Abstract:Feature Engineering (FE) is pivotal in automated machine learning (AutoML) but remains a bottleneck for traditional methods, which treat it as a black-box search, operating within rigid, predefined search spaces and lacking domain awareness. While Large Language Models (LLMs) offer a promising alternative by leveraging semantic reasoning to generate unbounded operators, existing methods fail to construct free-form FE pipelines, remaining confined to isolated subtasks such as feature generation. Most importantly, they are rarely optimized jointly with hyperparameter optimization (HPO) of the ML model, leading to greedy "FE-then-HPO" workflows that cannot capture strong FE-HPO interactions. In this paper, we present CoFEH, a collaborative framework that interleaves LLM-based FE and Bayesian HPO for robust end-to-end AutoML. CoFEH uses an LLM-driven FE optimizer powered by Tree of Thought (ToT) to explore flexible FE pipelines, a Bayesian optimization (BO) module to solve HPO, and a dynamic optimizer selector that realizes interleaved optimization by adaptively scheduling FE and HPO steps. Crucially, we introduce a mutual conditioning mechanism that shares context between LLM and BO, enabling mutually informed decisions. Experiments show that CoFEH not only outperforms traditional and LLM-based FE baselines, but also achieves superior end-to-end performance under joint optimization.
Abstract:The Combined Algorithm Selection and Hyperparameter Optimization (CASH) problem is fundamental in Automated Machine Learning (AutoML). Inspired by the success of ensemble learning, recent AutoML systems construct post-hoc ensembles for final predictions rather than relying on the best single model. However, while most CASH methods conduct extensive searches for the optimal single model, they typically employ fixed strategies during the ensemble phase that fail to adapt to specific task characteristics. To tackle this issue, we propose PSEO, a framework for post-hoc stacking ensemble optimization. First, we conduct base model selection through binary quadratic programming, with a trade-off between diversity and performance. Furthermore, we introduce two mechanisms to fully realize the potential of multi-layer stacking. Finally, PSEO builds a hyperparameter space and searches for the optimal post-hoc ensemble strategy within it. Empirical results on 80 public datasets show that \sys achieves the best average test rank (2.96) among 16 methods, including post-hoc designs in recent AutoML systems and state-of-the-art ensemble learning methods.