HyperUCB: Hyperparameter optimization using contextual bandits

Publikation: Beiträge in SammelwerkenAufsätze in KonferenzbändenForschungbegutachtet

Authors

Setting the optimal hyperparameters of a learning algorithm is a crucial task. Common approaches such as a grid search over the hyperparameter space or randomly sampling hyperparameters require many configurations to be evaluated in order to perform well. Hence, they either yield suboptimal hyperparameter configurations or are expensive in terms of computational resources. As a remedy, Hyperband, an exploratory bandit-based algorithm, introduces an early-stopping strategy to quickly provide competitive configurations given a resource budget which often outperforms Bayesian optimization approaches. However, Hyperband keeps sampling iid configurations for assessment without taking previous evaluations into account. We propose HyperUCB, a UCB extension of Hyperband which assesses the sampled configurations and only evaluates promising samples. We compare our approach on MNIST data against Hyperband and show that we perform better in most cases.

OriginalspracheEnglisch
TitelMachine Learning and Knowledge Discovery in Databases : International Workshops of ECML PKDD 2019, Würzburg, Germany, September 16–20, 2019, Proceedings, Part I
HerausgeberPeggy Cellier, Kurt Driessens
Anzahl der Seiten7
Band1
ErscheinungsortCham
VerlagSpringer Nature AG
Erscheinungsdatum28.03.2020
Seiten44-50
ISBN (Print)978-3-030-43822-7
ISBN (elektronisch)978-3-030-43823-4
DOIs
PublikationsstatusErschienen - 28.03.2020
Veranstaltung19th Joint European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases - 2019 - Wurzburg, Deutschland
Dauer: 16.09.201920.09.2019
Konferenznummer: 19
https://ecmlpkdd2019.org/submissions/researchAndADSTrack/

DOI