10. Distributed machine learning on Azure

In the previous chapter, we learned about hyperparameter tuning, through search and optimization using HyperDrive as well as Azure Automated Machine Learning, as a special case of hyperparameter optimization, involving feature engineering, model selection, and model stacking. Automated machine learning is machine learning as a service (MLaaS) where the only input is your data, a ML task, and an error metric. It's hard to imagine running all the experiments and parameter combinations for Azure Automated Machine Learning on a single machine or a single CPU/GPU—we are looking into ways to speed up the training process through parallelization and distributed computing.

In this chapter, we will take ...

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