Elastic net prefiltering for two class classification

A two-stage linear-in-the-parameter model construction algorithm is proposed aimed at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage which constructs a sparse linear-in-the-parameter classifier. The prefiltering stage is a two-level process aimed at maximizing a model’s generalization capability, in which a new elastic-net model identification algorithm using singular value decomposition is employed at the lower level, and then, two regularization parameters are optimized using a particle-swarm-optimization algorithm at the upper level by minimizing the leave-one-out (LOO) misclassification rate. It is shown that the LOO misclassification rate based on the resultant prefiltered signal can be analytically computed without splitting the data set, and the associated computational cost is minimal due to orthogonality. The second stage of sparse classifier construction is based on orthogonal forward regression with the D-optimality algorithm. Extensive simulations of this approach for noisy data sets illustrate the competitiveness of this approach to classification of noisy data problems

SHADHO: Massively Scalable Hardware-Aware Distributed Hyperparameter Optimization

Computer vision is experiencing an AI renaissance, in which machine learning models are expediting important breakthroughs in academic research and commercial applications. Effectively training these models, however, is not trivial due in part to hyperparameters: user-configured values that control a model's ability to learn from data. Existing hyperparameter optimization methods are highly parallel but make no effort to balance the search across heterogeneous hardware or to prioritize searching high-impact spaces. In this paper, we introduce a framework for massively Scalable Hardware-Aware Distributed Hyperparameter Optimization (SHADHO). Our framework calculates the relative complexity of each search space and monitors performance on the learning task over all trials. These metrics are then used as heuristics to assign hyperparameters to distributed workers based on their hardware. We first demonstrate that our framework achieves double the throughput of a standard distributed hyperparameter optimization framework by optimizing SVM for MNIST using 150 distributed workers. We then conduct model search with SHADHO over the course of one week using 74 GPUs across two compute clusters to optimize U-Net for a cell segmentation task, discovering 515 models that achieve a lower validation loss than standard U-Net.Comment: 10 pages, 6 figure