English
Related papers

Related papers: Cross-Entropy Optimization for Hyperparameter Opti…

200 papers

In spite of the accomplishments of deep learning based algorithms in numerous applications and very broad corresponding research interest, at the moment there is still no rigorous understanding of the reasons why such algorithms produce…

Statistics Theory · Mathematics 2020-03-04 Arnulf Jentzen , Timo Welti

A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…

Artificial Intelligence · Computer Science 2017-05-25 Gonzalo Diaz , Achille Fokoue , Giacomo Nannicini , Horst Samulowitz

In this paper, we propose a novel offloading learning approach to compromise energy consumption and latency in multi-tier network with mobile edge computing. In order to solve this integer programming problem, instead of using conventional…

Information Theory · Computer Science 2019-12-10 Shuhan Zhu , Wei Xu , Lisheng Fan , Kezhi Wang , George K. Karagiannidis

Choosing the optimizer is considered to be among the most crucial design decisions in deep learning, and it is not an easy one. The growing literature now lists hundreds of optimization methods. In the absence of clear theoretical guidance…

Machine Learning · Computer Science 2021-08-12 Robin M. Schmidt , Frank Schneider , Philipp Hennig

The policy gradient method enjoys the simplicity of the objective where the agent optimizes the cumulative reward directly. Moreover, in the continuous action domain, parameterized distribution of action distribution allows easy control of…

Machine Learning · Computer Science 2022-12-16 Md Masudur Rahman , Yexiang Xue

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

The cross entropy loss is widely used due to its effectiveness and solid theoretical grounding. However, as training progresses, the loss tends to focus on hard to classify samples, which may prevent the network from obtaining gains in…

Machine Learning · Computer Science 2021-09-14 Barak Battash , Lior Wolf , Tamir Hazan

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

Hyperparameter optimization is an important subfield of machine learning that focuses on tuning the hyperparameters of a chosen algorithm to achieve peak performance. Recently, there has been a stream of methods that tackle the issue of…

Machine Learning · Computer Science 2023-10-26 Arlind Kadra , Maciej Janowski , Martin Wistuba , Josif Grabocka

Training deep neural networks is a very demanding task, especially challenging is how to adapt architectures to improve the performance of trained models. We can find that sometimes, shallow networks generalize better than deep networks,…

Machine Learning · Computer Science 2022-08-03 David Peer , Bart Keulen , Sebastian Stabinger , Justus Piater , Antonio Rodríguez-Sánchez

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

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

In order to improve reproducibility, deep reinforcement learning (RL) has been adopting better scientific practices such as standardized evaluation metrics and reporting. However, the process of hyperparameter optimization still varies…

Machine Learning · Computer Science 2023-06-05 Theresa Eimer , Marius Lindauer , Roberta Raileanu

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

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

Conventional wisdom in deep learning states that increasing depth improves expressiveness but complicates optimization. This paper suggests that, sometimes, increasing depth can speed up optimization. The effect of depth on optimization is…

Machine Learning · Computer Science 2018-06-12 Sanjeev Arora , Nadav Cohen , Elad Hazan