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A survey on multi-objective hyperparameter optimization algorithms for machine learning
DOI:10.1007/s10462-022-10359-2.png)
Abstract
En 中文
Hyperparameter optimization (HPO) is a necessary step to ensure the best possible performance of Machine Learning (ML) algorithms. Several methods have been developed to perform HPO; most of these are focused on optimizing one performance measure (usually an error-based measure), and the literature on such single-objective HPO problems is vast. Recently, though, algorithms have appeared that focus on optimizing multiple conflicting objectives simultaneously. This article presents a systematic survey of the literature published between 2014 and 2020 on multi-objective HPO algorithms, distinguishing between metaheuristic-based algorithms, metamodel-based algorithms and approaches using a mixture of both. We also discuss the quality metrics used to compare multi-objective HPO procedures and present future research directions.
Keywords:
Hyperparameter optimization
Multi-objective optimization
Metamodel
Meta-heuristic
Machine learning
Journal
IF:
13.9
Papers:
6.1K
Citations:
1.9W
Organization
Cited Papers
Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints
NEUROCOMPUTING
IF6.5

