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Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model…

Machine Learning · Computer Science 2023-11-27 Gabriele Maroni , Loris Cannelli , Dario Piga

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…

Machine Learning · Statistics 2015-04-03 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…

Machine Learning · Computer Science 2023-06-21 Ankur Sinha , Satender Gunwal , Shivam Kumar

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model.…

Machine Learning · Computer Science 2016-06-20 Jelena Luketina , Mathias Berglund , Klaus Greff , Tapani Raiko

Computational efficiency is an important consideration for deploying machine learning models for time series prediction in an online setting. Machine learning algorithms adjust model parameters automatically based on the data, but often…

Machine Learning · Computer Science 2018-11-05 Hongyuan Zhan , Gabriel Gomes , Xiaoye S. Li , Kamesh Madduri , Kesheng Wu

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Chemical Physics · Physics 2020-04-03 Annika Stuke , Patrick Rinke , Milica Todorović

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…

Machine Learning · Computer Science 2022-10-18 Kartik Chandra , Audrey Xie , Jonathan Ragan-Kelley , Erik Meijer

Hyperparameter selection in continual learning scenarios is a challenging and underexplored aspect, especially in practical non-stationary environments. Traditional approaches, such as grid searches with held-out validation data from all…

Machine Learning · Computer Science 2024-06-21 Rudy Semola , Julio Hurtado , Vincenzo Lomonaco , Davide Bacciu

In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…

Optimization and Control · Mathematics 2020-09-01 Alexander Tyurin

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information…

Machine Learning · Statistics 2018-05-30 J. N. van Rijn , F. Hutter

Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…

Machine Learning · Computer Science 2020-07-23 Ankur Sinha , Tanmay Khandait , Raja Mohanty

Learning processes are useful methodologies able to improve knowledge of real phenomena. These are often dependent on hyperparameters, variables set before the training process and regulating the learning procedure. Hyperparameters…

Optimization and Control · Mathematics 2023-11-10 Flavia Esposito , Laura Selicato , Caterina Sportelli

Evaluating the adversarial robustness of machine learning models using gradient-based attacks is challenging. In this work, we show that hyperparameter optimization can improve fast minimum-norm attacks by automating the selection of the…

Machine Learning · Computer Science 2023-10-13 Giuseppe Floris , Raffaele Mura , Luca Scionis , Giorgio Piras , Maura Pintor , Ambra Demontis , Battista Biggio
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