SPIO: Ensemble and Selective Strategies via LLM-Based Multi-Agent Planning in Automated Data Science

Abstract: LLMs have revolutionized automated data analytics and machine learning by enabling dynamic reasoning and adaptability. While recent approaches have advanced multi-stage pipelines through multi-agent systems, they typically rely on rigid, single-path workflows that limit the exploration and integration of diverse strategies, often resulting in suboptimal predictions. To address these challenges, we propose SPIO (Sequential Plan Integration and Optimization), a novel framework that leverages LLM-driven decision-making to orchestrate multi-agent planning across four key modules: data preprocessing, feature engineering, modeling, and hyperparameter tuning. In each module, dedicated planning agents independently generate candidate strategies that cascade into subsequent stages, fostering comprehensive exploration. A plan optimization agent refines these strategies by suggesting several optimized plans. We further introduce two variants: SPIO-S, which selects a single best solution path as determined by the LLM, and SPIO-E, which selects the top k candidate plans and ensembles them to maximize predictive performance. Extensive experiments on Kaggle and OpenML datasets demonstrate that SPIO significantly outperforms state-of-the-art methods, providing a robust and scalable solution for automated data science task.