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Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Machine Learning · Computer Science 2021-10-18 Hadi S. Jomaa , Jonas Falkner , Lars Schmidt-Thieme

Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield…

Machine Learning · Statistics 2020-02-14 Martin Binder , Julia Moosbauer , Janek Thomas , Bernd Bischl

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

In this paper, we describe the hyper-parameter search problem in the field of machine learning and present a heuristic approach in an attempt to tackle it. In most learning algorithms, a set of hyper-parameters must be determined before…

Machine Learning · Computer Science 2020-01-14 Wei Hao Khoong

HyperParameter Optimization (HPO) aims at finding the best HyperParameters (HPs) of learning models, such as neural networks, in the fastest and most efficient way possible. Most recent HPO algorithms try to optimize HPs regardless of the…

Machine Learning · Computer Science 2023-04-11 Antoine Scardigli , Paul Fournier , Matteo Vilucchio , David Naccache

Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…

Machine Learning · Statistics 2019-10-22 Michael Pearce , Matthias Poloczek , Juergen Branke

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…

Machine Learning · Computer Science 2020-03-13 Tong Yu , Hong Zhu

Training time budget and size of the dataset are among the factors affecting the performance of a Deep Neural Network (DNN). This paper shows that Neural Architecture Search (NAS), Hyper Parameters Optimization (HPO), and Data Augmentation…

Machine Learning · Computer Science 2023-01-24 Mahdi Zolnouri , Dounia Lakhmiri , Christophe Tribes , Eyyüb Sari , Sébastien Le Digabel

Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…

Artificial Intelligence · Computer Science 2021-11-23 Zhicheng He

Score-based algorithms that learn Bayesian Network (BN) structures provide solutions ranging from different levels of approximate learning to exact learning. Approximate solutions exist because exact learning is generally not applicable to…

Artificial Intelligence · Computer Science 2020-12-02 Zhigao Guo , Anthony C. Constantinou

When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a…

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…

Machine Learning · Computer Science 2019-02-05 Zhiyun Lu , Chao-Kai Chiang , Fei Sha

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

Training and Hyperparameter Optimization (HPO) of deep learning-based AI models are often compute resource intensive and calls for the use of large-scale distributed resources as well as scalable and resource efficient hyperparameter search…

Data Analysis, Statistics and Probability · Physics 2023-03-28 Eric Wulff , Maria Girone , David Southwick , Juan Pablo García Amboage , Eduard Cuba

Most learning algorithms require the practitioner to manually set the values of many hyperparameters before the learning process can begin. However, with modern algorithms, the evaluation of a given hyperparameter setting can take a…

Neural and Evolutionary Computing · Computer Science 2018-07-20 Tobias Hinz , Nicolás Navarro-Guerrero , Sven Magg , Stefan Wermter

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

The performance of deep neural networks (DNN) is very sensitive to the particular choice of hyper-parameters. To make it worse, the shape of the learning curve can be significantly affected when a technique like batchnorm is used. As a…

Machine Learning · Computer Science 2019-05-24 Hyunghun Cho , Yongjin Kim , Eunjung Lee , Daeyoung Choi , Yongjae Lee , Wonjong Rhee

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

This paper investigates how various randomization techniques impact Deep Neural Networks (DNNs). Randomization, like weight noise and dropout, aids in reducing overfitting and enhancing generalization, but their interactions are poorly…