Abstract: Methods and systems for automating supervised learning tasks are provided. Feature generation in a feature space having a plurality of features using at least one predefined process for a plurality of data types is performed. A minimum set of relevant features are identified. The feature space is decreased using at least one filtering approach and the minimum set of relevant features. A Bayesian combinatorial optimization heuristic is devised to jointly identify a feature subset and a hyperparameter setting for a given query, a machine learning algorithm, and a dataset.