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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…

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes.…

Machine Learning · Computer Science 2021-07-20 Eva Bartz , Martin Zaefferer , Olaf Mersmann , Thomas Bartz-Beielstein

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

Machine Learning · Computer Science 2018-06-20 Lisha Li , Kevin Jamieson , Giulia DeSalvo , Afshin Rostamizadeh , Ameet Talwalkar

Machine learning is a powerful method for modeling in different fields such as education. Its capability to accurately predict students' success makes it an ideal tool for decision-making tasks related to higher education. The accuracy of…

Machine Learning · Computer Science 2021-05-03 Leila Zahedi , Farid Ghareh Mohammadi , Shabnam Rezapour , Matthew W. Ohland , M. Hadi Amini

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

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…

This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and…

Machine Learning · Computer Science 2023-05-29 Piotr Florek , Adam Zagdański

Deep neural networks have seen great success in recent years; however, training a deep model is often challenging as its performance heavily depends on the hyper-parameters used. In addition, finding the optimal hyper-parameter…

When applying Machine Learning techniques to problems, one must select model parameters to ensure that the system converges but also does not become stuck at the objective function's local minimum. Tuning these parameters becomes a…

Machine Learning · Statistics 2017-11-16 Lawrence Stewart , Mark Stalzer

This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter optimizations are simultaneously considered during model…

Machine Learning · Statistics 2019-01-25 Yan Wang , Xuelei Sherry Ni

Hyper-parameters (HPs) are an important part of machine learning (ML) model development and can greatly influence performance. This paper studies their behavior for three algorithms: Extreme Gradient Boosting (XGB), Random Forest (RF), and…

Machine Learning · Computer Science 2022-11-17 Anwesha Bhattacharyya , Joel Vaughan , Vijayan N. Nair

We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…

Machine Learning · Statistics 2020-02-04 Duzhe Wang , Haoda Fu , Po-Ling Loh

Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…

Machine Learning · Computer Science 2018-07-06 Stefan Falkner , Aaron Klein , Frank Hutter

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

We run an independent comparison of all hyperparameter optimization (hyperopt) engines available in the Ray Tune library. We introduce two ways to normalize and aggregate statistics across data sets and models, one rank-based, and another…

Machine Learning · Computer Science 2023-11-28 Balazs Kegl

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

In this short paper we investigate whether meta-learning techniques can be used to more effectively tune the hyperparameters of machine learning models using successive halving (SH). We propose a novel variant of the SH algorithm (MeSH),…

Machine Learning · Computer Science 2019-11-22 Johanna Sommer , Dimitrios Sarigiannis , Thomas Parnell
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