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The fields of machine learning and mathematical optimization increasingly intertwined. The special topic on supervised learning and convex optimization examines this interplay. The training part of most supervised learning algorithms can…

Machine Learning · Computer Science 2015-07-14 Nan Wang

Novel technologies in automated machine learning ease the complexity of algorithm selection and hyperparameter optimization. Hyperparameters are important for machine learning models as they significantly influence the performance of…

Machine Learning · Computer Science 2021-08-31 Mohamadjavad Bahmani , Radwa El Shawi , Nshan Potikyan , Sherif Sakr

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

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

Multi-fidelity (gray-box) hyperparameter optimization techniques (HPO) have recently emerged as a promising direction for tuning Deep Learning methods. However, existing methods suffer from a sub-optimal allocation of the HPO budget to the…

Machine Learning · Computer Science 2023-06-02 Martin Wistuba , Arlind Kadra , Josif Grabocka

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

Machine Learning · Statistics 2021-06-08 Michael O'Malley , Adam M. Sykulski , Rick Lumpkin , Alejandro Schuler

Hyperparameters play a critical role in the performances of many machine learning methods. Determining their best settings or Hyperparameter Optimization (HPO) faces difficulties presented by the large number of hyperparameters as well as…

Machine Learning · Statistics 2020-07-21 Yang Yang , Ke Deng , Michael Zhu

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

We introduce an improved version of Random Search (RS), used here for hyperparameter optimization of machine learning algorithms. Unlike the standard RS, which generates for each trial new values for all hyperparameters, we generate new…

Machine Learning · Computer Science 2020-04-06 Adrian-Catalin Florea , Razvan Andonie

For many machine learning models, a choice of hyperparameters is a crucial step towards achieving high performance. Prevalent meta-learning approaches focus on obtaining good hyperparameters configurations with a limited computational…

Machine Learning · Computer Science 2022-01-31 Katarzyna Woźnica , Mateusz Grzyb , Zuzanna Trafas , Przemysław Biecek

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

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 tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of…

Machine Learning · Computer Science 2019-06-28 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we…

Machine Learning · Statistics 2022-11-22 Fabian Pedregosa

Hyperparameter optimization (HPO) is concerned with the automated search for the most appropriate hyperparameter configuration (HPC) of a parameterized machine learning algorithm. A state-of-the-art HPO method is Hyperband, which, however,…

Machine Learning · Computer Science 2023-02-07 Jasmin Brandt , Marcel Wever , Dimitrios Iliadis , Viktor Bengs , Eyke Hüllermeier

In the pharmaceutical industry, where it is common to generate many QSAR models with large numbers of molecules and descriptors, the best QSAR methods are those that can generate the most accurate predictions but that are also insensitive…

Biomolecules · Quantitative Biology 2021-05-19 Robert P. Sheridan , Andy Liaw , Matthew Tudor

Statistical learning methods have been growing in popularity in recent years. Many of these procedures have parameters that must be tuned for models to perform well. Research has been extensive in neural networks, but not for many other…

Machine Learning · Statistics 2023-03-15 Jill F. Lundell

We introduce a means of automating machine learning (ML) for big data tasks, by performing scalable stochastic Bayesian optimisation of ML algorithm parameters and hyper-parameters. More often than not, the critical tuning of ML algorithm…

Machine Learning · Statistics 2014-07-31 Thomas Nickson , Michael A Osborne , Steven Reece , Stephen J Roberts

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas
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