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Due to the high computational demands executing a rigorous comparison between hyperparameter optimization (HPO) methods is often cumbersome. The goal of this paper is to facilitate a better empirical evaluation of HPO methods by providing…

Machine Learning · Computer Science 2019-05-14 Aaron Klein , Frank Hutter

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…

Machine Learning · Computer Science 2021-01-20 Martin Wistuba , Josif Grabocka

Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem.…

Machine Learning · Computer Science 2021-06-18 Zebin Yang , Aijun Zhang

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

Traditional methods present a very restrictive range of applications, mainly limited by the features of the function to be optimized and of the constraint functions. In contrast, evolutionary algorithms present almost no restriction to the…

Neural and Evolutionary Computing · Computer Science 2021-01-26 Mauro S. Innocente , Johann Sienz

Metaheuristic algorithms are becoming an important part of modern optimization. A wide range of metaheuristic algorithms have emerged over the last two decades, and many metaheuristics such as particle swarm optimization are becoming…

Optimization and Control · Mathematics 2012-12-04 Xin-She Yang

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…

In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting models. In this study, we explore the potential of HPO in…

Computational Finance · Quantitative Finance 2020-01-29 Sang Il Lee

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

Machine Learning · Computer Science 2020-12-15 Yaru Li , Yulai Zhang

Metaheuristic algorithms such as particle swarm optimization, firefly algorithm and harmony search are now becoming powerful methods for solving many tough optimization problems. In this paper, we propose a new metaheuristic method, the Bat…

Optimization and Control · Mathematics 2010-07-29 Xin-She Yang

Particle swarm optimisation is a metaheuristic algorithm which finds reasonable solutions in a wide range of applied problems if suitable parameters are used. We study the properties of the algorithm in the framework of random dynamical…

Neural and Evolutionary Computing · Computer Science 2015-11-20 J. Michael Herrmann , Adam Erskine , Thomas Joyce

Solving an optimization task in any domain is a very challenging problem, especially when dealing with nonlinear problems and non-convex functions. Many meta-heuristic algorithms are very efficient when solving nonlinear functions. A…

Neural and Evolutionary Computing · Computer Science 2020-07-28 Mona Nasr , Omar Farouk , Ahmed Mohamedeen , Ali Elrafie , Marwan Bedeir , Ali Khaled

Modern machine learning models are often constructed taking into account multiple objectives, e.g., minimizing inference time while also maximizing accuracy. Multi-objective hyperparameter optimization (MHPO) algorithms return such…

Machine Learning · Computer Science 2024-02-29 Matthias Feurer , Katharina Eggensperger , Edward Bergman , Florian Pfisterer , Bernd Bischl , Frank Hutter

Particle Swarm Optimization (PSO) is a metaheuristic global optimization paradigm that has gained prominence in the last two decades due to its ease of application in unsupervised, complex multidimensional problems which cannot be solved…

Neural and Evolutionary Computing · Computer Science 2019-01-07 Saptarshi Sengupta , Sanchita Basak , Richard Alan Peters

Hyperparameter optimization (HPO) is important to leverage the full potential of machine learning (ML). In practice, users are often interested in multi-objective (MO) problems, i.e., optimizing potentially conflicting objectives, like…

Machine Learning · Computer Science 2024-01-12 Joseph Giovanelli , Alexander Tornede , Tanja Tornede , Marius Lindauer

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

Machine learning algorithms have made remarkable achievements in the field of artificial intelligence. However, most machine learning algorithms are sensitive to the hyper-parameters. Manually optimizing the hyper-parameters is a common…

Machine Learning · Computer Science 2020-03-05 Bozhou Chen , Kaixin Zhang , Longshen Ou , Chenmin Ba , Hongzhi Wang , Chunnan Wang

The article presents a study of the Particle Swarm optimization method for scheduling problem. To improve the method's performance a restriction of particles' velocity and an evolutionary meta-optimization were realized. The approach…

Neural and Evolutionary Computing · Computer Science 2020-06-22 Pavel Matrenin , Viktor Sekaev

We introduce the hyperparameter search problem in the field of machine learning and discuss its main challenges from an optimization perspective. Machine learning methods attempt to build models that capture some element of interest based…

Machine Learning · Computer Science 2015-04-07 Marc Claesen , Bart De Moor

While modern parallel computing systems offer high performance, utilizing these powerful computing resources to the highest possible extent demands advanced knowledge of various hardware architectures and parallel programming models.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-03 Suejb Memeti , Sabri Pllana , Alecio Binotto , Joanna Kolodziej , Ivona Brandic