optimization and determinantal point process
Jesse Dodge: Open Loop Hyperparameter Optimization and Determinantal Point Processes
Jesse Dodge Title: Open Loop Hyperparameter Optimization and Determinantal Point Processes Abstract: Driven by the need for parallelizable hyperparameter optimization methods, we study open loop search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampling distributions. In particular, we propose the use of k-determinantal point processes in hyperparameter optimization via random search. Compared to conventional uniform random search where hyperparameter settings are sampled independently, a k-DPP promotes diversity. We describe an approach that transforms hyperparameter search spaces for efficient use with a k-DPP.