29 Aug 2012 | BY JASPER SNOEK, HUGO LAROCHELLE AND RYAN P. ADAMS
The paper "Practical Bayesian Optimization of Machine Learning Algorithms" by Jasper Snoek, Hugo Larochelle, and Ryan P. Adams addresses the challenge of tuning hyperparameters in machine learning algorithms, which is often a "black art" requiring expert experience. The authors propose a Bayesian optimization framework that models the generalization performance of a learning algorithm as a sample from a Gaussian process (GP). This approach allows for efficient use of information gathered from previous experiments, leading to optimal choices for the next parameters to try. The paper highlights the importance of thoughtful choices in the Gaussian process prior and inference procedure, which can significantly impact the success of Bayesian optimization. It also introduces new algorithms that account for the variable cost of learning experiments and can leverage multiple cores for parallel experimentation. The authors demonstrate that their methods can outperform human expert-level optimization on various contemporary algorithms, including latent Dirichlet allocation, structured SVMs, and convolutional neural networks. The paper includes empirical analyses on challenging problems and shows that their Bayesian optimization approach finds better hyperparameters faster than existing methods.The paper "Practical Bayesian Optimization of Machine Learning Algorithms" by Jasper Snoek, Hugo Larochelle, and Ryan P. Adams addresses the challenge of tuning hyperparameters in machine learning algorithms, which is often a "black art" requiring expert experience. The authors propose a Bayesian optimization framework that models the generalization performance of a learning algorithm as a sample from a Gaussian process (GP). This approach allows for efficient use of information gathered from previous experiments, leading to optimal choices for the next parameters to try. The paper highlights the importance of thoughtful choices in the Gaussian process prior and inference procedure, which can significantly impact the success of Bayesian optimization. It also introduces new algorithms that account for the variable cost of learning experiments and can leverage multiple cores for parallel experimentation. The authors demonstrate that their methods can outperform human expert-level optimization on various contemporary algorithms, including latent Dirichlet allocation, structured SVMs, and convolutional neural networks. The paper includes empirical analyses on challenging problems and shows that their Bayesian optimization approach finds better hyperparameters faster than existing methods.