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Machine learning has achieved remarkable success over the past couple of decades, often attributed to a combination of algorithmic innovations and the availability of high-quality data available at scale. However, a third critical component…

Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

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…

Machine Learning · Computer Science 2020-12-24 Qingyun Wu , Chi Wang , Silu Huang

With the extensive applications of machine learning models, automatic hyperparameter optimization (HPO) has become increasingly important. Motivated by the tuning behaviors of human experts, it is intuitive to leverage auxiliary knowledge…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Wentao Zhang , Zhi Yang , Ce Zhang , Bin Cui

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

Reinforcement learning algorithms can show strong variation in performance between training runs with different random seeds. In this paper we explore how this affects hyperparameter optimization when the goal is to find hyperparameter…

Machine Learning · Computer Science 2020-07-31 Lars Hertel , Pierre Baldi , Daniel L. Gillen

Recent work on hyperparameters optimization (HPO) has shown the possibility of training certain hyperparameters together with regular parameters. However, these online HPO algorithms still require running evaluation on a set of validation…

Machine Learning · Computer Science 2021-01-19 Jingkang Wang , Mengye Ren , Ilija Bogunovic , Yuwen Xiong , Raquel Urtasun

Evaluating query predicates on data samples is the only way to estimate their selectivity in certain scenarios. Finding a guaranteed optimal query plan is not a reasonable optimization goal in those cases as it might require an infinite…

Databases · Computer Science 2015-11-06 Immanuel Trummer , Christoph Koch

A great deal of research has been conducted in the consideration of meta-heuristic optimisation methods that are able to find global optima in settings that gradient based optimisers have traditionally struggled. Of these, so-called…

Neural and Evolutionary Computing · Computer Science 2023-05-01 Max D. Champneys , Timothy J. Rogers

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

Most of the machine learning models have associated hyper-parameters along with their parameters. While the algorithm gives the solution for parameters, its utility for model performance is highly dependent on the choice of hyperparameters.…

Machine Learning · Computer Science 2022-01-19 Shashank Shekhar , Adesh Bansode , Asif Salim

Programmatic hyperparameter optimization (HPO) methods, such as Bayesian optimization and evolutionary algorithms, are highly sample-efficient in identifying optimal hyperparameter configurations for machine learning (ML) models. However,…

Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

Machine Learning · Computer Science 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger

We present two novel hyperparameter optimization strategies for optimization of deep learning models with a modular architecture constructed of multiple subnetworks. As complex networks with multiple subnetworks become more frequently…

Machine Learning · Computer Science 2022-02-25 Alex H. Treacher , Albert Montillo

Bayesian Optimization (BO) is a surrogate-assisted global optimization technique that has been successfully applied in various fields, e.g., automated machine learning and design optimization. Built upon a so-called infill-criterion and…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Elena Raponi , Hao Wang , Mariusz Bujny , Simonetta Boria , Carola Doerr

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

Hyperparameter optimization (HPO) is a key component of machine learning models for achieving peak predictive performance. While numerous methods and algorithms for HPO have been proposed over the last years, little progress has been made…

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

This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…

Machine Learning · Statistics 2018-11-26 Bin Liu , Yaochu Jin