arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1904.06960cs.LGcs.NEstat.ML
收藏

微分进化算法在超参数整定中的性能研究

On the Performance of Differential Evolution for Hyperparameter Tuning

NEC Laboratories Europe GmbH(NEC欧洲实验室有限公司)

Mischa Schmidt, Shahd Safarani, Julia Gastinger, Tobias Jacobs, Sebastien Nicolas, Anett Schülke

摘要:

自动化超参数调整渴望促进非专家的机器学习的应用。在文献中,不同的优化方法被应用于该目的。本文研究了差分进化算法在调整监督学习算法超参数进行分类任务时的性能。这项实证研究涉及一系列不同的机器学习算法和具有各种特征的数据集,以比较差分进化与基于序列模型的算法配置(SMAC)的性能,这是一种参考贝叶斯优化方法。结果表明,在调整给定的机器学习算法时,差分进化在大多数数据集上的表现优于SMAC-特别是在以先报告的方式打破联系时。只有在计算预算最紧的情况下,SMAC才表现得更好。在小数据集上,差分进化比SMAC高出19%(平局后为37%)。在第二个实验中,在一系列来自文献的代表性数据集上,差分进化比SMAC多赢了15%(平局后为23%)。

英文摘要:

Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of Differential Evolution for tuning hyperparameters of supervised learning algorithms for classification tasks. This empirical study involves a range of different machine learning algorithms and datasets with various characteristics to compare the performance of Differential Evolution with Sequential Model-based Algorithm Configuration (SMAC), a reference Bayesian Optimization approach. The results indicate that Differential Evolution outperforms SMAC for most datasets when tuning a given machine learning algorithm - particularly when breaking ties in a first-to-report fashion. Only for the tightest of computational budgets SMAC performs better. On small datasets, Differential Evolution outperforms SMAC by 19% (37% after tie-breaking). In a second experiment across a range of representative datasets taken from the literature, Differential Evolution scores 15% (23% after tie-breaking) more wins than SMAC.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