Wrapped Progressive Sampling Search for Optimizing Learning Algorithm Parameters

We present a heuristic meta-learning search method for finding a set of optimized algorithmic parameters for a range of machine learning algorithms. The method, wrapped progressive sampling, is a combination of classifier wrapping and progressive sampling of training data. A series of experiments on UCI benchmark data sets with nominal features, and five machine learning algorithms to which simple wrapping and wrapped progressive sampling is applied, yields results that show little improvement for the algorithm which offers few parameter variations, but marked improvements for the algorithms offering many possible testable parameter combinations, yielding up to 32.2% error reduction with the winnow learning algorithm.