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.
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for Bayesian optimization that is a generalization of two existing transfer learning extens…
Recently, several optimization methods have been successfully applied to the hyperparameter optimization of deep neural networks (DNNs). The methods work by modeling the joint distribution of hyperparameter values and corresponding error. Those methods become less practical when applied to modern DNNs whose training ma…
Transfer learning aims at transferring knowledge from a well-labeled domain to a similar but different domain with limited or no labels. Unfortunately, existing learning-based methods often involve intensive model selection and hyperparameter tuning to obtain good results. Moreover, cross-validation is not possible for…
New framework explains fast transfer of hyperparameters across model scales.
problem Understanding and optimizing hyperparameters for large-scale models.
method Developed a conceptual framework for HP transfer across scale, showing fast transfer is equivalent to useful transfer for compute-optimal grid search.
result Fast transfer of hyperparameters is equivalent to useful transfer for compute-optimal grid search, offering asymptotic computational advantage.
A new method for hyperparameter tuning across multiple datasets and objectives.
problem Hyperparameter tuning for black-box functions, especially across different datasets and objectives.
method Quantile-based regression with Gaussian Copula distribution for semi-parametric modeling, combined with Thompson sampling and Gaussian Copula process.
result Significant improvements in hyperparameter optimization and neural architecture search over state-of-the-art methods.
Automated machine learning aims to automate the whole process of machine learning, including model configuration. In this paper, we focus on automated hyperparameter optimization (HPO) based on sequential model-based optimization (SMBO). Though conventional SMBO algorithms work well when abundant HPO trials are availab…
Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks. This results in a joint Gau…
Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own hyperparameters is often neglected. In this paper, we empirically study the impact of o…
Agents trained with deep reinforcement learning algorithms are capable of performing highly complex tasks including locomotion in continuous environments. We investigate transferring the learning acquired in one task to a set of previously unseen tasks. Generalization and overfitting in deep reinforcement learning are …
Learning from small amounts of labeled data is a challenge in the area of deep learning. This is currently addressed by Transfer Learning where one learns the small data set as a transfer task from a larger source dataset. Transfer Learning can deliver higher accuracy if the hyperparameters and source dataset are chose…
Learning-to-learn or meta-learning leverages data-driven inductive bias to increase the efficiency of learning on a novel task. This approach encounters difficulty when transfer is not advantageous, for instance, when tasks are considerably dissimilar or change over time. We use the connection between gradient-based me…
Transferring knowledge across tasks to improve data-efficiency is one of the open key challenges in the field of global black-box optimization. Readily available algorithms are typically designed to be universal optimizers and, therefore, often suboptimal for specific tasks. We propose a novel transfer learning method …
This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal arch…
We present an efficient block-diagonal ap- proximation to the Gauss-Newton matrix for feedforward neural networks. Our result- ing algorithm is competitive against state- of-the-art first order optimisation methods, with sometimes significant improvement in optimisation performance. Unlike first-order methods, for whic…
MetaPerturb learns to improve generalization across different tasks and architectures.
problem Improving generalization on unseen data for diverse tasks and architectures.
method MetaPerturb is a meta-learned set-based perturbation function that improves generalization performance across heterogeneous tasks and architectures.
result MetaPerturb significantly outperforms baselines on most tasks and architectures with minimal increase in parameter size and no hyperparameters to tune.