paramils
Top 8 Approaches For Tuning Hyperparameters Of ML Models
Hyperparameter tuning is one of the fundamental steps in the machine learning routine. Also known as hyperparameter optimisation, the method entails searching for the best configuration of hyperparameters to enable optimal performance. Machine learning algorithms require user-defined inputs to achieve a balance between accuracy and generalisability. This process is known as hyperparameter tuning. There are various tools and approaches available to tune hyperparameters.
Designing a Portfolio of Parameter Configurations for Online Algorithm Selection
Gunawan, Aldy (Singapore Management University) | Lau, Hoong Chuin (Singapore Management University) | Misir, Mustafa (Singapore Management University)
Algorithm portfolios seek to determine an effective set of algorithms that can be used within an algorithm selection framework to solve problems. A limited number of these portfolio studies focus on generating different versions of a target algorithm using different parameter configurations. In this paper, we employ a Design of Experiments (DOE) approach to determine a promising range of values for each parameter of an algorithm. These ranges are further processed to determine a portfolio of parameter configurations, which would be used within two online Algorithm Selection approaches for solving different instances of a given combinatorial optimization problem effectively. We apply our approach on a Simulated Annealing-Tabu Search (SA-TS) hybrid algorithm for solving the Quadratic Assignment Problem (QAP) as well as an Iterated Local Search (ILS) on the Travelling Salesman Problem (TSP). We also generate a portfolio of parameter configurations using best-of-breed parameter tuning approaches directly for the comparison purpose. Experimental results show that our approach lead to improvements over best-of-breed parameter tuning approaches.
BliStr: The Blind Strategymaker
BliStr is a system that automatically develops strategies for E prover on a large set of problems. The main idea is to interleave (i) iterated low-timelimit local search for new strategies on small sets of similar easy problems with (ii) higher-timelimit evaluation of the new strategies on all problems. The accummulated results of the global higher-timelimit runs are used to define and evolve the notion of "similar easy problems", and to control the selection of the next strategy to be improved. The technique was used to significantly strengthen the set of E strategies used by the MaLARea, PS-E, E-MaLeS, and E systems in the CASC@Turing 2012 competition, particularly in the Mizar division. Similar improvement was obtained on the problems created from the Flyspeck corpus.
ParamILS: An Automatic Algorithm Configuration Framework
Hutter, Frank, Stuetzle, Thomas, Leyton-Brown, Kevin, Hoos, Holger H.
The identification of performance-optimizing parameter settings is an important part of the development and application of algorithms. We describe an automatic framework for this algorithm configuration problem. More formally, we provide methods for optimizing a target algorithm's performance on a given class of problem instances by varying a set of ordinal and/or categorical parameters. We review a family of local-search-based algorithm configuration procedures and present novel techniques for accelerating them by adaptively limiting the time spent for evaluating individual configurations. We describe the results of a comprehensive experimental evaluation of our methods, based on the configuration of prominent complete and incomplete algorithms for SAT. We also present what is, to our knowledge, the first published work on automatically configuring the CPLEX mixed integer programming solver. All the algorithms we considered had default parameter settings that were manually identified with considerable effort. Nevertheless, using our automated algorithm configuration procedures, we achieved substantial and consistent performance improvements.
Multi-Objective AI Planning: Comparing Aggregation and Pareto Approaches
Khouadjia, Mostepha Redouane, Schoenauer, Marc, Vidal, Vincent, Dréo, Johann, Savéant, Pierre
Most real-world Planning problems are multi-objective, trying to minimize both the makespan of the solution plan, and some cost of the actions involved in the plan. But most, if not all existing approaches are based on single-objective planners, and use an aggregation of the objectives to remain in the single-objective context. Divide and Evolve (DaE) is an evolutionary planner that won the temporal deterministic satisficing track at the last International Planning Competitions (IPC). Like all Evolutionary Algorithms (EA), it can easily be turned into a Pareto-based Multi-Objective EA. It is however important to validate the resulting algorithm by comparing it with the aggregation approach: this is the goal of this paper. The comparative experiments on a recently proposed benchmark set that are reported here demonstrate the usefulness of going Pareto-based in AI Planning.
Dynamic Matching via Weighted Myopia with Application to Kidney Exchange
Dickerson, John P. (Carnegie Mellon University) | Procaccia, Ariel D. (Carnegie Mellon University) | Sandholm, Tuomas (Carnegie Mellon University)
In many dynamic matching applications — especially high-stakes ones — the competitive ratios of prior-free online algorithms are unacceptably poor. The algorithm should take distributional information about possible futures into account in deciding what action to take now. This is typically done by drawing sample trajectories of possible futures at each time period, but may require a prohibitively large number of trajectories or prohibitive memory and/or computation to decide what action to take. Instead, we propose to learn potentials of elements (e.g., vertices) of the current problem. Then, at run time, we simply run an offline matching algorithm at each time period, but subtracting out in the objective the potentials of the elements used up in the matching. We apply the approach to kidney exchange. Kidney exchanges enable willing but incompatible patient-donor pairs (vertices) to swap donors. These swaps typically include cycles longer than two pairs and chains triggered by altruistic donors. Fielded exchanges currently match myopically, maximizing the number of patients who get kidneys in an offline fashion at each time period. Myopic matching is sub-optimal; the clearing problem is dynamic since patients, donors, and altruists appear and expire over time. We theoretically compare the power of using potentials on increasingly large elements: vertices, edges, cycles, and the entire graph (optimum). Then, experiments show that by learning vertex potentials, our algorithm matches more patients than the current practice of clearing myopically. It scales to exchanges orders of magnitude beyond those handled by the prior dynamic algorithm.
Learning Portfolios of Automatically Tuned Planners
Seipp, Jendrik (Albert-Ludwigs-University Freiburg) | Braun, Manuel (Albert-Ludwigs-Universiy Freiburg) | Garimort, Johannes (Albert-Ludwigs-University Freiburg) | Helmert, Malte (University of Basel)
Portfolio planners and parameter tuning are two ideas that have recently attracted significant attention in the domain-independent planning community. We combine these two ideas and present a portfolio planner that runs automatically configured planners. We let the automatic parameter tuning framework ParamILS find fast configurations of the Fast Downward planning system for a number of planning domains. Afterwards we learn a portfolio of those planner configurations. Evaluation of our portfolio planner on the IPC 2011 domains shows that it has a significantly higher IPC score than the winner of the sequential satisficing track.
ParamILS: An Automatic Algorithm Configuration Framework
Hutter, F., Hoos, H. H., Leyton-Brown, K., Stuetzle, T.
The identification of performance-optimizing parameter settings is an important part of the development and application of algorithms. We describe an automatic framework for this algorithm configuration problem. More formally, we provide methods for optimizing a target algorithms performance on a given class of problem instances by varying a set of ordinal and/or categorical parameters. We review a family of local-search-based algorithm configuration procedures and present novel techniques for accelerating them by adaptively limiting the time spent for evaluating individual configurations. We describe the results of a comprehensive experimental evaluation of our methods, based on the configuration of prominent complete and incomplete algorithms for SAT. We also present what is, to our knowledge, the first published work on automatically configuring the CPLEX mixed integer programming solver. All the algorithms we considered had default parameter settings that were manually identified with considerable effort. Nevertheless, using our automated algorithm configuration procedures, we achieved substantial and consistent performance improvements.