arrow
返回

Accelerating hyperparameter optimization with a secretary

delete2025-04-01
delete0
PRE
AI
V
Víctor Muñoz *
C
Carmen Ballester
D
Dorin Copaci
L
Luís Moreno
D
Dolores Blanco
DOI:10.1016/j.neucom.2025.129455delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
Hyperparameter optimization (HPO) is a vital step in machine learning (ML) for enhancing model performance. However, the vast and complex nature of the search space makes HPO both challenging and resource- intensive. Automatic HPO methods have demonstrated their ability to efficiently explore high-dimensional hyperparameter spaces and identify optimal solutions, but training and evaluating the model for each set of hyperparameters is still computationally expensive. To further reduce the computational cost, we propose a novel strategy that wraps the HPO process and terminates it based on the sequence of hyperparameters evaluated. The algorithm is inspired by the classic secretary problem, with two additional variations to better adjust to the HPO process. We evaluated the algorithm using popular HPO samplers, including Random Search (RS), Tree-structured Parzen Estimator (TPE), Bayesian Optimization with Gaussian Processes (BOGP), Genetic Algorithms (GA), and Particle Swarm Optimization (PSO). Results indicate that the proposed algorithm accelerates the HPO process by an average of 34%, with only a minimal trade-off in solution quality of 8%. The algorithm is straightforward to implement, compatible with any HPO setup, and particularly effective in the early stages of optimization. This makes it a valuable tool for practitioners aiming to quickly identify promising hyperparameters or reducing the search space, significantly cutting down the time and computational resources required.
Keyword:
Hyperparameter optimization
Secretary problem
Machine learning

期刊

Neurocomputing 封面图
Neurocomputing
IF:
6.5
论文数:
2.5W
被引数:
6.5W

机构

U
Universidad Carlos III de Madrid
学者数:
5.5K
论文数: 5.7K
被引数: 4.5K
引用论文

引用论文

Handbook of Understanding and Measuring Intelligence
err
IF0
err2005-01-01
err0
PREAI
errOliver Wilhelm; Randall Engle
err分享
err收藏
err分享
err收藏
err分享
err收藏
SciPy 1.0: fundamental algorithms for scientific computing in PythonSciPy 1.0: Python中科学计算的基本算法
err2020-02-03
err2.1W
errOAAI
errVirtanen, Pauli; Gommers, Ralf; Oliphant, Travis E.; Haberland, Matt; Reddy, Tyler; Cournapeau, David; Burovski, Evgeni; Peterson, Pearu; Weckesser, Warren; Bright, Jonathan; van der Walt, Stefan J.; Brett, Matthew; Wilson, Joshua; Millman, K. Jarrod; Mayorov, Nikolay; Nelson, Andrew R. J.; Jones, Eric; Kern, Robert; Larson, Eric; Carey, C. J.; Polat, Ilhan; Feng, Yu; Moore, Eric W.; VanderPlas, Jake; Laxalde, Denis; Perktold, Josef; Cimrman, Robert; Henriksen, Ian; Quintero, E. A.; Harris, Charles R.; Archibald, Anne M.; Ribeiro, Antonio H.; Pedregosa, Fabian; van Mulbregt, Paul
err分享
err收藏
学者 查看更多内容