Title
Weighted Random Search For Hyperparameter Optimization
Abstract
We introduce an improved version of Random Search (RS), used here for hyperparameter optimization of machine learning algorithms. Unlike the standard RS, which generates for each trial new values for all hyperparameters, we generate new values for each hyperparameter with a probability of change. The intuition behind our approach is that a value that already triggered a good result is a good candidate for the next step, and should be tested in new combinations of hyperparameter values. Within the same computational budget, our method yields better results than the standard RS. Our theoretical results prove this statement. We test our method on a variation of one of the most commonly used objective function for this class of problems (the Grievank function) and for the hyperparameter optimization of a deep learning CNN architecture. Our results can be generalized to any optimization problem defined on a discrete domain.
Year
DOI
Venue
2019
10.15837/ijccc.2019.2.3514
INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL
Keywords
Field
DocType
Hyperparameter optimization, random search, deep learning, convolutional neural network
Hyperparameter optimization,Random search,Hyperparameter,Computer science,Intuition,Artificial intelligence,Deep learning,Artificial neural network,Optimization problem,Machine learning
Journal
Volume
Issue
ISSN
14
2
1841-9836
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Adrian-Catalin Florea111.40
Razvan Andonie211717.71