Hyperparameter Search Space Pruning -- A New Component for Sequential Model-Based Hyperparameter Optimization

• Published in: Machine Learning and Knowledge Discovery in Databases Vol. 9285; pp. 104 - 119
• Main Authors: Wistuba, Martin, Schilling, Nicolas, Schmidt-Thieme, Lars
• Format: Book Chapter
• Language: English
• Published: Switzerland Springer International Publishing AG 2015; Springer International Publishing
• Series: Lecture Notes in Computer Science
• Subjects: Artificial intelligence; Average Rank; Data mining; Gaussian Process; Pattern recognition; Random Forest; Support Vector Machine; Surrogate Model

The optimization of hyperparameters is often done manually or exhaustively but recent work has shown that automatic methods can optimize hyperparameters faster and even achieve better final performance. Sequential model-based optimization (SMBO) is the current state of the art framework for automati...