MLFriend: Interactive Prediction Task Recommendation for Event-Driven Time-Series Data

TL;DR

MLFriend is an interactive system that automatically generates and recommends useful prediction tasks for event-driven time-series data, reducing reliance on human experts for task definition.

Contribution

The paper introduces MLFriend, a novel system that generates all possible prediction tasks and interactively recommends the most relevant ones to data scientists.

Findings

Generated 2885 prediction tasks across three datasets.

Experts found 722 tasks useful out of all generated.

System can identify top preferred tasks within a batch of 100.

Abstract

Most automation in machine learning focuses on model selection and hyper parameter tuning, and many overlook the challenge of automatically defining predictive tasks. We still heavily rely on human experts to define prediction tasks, and generate labels by aggregating raw data. In this paper, we tackle the challenge of defining useful prediction problems on event-driven time-series data. We introduce MLFriend to address this challenge. MLFriend first generates all possible prediction tasks under a predefined space, then interacts with a data scientist to learn the context of the data and recommend good prediction tasks from all the tasks in the space. We evaluate our system on three different datasets and generate a total of 2885 prediction tasks and solve them. Out of these 722 were deemed useful by expert data scientists. We also show that an automatic prediction task discovery system is able to identify top 10 tasks that a user may like within a batch of 100 tasks.