Proposes glocal hypergradient estimation for hyperparameter optimization.
problem Combining reliability and efficiency in hyperparameter optimization.
method Uses Koopman operator theory to approximate global hypergradients from local ones.
result Achieves both reliability and efficiency in hyperparameter optimization.
The paper analyzes SBL pruning criteria under weakened assumptions.
problem Sparse Bayesian learning hyperparameter divergence and pruning.
method Analyzing marginal likelihood function under weakened Gaussian assumptions.
result Conditions for finite vs infinite hyperparameters lead to F-SBL pruning.
New method optimizes hyperparameters in deep learning models efficiently.
problem Manual hyperparameter tuning in deep learning models is inefficient and requires expertise.
method Introduces lower bounds to the linearized Laplace approximation of the marginal likelihood using neural tangent kernels.
result Optimization of hyperparameters can be significantly accelerated using the method.
Develops a method to optimize hyperparameters for subsampling methods.
problem Optimizing hyperparameters for subsampling methods to improve estimator efficiency.
method Careful theoretical analysis leading to an optimal choice of hyperparameters.
result Improves the statistical efficiency of subsampling estimators without extra CPU time.
New BO method optimizes functions efficiently even with unknown hyperparameters.
problem Inaccurate estimation of Gaussian process hyperparameters degrades BO performance.
method Exploits multi-armed bandit and novel training loss function for consistent hyperparameter estimation.
result Sub-linear convergence to global optimum with unknown hyperparameters.
New algorithm improves Gaussian process hyperparameter tuning for large datasets.
problem Scalable hyperparameter tuning for Gaussian processes on large datasets.
method Estimates smoothness and length-scale parameters in Matern kernel using novel loss functions.
result Improved uncertainty quantification over traditional methods.
Optimizes AIS hyperparameters for efficient marginal likelihood estimation.
problem Limited computation budget affects AIS performance.
method Flexible intermediary distributions defined by residual density, parameter sharing, and fix linear schedule.
result Optimized-Path AIS reduces sampling iterations and improves performance.
Method estimates noise variance in Gaussian process regression.
problem Estimating noise variance in Gaussian process regression models.
method Reduces hyperparameter space, uses marginal likelihood function, derives bounds and asymptotes.
result Computational advantages and robustness compared to traditional methods.
New bounds quantify estimation error in kernel-based system identification with unknown hyperparameters.
problem Inaccurate error bounds for kernel-based system identification with unknown hyperparameters.
method Construct a high-probability set for true hyperparameters from marginal likelihood, then find worst-case posterior covariance.
result Proposed bounds contain true model with high probability and verified in simulations.
This research provides theoretical guarantees for hyperparameter estimation in complex network dynamical systems.
problem Theoretical guarantees for hyperparameter estimation in large, inhomogeneous complex network dynamical systems.
method Formulating the system's evolution in a measure transport perspective, proposing a theoretical framework for estimating hyperparameters with mean-type observations.
result A nonasymptotic bound for the deviation of hyperparameter estimates in inhomogeneous complex network dynamical systems with respect to network population size.
Novel hyperparameter optimization for target tasks under covariate shift.
problem Hyperparameter optimization under multi-source covariate shift.
method Construct variance reduced estimator to unbiasedly approximate target objective; propose no-regret hyperparameter optimization procedure.
result Proposed framework broadens applications of automated hyperparameter optimization.
Support Vector Data Description is a popular method for outlier detection. However, its usefulness largely depends on selecting good hyperparameter values -- a difficult problem that has received significant attention in literature. Existing methods to estimate hyperparameter values are purely heuristic, and the condit…
Framework for uncertainty estimation in training parameters.
problem Estimating uncertainty in training parameters.
method Marginalizing hyperparameters as random variables, investigating various forms of marginalisation.
result Some marginalisations can reliably estimate uncertainty without extensive tuning.
