Hyperparameter Importance Across Datasets

With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information beyond performance-optimizing hyperparameter settings. In this work, we aim to answer the following two questions: Given an algorithm, what are generally its most important hyperparameters, and what are typically good values for these? We present methodology and a framework to answer these questions based on meta-learning across many datasets. We apply this methodology using the experimental meta-data available on OpenML to determine the most important hyperparameters of support vector machines, random forests and Adaboost, and to infer priors for all their hyperparameters. The results, obtained fully automatically, provide a quantitative basis to focus efforts in both manual algorithm design and in automated hyperparameter optimization. The conducted experiments confirm that the hyperparameters selected by the proposed method are indeed the most important ones and that the obtained priors also lead to statistically significant improvements in hyperparameter optimization.Comment: \c{opyright} 2018. Copyright is held by the owner/author(s). Publication rights licensed to ACM. This is the author's version of the work. It is posted here for your personal use, not for redistribution. The definitive Version of Record was published in Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Minin

Neonatal Seizure Detection using Convolutional Neural Networks

This study presents a novel end-to-end architecture that learns hierarchical representations from raw EEG data using fully convolutional deep neural networks for the task of neonatal seizure detection. The deep neural network acts as both feature extractor and classifier, allowing for end-to-end optimization of the seizure detector. The designed system is evaluated on a large dataset of continuous unedited multi-channel neonatal EEG totaling 835 hours and comprising of 1389 seizures. The proposed deep architecture, with sample-level filters, achieves an accuracy that is comparable to the state-of-the-art SVM-based neonatal seizure detector, which operates on a set of carefully designed hand-crafted features. The fully convolutional architecture allows for the localization of EEG waveforms and patterns that result in high seizure probabilities for further clinical examination.Comment: IEEE International Workshop on Machine Learning for Signal Processin

Pseudo-Marginal Bayesian Inference for Gaussian Processes

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on out-of-sample data. Using probit regression as an illustrative working example, this paper presents a general and effective methodology based on the pseudo-marginal approach to Markov chain Monte Carlo that efficiently addresses both of these issues. The results presented in this paper show improvements over existing sampling methods to simulate from the posterior distribution over the parameters defining the covariance function of the Gaussian Process prior. This is particularly important as it offers a powerful tool to carry out full Bayesian inference of Gaussian Process based hierarchic statistical models in general. The results also demonstrate that Monte Carlo based integration of all model parameters is actually feasible in this class of models providing a superior quantification of uncertainty in predictions. Extensive comparisons with respect to state-of-the-art probabilistic classifiers confirm this assertion.Comment: 14 pages double colum