Title
Bayesian Hyperparameter Optimization for Ensemble Learning.
Abstract
In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble, optimizing the configuration of one classifier of the ensemble at each iteration of the hyperparameter optimization algorithm, taking into consideration the interaction with the other models when evaluating potential performances. We also consider the case where the ensemble is to be reconstructed at the end of the hyperparameter optimization phase, through a greedy selection over the pool of models generated during the optimization. We study the performance of our proposed method on three different hyperparameter spaces, showing that our approach is better than both the best single model and a greedy ensemble construction over the models produced by a standard Bayesian optimization.
Year
Venue
DocType
2016
UAI
Conference
Volume
ISBN
Citations 
abs/1605.06394
978-0-9966431-1-5
1
PageRank 
References 
Authors
0.36
14
3
Name
Order
Citations
PageRank
Julien-Charles Levesque1312.98
Christian Gagné262752.38
Robert Sabourin390861.89