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arXiv 1811.09409stat.MLcs.LG
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机器学习算法中的多重学习

Learning Multiple Defaults for Machine Learning Algorithms

Columbia University(哥伦比亚大学);Ludwig Maximilian University of Munich(慕尼黑路德维希-马克西米利安大学)

Florian Pfisterer, Jan N. van Rijn, Philipp Probst, Andreas Müller, Bernd Bischl

摘要:

现代机器学习方法的性能高度依赖于它们的超参数配置。选择配置的一种简单方法是使用默认设置,通常是在发布和实现新算法时提出的。这些默认值通常是以特定的方式选择的,以便在各种数据集上都能很好地工作。为了解决这个问题,已经提出了不同的自动超参数配置算法,其为每个数据集选择最佳配置。这种原则性的方法通常会提高性能,但会增加额外的算法复杂性和计算成本的训练过程。作为一种替代方案,我们建议学习一组互补的默认值从一个大型数据库的经验结果。然后,在新数据集上选择适当的配置,只需要在这个集合上进行简单、高效和并行的搜索。我们证明了我们提出的方法相比,随机搜索和贝叶斯优化的有效性和效率。

英文摘要:

The performance of modern machine learning methods highly depends on their hyperparameter configurations. One simple way of selecting a configuration is to use default settings, often proposed along with the publication and implementation of a new algorithm. Those default values are usually chosen in an ad-hoc manner to work good enough on a wide variety of datasets. To address this problem, different automatic hyperparameter configuration algorithms have been proposed, which select an optimal configuration per dataset. This principled approach usually improves performance but adds additional algorithmic complexity and computational costs to the training procedure. As an alternative to this, we propose learning a set of complementary default values from a large database of prior empirical results. Selecting an appropriate configuration on a new dataset then requires only a simple, efficient and embarrassingly parallel search over this set. We demonstrate the effectiveness and efficiency of the approach we propose in comparison to random search and Bayesian Optimization.

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