Title
Freeze-Thaw Bayesian Optimization.
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.
Year
Venue
Field
2014
CoRR
Online machine learning,Hyperparameter optimization,Stability (learning theory),Active learning (machine learning),Hyperparameter,Computer science,Wake-sleep algorithm,Bayesian optimization,Artificial intelligence,Relevance vector machine,Machine learning
DocType
Volume
Citations 
Journal
abs/1406.3896
30
PageRank 
References 
Authors
1.18
12
3
Name
Order
Citations
PageRank
Kevin Swersky1111852.13
Jasper Snoek2105162.71
Ryan P. Adams32286131.88