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Hyperparameter optimization: Foundations, algorithms, best practices, and open challenges

delete2023-01-16
delete243
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OA
AI
B
Bernd Bischl *
M
Martin Binder
M
Michel Lang
T
Tobias Pielok
J
Jakob Richter
S
Stefan Coors
J
Janek Thomas
T
Theresa Ullmann
M
Marc Becker
A
Anne‐Laure Boulesteix
D
Difan Deng
M
Marius Lindauer
DOI:10.1002/widm.1484delete
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Abstract

Abstract

En 中文
Most machine learning algorithms are configured by a set of hyperparameters whose values must be carefully chosen and which often considerably impact performance. To avoid a time-consuming and irreproducible manual process of trial-and-error to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods-for example, based on resampling error estimation for supervised machine learning-can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods, from simple techniques such as grid or random search to more advanced methods like evolution strategies, Bayesian optimization, Hyperband, and racing. This work gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with machine learning pipelines, runtime improvements, and parallelization.This article is categorized under:Algorithmic Development > StatisticsTechnologies > Machine LearningTechnologies > Prediction
Keywords:
automl
hyperparameter optimization
machine learning
model selection
tuning
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Journal

Wiley Interdisciplinary Reviews-Data Mining and Knowledge Discovery cover
Wiley Interdisciplinary Reviews-Data Mining and Knowledge Discovery
IF:
11.7
Papers:
532
Citations:
5.3K

Organization

D
dortmund university of technology
Scholars:
9.4K
Papers: 9.1K
Citations: 15
U
University of Munich
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5.7W
Papers: 4.2W
Citations: 68