Abstract
The AUTO algorithm is presented to incrementally build models and solve supervised learning problems. AUTO uses traditional derivative-free optimisation, like genetic algorithms, to search the problem space of arbitrary functions. With reinforcement learning, AUTO learns actions to guide its search process and gradually improve performance. A comparative analysis is presented exploring supervised learning performance and interpretability of AUTO models. Results indicate AUTO outperforms genetic programming and rivals multilayer perceptrons. AUTO automatically builds models to closely match datasets without the limited search space of traditional supervised learning. With enough time and computational resources, AUTO can generate any function.