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Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…
An approach to evolutionary ensemble learning for classification is proposed in which boosting is used to construct a stack of programs. Each application of boosting identifies a single champion and a residual dataset, i.e. the training…
Many state-of-the-art automated machine learning (AutoML) systems use greedy ensemble selection (GES) by Caruana et al. (2004) to ensemble models found during model selection post hoc. Thereby, boosting predictive performance and likely…
Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…
Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…
A forecasting ensemble consisting of a diverse range of estimators for both local and global univariate forecasting, in particular MQ-CNN,DeepAR, Prophet, NPTS, ARIMA and ETS, can be used to make forecasts for a variety of problems. This…
There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…
Leveraging planning during learning and decision-making is central to the long-term development of intelligent agents. Recent works have successfully combined tree-based search methods and self-play learning mechanisms to this end. However,…
Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…
Finding optimal configurations for Stream Processing Systems (SPS) is a challenging problem due to the large number of parameters that can influence their performance and the lack of analytical models to anticipate the effect of a change.…
Modern learning models are characterized by large hyperparameter spaces and long training times. These properties, coupled with the rise of parallel computing and the growing demand to productionize machine learning workloads, motivate the…
The Hessian spectrum of trained deep networks exhibits a characteristic structure: a continuous bulk of near-zero eigenvalues and a small number of large outlier eigenvalues (spikes), confirming the relevance of Random Matrix Theory in deep…
Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual…
This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…
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.…
It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…
There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…
In this paper, we study the conditional stochastic optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, causal inference, etc. The sample-averaged gradient…
Ensemble clustering integrates a set of base clustering results to generate a stronger one. Existing methods usually rely on a co-association (CA) matrix that measures how many times two samples are grouped into the same cluster according…
Automatic prompt optimization (APO) hinges on the quality of its evaluation signal, yet scoring every prompt candidate on the full training set is prohibitively expensive. Existing methods either fix a single evaluation subset before…