AutoML: state of the art with a focus on anomaly detection, challenges, and research directions

The last decade has witnessed the explosion of machine learning research studies with the inception of several algorithms proposed and successfully adopted in different application domains. However, the performance of multiple machine learning algorithms is very sensitive to multiple ingredients (e.g., hyper-parameters tuning and data cleaning) where a significant human effort is required to achieve good results. Thus, building well-performing machine learning algorithms requires domain knowledge and highly specialized data scientists. Automated machine learning (autoML) aims to make easier and more accessible the use of machine learning algorithms for researchers with varying levels of expertise. Besides, research effort to date has mainly been devoted to autoML for supervised learning, and only a few research proposals have been provided for the unsupervised learning. In this paper, we present an overview of the autoML field with a particular emphasis on the automated methods and strategies that have been proposed for unsupervised anomaly detection.