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On hyperparameter tuning through Lipschitz global optimization

delete2026-02-18
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PRE
AI
K
Konstantin Barkalov *
D
Denis Karchkov
E
Evgeny Kozinov
I
Ilya Lebedev
L
Lubov Yamschikova
N
Nikolay O. Nikitin
M
Marina Usova
DOI:10.1007/s00500-025-10749-ydelete
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Abstract

Abstract

En 中文
The quality of machine learning methods is substantially affected by their hyperparameters, while the evaluation of the quality criterion is a time-consuming operation. Therefore, it is important to develop intelligent methods for selecting optimal values of hyperparameters that require a small number of search trials. In this paper, we propose a new approach to hyperparameter tuning based on the ideas of Lipschitz global optimization. In the framework of this approach, the solution of problems with several parameters is reduced to solving equivalent one-dimensional problems. The reduction is based on the use of space-filling curves (Peano curves). These approaches are implemented in the open-source framework of intelligent optimization methods (iOpt). To demonstrate the advantages of iOpt, we compare it with the well-known Optuna and HyperOpt frameworks when tuning hyperparameters of various machine learning methods on representative datasets. The results show that Lipschitz global optimization methods provide comparable (in terms of quality) results in a significantly shorter time compared to known hyperparameter tuning algorithms.
Keywords:
Lipschitz optimization
Global optimization
Multiextremal functions
Hyperparameter tuning

Journal

Soft Computing cover
Soft Computing
IF:
2.5
Papers:
1.0W
Citations:
2.1W

Organization

L
lobachevsky university
Scholars:
35
Papers: 10
Citations: 0
I
itmo university
Scholars:
836
Papers: 291
Citations: 0
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