3,680 research outputs found
Practical Bayesian Optimization of Machine Learning Algorithms
Machine learning algorithms frequently require careful tuning of model
hyperparameters, regularization terms, and optimization parameters.
Unfortunately, this tuning is often a "black art" that requires expert
experience, unwritten rules of thumb, or sometimes brute-force search. Much
more appealing is the idea of developing automatic approaches which can
optimize the performance of a given learning algorithm to the task at hand. In
this work, we consider the automatic tuning problem within the framework of
Bayesian optimization, in which a learning algorithm's generalization
performance is modeled as a sample from a Gaussian process (GP). The tractable
posterior distribution induced by the GP leads to efficient use of the
information gathered by previous experiments, enabling optimal choices about
what parameters to try next. Here we show how the effects of the Gaussian
process prior and the associated inference procedure can have a large impact on
the success or failure of Bayesian optimization. We show that thoughtful
choices can lead to results that exceed expert-level performance in tuning
machine learning algorithms. We also describe new algorithms that take into
account the variable cost (duration) of learning experiments and that can
leverage the presence of multiple cores for parallel experimentation. We show
that these proposed algorithms improve on previous automatic procedures and can
reach or surpass human expert-level optimization on a diverse set of
contemporary algorithms including latent Dirichlet allocation, structured SVMs
and convolutional neural networks
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