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arXiv 2007.13322cs.LGstat.ML
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基于Moreau-Yosida正则化的双层超参数优化

Stabilizing Bi-Level Hyperparameter Optimization using Moreau-Yosida Regularization

America Research Lab, LG Electronics(LG电子美国研究院)

Sauptik Dhar, Unmesh Kurup, Mohak Shah

摘要:

本文提出用Moreau-Yosida包络线来稳定双层超参数优化求解器的收敛行为,并介绍了Moreau-Yosida正则化超参数优化(MY-HPO)算法。对MY-HPO解的正确性和初始收敛性进行了理论分析。我们的实证结果表明,在固定的计算预算的损失值显着改善,相比,最先进的双层HPO求解器。

英文摘要:

This research proposes to use the Moreau-Yosida envelope to stabilize the convergence behavior of bi-level Hyperparameter optimization solvers, and introduces the new algorithm called Moreau-Yosida regularized Hyperparameter Optimization (MY-HPO) algorithm. Theoretical analysis on the correctness of the MY-HPO solution and initial convergence analysis is also provided. Our empirical results show significant improvement in loss values for a fixed computation budget, compared to the state-of-art bi-level HPO solvers.

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。

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