, and the optimal network structure is obtained by the operations with the most likely probability in this distribution. Therefore, NAS can be transformed to a multinomial distribution learning problem, i.e., the distribution is optimized to have a high expectation of the performance. Besides, a hypothesis that the performance ranking is consistent in every training epoch is proposed and demonstrated to further accelerate the learning process. Experiments on CIFAR-10 and ImageNet demonstrate the effectiveness of our method. On CIFAR-10, the structure searched by our method achieves 2.55% test error, while being 6.0× (only 4 GPU hours on GTX1080Ti) faster compared with state-of-the-art NAS algorithms. On ImageNet, our model achieves 74% top1 accuracy under MobileNet settings (MobileNet V1/V2), while being 1.2× faster with measured GPU latency. Test code with pre-trained models are available at https: //github.com/tanglang96/MDENAS.