Tuned Data Mining : (A Benchmark Study on Different Tuners)

The complex, often redundant and noisy data in real-world data mining (DM) applications frequently lead to inferior results when out-of-the-box DM models are applied. A tuning of parameters is essential to achieve high-quality results. In this work we aim at tuning parameters of the preprocessing and the modeling phase conjointly. The framework TDM (Tuned Data Mining) was developed to facilitate the search for good parameters and the comparison of different tuners. It is shown that tuning is of great importance for high-quality results. Surrogate-model based tuning utilizing the Sequential Parameter Optimization Toolbox (SPOT) is compared with other tuners (CMA-ES, BFGS, LHD) and evidence is found that SPOT is well suited for this task. In benchmark tasks like the Data Mining Cup (DMC) tuned models achieve remarkably better ranks than their untuned counterparts.