Automatic Hyperparameter Tuning of Machine Learning Models under Time Constraints

Zhen Wang, Mulya Agung, Ryusuke Egawa, Reiji Suda, Hiroyuki Takizawa

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Most machine learning models use hyperparameters empirically defined in advance of their training processes in a time-consuming and try-and-error fashion. Hence, there is a strong demand for systematically finding an appropriate hyperparameter configuration in a practical time. Recent works have been interested in Bayesian Optimization to tune the hyperparameters with a less number of trials, using a Gaussian Process to determine the next hyperparameter configuration being sampled for evaluation. Most of the works use some criteria including the probability of improving (GP-PI), the expected improvement (GP-EI), and the upper confidence bounds (GP-UCB), without consideration of the execution time of each trial. In this paper, we focus on minimizing the total execution time to find an appropriate configuration. Specifically, we propose to take the execution time of each trial into account. We demonstrate the feasibility of the proposed approach and show that our proposal can find an optimal or suboptimal hyperparameter configuration faster than other Bayesian optimization-based approaches in terms of execution time.

Original languageEnglish
Title of host publicationProceedings - 2018 IEEE International Conference on Big Data, Big Data 2018
EditorsYang Song, Bing Liu, Kisung Lee, Naoki Abe, Calton Pu, Mu Qiao, Nesreen Ahmed, Donald Kossmann, Jeffrey Saltz, Jiliang Tang, Jingrui He, Huan Liu, Xiaohua Hu
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4967-4973
Number of pages7
ISBN (Electronic)9781538650356
DOIs
Publication statusPublished - 2019 Jan 22
Event2018 IEEE International Conference on Big Data, Big Data 2018 - Seattle, United States
Duration: 2018 Dec 102018 Dec 13

Publication series

NameProceedings - 2018 IEEE International Conference on Big Data, Big Data 2018

Conference

Conference2018 IEEE International Conference on Big Data, Big Data 2018
CountryUnited States
CitySeattle
Period18/12/1018/12/13

ASJC Scopus subject areas

  • Computer Science Applications
  • Information Systems

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