AML4S: An AutoML Pipeline for Data Streams

The data landscape has changed, as more and more information is produced in the form of continuous data streams instead of stationary datasets. In this context, several online machine learning techniques have been proposed with the aim of automatically adapting to changes in data distributions, known as drifts. Though effective in certain scenarios, contemporary techniques do not generalize well to different types of data, while they also require manual parameter tuning, thus significantly hindering their applicability. Moreover, current methods do not thoroughly address drifts, as they mostly focus on concept drifts (distribution shifts on the target variable) and not on data drifts (changes in feature distributions). To confront these challenges, in this paper, we propose an AutoML Pipeline for Streams (AML4S), which automates the choice of preprocessing techniques, the choice of machine learning models, and the tuning of hyperparameters. Our pipeline further includes a drift detection mechanism that identifies different types of drifts, therefore continuously adapting the underlying models. We assess our pipeline on several real and synthetic data streams, including a data stream that we crafted to focus on data drifts. Our results indicate that AML4S produces robust pipelines and outperforms existing online learning or AutoML algorithms.