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.
Evolutionary Strategies optimize hyper-parameters for off-policy learning.
The quality of an induced model by a learning algorithm is dependent on the quality of the training data and the hyper-parameters supplied to the learning algorithm. Prior work has shown that improving the quality of the training data (i.e., by removing low quality instances) or tuning the learning algorithm hyper-para…
DEEPLY improves cloud service partitioning across multiple datasets and goals.
Novel method for model selection in Bayesian autoencoders.
Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.
As deep learning techniques advance more than ever, hyper-parameter optimization is the new major workload in deep learning clusters. Although hyper-parameter optimization is crucial in training deep learning models for high model performance, effectively executing such a computation-heavy workload still remains a chal…
Hippo optimizes deep learning hyper-parameters by reducing redundant trials.
This work improves Bayesian Optimization for setting DNN hyper-parameters.
In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expensive crossvalidatio…
In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expensive cross-validati…
This paper proposes an efficient autoHPO method based on data-to-hyper-parameter mapping.
Meta-learning priors improves safe Bayesian optimization.
This paper explores hyperparameter optimization for machine learning models.
Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an approach that uses Bayesian optimization to perform a two-step optimization is propos…
Generative approach speeds hyperparameter tuning for machine learning models.
During the development of AlphaGo, its many hyper-parameters were tuned with Bayesian optimization multiple times. This automatic tuning process resulted in substantial improvements in playing strength. For example, prior to the match with Lee Sedol, we tuned the latest AlphaGo agent and this improved its win-rate from…
An automatic machine learning (AutoML) task is to select the best algorithm and its hyper-parameters simultaneously. Previously, the hyper-parameters of all algorithms are joint as a single search space, which is not only huge but also redundant, because many dimensions of hyper-parameters are irrelevant with the selec…
We propose a novel method for network inference from partially observed edges using a node-specific degree prior. The degree prior is derived from observed edges in the network to be inferred, and its hyper-parameters are determined by cross validation. Then we formulate network inference as a matrix completion problem…
New method improves anomaly detection in acoustic signals.
This paper reviews hyper-parameter optimization methods for deep learning.
GeneCAI optimizes DNN compression hyper-parameters for mobile devices.
A new Randomized-Hyperopt method improves XGBoost hyperparameter tuning.
Knowledge distillation (KD) is a very popular method for model size reduction. Recently, the technique is exploited for quantized deep neural networks (QDNNs) training as a way to restore the performance sacrificed by word-length reduction. KD, however, employs additional hyper-parameters, such as temperature, coeffici…
This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter optimizations are simultaneously considered during model training. The five most commonly used FS methods including weight by Gini, weight b…
Machine learning pipeline potentially consists of several stages of operations like data preprocessing, feature engineering and machine learning model training. Each operation has a set of hyper-parameters, which can become irrelevant for the pipeline when the operation is not selected. This gives rise to a hierarchica…
A framework for auto-tuning hyper-parameters in contextual bandit algorithms.
In this paper we provide theoretical support for the so-called "Sigmoidal Gaussian Cox Process" approach to learning the intensity of an inhomogeneous Poisson process on a -dimensional domain. This method was proposed by Adams, Murray and MacKay (ICML, 2009), who developed a tractable computational approach and show…
In recent years there have been many deep learning approaches towards the multi-speaker source separation problem. Most use Long Short-Term Memory - Recurrent Neural Networks (LSTM-RNN) or Convolutional Neural Networks (CNN) to model the sequential behavior of speech. In this paper we propose a novel network for source…
In the regression setting, given a set of hyper-parameters, a model-estimation procedure constructs a model from training data. The optimal hyper-parameters that minimize generalization error of the model are usually unknown. In practice they are often estimated using split-sample validation. Up to now, there is an ope…
Optimal Word2Vec hyper-parameters improve NLP tasks.
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of derivative-free black-box functions, including Gaussian process bandits,…
We introduce the implicit processes (IPs), a stochastic process that places implicitly defined multivariate distributions over any finite collections of random variables. IPs are therefore highly flexible implicit priors over functions, with examples including data simulators, Bayesian neural networks and non-linear tr…
ABPS improves RL training efficiency by sharing policies and evolving hyper-params.
Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data due to its complexity. Many sophisticated global or local approximation m…
Hyper-parameters play a major role in the learning and inference process of latent Dirichlet allocation (LDA). In order to begin the LDA latent variables learning process, these hyper-parameters values need to be pre-determined. We propose an extension for LDA that we call 'Latent Dirichlet allocation Gibbs Newton' (LD…
Gradient boosting decision trees (GBDTs) have seen widespread adoption in academia, industry and competitive data science due to their state-of-the-art performance in many machine learning tasks. One relative downside to these models is the large number of hyper-parameters that they expose to the end-user. To maximize …
Deep learning algorithms have achieved excellent performance lately in a wide range of fields (e.g., computer version). However, a severe challenge faced by deep learning is the high dependency on hyper-parameters. The algorithm results may fluctuate dramatically under the different configuration of hyper-parameters. A…
Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for practical problems. As machine learning becomes commonplace, Bayesian optimization bec…
Black box discrete optimization (BBDO) appears in wide range of engineering tasks. Evolutionary or other BBDO approaches have been applied, aiming at automating necessary tuning of system parameters, such as hyper parameter tuning of machine learning based systems when being installed for a specific task. However, auto…
Although deep learning has produced dazzling successes for applications of image, speech, and video processing in the past few years, most trainings are with suboptimal hyper-parameters, requiring unnecessarily long training times. Setting the hyper-parameters remains a black art that requires years of experience to ac…
Meta-Semi learns to optimize SSL with minimal hyper-parameter tuning.
Unified Bayesian Optimization framework for model selection balancing effectiveness and training efficiency.
Adam converges with high probability under unconstrained non-convex smooth stochastic optimizations.
Sampling one or more effective solutions from large search spaces is a recurring idea in machine learning, and sequential optimization has become a popular solution. Typical examples include data summarization, sample mining for predictive modeling and hyper-parameter optimization. Existing solutions attempt to adaptiv…
This paper studies the effect of various hyper-parameters and their selection for the best performance of the deep learning model proposed in [1] for distributed attack detection in the Internet of Things (IoT). The findings show that there are three hyper-parameters that have more influence on the best performance ach…
As convolutional neural networks (CNNs) enable state-of-the-art computer vision applications, their high energy consumption has emerged as a key impediment to their deployment on embedded and mobile devices. Towards efficient image classification under hardware constraints, prior work has proposed adaptive CNNs, i.e., …
New Bayesian method for joint sparse parameter inference.
Deep Gaussian Processes with polynomial kernels can collapse rapidly without proper hyperparameter tuning.