Freeze-Thaw Bayesian Optimization

Kevin Swersky,Jasper Snoek,Ryan P. Adams

Published 2014 in arXiv.org

ABSTRACT

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.

PUBLICATION RECORD

  • Publication year

    2014

  • Venue

    arXiv.org

  • Publication date

    2014-06-15

  • Fields of study

    Mathematics, Computer Science

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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