Related papers: HPO: We won't get fooled again
The automated machine learning (AutoML) process can require searching through complex configuration spaces of not only machine learning (ML) components and their hyperparameters but also ways of composing them together, i.e. forming ML…
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 quality of an induced model by a learning algorithm is dependent on the quality of the training data and the hyper-parameters supplied to the learning algorithm. Prior work has shown that improving the quality of the training data…
This paper examines Echo State Network, a reservoir computer, performance using four different benchmark problems, then proposes heuristics or rules of thumb for configuring the architecture, as well as the selection of parameters and their…
Proximal policy optimization (PPO) is one of the most popular state-of-the-art on-policy algorithms that has become a standard baseline in modern reinforcement learning with applications in numerous fields. Though it delivers stable…
Selecting the right set of hyperparameters is crucial in time series forecasting. The classical temporal cross-validation framework for hyperparameter optimization (HPO) often leads to poor test performance because of a possible mismatch…
Hyperparameter optimization is an essential component in many data science pipelines and typically entails exhaustive time and resource-consuming computations in order to explore the combinatorial search space. Similar to this problem,…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
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…
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…
Tuning machine learning models at scale, especially finding the right hyperparameter values, can be difficult and time-consuming. In addition to the computational effort required, this process also requires some ancillary efforts including…
This paper presents a novel and lightweight hyperparameter optimization (HPO) method, MOdular FActorial Design (MOFA). MOFA pursues several rounds of HPO, where each round alternates between exploration of hyperparameter space by factorial…
Hyperparameter optimization (HPO) plays a central role in the performance of deep learning models, yet remains computationally expensive and difficult to interpret, particularly for time-series forecasting. While Bayesian Optimization (BO)…
Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or…
Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…
There is a consensus that focusing only on accuracy in searching for optimal machine learning models amplifies biases contained in the data, leading to unfair predictions and decision supports. Recently, multi-objective hyperparameter…
The task of hyper-parameter optimization (HPO) is burdened with heavy computational costs due to the intractability of optimizing both a model's weights and its hyper-parameters simultaneously. In this work, we introduce a new class of HPO…
Prediction deviations of different uncertainties have varying impacts on downstream decision-making. Improving the prediction accuracy of critical uncertainties with significant impacts on decision-making quality yields better optimization…
Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function…
To reach high performance with deep learning, hyperparameter optimization (HPO) is essential. This process is usually time-consuming due to costly evaluations of neural networks. Early discarding techniques limit the resources granted to…