default.greedy
construct_portfolio
def construct_portfolio(regret_matrix, meta_features, regret_bound)
The portfolio construction algorithm.
Reference: Mining Robust Default Configurations for Resource-constrained AutoML.
Arguments:
regret_matrix
- A dataframe of regret matrix.meta_features
- None or a dataframe of metafeatures matrix. When set to None, the algorithm uses greedy strategy. Otherwise, the algorithm uses greedy strategy with feedback from the nearest neighbor predictor.regret_bound
- A float of the regret bound.
Returns:
A list of configuration names.