Related papers: Online Hyperparameter Search Interleaved with Prox…
For a large class of regularized models, leave-one-out cross-validation can be efficiently estimated with an approximate leave-one-out formula (ALO). We consider the problem of adjusting hyperparameters so as to optimize ALO. We derive…
The selection of hyper-parameters is critical in Deep Learning. Because of the long training time of complex models and the availability of compute resources in the cloud, "one-shot" optimization schemes - where the sets of hyper-parameters…
Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…
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…
Hyperparameter optimization (HPO) is an important step in machine learning (ML) model development, but common practices are archaic -- primarily relying on manual or grid searches. This is partly because adopting advanced HPO algorithms…
The increasing demand for democratizing machine learning algorithms calls for hyperparameter optimization (HPO) solutions at low cost. Many machine learning algorithms have hyperparameters which can cause a large variation in the training…
The performance of fine-tuning pre-trained language models largely depends on the hyperparameter configuration. In this paper, we investigate the performance of modern hyperparameter optimization methods (HPO) on fine-tuning pre-trained…
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…
Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…
The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…
Recently, new methods for model assessment, based on subsampling and posterior approximations, have been proposed for scaling leave-one-out cross-validation (LOO) to large datasets. Although these methods work well for estimating predictive…
Hyperparameter optimization (HPO) is critical for enhancing the performance of machine learning models, yet it often involves a computationally intensive search across a large parameter space. Traditional approaches such as Grid Search and…
Machine learning has achieved remarkable success over the past couple of decades, often attributed to a combination of algorithmic innovations and the availability of high-quality data available at scale. However, a third critical component…
In order to find hyperparameters for a machine learning model, algorithms such as grid search or random search are used over the space of possible values of the models hyperparameters. These search algorithms opt the solution that minimizes…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…
The performance of policy gradient methods is sensitive to hyperparameter settings that must be tuned for any new application. Widely used grid search methods for tuning hyperparameters are sample inefficient and computationally expensive.…
I develop an algorithm to produce the piecewise quadratic that computes leave-one-out cross-validation for the lasso as a function of its hyperparameter. The algorithm can be used to find exact hyperparameters that optimize leave-one-out…
Hyperparameter optimization (HPO) is a necessary step to ensure the best possible performance of Machine Learning (ML) algorithms. Several methods have been developed to perform HPO; most of these are focused on optimizing one performance…
At the forefront of state-of-the-art human alignment methods are preference optimization methods (*PO). Prior research has often concentrated on identifying the best-performing method, typically involving a grid search over hyperparameters,…
Hyperparameter tuning is the main challenge of machine learning (ML) algorithms. Grid search is a popular method in hyperparameter tuning of simple ML algorithms; however, high computational complexity in complex ML algorithms such as Deep…