The hyperparameters in Gaussian process regression (GPR) model with a specified kernel are often estimated from the data via the maximum marginal likelihood. Due to the non-convexity of marginal likelihood with respect to the hyperparameters, the optimization may not converge to the global maxima. A common approach to …
A two-step approach efficiently selects hyperparameters for FCMs.
problem Efficiently selecting hyperparameters for FCMs in a computationally expensive process.
method Two-step sequential approach: first estimate context length k, then estimate α.
result The proposed method achieves comparable compression performance to exhaustive search but with reduced computational cost.
MuyGPs efficiently estimates GP hyperparameters using local cross-validation.
problem Efficiently estimating GP hyperparameters for large datasets.
method Uses nearest neighbors structure and leave-one-out cross-validation.
result Outperforms state-of-the-art competitors in time and prediction accuracy.
Paper defines hyperparameter importance for efficient tuning.
problem Computational inefficiency in tuning all hyperparameters.
method Defines hyperparameter importance via subsampling procedures.
result Proposed importance consistent with full data under weak conditions.
Develops a method to evaluate OPE robustness to hyperparameters and policies.
problem Difficulty in selecting and tuning OPE estimators due to limited experimental evaluations.
method Introduces IEOE (Interpretable Evaluation for Offline Evaluation) to assess robustness.
result Demonstrates improved evaluation of OPE estimators' reliability.
Study assesses hyperparameter tuning for causal inference with DML.
problem Optimizing hyperparameters for causal inference with DML.
method Empirical simulation study using DML approach.
result Hyperparameter tuning crucial for causal estimation with DML.
MR estimator simplifies causal inference by combining models without hyperparameter tuning.
problem Difficulty in choosing optimal hyperparameters for neural network models in causal inference.
method Multiply Robust (MR) estimator that combines multiple first-step models.
result MR estimator is nr consistent and asymptotically normal under certain conditions. Optimizes hyperparameter tuning for models using approximate leave-one-out cross-validation.
problem Finding optimal hyperparameters for regularized models using approximate leave-one-out cross-validation.
method Derive efficient formulas for gradient and hessian of approximate leave-one-out cross-validation, apply second-order optimization.
result Demonstrates the effectiveness of the approach on real-world data sets.
Statistical analysis of regularization in continual learning tasks.
problem Understanding how regularization affects model performance in sequential learning.
method Derivation of convergence rates, iterative update formula, and optimal hyperparameters for generalized ℓ2-regularization.
result Optimal hyperparameters balance forward and backward knowledge transfer, improving model performance.
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms a…
New method estimates marginal likelihood for deep learning models using training data alone.
problem Estimation difficulties in marginal likelihood for model selection in deep learning.
method Scalable marginal likelihood estimation based on Laplace's method and Gauss-Newton approximations.
result Estimate outperforms cross-validation and manual tuning on various datasets.
This study improves hyperparameter optimization for categorical and non-normal data.
problem Bayesian hyperparameter optimization struggles with categorical hyperparameters and non-normal data.
method Integrates conformalized quantile regression to address estimation weaknesses and provides robust calibration guarantees.
result Quantile surrogate architectures and acquisition functions yield superior performance compared to existing methods.
Hyperboost uses gradient boosting for hyperparameter optimization, outperforming state-of-the-art methods.
problem Hyperparameter tuning for machine learning algorithms
method Gradient boosting surrogate model with quantile regression and distance metric
result Hyperboost outperforms state-of-the-art techniques in empirical tests
OEUVRE estimates online loss with constant time and memory, outperforming other methods.
problem Accurately estimating expected loss in online learning.
method Recursive evaluation of each sample on current and previous models, using algorithmic stability for updates.
result Consistency, convergence rates, and concentration bounds proved for OEUVRE.
New method selects best offline RL policies from logged data.
problem Hyperparameter selection challenges offline RL.
method Offline hyperparameter selection for RL algorithms.
result Reliable ranking and selection of policies across hyperparameters.
Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such as tuning performance objectives of the same algorithm across multiple datasets.…
Optimizes Gaussian process hyperparameters using Bayesian autoregression.
problem Optimizing hyperparameters for Matérn kernel temporal Gaussian processes.
method Recursive Bayesian estimation for autoregressive parameters.
result Outperforms traditional optimization methods in runtime and accuracy.
Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using in…
SMAC method optimizes tree-boosting hyperparameters best.
problem Optimizing hyperparameters for tree-boosting to improve model accuracy.
method Compared and evaluated various hyperparameter optimization methods.
result SMAC method outperforms other methods for hyperparameter tuning.
Improved Kalman filtering with hierarchical variational approach.
problem Inconsistent process covariance estimation and slow convergence speed in traditional variational Kalman filtering.
method Introducing a surrogate variable for process-noise-free state, reformulating CAVI, and sliding-window hyperparameter estimation.
result Enhanced convergence speed and superior estimation accuracy compared to existing methods.
Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various machine learning algorithms. Those methods adopt probabilistic surrogate models like G…
Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach called \textit{Type II maximum likelihood} or ML-II). An alternative learning proced…
Automatically extracts hyperparameter schemas from AI library documentation.
problem Lack of machine-readable hyperparameter schemas for AI automation tools.
method Automatically mines Python docstrings in AI libraries to extract JSON Schemas.
result Effective at extracting machine-readable schemas from 119 AI models.
PES method reduces bias in gradient estimation for unrolled graphs.
problem High variance and bias in gradient estimation for unrolled computation graphs.
method Divide graph into unrolls, apply ES update, accumulate correction terms.
result PES provides unbiased, low-variance gradient estimates.
OTSL improves structure learning accuracy with out-of-sample and resampling strategies.
problem Determining optimal hyperparameters for structure learning algorithms.
method Out-of-sample Tuning for Structure Learning (OTSL) using resampling strategies.
result Improves graphical accuracy of structure learning algorithms.
When selecting a classification algorithm to be applied to a particular problem, one has to simultaneously select the best algorithm for that dataset \emph{and} the best set of hyperparameters for the chosen model. The usual approach is to apply a nested cross-validation procedure; hyperparameter selection is performed…
This paper reviews hyperparameter optimization methods and best practices.
problem Finding optimal hyperparameters for machine learning models.
method Various hyperparameter optimization methods are reviewed, including grid search, random search, evolutionary algorithms, Bayesian optimization, Hyperband, and racing.
result Practical recommendations for conducting hyperparameter optimization are provided.
EB-RANSAC uses energy-based model for robust estimation without complex sampling.
problem Robust estimation of parameters in noisy data.
method EB-RANSAC combines RANSAC's sampling scheme with an energy-based model, simplifying the process and reducing hyperparameter requirements.
result EB-RANSAC effectively solves linear regression and maximum likelihood estimation problems.
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…
PriorCVAE uses deep generative models to infer hyperparameters in MCMC.
problem Losing hyperparameter information in GP prior inference.
method Conditioning VAE on hyperparameters to encode and estimate them during inference.
result PriorCVAE enables efficient and distinct inference of hyperparameters.
Sparse Gaussian process hyperparameters optimized using MCMC.
problem Hyperparameter uncertainty leads to biased estimates and underestimation of predictive uncertainty.
method Proposes an MCMC algorithm to sample from the hyperparameter posterior in sparse Gaussian process regression.
result Significantly improves sampling efficiency in the Gaussian likelihood case.
Machine-learning algorithms have gained popularity in recent years in the field of ecological modeling due to their promising results in predictive performance of classification problems. While the application of such algorithms has been highly simplified in the last years due to their well-documented integration in co…
Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed idea on both low and high dimensional problems. The experimental results demonstr…
EvoGrad improves efficiency in meta-learning and hyperparameter optimization.
problem Efficiently compute hypergradients for larger network architectures.
method Uses evolutionary techniques to estimate hypergradients without second-order derivatives or longer computational graphs.
result Significant improvements in efficiency, enabling scaling to bigger architectures.
A new IL framework estimates invariant predictors with single domain data.
problem Deep networks inherit spurious correlations and fail on unseen domains.
method Assumes multiple labeled domains for higher-level tasks, uses single domain for target task, employs cross-validation for hyperparameter selection.
result Empirically demonstrates effectiveness and correctness of hyperparameter selection.