相关论文: Hyperparameter Optimization of Constraint Programm…

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

This paper explores the application of bandit algorithms in both stochastic and adversarial settings, with a focus on theoretical analysis and practical applications. The study begins by introducing bandit problems, distinguishing between…

In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for…

Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter {\alpha}. In practice, these hyperparameters are…

Automated algorithm selection for continuous black-box optimization depends on representing problem information under limited probing and selecting solvers under heavy-tailed performance distributions. This paper proposes a geometric…

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Space-filling designs such as scrambled-Hammersley, Latin Hypercube Sampling and Jittered Sampling have been proposed for fully parallel hyperparameter search, and were shown to be more effective than random or grid search. In this paper,…

Recent empirical work shows that inconsistent results based on choice of hyperparameter optimization (HPO) configuration are a widespread problem in ML research. When comparing two algorithms J and K searching one subspace can yield the…

Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…

We propose a new algorithm for hyperparameter selection in machine learning algorithms. The algorithm is a novel modification of Harmonica, a spectral hyperparameter selection approach using sparse recovery methods. In particular, we show…

The Combined Algorithm Selection and Hyperparameter Optimization (CASH) problem is fundamental in Automated Machine Learning (AutoML). Inspired by the success of ensemble learning, recent AutoML systems construct post-hoc ensembles for…

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Most learning algorithms require the practitioner to manually set the values of many hyperparameters before the learning process can begin. However, with modern algorithms, the evaluation of a given hyperparameter setting can take a…

Constraint programming uses enumeration and search tree pruning to solve combinatorial optimization problems. In order to speed up this solution process, we investigate the use of semidefinite relaxations within constraint programming. In…

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Automated Machine Learning (AutoML) techniques have recently been introduced to design Collaborative Filtering (CF) models in a data-specific manner. However, existing works either search architectures or hyperparameters while ignoring the…

SVM with an RBF kernel is usually one of the best classification algorithms for most data sets, but it is important to tune the two hyperparameters $C$ and $\gamma$ to the data itself. In general, the selection of the hyperparameters is a…

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

This study investigates the potential of hybrid metaheuristic algorithms to enhance the training of Probabilistic Neural Networks (PNNs) by leveraging the complementary strengths of multiple optimisation strategies. Traditional learning…

The performance of modern machine learning algorithms depends upon the selection of a set of hyperparameters. Common examples of hyperparameters are learning rate and the number of layers in a dense neural network. Auto-ML is a branch of…