Context: One of the black arts of data mining is learning the magic parameters which control the learners. In software analytics, at least for defect prediction, several methods, like grid search and differential evolution (DE), have been proposed to learn these parameters, which has been proved to be able to improve t…
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Proposes learning regularization strength directly from data.
In this paper, we compare the three most popular algorithms for hyperparameter optimization (Grid Search, Random Search, and Genetic Algorithm) and attempt to use them for neural architecture search (NAS). We use these algorithms for building a convolutional neural network (search architecture). Experimental results on…
A new Randomized-Hyperopt method improves XGBoost hyperparameter tuning.
Determining the appropriate batch size for mini-batch gradient descent is always time consuming as it often relies on grid search. This paper considers a resizable mini-batch gradient descent (RMGD) algorithm based on a multi-armed bandit for achieving best performance in grid search by selecting an appropriate batch s…
Empirical comparison of 18 hyperparameter tuning algorithms for SVM.
Learning rate annealing improves robustness in stochastic optimization.
New method selects critical DER scenarios for distribution grid investment planning.
Paper reviews and compares methods for handling imbalanced data.
SMAC method optimizes tree-boosting hyperparameters best.
Tuning SVM and boosting models using optimization algorithms.
A new method uses SVM classification to efficiently compute confidence sets.
Inexact acquisition solutions in BO lead to sublinear cumulative regret.
New method constructs moduli spaces of Lagrangian surfaces in CP^2 from grid diagrams.
Paper studies kernel hyperparameters for clustering, proposing an efficient search method.
In order to find hyperparameters for a machine learning model, algorithms such as grid search or random search are used over the space of possible values of the models hyperparameters. These search algorithms opt the solution that minimizes a specific cost function. In language models, perplexity is one of the most pop…
This work simplifies SVM parameter selection using S&S ratio.
This paper reviews hyperparameter optimization methods and best practices.
Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however requires to choose a predefined grid for each parameter, which scales exponentially i…
The objective of this research is to enhance performance of Stochastic Gradient Descent (SGD) algorithm in text classification. In our research, we proposed using SGD learning with Grid-Search approach to fine-tuning hyper-parameters in order to enhance the performance of SGD classification. We explored different setti…
Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampl…
Paper optimizes trading profits by predicting price direction using ensemble models.
The paper proposes a method to learn hyperparameters without validation sets, improving efficiency and accuracy.
A hybrid ML model detects fraudulent transactions with high accuracy.
Deep-n-Cheap automates deep learning model search for low complexity.
2D path planning in static environment is a well-known problem and one of the common ways to solve it is to 1) represent the environment as a grid and 2) perform a heuristic search for a path on it. At the same time 2D grid resembles much a digital image, thus an appealing idea comes to being -- to treat the problem as…
Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the classic model selection procedure based on grid-search and cross-validation was …
Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization path up to predefined tolerance in a unified framework and show that its comp…
A new model framework called Realized Conditional Autoregressive Expectile (Realized-CARE) is proposed, through incorporating a measurement equation into the conventional CARE model, in a manner analogous to the Realized-GARCH model. Competing realized measures (e.g. Realized Variance and Realized Range) are employed a…
Researchers found algorithms to construct toric mosaics and set upper bounds for their numbers.
Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter configuration, and heavily depends on human intuition and experience. A simple al…
This paper introduces a fast, general method for dictionary-free parameter estimation in quantitative magnetic resonance imaging (QMRI) via regression with kernels (PERK). PERK first uses prior distributions and the nonlinear MR signal model to simulate many parameter-measurement pairs. Inspired by machine learning, PE…
Bayesian optimization improves classifier selection for acute infection and mortality.
New method optimizes hyperparameters for non-smooth problems efficiently.
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, we show that these designs only improve over random search by a constant factor. …
KOLMOGOROV-OPTIMAL RESOLUTION ESTIMATION (KORE) solves spline regression without exhaustive search
A new method selects optimal temperature for Bayesian Deep Learning.
A new method optimizes MMD test power by dynamically selecting kernels, overcoming traditional trade-offs.
Deep learning models require extensive architecture design exploration and hyperparameter optimization to perform well on a given task. The exploration of the model design space is often made by a human expert, and optimized using a combination of grid search and search heuristics over a large space of possible choices…
A major challenge in current optimization research for deep learning is to automatically find optimal step sizes for each update step. The optimal step size is closely related to the shape of the loss in the update step direction. However, this shape has not yet been examined in detail. This work shows empirically that…
Neural sequence-to-sequence models, particularly the Transformer, are the state of the art in machine translation. Yet these neural networks are very sensitive to architecture and hyperparameter settings. Optimizing these settings by grid or random search is computationally expensive because it requires many training r…
The architectures of deep neural networks (DNN) rely heavily on the underlying grid structure of variables, for instance, the lattice of pixels in an image. For general high dimensional data with variables not associated with a grid, the multi-layer perceptron and deep belief network are often used. However, it is freq…
Unified framework for understanding TVO and improving model learning.
Approximate nearest neighbor algorithms are used to speed up nearest neighbor search in a wide array of applications. However, current indexing methods feature several hyperparameters that need to be tuned to reach an acceptable accuracy--speed trade-off. A grid search in the parameter space is often impractically slow…
Proposes a gradient-based bilevel optimization method for efficient hyperparameter tuning.
New algorithm optimizes AUC in binary classification and changepoint detection.
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed method involves three basic sub-criteria to infill new samples asynchronously to…
New method finds graphene nanocrystals with reduced DFT calculations.