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When developing and analyzing new hyperparameter optimization methods, it is vital to empirically evaluate and compare them on well-curated benchmark suites. In this work, we propose a new set of challenging and relevant benchmark problems…

Machine Learning · Computer Science 2022-08-02 Florian Pfisterer , Lennart Schneider , Julia Moosbauer , Martin Binder , Bernd Bischl

Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

Machine Learning · Computer Science 2021-02-16 Yuping Luo , Huazhe Xu , Yuanzhi Li , Yuandong Tian , Trevor Darrell , Tengyu Ma

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

Machine Learning · Computer Science 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

Hyperparameters in machine learning (ML) have received a fair amount of attention, and hyperparameter tuning has come to be regarded as an important step in the ML pipeline. But just how useful is said tuning? While smaller-scale…

Machine Learning · Computer Science 2022-09-05 Moshe Sipper

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their…

Machine Learning · Computer Science 2023-05-08 David Salinas , Jacek Golebiowski , Aaron Klein , Matthias Seeger , Cedric Archambeau

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Since the deep learning model is highly dependent on hyperparameters, hyperparameter optimization is essential in developing deep learning model-based applications, even if it takes a long time. As service development using deep learning…

Computer Vision and Pattern Recognition · Computer Science 2022-05-19 Kangil Lee , Junho Yim

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem.…

Machine Learning · Computer Science 2021-06-18 Zebin Yang , Aijun Zhang

We introduce Hyperparameter Controller (HyperController), a computationally efficient algorithm for hyperparameter optimization during training of reinforcement learning neural networks. HyperController optimizes hyperparameters quickly…

Machine Learning · Computer Science 2025-04-29 Jonathan Gornet , Yiannis Kantaros , Bruno Sinopoli

In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Machine learning (ML) methods are used in most technical areas such as image recognition, product recommendation, financial analysis, medical diagnosis, and predictive maintenance. An important aspect of implementing ML methods involves…

Machine Learning · Computer Science 2023-06-21 Varun Ramamohan , Shobhit Singhal , Aditya Raj Gupta , Nomesh Bhojkumar Bolia

The selection of optimal design for power electronic converter parameters involves balancing efficiency and thermal constraints to ensure high performance without compromising safety. This paper introduces a probabilistic-learning-based…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Akash Mahajan , Shivam Chaturvedi , Srijita Das , Wencong Su , Van-Hai Bui

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

Machine Learning · Computer Science 2022-03-01 Tao Huang , Zekang Li , Hua Lu , Yong Shan , Shusheng Yang , Yang Feng , Fei Wang , Shan You , Chang Xu

We show, to our knowledge, the first theoretical treatments of two common questions in cross-validation based hyperparameter selection: (1) After selecting the best hyperparameter using a held-out set, we train the final model using {\em…

Machine Learning · Computer Science 2023-01-13 Parikshit Ram , Alexander G. Gray , Horst C. Samulowitz , Gregory Bramble

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

Hyperparameter optimization is an important subfield of machine learning that focuses on tuning the hyperparameters of a chosen algorithm to achieve peak performance. Recently, there has been a stream of methods that tackle the issue of…

Machine Learning · Computer Science 2023-10-26 Arlind Kadra , Maciej Janowski , Martin Wistuba , Josif Grabocka

Hyperparameter optimization (HPO) is a critical component of machine learning pipelines, significantly affecting model robustness, stability, and generalization. However, HPO is often a time-consuming and computationally intensive task.…

Machine Learning · Computer Science 2025-03-10 Ruinan Wang , Ian Nabney , Mohammad Golbabaee

Hyperparameter optimization (HPO) is a fundamental problem in automatic machine learning (AutoML). However, due to the expensive evaluation cost of models (e.g., training deep learning models or training models on large datasets), vanilla…

Machine Learning · Computer Science 2021-08-03 Yang Li , Yu Shen , Jiawei Jiang , Jinyang Gao , Ce Zhang , Bin Cui
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