Fast Bayesian hyperparameter optimization on large datasets
A Bayesian optimization procedure is proposed in this paper. It treats the size of a randomly subsampled dataset as an additional input to the loss function. At each evaluation, the optimization procedure allows the optimizer to actively choose such to yield most information about the loss-minimizing configuration on the full dataset per unit time spent. An automatically trade off high information gain about the global optimum against computational cost is established. The results of experiments with support vector machines and neural networks to evaluate the speed of the procedure in identifying good hyperparameter settings are presented.
- Hyperband: a novel bandit-based approach to hyperparameter optimization
- scientific article; zbMATH DE number 6276119
- Bayesian optimization in a billion dimensions via random embeddings
- No-regret Bayesian optimization with unknown hyperparameters
- Scalable Gaussian process-based transfer surrogates for hyperparameter optimization
- Scalable Gaussian process-based transfer surrogates for hyperparameter optimization
- Surrogate optimization of deep neural networks for groundwater predictions
- \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis
- Automatic model training under restrictive time constraints
- Use of static surrogates in hyperparameter optimization
- Estimating shape parameters of piecewise linear-quadratic problems
- Identifying material parameters in crystal plasticity by Bayesian optimization
- Bayesian optimization in a billion dimensions via random embeddings
- Neural architecture search: a survey
- Output Space Entropy Search Framework for Multi-Objective Bayesian Optimization
- Performance analysis of hyperparameter optimization methods for ensemble learning with small and medium sized medical datasets
- scientific article; zbMATH DE number 7626750 (Why is no real title available?)
- SMAC3: a versatile Bayesian optimization package for hyperparameter optimization
- Reproducible Hyperparameter Optimization
- Automated Reinforcement Learning (AutoRL): A Survey and Open Problems
- Kriging prediction with isotropic Matérn correlations: robustness and experimental designs
- Hyperparameter optimization via sequential uniform designs
- scientific article; zbMATH DE number 7164723 (Why is no real title available?)
- Bayesian optimization for policy search via online-offline experimentation
- Benchmark and survey of automated machine learning frameworks
- Bilevel Methods for Image Reconstruction
- An efficient modified Hyperband and trust-region-based mode-pursuing sampling hybrid method for hyperparameter optimization
- A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
- Hyperband: a novel bandit-based approach to hyperparameter optimization
This page was built for publication: Fast Bayesian hyperparameter optimization on large datasets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1688974)
