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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.

168,742 papers · 148 categories

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1 result for “cost-frugal”
Frugal Optimization for Cost-related Hyperparameterscs.LG

A new cost-frugal HPO method controls training cost during optimization.

problem Ignoring training cost variation in HPO leads to inefficient hyperparameter tuning.
method Developed a randomized direct-search method with convergence and approximation guarantees.
result Proved an O(dK)O(\frac{\sqrt{d}}{\sqrt{K}}) convergence rate and O(dε−2)O(dε^{-2}) approximation guarantee.
hyperparameter optimizationcost-frugaldirect-searchconvergence rateapproximation guarantee
2020-05-04abs ↗pdf ↗