In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine learning model in order to decide whether to pause training and start a new model, or resume the training of a previously-considered model. We specifically tailor our method to machine learning problems by developing a novel positive-definite covariance kernel to capture a variety of training curves. Furthermore, we develop a Gaussian process prior that scales gracefully with additional temporal observations. Finally, we provide an information-theoretic framework to automate the decision process. Experiments on several common machine learning models show that our approach is extremely effective in practice.
Freeze-Thaw Bayesian Optimization
Kevin Swersky,Jasper Snoek,Ryan P. Adams
Published 2014 in arXiv.org
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- Publication year
2014
- Venue
arXiv.org
- Publication date
2014-06-15
- Fields of study
Mathematics, Computer Science
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