Last week, ODSC hosted a talk by Dr. Francesca Lazzeri, Senior Machine Learning Scientist at Microsoft, on the capabilities of automated and interpretable machine learning software in Microsoft’s Azure. Notably, this talk is part of a series that covers a variety of data science topics. The talks are great networking opportunities; the room was packed with technical and non-technical individuals interested in machine learning. Additionally, there was pizza! You can find information on upcoming talks here. Â
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Dr. Lazzeri explained the role of automated machine learning tools available with Microsoft’s automated ML. While “automated machine learning” may sound like circular logic, the idea is fairly intuitive; Microsoft’s tool uses probabilistic machine learning models to guide decisions throughout the data mining process such that it reduces the necessary time and resources. Essentially, the automated component of the software allows machine learning “best practices” to be employed in a precise manner. The process involves loading the data, defining the goals of the model, and applying constraints. The software then engineers features, evaluates multiple iterations of modeling techniques that appear well suited to the task and ultimately the best model/features combination is selected. Automated ML is essentially a recommendation system, trained to apply the correct model to the correct task and then evaluate the performance. The point of the software, as Dr. Lazzeri put it, is not to completely automate the data scientist position, but to employ computing power to save time and resources, often providing a second opinion to manually conducted modeling efforts.Â
Automated ML in Azure has the capability to automatically preprocess and engineer features, selecting those that offer the best model performance. The data is normalized or scaled automatically to insure the best algorithm performance is realized. Additional functionality enables the software to impute missing values, apply encoding or add transformations.Â

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Dr. Lazzeri demonstrated how intelligent applications for machine learning can save time and resources, but to be clear the Azure services can be costly. There seems to be a balance between wielding open source tools like scikit-learn and Keras, and employing automated ML software. The decision to use Azure’s tools likely depends on the extent of financial resources available and the amount of modeling to be conducted.Â
If you found this topic interesting, stop by the next ODSC meetup talk on August 14th, titled “Understanding Machine Learning Results to Increase their Value & Avoid Pitfalls” by Dr. Linda M. Zeger of Auroral LLC.Â
